Home > First Federal Savings and Loan Association of Independence > Securities
First Federal Savings and Loan Association of Independence, Securities
| 2015-09-30 | Rank | |
| Total securities | $22,070,000 | 3,956 |
| U.S. Government securities | $22,070,000 | 2,974 |
| U.S. Treasury securities | $992,000 | 1,053 |
| U.S. Government agency obligations | $21,078,000 | 2,956 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,154,000 | 4,394 |
| Mortgage-backed securities | $6,094,000 | 3,372 |
| Certificates of participation in pools of residential mortgages | $6,083,000 | 2,901 |
| Issued or guaranteed by U.S. | $6,083,000 | 2,896 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $11,000 | 3,296 |
| CMOs issued by government agencies or sponsored agencies | $11,000 | 3,184 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $22,070,000 | 732 |
| Available-for-sale securities (fair market value) | $0 | 5,787 |
| Total debt securities | $22,070,000 | 3,933 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $22,624,000 | 3,994 |
| U.S. Government securities | $22,624,000 | 3,024 |
| U.S. Treasury securities | $991,000 | 1,075 |
| U.S. Government agency obligations | $21,633,000 | 3,001 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,455,000 | 4,367 |
| Mortgage-backed securities | $6,651,000 | 3,376 |
| Certificates of participation in pools of residential mortgages | $6,638,000 | 2,895 |
| Issued or guaranteed by U.S. | $6,638,000 | 2,893 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $13,000 | 3,338 |
| CMOs issued by government agencies or sponsored agencies | $13,000 | 3,223 |
| 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) | $22,624,000 | 731 |
| Available-for-sale securities (fair market value) | $0 | 5,863 |
| Total debt securities | $22,624,000 | 3,973 |
| 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 | $24,241,000 | 3,907 |
| U.S. Government securities | $24,241,000 | 2,949 |
| U.S. Treasury securities | $990,000 | 1,066 |
| U.S. Government agency obligations | $23,251,000 | 2,937 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,785,000 | 4,338 |
| Mortgage-backed securities | $7,272,000 | 3,346 |
| Certificates of participation in pools of residential mortgages | $7,257,000 | 2,849 |
| Issued or guaranteed by U.S. | $7,257,000 | 2,848 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $15,000 | 3,361 |
| CMOs issued by government agencies or sponsored agencies | $15,000 | 3,243 |
| 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) | $24,241,000 | 701 |
| Available-for-sale securities (fair market value) | $0 | 5,927 |
| Total debt securities | $24,241,000 | 3,882 |
| 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 | $24,855,000 | 3,892 |
| U.S. Government securities | $24,855,000 | 2,960 |
| U.S. Treasury securities | $989,000 | 1,082 |
| U.S. Government agency obligations | $23,866,000 | 2,943 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,122,000 | 4,326 |
| Mortgage-backed securities | $7,889,000 | 3,302 |
| Certificates of participation in pools of residential mortgages | $7,873,000 | 2,797 |
| Issued or guaranteed by U.S. | $7,873,000 | 2,795 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $16,000 | 3,406 |
| CMOs issued by government agencies or sponsored agencies | $16,000 | 3,285 |
| 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) | $24,855,000 | 694 |
| Available-for-sale securities (fair market value) | $0 | 6,022 |
| Total debt securities | $24,855,000 | 3,866 |
| 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 | $25,529,000 | 3,939 |
| U.S. Government securities | $25,529,000 | 2,980 |
| U.S. Treasury securities | $988,000 | 1,076 |
| U.S. Government agency obligations | $24,541,000 | 2,958 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,481,000 | 4,284 |
| Mortgage-backed securities | $8,567,000 | 3,315 |
| Certificates of participation in pools of residential mortgages | $8,549,000 | 2,798 |
| Issued or guaranteed by U.S. | $8,549,000 | 2,795 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $18,000 | 3,459 |
| CMOs issued by government agencies or sponsored agencies | $18,000 | 3,328 |
| 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) | $25,529,000 | 688 |
| Available-for-sale securities (fair market value) | $0 | 6,094 |
| Total debt securities | $25,529,000 | 3,911 |
| 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 | $26,234,000 | 3,933 |
| U.S. Government securities | $26,234,000 | 2,988 |
| U.S. Treasury securities | $987,000 | 1,040 |
| U.S. Government agency obligations | $25,247,000 | 2,965 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,233,000 | 4,392 |
| Mortgage-backed securities | $9,275,000 | 3,270 |
| Certificates of participation in pools of residential mortgages | $9,255,000 | 2,740 |
| Issued or guaranteed by U.S. | $9,255,000 | 2,740 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $20,000 | 3,502 |
| CMOs issued by government agencies or sponsored agencies | $20,000 | 3,367 |
| 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) | $26,234,000 | 670 |
| Available-for-sale securities (fair market value) | $0 | 6,156 |
| Total debt securities | $26,234,000 | 3,903 |
| 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 | $25,942,000 | 3,991 |
| U.S. Government securities | $25,942,000 | 3,018 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $25,942,000 | 2,941 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,549,000 | 4,101 |
| Mortgage-backed securities | $9,957,000 | 3,193 |
| Certificates of participation in pools of residential mortgages | $9,935,000 | 2,668 |
| Issued or guaranteed by U.S. | $9,935,000 | 2,668 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $22,000 | 3,532 |
| CMOs issued by government agencies or sponsored agencies | $22,000 | 3,399 |
| 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) | $25,942,000 | 662 |
| Available-for-sale securities (fair market value) | $0 | 6,227 |
| Total debt securities | $25,942,000 | 3,962 |
| 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 | $20,652,000 | 4,415 |
| U.S. Government securities | $20,652,000 | 3,435 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $20,652,000 | 3,341 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,183,000 | 4,416 |
| Mortgage-backed securities | $10,672,000 | 3,118 |
| Certificates of participation in pools of residential mortgages | $10,648,000 | 2,572 |
| Issued or guaranteed by U.S. | $10,648,000 | 2,572 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $24,000 | 3,532 |
| CMOs issued by government agencies or sponsored agencies | $24,000 | 3,392 |
| 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) | $20,652,000 | 752 |
| Available-for-sale securities (fair market value) | $0 | 6,303 |
| Total debt securities | $20,652,000 | 4,394 |
| 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 | $21,431,000 | 4,380 |
| U.S. Government securities | $21,431,000 | 3,378 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $21,431,000 | 3,290 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,835,000 | 4,560 |
| Mortgage-backed securities | $11,453,000 | 3,053 |
| Certificates of participation in pools of residential mortgages | $11,427,000 | 2,482 |
| Issued or guaranteed by U.S. | $11,427,000 | 2,480 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $26,000 | 3,576 |
| CMOs issued by government agencies or sponsored agencies | $26,000 | 3,430 |
| 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) | $21,431,000 | 713 |
| Available-for-sale securities (fair market value) | $0 | 6,372 |
| Total debt securities | $21,431,000 | 4,351 |
| 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 | $22,662,000 | 4,265 |
| U.S. Government securities | $22,662,000 | 3,271 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $22,662,000 | 3,185 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| 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 | $3,771,000 | 4,589 |
| Mortgage-backed securities | $12,687,000 | 2,935 |
| Certificates of participation in pools of residential mortgages | $12,658,000 | 2,342 |
| Issued or guaranteed by U.S. | $12,658,000 | 2,341 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $29,000 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $29,000 | 3,441 |
| 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) | $22,662,000 | 646 |
| Available-for-sale securities (fair market value) | $0 | 6,421 |
| Total debt securities | $22,662,000 | 4,231 |
| 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 | $14,251,000 | 5,078 |
| U.S. Government securities | $14,251,000 | 4,160 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $14,251,000 | 4,059 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| 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 | $4,368,000 | 4,458 |
| Mortgage-backed securities | $14,251,000 | 2,840 |
| Certificates of participation in pools of residential mortgages | $14,219,000 | 2,231 |
| Issued or guaranteed by U.S. | $14,219,000 | 2,231 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $32,000 | 3,628 |
| CMOs issued by government agencies or sponsored agencies | $32,000 | 3,462 |
| 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) | $14,251,000 | 819 |
| Available-for-sale securities (fair market value) | $0 | 6,494 |
| Total debt securities | $14,251,000 | 5,044 |
| 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 | $15,864,000 | 4,879 |
| U.S. Government securities | $15,864,000 | 3,922 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $15,864,000 | 3,821 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| 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 | $4,864,000 | 4,320 |
| Mortgage-backed securities | $15,864,000 | 2,707 |
| Certificates of participation in pools of residential mortgages | $15,828,000 | 2,080 |
| Issued or guaranteed by U.S. | $15,828,000 | 2,078 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $36,000 | 3,662 |
| CMOs issued by government agencies or sponsored agencies | $36,000 | 3,503 |
| 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) | $15,864,000 | 765 |
| Available-for-sale securities (fair market value) | $0 | 6,540 |
| Total debt securities | $15,864,000 | 4,844 |
| 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 | $17,573,000 | 4,767 |
| U.S. Government securities | $17,573,000 | 3,831 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $17,573,000 | 3,751 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| 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 | $4,439,000 | 4,479 |
| Mortgage-backed securities | $17,573,000 | 2,692 |
| Certificates of participation in pools of residential mortgages | $17,535,000 | 2,038 |
| Issued or guaranteed by U.S. | $17,535,000 | 2,037 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $38,000 | 3,742 |
| CMOs issued by government agencies or sponsored agencies | $38,000 | 3,575 |
| 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) | $17,573,000 | 714 |
| Available-for-sale securities (fair market value) | $0 | 6,625 |
| Total debt securities | $17,573,000 | 4,734 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $13,223,000 | 5,288 |
| U.S. Government securities | $13,223,000 | 4,399 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $13,223,000 | 4,306 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| 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 | $4,913,000 | 4,412 |
| Mortgage-backed securities | $13,223,000 | 3,115 |
| Certificates of participation in pools of residential mortgages | $13,182,000 | 2,449 |
| Issued or guaranteed by U.S. | $13,182,000 | 2,448 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $41,000 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $41,000 | 3,575 |
| 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) | $13,223,000 | 856 |
| Available-for-sale securities (fair market value) | $0 | 6,685 |
| Total debt securities | $13,223,000 | 5,258 |
| 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 | $12,386,000 | 5,453 |
| U.S. Government securities | $12,386,000 | 4,614 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $12,386,000 | 4,521 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| 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 | $634,000 | 5,930 |
| Mortgage-backed securities | $12,386,000 | 3,213 |
| Certificates of participation in pools of residential mortgages | $12,342,000 | 2,557 |
| Issued or guaranteed by U.S. | $12,342,000 | 2,553 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $44,000 | 3,776 |
| CMOs issued by government agencies or sponsored agencies | $44,000 | 3,599 |
| 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) | $12,386,000 | 890 |
| Available-for-sale securities (fair market value) | $0 | 6,742 |
| Total debt securities | $12,386,000 | 5,419 |
| 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 | $10,020,000 | 5,734 |
| U.S. Government securities | $10,019,000 | 4,940 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,019,000 | 4,842 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $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 | $10,019,000 | 3,416 |
| Certificates of participation in pools of residential mortgages | $9,972,000 | 2,744 |
| Issued or guaranteed by U.S. | $9,972,000 | 2,744 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $47,000 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $47,000 | 3,459 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,020,000 | 1,004 |
| Available-for-sale securities (fair market value) | $0 | 6,765 |
| Total debt securities | $10,019,000 | 5,706 |
| 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 | $9,618,000 | 5,769 |
| U.S. Government securities | $9,617,000 | 4,965 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,617,000 | 4,868 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| 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 | 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 | $9,617,000 | 3,412 |
| Certificates of participation in pools of residential mortgages | $9,567,000 | 2,722 |
| Issued or guaranteed by U.S. | $9,567,000 | 2,718 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $50,000 | 3,714 |
| CMOs issued by government agencies or sponsored agencies | $50,000 | 3,439 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,618,000 | 1,031 |
| Available-for-sale securities (fair market value) | $0 | 6,827 |
| Total debt securities | $9,617,000 | 5,733 |
| 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 | $10,426,000 | 5,754 |
| U.S. Government securities | $10,425,000 | 4,957 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,425,000 | 4,844 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| 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 | $10,425,000 | 3,259 |
| Certificates of participation in pools of residential mortgages | $10,372,000 | 2,565 |
| Issued or guaranteed by U.S. | $10,372,000 | 2,557 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $53,000 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $53,000 | 3,428 |
| Privately issued | $0 | 1,265 |
| 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) | $10,426,000 | 1,000 |
| Available-for-sale securities (fair market value) | $0 | 6,900 |
| Total debt securities | $10,425,000 | 5,718 |
| 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 | $10,603,000 | 5,696 |
| U.S. Government securities | $10,602,000 | 4,919 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,602,000 | 4,798 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| 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 | $9,603,000 | 3,331 |
| Certificates of participation in pools of residential mortgages | $9,546,000 | 2,635 |
| Issued or guaranteed by U.S. | $9,546,000 | 2,630 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $57,000 | 3,674 |
| CMOs issued by government agencies or sponsored agencies | $57,000 | 3,383 |
| Privately issued | $0 | 1,299 |
| 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) | $10,603,000 | 997 |
| Available-for-sale securities (fair market value) | $0 | 6,957 |
| Total debt securities | $10,602,000 | 5,663 |
| 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 | $13,569,000 | 5,225 |
| U.S. Government securities | $13,568,000 | 4,295 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,568,000 | 4,164 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| 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 | $10,572,000 | 3,096 |
| Certificates of participation in pools of residential mortgages | $10,512,000 | 2,393 |
| Issued or guaranteed by U.S. | $10,512,000 | 2,389 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $60,000 | 3,673 |
| CMOs issued by government agencies or sponsored agencies | $60,000 | 3,356 |
| Privately issued | $0 | 1,350 |
| 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) | $13,569,000 | 873 |
| Available-for-sale securities (fair market value) | $0 | 7,005 |
| Total debt securities | $13,568,000 | 5,189 |
| 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 | $17,946,000 | 4,598 |
| U.S. Government securities | $17,945,000 | 3,665 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,945,000 | 3,559 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| 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 | $11,950,000 | 2,915 |
| Certificates of participation in pools of residential mortgages | $11,886,000 | 2,193 |
| Issued or guaranteed by U.S. | $11,886,000 | 2,186 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $64,000 | 3,665 |
| CMOs issued by government agencies or sponsored agencies | $64,000 | 3,342 |
| Privately issued | $0 | 1,417 |
| 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) | $17,946,000 | 748 |
| Available-for-sale securities (fair market value) | $0 | 7,084 |
| Total debt securities | $17,945,000 | 4,558 |
| 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 | $22,018,000 | 4,170 |
| U.S. Government securities | $22,017,000 | 3,294 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,017,000 | 3,207 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | 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 | $13,019,000 | 2,781 |
| Certificates of participation in pools of residential mortgages | $12,952,000 | 2,099 |
| Issued or guaranteed by U.S. | $12,952,000 | 2,093 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $67,000 | 3,581 |
| CMOs issued by government agencies or sponsored agencies | $67,000 | 3,263 |
| Privately issued | $0 | 1,445 |
| 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) | $22,018,000 | 648 |
| Available-for-sale securities (fair market value) | $0 | 7,144 |
| Total debt securities | $22,017,000 | 4,131 |
| 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 | $26,035,000 | 3,821 |
| U.S. Government securities | $26,034,000 | 3,006 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $26,034,000 | 2,927 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | 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 | $14,031,000 | 2,759 |
| Certificates of participation in pools of residential mortgages | $13,963,000 | 2,097 |
| Issued or guaranteed by U.S. | $13,963,000 | 2,091 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $68,000 | 3,584 |
| CMOs issued by government agencies or sponsored agencies | $68,000 | 3,246 |
| Privately issued | $0 | 1,481 |
| 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) | $26,035,000 | 587 |
| Available-for-sale securities (fair market value) | $0 | 7,234 |
| Total debt securities | $26,034,000 | 3,791 |
| 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 | $29,144,000 | 3,538 |
| U.S. Government securities | $29,143,000 | 2,734 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $29,143,000 | 2,668 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | 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 | $15,135,000 | 2,696 |
| Certificates of participation in pools of residential mortgages | $15,067,000 | 2,056 |
| Issued or guaranteed by U.S. | $15,067,000 | 2,048 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $68,000 | 3,598 |
| CMOs issued by government agencies or sponsored agencies | $68,000 | 3,248 |
| 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) | $29,144,000 | 563 |
| Available-for-sale securities (fair market value) | $0 | 7,286 |
| Total debt securities | $29,143,000 | 3,508 |
| 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 | $27,648,000 | 3,682 |
| U.S. Government securities | $27,647,000 | 2,828 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $27,647,000 | 2,766 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | 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 | $11,634,000 | 3,109 |
| Certificates of participation in pools of residential mortgages | $11,566,000 | 2,465 |
| Issued or guaranteed by U.S. | $11,566,000 | 2,455 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $68,000 | 3,591 |
| CMOs issued by government agencies or sponsored agencies | $68,000 | 3,234 |
| 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) | $27,648,000 | 596 |
| Available-for-sale securities (fair market value) | $0 | 7,355 |
| Total debt securities | $27,647,000 | 3,640 |
| 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 | $21,529,000 | 4,249 |
| U.S. Government securities | $21,528,000 | 3,306 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,528,000 | 3,239 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | 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 | $4,510,000 | 4,409 |
| Certificates of participation in pools of residential mortgages | $4,442,000 | 3,824 |
| Issued or guaranteed by U.S. | $4,442,000 | 3,814 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $68,000 | 3,601 |
| CMOs issued by government agencies or sponsored agencies | $68,000 | 3,233 |
| 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) | $21,529,000 | 710 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $21,528,000 | 4,207 |
| 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 | $22,903,000 | 4,093 |
| U.S. Government securities | $22,902,000 | 3,204 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,902,000 | 3,148 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | 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 | $2,880,000 | 4,928 |
| Certificates of participation in pools of residential mortgages | $2,812,000 | 4,463 |
| Issued or guaranteed by U.S. | $2,812,000 | 4,453 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $68,000 | 3,608 |
| CMOs issued by government agencies or sponsored agencies | $68,000 | 3,235 |
| 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) | $22,903,000 | 685 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $22,902,000 | 4,056 |
| 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 | $26,140,000 | 3,779 |
| U.S. Government securities | $26,139,000 | 2,943 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $26,139,000 | 2,888 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | 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 | $3,112,000 | 4,821 |
| Certificates of participation in pools of residential mortgages | $3,044,000 | 4,350 |
| Issued or guaranteed by U.S. | $3,044,000 | 4,339 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $68,000 | 3,583 |
| CMOs issued by government agencies or sponsored agencies | $68,000 | 3,237 |
| 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) | $26,140,000 | 611 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $26,139,000 | 3,738 |
| 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 | $28,448,000 | 3,518 |
| U.S. Government securities | $28,447,000 | 2,700 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $28,447,000 | 2,649 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | 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 | $3,409,000 | 4,666 |
| Certificates of participation in pools of residential mortgages | $3,340,000 | 4,168 |
| Issued or guaranteed by U.S. | $3,340,000 | 4,157 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $69,000 | 3,512 |
| CMOs issued by government agencies or sponsored agencies | $69,000 | 3,155 |
| 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) | $28,448,000 | 576 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $28,447,000 | 3,486 |
| 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 | $31,645,000 | 3,305 |
| U.S. Government securities | $31,644,000 | 2,524 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $31,644,000 | 2,475 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 1,964 |
| 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 | $3,595,000 | 4,617 |
| Certificates of participation in pools of residential mortgages | $3,526,000 | 4,121 |
| Issued or guaranteed by U.S. | $3,526,000 | 4,106 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $69,000 | 3,517 |
| CMOs issued by government agencies or sponsored agencies | $69,000 | 3,180 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $31,645,000 | 518 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $31,644,000 | 3,267 |
| 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 | $31,901,000 | 3,302 |
| U.S. Government securities | $31,900,000 | 2,495 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $31,900,000 | 2,441 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 1,939 |
| 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 | $3,839,000 | 4,453 |
| Certificates of participation in pools of residential mortgages | $3,771,000 | 3,930 |
| Issued or guaranteed by U.S. | $3,771,000 | 3,915 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $68,000 | 3,508 |
| CMOs issued by government agencies or sponsored agencies | $68,000 | 3,167 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $31,901,000 | 508 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $31,900,000 | 3,257 |
| 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 | $36,059,000 | 3,013 |
| U.S. Government securities | $36,058,000 | 2,253 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $36,058,000 | 2,206 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 1,889 |
| 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 | $3,990,000 | 4,137 |
| Certificates of participation in pools of residential mortgages | $3,922,000 | 3,562 |
| Issued or guaranteed by U.S. | $3,922,000 | 3,547 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $68,000 | 3,436 |
| CMOs issued by government agencies or sponsored agencies | $68,000 | 3,114 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $36,059,000 | 474 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $36,058,000 | 2,967 |
| 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 | $36,138,000 | 2,996 |
| U.S. Government securities | $36,137,000 | 2,271 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $36,137,000 | 2,214 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 1,828 |
| 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 | $4,145,000 | 3,935 |
| Certificates of participation in pools of residential mortgages | $4,077,000 | 3,334 |
| Issued or guaranteed by U.S. | $4,077,000 | 3,321 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $68,000 | 3,411 |
| CMOs issued by government agencies or sponsored agencies | $68,000 | 3,085 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $36,138,000 | 495 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $36,137,000 | 2,954 |
| 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 | $35,343,000 | 3,049 |
| U.S. Government securities | $35,342,000 | 2,318 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $35,342,000 | 2,254 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 1,865 |
| 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 | $4,351,000 | 3,822 |
| Certificates of participation in pools of residential mortgages | $4,282,000 | 3,212 |
| Issued or guaranteed by U.S. | $4,282,000 | 3,199 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $69,000 | 3,389 |
| CMOs issued by government agencies or sponsored agencies | $69,000 | 3,068 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $35,343,000 | 511 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $35,342,000 | 3,002 |
| 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 | $36,654,000 | 2,989 |
| U.S. Government securities | $36,653,000 | 2,281 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $36,653,000 | 2,214 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 1,886 |
| 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 | $4,648,000 | 3,735 |
| Certificates of participation in pools of residential mortgages | $4,580,000 | 3,122 |
| Issued or guaranteed by U.S. | $4,580,000 | 3,106 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $68,000 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $68,000 | 3,072 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $36,654,000 | 516 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $36,653,000 | 2,944 |
| 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 | $35,959,000 | 3,057 |
| U.S. Government securities | $35,958,000 | 2,362 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $35,958,000 | 2,301 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 1,932 |
| 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 | $4,921,000 | 3,645 |
| Certificates of participation in pools of residential mortgages | $4,852,000 | 3,051 |
| Issued or guaranteed by U.S. | $4,852,000 | 3,038 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $69,000 | 3,378 |
| CMOs issued by government agencies or sponsored agencies | $69,000 | 3,080 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $35,959,000 | 541 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $35,958,000 | 3,005 |
| 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 | $37,196,000 | 3,007 |
| U.S. Government securities | $37,195,000 | 2,312 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $37,195,000 | 2,245 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 1,968 |
| 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 | $5,173,000 | 3,567 |
| Certificates of participation in pools of residential mortgages | $5,105,000 | 2,974 |
| Issued or guaranteed by U.S. | $5,105,000 | 2,960 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $68,000 | 3,366 |
| CMOs issued by government agencies or sponsored agencies | $68,000 | 3,067 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $37,196,000 | 552 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $37,195,000 | 2,964 |
| 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 | $37,550,000 | 2,971 |
| U.S. Government securities | $37,549,000 | 2,288 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $37,549,000 | 2,213 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 2,004 |
| 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 | $5,493,000 | 3,488 |
| Certificates of participation in pools of residential mortgages | $5,425,000 | 2,902 |
| Issued or guaranteed by U.S. | $5,425,000 | 2,891 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $68,000 | 3,392 |
| CMOs issued by government agencies or sponsored agencies | $68,000 | 3,077 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $37,550,000 | 551 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $37,549,000 | 2,936 |
| 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 | $36,918,000 | 3,040 |
| U.S. Government securities | $36,917,000 | 2,366 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $36,917,000 | 2,304 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 2,036 |
| 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 | $5,854,000 | 3,440 |
| Certificates of participation in pools of residential mortgages | $5,785,000 | 2,873 |
| Issued or guaranteed by U.S. | $5,785,000 | 2,859 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $69,000 | 3,396 |
| CMOs issued by government agencies or sponsored agencies | $69,000 | 3,074 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $36,918,000 | 574 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $36,917,000 | 2,996 |
| 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 | $38,232,000 | 2,941 |
| U.S. Government securities | $38,231,000 | 2,275 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $38,231,000 | 2,204 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 2,060 |
| 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 | $6,227,000 | 3,401 |
| Certificates of participation in pools of residential mortgages | $6,158,000 | 2,822 |
| Issued or guaranteed by U.S. | $6,158,000 | 2,813 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $69,000 | 3,411 |
| CMOs issued by government agencies or sponsored agencies | $69,000 | 3,092 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $38,232,000 | 564 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $38,231,000 | 2,899 |
| 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 | $36,815,000 | 3,002 |
| U.S. Government securities | $36,814,000 | 2,335 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $36,814,000 | 2,268 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 2,083 |
| 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 | $6,748,000 | 3,299 |
| Certificates of participation in pools of residential mortgages | $6,676,000 | 2,739 |
| Issued or guaranteed by U.S. | $6,676,000 | 2,727 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $72,000 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $72,000 | 3,094 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $36,815,000 | 588 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $36,814,000 | 2,951 |
| 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 | $37,384,000 | 3,015 |
| U.S. Government securities | $37,383,000 | 2,328 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $37,383,000 | 2,252 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 2,093 |
| 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 | $7,315,000 | 3,237 |
| Certificates of participation in pools of residential mortgages | $7,237,000 | 2,680 |
| Issued or guaranteed by U.S. | $7,237,000 | 2,669 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $78,000 | 3,437 |
| CMOs issued by government agencies or sponsored agencies | $78,000 | 3,123 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $37,384,000 | 596 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $37,383,000 | 2,960 |
| 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 | $38,064,000 | 3,004 |
| U.S. Government securities | $38,063,000 | 2,336 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $38,063,000 | 2,258 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 2,149 |
| 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 | $7,967,000 | 3,198 |
| Certificates of participation in pools of residential mortgages | $7,885,000 | 2,630 |
| Issued or guaranteed by U.S. | $7,885,000 | 2,621 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $82,000 | 3,470 |
| CMOs issued by government agencies or sponsored agencies | $82,000 | 3,163 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $38,064,000 | 594 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $38,063,000 | 2,952 |
| 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 | $39,733,000 | 2,914 |
| U.S. Government securities | $39,732,000 | 2,240 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $39,732,000 | 2,157 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 2,179 |
| 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 | $8,669,000 | 3,148 |
| Certificates of participation in pools of residential mortgages | $8,583,000 | 2,560 |
| Issued or guaranteed by U.S. | $8,583,000 | 2,553 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $86,000 | 3,506 |
| CMOs issued by government agencies or sponsored agencies | $86,000 | 3,193 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $39,733,000 | 568 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $39,732,000 | 2,865 |
| 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 | $40,503,000 | 2,867 |
| U.S. Government securities | $40,502,000 | 2,186 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $40,502,000 | 2,103 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 2,215 |
| 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 | $9,370,000 | 3,052 |
| Certificates of participation in pools of residential mortgages | $9,277,000 | 2,474 |
| Issued or guaranteed by U.S. | $9,277,000 | 2,465 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $93,000 | 3,510 |
| CMOs issued by government agencies or sponsored agencies | $93,000 | 3,203 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $40,503,000 | 558 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $40,502,000 | 2,814 |
| 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 | $41,324,000 | 2,859 |
| U.S. Government securities | $41,323,000 | 2,184 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $41,323,000 | 2,112 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 2,259 |
| 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 | $10,130,000 | 2,973 |
| Certificates of participation in pools of residential mortgages | $10,022,000 | 2,411 |
| Issued or guaranteed by U.S. | $10,022,000 | 2,403 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $108,000 | 3,543 |
| CMOs issued by government agencies or sponsored agencies | $108,000 | 3,243 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $41,324,000 | 557 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $41,323,000 | 2,796 |
| 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 | $42,552,000 | 2,797 |
| U.S. Government securities | $42,551,000 | 2,133 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $42,551,000 | 2,062 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 2,280 |
| 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 | $11,288,000 | 2,836 |
| Certificates of participation in pools of residential mortgages | $11,133,000 | 2,263 |
| Issued or guaranteed by U.S. | $11,133,000 | 2,254 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $155,000 | 3,552 |
| CMOs issued by government agencies or sponsored agencies | $155,000 | 3,238 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $42,552,000 | 519 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $42,551,000 | 2,727 |
| 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 | $41,874,000 | 2,870 |
| U.S. Government securities | $41,873,000 | 2,227 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $41,873,000 | 2,147 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 2,332 |
| 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 | $12,547,000 | 2,673 |
| Certificates of participation in pools of residential mortgages | $12,368,000 | 2,156 |
| Issued or guaranteed by U.S. | $12,368,000 | 2,140 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $179,000 | 3,568 |
| CMOs issued by government agencies or sponsored agencies | $179,000 | 3,395 |
| 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) | $41,874,000 | 522 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $41,873,000 | 2,809 |
| 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 | $39,965,000 | 2,932 |
| U.S. Government securities | $39,764,000 | 2,264 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $39,764,000 | 2,185 |
| Securities issued by states & political subdivisions | $200,000 | 6,367 |
| 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 | $1,000 | 2,383 |
| 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 | $14,381,000 | 2,469 |
| Certificates of participation in pools of residential mortgages | $14,074,000 | 1,963 |
| Issued or guaranteed by U.S. | $14,074,000 | 1,954 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $307,000 | 3,458 |
| CMOs issued by government agencies or sponsored agencies | $307,000 | 3,281 |
| 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) | $39,965,000 | 547 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $39,964,000 | 2,860 |
| 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 | $34,397,000 | 3,231 |
| U.S. Government securities | $34,197,000 | 2,468 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $34,197,000 | 2,369 |
| Securities issued by states & political subdivisions | $199,000 | 6,395 |
| 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 | $1,000 | 2,384 |
| 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 | $14,832,000 | 2,457 |
| Certificates of participation in pools of residential mortgages | $14,163,000 | 1,930 |
| Issued or guaranteed by U.S. | $14,163,000 | 1,919 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $669,000 | 3,283 |
| CMOs issued by government agencies or sponsored agencies | $669,000 | 3,125 |
| 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) | $34,397,000 | 604 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $34,396,000 | 3,150 |
| 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 | $35,013,000 | 3,138 |
| U.S. Government securities | $34,813,000 | 2,421 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $34,813,000 | 2,324 |
| Securities issued by states & political subdivisions | $199,000 | 6,391 |
| 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 | $1,000 | 2,403 |
| 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 | $17,543,000 | 2,202 |
| Certificates of participation in pools of residential mortgages | $16,326,000 | 1,726 |
| Issued or guaranteed by U.S. | $16,326,000 | 1,721 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,217,000 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $1,217,000 | 2,832 |
| 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) | $35,013,000 | 582 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $35,012,000 | 3,056 |
| 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 | $29,955,000 | 3,534 |
| U.S. Government securities | $29,755,000 | 2,720 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $29,755,000 | 2,597 |
| Securities issued by states & political subdivisions | $199,000 | 6,405 |
| 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 | $1,000 | 2,406 |
| 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 | $15,490,000 | 2,352 |
| Certificates of participation in pools of residential mortgages | $13,673,000 | 1,908 |
| Issued or guaranteed by U.S. | $13,673,000 | 1,898 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,817,000 | 2,712 |
| CMOs issued by government agencies or sponsored agencies | $1,817,000 | 2,587 |
| 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) | $29,955,000 | 660 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $29,954,000 | 3,461 |
| 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 | $11,971,000 | 6,032 |
| U.S. Government securities | $11,772,000 | 5,060 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,772,000 | 4,854 |
| Securities issued by states & political subdivisions | $198,000 | 6,542 |
| 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 | $1,000 | 2,381 |
| 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 | $6,763,000 | 3,518 |
| Certificates of participation in pools of residential mortgages | $3,905,000 | 3,496 |
| Issued or guaranteed by U.S. | $3,905,000 | 3,482 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $2,858,000 | 2,412 |
| CMOs issued by government agencies or sponsored agencies | $2,858,000 | 2,259 |
| 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) | $10,965,000 | 1,460 |
| Available-for-sale securities (fair market value) | $1,006,000 | 8,242 |
| Total debt securities | $11,970,000 | 5,929 |
| 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 | $16,760,000 | 5,217 |
| U.S. Government securities | $16,563,000 | 4,203 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,563,000 | 3,921 |
| Securities issued by states & political subdivisions | $196,000 | 6,741 |
| 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 | $1,000 | 8,164 |
| 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 | $8,458,000 | 2,550 |
| Certificates of participation in pools of residential mortgages | $5,245,000 | 2,557 |
| Issued or guaranteed by U.S. | $5,245,000 | 2,537 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $3,213,000 | 1,883 |
| CMOs issued by government agencies or sponsored agencies | $3,213,000 | 1,750 |
| 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) | $14,755,000 | 1,451 |
| Available-for-sale securities (fair market value) | $2,005,000 | 8,175 |
| Total debt securities | $16,759,000 | 5,093 |
| 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 | $19,285,000 | 4,970 |
| U.S. Government securities | $18,679,000 | 4,073 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,679,000 | 3,672 |
| Securities issued by states & political subdivisions | $605,000 | 6,213 |
| 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 | $1,000 | 8,250 |
| 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 | $10,293,000 | 2,473 |
| Certificates of participation in pools of residential mortgages | $6,640,000 | 2,405 |
| Issued or guaranteed by U.S. | $6,640,000 | 2,391 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $3,653,000 | 1,907 |
| CMOs issued by government agencies or sponsored agencies | $3,653,000 | 1,767 |
| 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) | $17,300,000 | 1,436 |
| Available-for-sale securities (fair market value) | $1,985,000 | 8,417 |
| Total debt securities | $19,284,000 | 4,854 |
| 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 | $18,031,000 | 5,176 |
| U.S. Government securities | $17,676,000 | 4,276 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,676,000 | 3,646 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $355,000 | 4,287 |
| 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 | $14,629,000 | 2,102 |
| Certificates of participation in pools of residential mortgages | $9,540,000 | 2,058 |
| Issued or guaranteed by U.S. | $9,540,000 | 2,047 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $5,089,000 | 1,749 |
| CMOs issued by government agencies or sponsored agencies | $5,089,000 | 1,635 |
| 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) | $14,629,000 | 1,770 |
| Available-for-sale securities (fair market value) | $3,402,000 | 7,956 |
| Total debt securities | $17,676,000 | 5,116 |
| 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 | $25,850,000 | 4,100 |
| U.S. Government securities | $25,517,000 | 3,376 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $25,517,000 | 2,651 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $333,000 | 4,424 |
| 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 | $21,506,000 | 1,605 |
| Certificates of participation in pools of residential mortgages | $14,113,000 | 1,551 |
| Issued or guaranteed by U.S. | $14,113,000 | 1,540 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $7,393,000 | 1,378 |
| CMOs issued by government agencies or sponsored agencies | $7,393,000 | 1,312 |
| 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) | $21,064,000 | 1,596 |
| Available-for-sale securities (fair market value) | $4,786,000 | 7,556 |
| Total debt securities | $25,517,000 | 4,037 |
| 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 | $33,481,000 | 3,600 |
| U.S. Government securities | $32,745,000 | 2,950 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $32,745,000 | 2,204 |
| Securities issued by states & political subdivisions | $78,000 | 8,361 |
| 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 | $313,000 | 4,429 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-345,000 | 1,181 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $25,812,000 | 1,509 |
| Certificates of participation in pools of residential mortgages | $18,168,000 | 1,427 |
| Issued or guaranteed by U.S. | $18,168,000 | 1,410 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $7,644,000 | 1,499 |
| CMOs issued by government agencies or sponsored agencies | $7,644,000 | 1,422 |
| 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) | $33,481,000 | 1,212 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $32,823,000 | 3,561 |
| 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 | $35,844,000 | 3,531 |
| U.S. Government securities | $35,092,000 | 2,868 |
| U.S. Treasury securities | $2,001,000 | 7,137 |
| U.S. Government agency obligations | $33,091,000 | 2,106 |
| Securities issued by states & political subdivisions | $83,000 | 8,699 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $299,000 | 4,249 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-370,000 | 1,257 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $28,111,000 | 1,502 |
| Certificates of participation in pools of residential mortgages | $20,465,000 | 1,302 |
| Issued or guaranteed by U.S. | $20,465,000 | 1,276 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $7,646,000 | 1,649 |
| CMOs issued by government agencies or sponsored agencies | $7,646,000 | 1,584 |
| 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) | $29,739,000 | 1,435 |
| Available-for-sale securities (fair market value) | $6,105,000 | 7,520 |
| Total debt securities | $35,175,000 | 3,505 |
| 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 | $30,891,000 | 4,166 |
| U.S. Government securities | $30,137,000 | 3,453 |
| U.S. Treasury securities | $1,904,000 | 8,485 |
| U.S. Government agency obligations | $28,233,000 | 2,392 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $456,000 | 3,260 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-298,000 | 1,316 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $26,254,000 | 1,664 |
| Certificates of participation in pools of residential mortgages | $18,604,000 | 1,449 |
| Issued or guaranteed by U.S. | $18,604,000 | 1,432 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $7,650,000 | 1,752 |
| CMOs issued by government agencies or sponsored agencies | $7,650,000 | 1,649 |
| 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) | $25,645,000 | 2,801 |
| Available-for-sale securities (fair market value) | $5,246,000 | 6,740 |
| Total debt securities | $30,137,000 | 4,159 |
| 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 | $17,847,000 | 6,633 |
| U.S. Government securities | $17,156,000 | 5,719 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $17,156,000 | 3,748 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $274,000 | 4,033 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-417,000 | 1,465 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $17,156,000 | 2,529 |
| Certificates of participation in pools of residential mortgages | $12,313,000 | 2,162 |
| Issued or guaranteed by U.S. | $12,313,000 | 2,135 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $4,843,000 | 2,682 |
| CMOs issued by government agencies or sponsored agencies | $4,843,000 | 2,521 |
| 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 | $17,156,000 | 6,647 |
| 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 | $14,644,000 | 7,465 |
| U.S. Government securities | $13,990,000 | 6,573 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $13,990,000 | 4,327 |
| Securities issued by states & political subdivisions | $250,000 | 8,547 |
| Other domestic debt securities | $0 | 7,520 |
| 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 | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $266,000 | 3,510 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $-138,000 | 1,520 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,960,000 | 3,328 |
| Certificates of participation in pools of residential mortgages | $11,956,000 | 2,230 |
| Issued or guaranteed by U.S. | $11,956,000 | 2,194 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $4,000 | 7,338 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 6,628 |
| 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 | $14,240,000 | 7,465 |
| 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 |