Home > Fraternity Federal Savings and Loan Association > Securities
Fraternity Federal Savings and Loan Association, Securities
| 2016-03-31 | Rank | |
| Total securities | $18,332,000 | 4,111 |
| U.S. Government securities | $15,118,000 | 3,457 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $15,118,000 | 3,338 |
| Securities issued by states & political subdivisions | $3,096,000 | 3,940 |
| Other domestic debt securities | $118,000 | 2,143 |
| Privately issued residential mortgage-backed securities | $118,000 | 570 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,255 |
| Mortgage-backed securities | $10,026,000 | 2,845 |
| Certificates of participation in pools of residential mortgages | $3,895,000 | 3,277 |
| Issued or guaranteed by U.S. | $3,895,000 | 3,275 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,613,000 | 2,340 |
| CMOs issued by government agencies or sponsored agencies | $1,495,000 | 2,308 |
| Privately issued | $118,000 | 540 |
| Commercial mortgage-backed securities | $4,518,000 | 607 |
| Commercial mortgage pass-through securities | $4,518,000 | 349 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $7,838,000 | 1,120 |
| Available-for-sale securities (fair market value) | $10,494,000 | 4,433 |
| Total debt securities | $18,332,000 | 4,090 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $20,693,000 | 3,974 |
| U.S. Government securities | $17,479,000 | 3,290 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $17,479,000 | 3,181 |
| Securities issued by states & political subdivisions | $3,094,000 | 3,979 |
| Other domestic debt securities | $120,000 | 2,134 |
| Privately issued residential mortgage-backed securities | $120,000 | 576 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,301 |
| Mortgage-backed securities | $10,195,000 | 2,822 |
| Certificates of participation in pools of residential mortgages | $4,001,000 | 3,259 |
| Issued or guaranteed by U.S. | $4,001,000 | 3,256 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,649,000 | 2,356 |
| CMOs issued by government agencies or sponsored agencies | $1,529,000 | 2,322 |
| Privately issued | $120,000 | 548 |
| Commercial mortgage-backed securities | $4,545,000 | 565 |
| Commercial mortgage pass-through securities | $4,545,000 | 332 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $8,153,000 | 1,125 |
| Available-for-sale securities (fair market value) | $12,540,000 | 4,307 |
| Total debt securities | $20,693,000 | 3,949 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $21,089,000 | 4,023 |
| U.S. Government securities | $17,866,000 | 3,324 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $17,866,000 | 3,221 |
| Securities issued by states & political subdivisions | $3,088,000 | 4,022 |
| Other domestic debt securities | $135,000 | 2,161 |
| Privately issued residential mortgage-backed securities | $135,000 | 581 |
| 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 | $0 | 5,371 |
| Mortgage-backed securities | $10,472,000 | 2,829 |
| Certificates of participation in pools of residential mortgages | $4,167,000 | 3,261 |
| Issued or guaranteed by U.S. | $4,167,000 | 3,257 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,734,000 | 2,341 |
| CMOs issued by government agencies or sponsored agencies | $1,599,000 | 2,317 |
| Privately issued | $135,000 | 552 |
| Commercial mortgage-backed securities | $4,571,000 | 541 |
| Commercial mortgage pass-through securities | $4,571,000 | 325 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $8,260,000 | 1,129 |
| Available-for-sale securities (fair market value) | $12,829,000 | 4,341 |
| Total debt securities | $21,089,000 | 4,000 |
| 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 | $21,511,000 | 4,072 |
| U.S. Government securities | $18,292,000 | 3,363 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $18,292,000 | 3,266 |
| Securities issued by states & political subdivisions | $3,083,000 | 4,044 |
| Other domestic debt securities | $136,000 | 2,186 |
| Privately issued residential mortgage-backed securities | $136,000 | 602 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,428 |
| Mortgage-backed securities | $10,667,000 | 2,876 |
| Certificates of participation in pools of residential mortgages | $4,303,000 | 3,309 |
| Issued or guaranteed by U.S. | $4,303,000 | 3,307 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,767,000 | 2,401 |
| CMOs issued by government agencies or sponsored agencies | $1,631,000 | 2,372 |
| Privately issued | $136,000 | 572 |
| Commercial mortgage-backed securities | $4,597,000 | 515 |
| Commercial mortgage pass-through securities | $4,597,000 | 305 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $8,638,000 | 1,115 |
| Available-for-sale securities (fair market value) | $12,873,000 | 4,421 |
| Total debt securities | $21,511,000 | 4,050 |
| 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 | $22,254,000 | 4,057 |
| U.S. Government securities | $18,975,000 | 3,375 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $18,975,000 | 3,260 |
| Securities issued by states & political subdivisions | $3,116,000 | 4,039 |
| Other domestic debt securities | $163,000 | 2,230 |
| Privately issued residential mortgage-backed securities | $163,000 | 625 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,487 |
| Mortgage-backed securities | $11,103,000 | 2,881 |
| Certificates of participation in pools of residential mortgages | $4,608,000 | 3,309 |
| Issued or guaranteed by U.S. | $4,608,000 | 3,307 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,873,000 | 2,403 |
| CMOs issued by government agencies or sponsored agencies | $1,710,000 | 2,386 |
| Privately issued | $163,000 | 592 |
| Commercial mortgage-backed securities | $4,622,000 | 497 |
| Commercial mortgage pass-through securities | $4,622,000 | 292 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $8,798,000 | 1,117 |
| Available-for-sale securities (fair market value) | $13,456,000 | 4,437 |
| Total debt securities | $22,254,000 | 4,034 |
| 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 | $23,220,000 | 4,037 |
| U.S. Government securities | $19,911,000 | 3,357 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $19,911,000 | 3,249 |
| Securities issued by states & political subdivisions | $3,115,000 | 4,081 |
| Other domestic debt securities | $194,000 | 2,237 |
| Privately issued residential mortgage-backed securities | $194,000 | 607 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,563 |
| Mortgage-backed securities | $11,900,000 | 2,837 |
| Certificates of participation in pools of residential mortgages | $5,314,000 | 3,217 |
| Issued or guaranteed by U.S. | $5,314,000 | 3,214 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,938,000 | 2,435 |
| CMOs issued by government agencies or sponsored agencies | $1,744,000 | 2,411 |
| Privately issued | $194,000 | 574 |
| Commercial mortgage-backed securities | $4,648,000 | 486 |
| Commercial mortgage pass-through securities | $4,648,000 | 288 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $9,100,000 | 1,120 |
| Available-for-sale securities (fair market value) | $14,120,000 | 4,424 |
| Total debt securities | $23,220,000 | 4,014 |
| 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 | $23,805,000 | 4,084 |
| U.S. Government securities | $18,919,000 | 3,522 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $18,919,000 | 3,409 |
| Securities issued by states & political subdivisions | $3,129,000 | 4,116 |
| Other domestic debt securities | $1,757,000 | 1,470 |
| Privately issued residential mortgage-backed securities | $254,000 | 608 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $1,503,000 | 1,198 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $11,089,000 | 2,986 |
| Certificates of participation in pools of residential mortgages | $5,427,000 | 3,279 |
| Issued or guaranteed by U.S. | $5,427,000 | 3,276 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $988,000 | 2,819 |
| CMOs issued by government agencies or sponsored agencies | $734,000 | 2,852 |
| Privately issued | $254,000 | 581 |
| Commercial mortgage-backed securities | $4,674,000 | 477 |
| Commercial mortgage pass-through securities | $4,674,000 | 295 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $9,225,000 | 1,128 |
| Available-for-sale securities (fair market value) | $14,580,000 | 4,462 |
| Total debt securities | $23,805,000 | 4,054 |
| 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 | $24,151,000 | 4,099 |
| U.S. Government securities | $19,269,000 | 3,537 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $19,269,000 | 3,435 |
| Securities issued by states & political subdivisions | $3,117,000 | 4,165 |
| Other domestic debt securities | $1,765,000 | 1,514 |
| Privately issued residential mortgage-backed securities | $256,000 | 625 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $1,509,000 | 1,232 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,698 |
| Mortgage-backed securities | $12,978,000 | 2,847 |
| Certificates of participation in pools of residential mortgages | $7,237,000 | 3,049 |
| Issued or guaranteed by U.S. | $7,237,000 | 3,049 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,042,000 | 2,837 |
| CMOs issued by government agencies or sponsored agencies | $786,000 | 2,868 |
| Privately issued | $256,000 | 599 |
| Commercial mortgage-backed securities | $4,699,000 | 473 |
| Commercial mortgage pass-through securities | $4,699,000 | 299 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $7,761,000 | 1,234 |
| Available-for-sale securities (fair market value) | $16,390,000 | 4,348 |
| Total debt securities | $24,151,000 | 4,070 |
| 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 | $24,356,000 | 4,112 |
| U.S. Government securities | $19,465,000 | 3,537 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $19,465,000 | 3,436 |
| Securities issued by states & political subdivisions | $3,103,000 | 4,198 |
| Other domestic debt securities | $1,788,000 | 1,549 |
| Privately issued residential mortgage-backed securities | $271,000 | 641 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $1,517,000 | 1,260 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,749 |
| Mortgage-backed securities | $13,190,000 | 2,838 |
| Certificates of participation in pools of residential mortgages | $7,386,000 | 3,036 |
| Issued or guaranteed by U.S. | $7,386,000 | 3,036 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,081,000 | 2,837 |
| CMOs issued by government agencies or sponsored agencies | $810,000 | 2,889 |
| Privately issued | $271,000 | 614 |
| Commercial mortgage-backed securities | $4,723,000 | 443 |
| Commercial mortgage pass-through securities | $4,723,000 | 277 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $7,924,000 | 1,216 |
| Available-for-sale securities (fair market value) | $16,432,000 | 4,398 |
| Total debt securities | $24,356,000 | 4,081 |
| 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 | $24,424,000 | 4,109 |
| U.S. Government securities | $19,604,000 | 3,527 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $19,604,000 | 3,432 |
| Securities issued by states & political subdivisions | $3,034,000 | 4,246 |
| Other domestic debt securities | $1,786,000 | 1,587 |
| Privately issued residential mortgage-backed securities | $288,000 | 664 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $1,498,000 | 1,294 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,833 |
| Mortgage-backed securities | $13,456,000 | 2,828 |
| Certificates of participation in pools of residential mortgages | $7,578,000 | 3,001 |
| Issued or guaranteed by U.S. | $7,578,000 | 2,999 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,129,000 | 2,807 |
| CMOs issued by government agencies or sponsored agencies | $841,000 | 2,841 |
| Privately issued | $288,000 | 633 |
| Commercial mortgage-backed securities | $4,749,000 | 415 |
| Commercial mortgage pass-through securities | $4,749,000 | 255 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $8,069,000 | 1,201 |
| Available-for-sale securities (fair market value) | $16,355,000 | 4,415 |
| Total debt securities | $24,424,000 | 4,075 |
| 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 | $24,237,000 | 4,142 |
| U.S. Government securities | $20,495,000 | 3,461 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $20,495,000 | 3,376 |
| Securities issued by states & political subdivisions | $1,964,000 | 4,575 |
| Other domestic debt securities | $1,778,000 | 1,635 |
| Privately issued residential mortgage-backed securities | $280,000 | 697 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $1,498,000 | 1,325 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $13,942,000 | 2,813 |
| Certificates of participation in pools of residential mortgages | $7,988,000 | 2,947 |
| Issued or guaranteed by U.S. | $7,988,000 | 2,944 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,180,000 | 2,829 |
| CMOs issued by government agencies or sponsored agencies | $900,000 | 2,836 |
| Privately issued | $280,000 | 667 |
| Commercial mortgage-backed securities | $4,774,000 | 403 |
| Commercial mortgage pass-through securities | $4,774,000 | 237 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $7,272,000 | 1,215 |
| Available-for-sale securities (fair market value) | $16,965,000 | 4,404 |
| Total debt securities | $24,237,000 | 4,112 |
| 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 | $25,011,000 | 4,090 |
| U.S. Government securities | $21,282,000 | 3,396 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $21,282,000 | 3,309 |
| Securities issued by states & political subdivisions | $1,950,000 | 4,577 |
| Other domestic debt securities | $1,779,000 | 1,672 |
| Privately issued residential mortgage-backed securities | $282,000 | 715 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $1,497,000 | 1,348 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $14,468,000 | 2,773 |
| Certificates of participation in pools of residential mortgages | $8,450,000 | 2,844 |
| Issued or guaranteed by U.S. | $8,450,000 | 2,842 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,220,000 | 2,845 |
| CMOs issued by government agencies or sponsored agencies | $938,000 | 2,856 |
| Privately issued | $282,000 | 684 |
| Commercial mortgage-backed securities | $4,798,000 | 388 |
| Commercial mortgage pass-through securities | $4,798,000 | 237 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $7,345,000 | 1,135 |
| Available-for-sale securities (fair market value) | $17,666,000 | 4,354 |
| Total debt securities | $25,011,000 | 4,059 |
| 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 | $26,709,000 | 3,943 |
| U.S. Government securities | $22,851,000 | 3,286 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $22,851,000 | 3,206 |
| Securities issued by states & political subdivisions | $1,056,000 | 4,903 |
| Other domestic debt securities | $2,802,000 | 1,377 |
| Privately issued residential mortgage-backed securities | $301,000 | 749 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $2,501,000 | 1,071 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $15,569,000 | 2,712 |
| Certificates of participation in pools of residential mortgages | $9,453,000 | 2,731 |
| Issued or guaranteed by U.S. | $9,453,000 | 2,730 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,295,000 | 2,870 |
| CMOs issued by government agencies or sponsored agencies | $994,000 | 2,864 |
| Privately issued | $301,000 | 719 |
| Commercial mortgage-backed securities | $4,821,000 | 338 |
| Commercial mortgage pass-through securities | $4,821,000 | 213 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $7,480,000 | 1,099 |
| Available-for-sale securities (fair market value) | $19,229,000 | 4,234 |
| Total debt securities | $26,709,000 | 3,914 |
| 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 | $26,221,000 | 3,945 |
| U.S. Government securities | $20,902,000 | 3,407 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $20,902,000 | 3,328 |
| Securities issued by states & political subdivisions | $1,060,000 | 4,943 |
| Other domestic debt securities | $4,259,000 | 1,108 |
| Privately issued residential mortgage-backed securities | $1,750,000 | 475 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $2,509,000 | 1,040 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $16,430,000 | 2,667 |
| Certificates of participation in pools of residential mortgages | $8,818,000 | 2,832 |
| Issued or guaranteed by U.S. | $8,818,000 | 2,830 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $2,766,000 | 2,456 |
| CMOs issued by government agencies or sponsored agencies | $1,016,000 | 2,895 |
| Privately issued | $1,750,000 | 462 |
| Commercial mortgage-backed securities | $4,846,000 | 285 |
| Commercial mortgage pass-through securities | $4,846,000 | 184 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $7,646,000 | 1,095 |
| Available-for-sale securities (fair market value) | $18,575,000 | 4,264 |
| Total debt securities | $26,221,000 | 3,918 |
| 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 | $31,765,000 | 3,601 |
| U.S. Government securities | $25,995,000 | 3,053 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $25,995,000 | 2,995 |
| Securities issued by states & political subdivisions | $546,000 | 5,262 |
| Other domestic debt securities | $5,224,000 | 1,025 |
| Privately issued residential mortgage-backed securities | $2,706,000 | 431 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $2,518,000 | 1,084 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $22,780,000 | 2,326 |
| Certificates of participation in pools of residential mortgages | $15,204,000 | 2,221 |
| Issued or guaranteed by U.S. | $15,204,000 | 2,220 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $2,706,000 | 2,558 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $2,706,000 | 413 |
| Commercial mortgage-backed securities | $4,870,000 | 270 |
| Commercial mortgage pass-through securities | $4,870,000 | 161 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $7,350,000 | 1,134 |
| Available-for-sale securities (fair market value) | $24,415,000 | 3,800 |
| Total debt securities | $31,765,000 | 3,573 |
| 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 | $33,155,000 | 3,539 |
| U.S. Government securities | $27,258,000 | 3,030 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $27,258,000 | 2,970 |
| Securities issued by states & political subdivisions | $548,000 | 5,252 |
| Other domestic debt securities | $5,349,000 | 1,029 |
| Privately issued residential mortgage-backed securities | $2,831,000 | 448 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $2,518,000 | 1,086 |
| 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 | $0 | 6,201 |
| Mortgage-backed securities | $24,115,000 | 2,275 |
| Certificates of participation in pools of residential mortgages | $16,391,000 | 2,155 |
| Issued or guaranteed by U.S. | $16,391,000 | 2,154 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,831,000 | 2,560 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $2,831,000 | 430 |
| Commercial mortgage-backed securities | $4,893,000 | 257 |
| Commercial mortgage pass-through securities | $4,893,000 | 146 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $7,405,000 | 1,124 |
| Available-for-sale securities (fair market value) | $25,750,000 | 3,729 |
| Total debt securities | $33,155,000 | 3,511 |
| 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 | $39,001,000 | 3,219 |
| U.S. Government securities | $32,815,000 | 2,709 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $32,815,000 | 2,649 |
| Securities issued by states & political subdivisions | $549,000 | 5,239 |
| Other domestic debt securities | $5,637,000 | 1,001 |
| Privately issued residential mortgage-backed securities | $3,117,000 | 451 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $2,520,000 | 1,060 |
| 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 | $0 | 6,234 |
| Mortgage-backed securities | $26,898,000 | 2,140 |
| Certificates of participation in pools of residential mortgages | $23,781,000 | 1,653 |
| Issued or guaranteed by U.S. | $23,781,000 | 1,651 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,117,000 | 2,506 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $3,117,000 | 433 |
| 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) | $7,729,000 | 1,128 |
| Available-for-sale securities (fair market value) | $31,272,000 | 3,384 |
| Total debt securities | $39,001,000 | 3,186 |
| 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 | $39,256,000 | 3,107 |
| U.S. Government securities | $32,932,000 | 2,613 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $32,932,000 | 2,556 |
| Securities issued by states & political subdivisions | $551,000 | 5,241 |
| Other domestic debt securities | $5,773,000 | 971 |
| Privately issued residential mortgage-backed securities | $3,287,000 | 498 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,486,000 | 1,003 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $27,050,000 | 2,043 |
| Certificates of participation in pools of residential mortgages | $23,763,000 | 1,555 |
| Issued or guaranteed by U.S. | $23,763,000 | 1,551 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $3,287,000 | 2,433 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $3,287,000 | 477 |
| 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) | $11,242,000 | 939 |
| Available-for-sale securities (fair market value) | $28,014,000 | 3,535 |
| Total debt securities | $39,256,000 | 3,087 |
| 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 | $36,063,000 | 3,219 |
| U.S. Government securities | $33,871,000 | 2,499 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $33,871,000 | 2,439 |
| Securities issued by states & political subdivisions | $553,000 | 5,234 |
| Other domestic debt securities | $1,639,000 | 1,711 |
| Privately issued residential mortgage-backed securities | $618,000 | 906 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,021,000 | 1,399 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $21,675,000 | 2,294 |
| Certificates of participation in pools of residential mortgages | $21,057,000 | 1,661 |
| Issued or guaranteed by U.S. | $21,057,000 | 1,654 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $618,000 | 3,291 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $618,000 | 858 |
| 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) | $9,664,000 | 1,029 |
| Available-for-sale securities (fair market value) | $26,399,000 | 3,572 |
| Total debt securities | $36,063,000 | 3,195 |
| 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 | $35,455,000 | 3,273 |
| U.S. Government securities | $33,742,000 | 2,552 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $33,742,000 | 2,485 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $1,713,000 | 1,635 |
| Privately issued residential mortgage-backed securities | $674,000 | 910 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,039,000 | 1,308 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $20,249,000 | 2,334 |
| Certificates of participation in pools of residential mortgages | $19,575,000 | 1,690 |
| Issued or guaranteed by U.S. | $19,575,000 | 1,686 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $674,000 | 3,230 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $674,000 | 862 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,616,000 | 1,939 |
| Available-for-sale securities (fair market value) | $33,839,000 | 3,091 |
| Total debt securities | $35,455,000 | 3,247 |
| 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 | $35,004,000 | 3,261 |
| U.S. Government securities | $31,219,000 | 2,700 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $31,219,000 | 2,619 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $3,785,000 | 1,197 |
| Privately issued residential mortgage-backed securities | $2,769,000 | 607 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,016,000 | 1,369 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $20,086,000 | 2,291 |
| Certificates of participation in pools of residential mortgages | $17,317,000 | 1,831 |
| Issued or guaranteed by U.S. | $17,317,000 | 1,828 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $2,769,000 | 2,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $2,769,000 | 580 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,590,000 | 1,971 |
| Available-for-sale securities (fair market value) | $33,414,000 | 3,090 |
| Total debt securities | $35,004,000 | 3,234 |
| 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 | $21,365,000 | 4,249 |
| U.S. Government securities | $19,533,000 | 3,516 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,533,000 | 3,421 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $1,832,000 | 1,756 |
| Privately issued residential mortgage-backed securities | $826,000 | 959 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,006,000 | 1,385 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,074,000 | 2,900 |
| Certificates of participation in pools of residential mortgages | $11,248,000 | 2,299 |
| Issued or guaranteed by U.S. | $11,248,000 | 2,292 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $826,000 | 3,101 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $826,000 | 915 |
| 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) | $1,466,000 | 2,025 |
| Available-for-sale securities (fair market value) | $19,899,000 | 4,052 |
| Total debt securities | $21,365,000 | 4,217 |
| 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 | $13,167,000 | 5,216 |
| U.S. Government securities | $11,170,000 | 4,622 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,170,000 | 4,502 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $1,997,000 | 1,752 |
| Privately issued residential mortgage-backed securities | $998,000 | 981 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $999,000 | 1,422 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,852,000 | 3,461 |
| Certificates of participation in pools of residential mortgages | $6,854,000 | 2,919 |
| Issued or guaranteed by U.S. | $6,854,000 | 2,910 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $998,000 | 2,994 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $998,000 | 937 |
| 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) | $1,251,000 | 2,114 |
| Available-for-sale securities (fair market value) | $11,916,000 | 4,948 |
| Total debt securities | $13,167,000 | 5,179 |
| 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 | $19,649,000 | 4,440 |
| U.S. Government securities | $17,115,000 | 3,812 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,115,000 | 3,717 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $2,534,000 | 1,566 |
| Privately issued residential mortgage-backed securities | $1,071,000 | 997 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,463,000 | 1,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,320,000 | 4,172 |
| Certificates of participation in pools of residential mortgages | $3,249,000 | 3,840 |
| Issued or guaranteed by U.S. | $3,249,000 | 3,833 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,071,000 | 2,864 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $1,071,000 | 962 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,523,000 | 2,109 |
| Available-for-sale securities (fair market value) | $18,126,000 | 4,200 |
| Total debt securities | $19,649,000 | 4,394 |
| 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 | $25,246,000 | 3,900 |
| U.S. Government securities | $22,656,000 | 3,280 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,656,000 | 3,196 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $2,590,000 | 1,601 |
| Privately issued residential mortgage-backed securities | $1,112,000 | 1,033 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,478,000 | 1,166 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,981,000 | 3,897 |
| Certificates of participation in pools of residential mortgages | $4,869,000 | 3,494 |
| Issued or guaranteed by U.S. | $4,869,000 | 3,485 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,112,000 | 2,822 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $1,112,000 | 995 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,628,000 | 2,115 |
| Available-for-sale securities (fair market value) | $23,618,000 | 3,667 |
| Total debt securities | $25,246,000 | 3,865 |
| 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 | $24,116,000 | 3,968 |
| U.S. Government securities | $21,518,000 | 3,363 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,518,000 | 3,284 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $2,598,000 | 1,638 |
| Privately issued residential mortgage-backed securities | $1,165,000 | 1,054 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,433,000 | 1,202 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,485,000 | 3,206 |
| Certificates of participation in pools of residential mortgages | $9,320,000 | 2,683 |
| Issued or guaranteed by U.S. | $9,320,000 | 2,676 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,165,000 | 2,805 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $1,165,000 | 1,013 |
| 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) | $1,651,000 | 2,141 |
| Available-for-sale securities (fair market value) | $22,465,000 | 3,765 |
| Total debt securities | $24,116,000 | 3,938 |
| 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 | $24,507,000 | 3,956 |
| U.S. Government securities | $23,207,000 | 3,180 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $23,207,000 | 3,112 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $1,300,000 | 2,215 |
| Privately issued residential mortgage-backed securities | $1,300,000 | 1,083 |
| 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 | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,064,000 | 2,930 |
| Certificates of participation in pools of residential mortgages | $11,764,000 | 2,436 |
| Issued or guaranteed by U.S. | $11,764,000 | 2,426 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,300,000 | 2,743 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $1,300,000 | 1,038 |
| 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) | $6,542,000 | 1,412 |
| Available-for-sale securities (fair market value) | $17,965,000 | 4,256 |
| Total debt securities | $24,507,000 | 3,918 |
| 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 | $18,637,000 | 4,595 |
| U.S. Government securities | $17,269,000 | 3,797 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,269,000 | 3,709 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $1,368,000 | 2,236 |
| Privately issued residential mortgage-backed securities | $1,368,000 | 1,099 |
| 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 | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,161,000 | 2,852 |
| Certificates of participation in pools of residential mortgages | $12,793,000 | 2,369 |
| Issued or guaranteed by U.S. | $12,793,000 | 2,360 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,368,000 | 2,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $1,368,000 | 1,052 |
| 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) | $6,993,000 | 1,377 |
| Available-for-sale securities (fair market value) | $11,644,000 | 5,067 |
| Total debt securities | $18,637,000 | 4,553 |
| 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 | $15,426,000 | 5,011 |
| U.S. Government securities | $14,037,000 | 4,357 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,037,000 | 4,279 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $1,389,000 | 2,127 |
| Privately issued residential mortgage-backed securities | $1,389,000 | 1,129 |
| 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 | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,834,000 | 3,170 |
| Certificates of participation in pools of residential mortgages | $10,445,000 | 2,710 |
| Issued or guaranteed by U.S. | $10,445,000 | 2,694 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,389,000 | 2,714 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $1,389,000 | 1,080 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,140,000 | 1,385 |
| Available-for-sale securities (fair market value) | $8,286,000 | 5,689 |
| Total debt securities | $15,426,000 | 4,975 |
| 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 | $15,973,000 | 4,973 |
| U.S. Government securities | $14,559,000 | 4,303 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,559,000 | 4,228 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $1,414,000 | 2,072 |
| Privately issued residential mortgage-backed securities | $1,414,000 | 1,081 |
| 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 | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,319,000 | 3,062 |
| Certificates of participation in pools of residential mortgages | $10,905,000 | 2,620 |
| Issued or guaranteed by U.S. | $10,905,000 | 2,604 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,414,000 | 2,645 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $1,414,000 | 1,036 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,423,000 | 1,359 |
| Available-for-sale securities (fair market value) | $8,550,000 | 5,669 |
| Total debt securities | $15,973,000 | 4,935 |
| 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 | $16,154,000 | 4,907 |
| U.S. Government securities | $14,549,000 | 4,267 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,549,000 | 4,192 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $1,605,000 | 1,939 |
| Privately issued residential mortgage-backed securities | $1,605,000 | 1,027 |
| 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 | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,560,000 | 2,927 |
| Certificates of participation in pools of residential mortgages | $10,955,000 | 2,543 |
| Issued or guaranteed by U.S. | $10,955,000 | 2,526 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,605,000 | 2,504 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $1,605,000 | 986 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,584,000 | 1,345 |
| Available-for-sale securities (fair market value) | $8,570,000 | 5,623 |
| Total debt securities | $16,154,000 | 4,865 |
| 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 | $16,708,000 | 4,877 |
| U.S. Government securities | $14,886,000 | 4,244 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,886,000 | 4,172 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $1,822,000 | 1,913 |
| Privately issued residential mortgage-backed securities | $1,822,000 | 973 |
| 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 | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,067,000 | 2,844 |
| Certificates of participation in pools of residential mortgages | $11,243,000 | 2,485 |
| Issued or guaranteed by U.S. | $11,243,000 | 2,469 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,824,000 | 2,418 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,369 |
| Privately issued | $1,822,000 | 925 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,875,000 | 1,311 |
| Available-for-sale securities (fair market value) | $8,833,000 | 5,620 |
| Total debt securities | $16,708,000 | 4,826 |
| 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 | $15,638,000 | 5,021 |
| U.S. Government securities | $12,486,000 | 4,658 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,486,000 | 4,575 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $3,152,000 | 1,461 |
| Privately issued residential mortgage-backed securities | $3,152,000 | 782 |
| 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 | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,802,000 | 2,706 |
| Certificates of participation in pools of residential mortgages | $10,635,000 | 2,462 |
| Issued or guaranteed by U.S. | $10,635,000 | 2,448 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,167,000 | 2,027 |
| CMOs issued by government agencies or sponsored agencies | $15,000 | 3,277 |
| Privately issued | $3,152,000 | 747 |
| 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) | $8,157,000 | 1,290 |
| Available-for-sale securities (fair market value) | $7,481,000 | 5,895 |
| Total debt securities | $15,638,000 | 4,970 |
| 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 | $14,001,000 | 5,314 |
| U.S. Government securities | $14,001,000 | 4,483 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,001,000 | 4,397 |
| 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 | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,110,000 | 2,898 |
| Certificates of participation in pools of residential mortgages | $8,964,000 | 2,427 |
| Issued or guaranteed by U.S. | $8,964,000 | 2,413 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,146,000 | 2,555 |
| CMOs issued by government agencies or sponsored agencies | $1,146,000 | 2,252 |
| 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) | $8,551,000 | 1,311 |
| Available-for-sale securities (fair market value) | $5,450,000 | 6,355 |
| Total debt securities | $14,001,000 | 5,255 |
| 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 | $18,148,000 | 4,721 |
| U.S. Government securities | $18,148,000 | 3,886 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,148,000 | 3,803 |
| 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 | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,302,000 | 2,841 |
| Certificates of participation in pools of residential mortgages | $9,266,000 | 2,218 |
| Issued or guaranteed by U.S. | $9,266,000 | 2,209 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $36,000 | 3,474 |
| CMOs issued by government agencies or sponsored agencies | $36,000 | 3,138 |
| 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) | $8,855,000 | 1,337 |
| Available-for-sale securities (fair market value) | $9,293,000 | 5,625 |
| Total debt securities | $18,148,000 | 4,666 |
| 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 | $18,432,000 | 4,688 |
| U.S. Government securities | $18,432,000 | 3,863 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,432,000 | 3,772 |
| 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 | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,674,000 | 2,735 |
| Certificates of participation in pools of residential mortgages | $9,631,000 | 2,120 |
| Issued or guaranteed by U.S. | $9,631,000 | 2,112 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $43,000 | 3,441 |
| CMOs issued by government agencies or sponsored agencies | $43,000 | 3,115 |
| 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) | $9,190,000 | 1,314 |
| Available-for-sale securities (fair market value) | $9,242,000 | 5,633 |
| Total debt securities | $18,432,000 | 4,643 |
| 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 | $19,024,000 | 4,631 |
| U.S. Government securities | $19,024,000 | 3,784 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,024,000 | 3,691 |
| 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 | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,062,000 | 2,649 |
| Certificates of participation in pools of residential mortgages | $10,010,000 | 2,065 |
| Issued or guaranteed by U.S. | $10,010,000 | 2,057 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $52,000 | 3,411 |
| CMOs issued by government agencies or sponsored agencies | $52,000 | 3,107 |
| 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) | $9,540,000 | 1,319 |
| Available-for-sale securities (fair market value) | $9,484,000 | 5,591 |
| Total debt securities | $19,024,000 | 4,584 |
| 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 | $22,462,000 | 4,218 |
| U.S. Government securities | $22,462,000 | 3,422 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,462,000 | 3,326 |
| 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 | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,431,000 | 2,592 |
| Certificates of participation in pools of residential mortgages | $10,368,000 | 2,032 |
| Issued or guaranteed by U.S. | $10,368,000 | 2,021 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $63,000 | 3,400 |
| CMOs issued by government agencies or sponsored agencies | $63,000 | 3,100 |
| 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) | $9,844,000 | 1,319 |
| Available-for-sale securities (fair market value) | $12,618,000 | 5,061 |
| Total debt securities | $22,462,000 | 4,166 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $15,976,000 | 5,183 |
| U.S. Government securities | $15,976,000 | 4,373 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,976,000 | 4,253 |
| 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 | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,831,000 | 2,530 |
| Certificates of participation in pools of residential mortgages | $10,755,000 | 2,005 |
| Issued or guaranteed by U.S. | $10,755,000 | 1,991 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $76,000 | 3,352 |
| CMOs issued by government agencies or sponsored agencies | $76,000 | 3,053 |
| 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) | $10,232,000 | 1,334 |
| Available-for-sale securities (fair market value) | $5,744,000 | 6,437 |
| Total debt securities | $15,976,000 | 5,147 |
| 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 | $16,506,000 | 5,094 |
| U.S. Government securities | $16,506,000 | 4,269 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,506,000 | 4,140 |
| 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 | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,331,000 | 2,466 |
| Certificates of participation in pools of residential mortgages | $11,241,000 | 1,958 |
| Issued or guaranteed by U.S. | $11,241,000 | 1,947 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $90,000 | 3,339 |
| CMOs issued by government agencies or sponsored agencies | $90,000 | 3,026 |
| 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) | $10,715,000 | 1,314 |
| Available-for-sale securities (fair market value) | $5,791,000 | 6,438 |
| Total debt securities | $16,506,000 | 5,045 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $17,099,000 | 5,038 |
| U.S. Government securities | $17,099,000 | 4,216 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,099,000 | 4,081 |
| 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 | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,785,000 | 2,457 |
| Certificates of participation in pools of residential mortgages | $11,677,000 | 1,949 |
| Issued or guaranteed by U.S. | $11,677,000 | 1,938 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $108,000 | 3,312 |
| CMOs issued by government agencies or sponsored agencies | $108,000 | 2,998 |
| 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) | $11,013,000 | 1,317 |
| Available-for-sale securities (fair market value) | $6,086,000 | 6,436 |
| Total debt securities | $17,099,000 | 4,980 |
| 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 | $17,716,000 | 4,952 |
| U.S. Government securities | $17,716,000 | 4,132 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,716,000 | 4,001 |
| 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 | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,270,000 | 2,435 |
| Certificates of participation in pools of residential mortgages | $12,146,000 | 1,917 |
| Issued or guaranteed by U.S. | $12,146,000 | 1,905 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $124,000 | 3,289 |
| CMOs issued by government agencies or sponsored agencies | $124,000 | 2,986 |
| 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) | $11,438,000 | 1,329 |
| Available-for-sale securities (fair market value) | $6,278,000 | 6,420 |
| Total debt securities | $17,716,000 | 4,902 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $15,898,000 | 5,229 |
| U.S. Government securities | $15,898,000 | 4,348 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,898,000 | 4,221 |
| 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 | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,908,000 | 2,378 |
| Certificates of participation in pools of residential mortgages | $12,762,000 | 1,889 |
| Issued or guaranteed by U.S. | $12,762,000 | 1,875 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $146,000 | 3,283 |
| CMOs issued by government agencies or sponsored agencies | $146,000 | 2,970 |
| 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) | $11,949,000 | 1,301 |
| Available-for-sale securities (fair market value) | $3,949,000 | 6,959 |
| Total debt securities | $15,898,000 | 5,178 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $15,095,000 | 5,402 |
| U.S. Government securities | $15,095,000 | 4,535 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,095,000 | 4,403 |
| 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 | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,599,000 | 2,376 |
| Certificates of participation in pools of residential mortgages | $13,427,000 | 1,883 |
| Issued or guaranteed by U.S. | $13,427,000 | 1,868 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $172,000 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $172,000 | 2,980 |
| 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) | $12,489,000 | 1,276 |
| Available-for-sale securities (fair market value) | $2,606,000 | 7,323 |
| Total debt securities | $15,095,000 | 5,339 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $15,725,000 | 5,350 |
| U.S. Government securities | $15,725,000 | 4,510 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,725,000 | 4,370 |
| 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 | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,239,000 | 2,369 |
| Certificates of participation in pools of residential mortgages | $14,038,000 | 1,883 |
| Issued or guaranteed by U.S. | $14,038,000 | 1,872 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $201,000 | 3,285 |
| CMOs issued by government agencies or sponsored agencies | $201,000 | 2,997 |
| 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) | $13,010,000 | 1,263 |
| Available-for-sale securities (fair market value) | $2,715,000 | 7,351 |
| Total debt securities | $15,725,000 | 5,289 |
| 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 | $16,369,000 | 5,273 |
| U.S. Government securities | $16,369,000 | 4,389 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,369,000 | 4,256 |
| 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 | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,868,000 | 2,349 |
| Certificates of participation in pools of residential mortgages | $14,636,000 | 1,851 |
| Issued or guaranteed by U.S. | $14,636,000 | 1,844 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $232,000 | 3,279 |
| CMOs issued by government agencies or sponsored agencies | $232,000 | 2,988 |
| 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) | $13,502,000 | 1,241 |
| Available-for-sale securities (fair market value) | $2,867,000 | 7,360 |
| Total debt securities | $16,369,000 | 5,203 |
| 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 | $16,991,000 | 5,180 |
| U.S. Government securities | $16,991,000 | 4,247 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,991,000 | 4,117 |
| 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 | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $15,488,000 | 2,307 |
| Certificates of participation in pools of residential mortgages | $15,218,000 | 1,826 |
| Issued or guaranteed by U.S. | $15,218,000 | 1,817 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $270,000 | 3,250 |
| CMOs issued by government agencies or sponsored agencies | $270,000 | 2,971 |
| 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) | $13,970,000 | 1,214 |
| Available-for-sale securities (fair market value) | $3,021,000 | 7,347 |
| Total debt securities | $16,991,000 | 5,104 |
| 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 | $17,671,000 | 5,142 |
| U.S. Government securities | $17,671,000 | 4,217 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,671,000 | 4,067 |
| 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 | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $16,182,000 | 2,258 |
| Certificates of participation in pools of residential mortgages | $15,864,000 | 1,788 |
| Issued or guaranteed by U.S. | $15,864,000 | 1,780 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $318,000 | 3,255 |
| CMOs issued by government agencies or sponsored agencies | $318,000 | 2,989 |
| 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) | $14,458,000 | 1,187 |
| Available-for-sale securities (fair market value) | $3,213,000 | 7,380 |
| Total debt securities | $17,671,000 | 5,064 |
| 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 | $18,683,000 | 4,964 |
| U.S. Government securities | $18,683,000 | 4,023 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,683,000 | 3,878 |
| 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 | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $17,179,000 | 2,229 |
| Certificates of participation in pools of residential mortgages | $16,786,000 | 1,748 |
| Issued or guaranteed by U.S. | $16,786,000 | 1,739 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $393,000 | 3,265 |
| CMOs issued by government agencies or sponsored agencies | $393,000 | 2,989 |
| 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) | $15,117,000 | 1,137 |
| Available-for-sale securities (fair market value) | $3,566,000 | 7,283 |
| Total debt securities | $18,683,000 | 4,889 |
| 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 | $7,533,000 | 7,189 |
| U.S. Government securities | $6,707,000 | 6,691 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,707,000 | 6,522 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $1,020,000 | 2,558 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,020,000 | 2,252 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $194,000 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,206,000 | 3,989 |
| Certificates of participation in pools of residential mortgages | $4,760,000 | 3,488 |
| Issued or guaranteed by U.S. | $4,760,000 | 3,477 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $446,000 | 3,252 |
| CMOs issued by government agencies or sponsored agencies | $446,000 | 3,102 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,747,000 | 2,325 |
| Available-for-sale securities (fair market value) | $3,786,000 | 7,291 |
| Total debt securities | $7,727,000 | 7,047 |
| 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 | $8,109,000 | 6,976 |
| U.S. Government securities | $7,277,000 | 6,387 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,277,000 | 6,201 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $1,026,000 | 2,665 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,026,000 | 2,364 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $194,000 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,780,000 | 3,818 |
| Certificates of participation in pools of residential mortgages | $5,262,000 | 3,342 |
| Issued or guaranteed by U.S. | $5,262,000 | 3,327 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $518,000 | 3,190 |
| CMOs issued by government agencies or sponsored agencies | $518,000 | 3,032 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,008,000 | 2,266 |
| Available-for-sale securities (fair market value) | $4,101,000 | 7,168 |
| Total debt securities | $8,303,000 | 6,847 |
| 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 | $8,102,000 | 6,927 |
| U.S. Government securities | $7,267,000 | 6,316 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,267,000 | 6,144 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $1,029,000 | 2,736 |
| 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 | $1,029,000 | 2,414 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $194,000 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,266,000 | 3,547 |
| Certificates of participation in pools of residential mortgages | $6,615,000 | 3,020 |
| Issued or guaranteed by U.S. | $6,615,000 | 3,009 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $651,000 | 3,295 |
| CMOs issued by government agencies or sponsored agencies | $651,000 | 3,136 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,935,000 | 2,094 |
| Available-for-sale securities (fair market value) | $3,167,000 | 7,426 |
| Total debt securities | $8,296,000 | 6,783 |
| 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 | $9,233,000 | 6,664 |
| U.S. Government securities | $8,386,000 | 6,012 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,386,000 | 5,829 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $1,039,000 | 2,742 |
| 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 | $1,039,000 | 2,409 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $192,000 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,386,000 | 3,346 |
| Certificates of participation in pools of residential mortgages | $7,643,000 | 2,742 |
| Issued or guaranteed by U.S. | $7,643,000 | 2,729 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $743,000 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $743,000 | 3,168 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,531,000 | 2,043 |
| Available-for-sale securities (fair market value) | $3,702,000 | 7,308 |
| Total debt securities | $9,425,000 | 6,520 |
| 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 | $13,195,000 | 5,812 |
| U.S. Government securities | $12,347,000 | 5,003 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,347,000 | 4,824 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $1,040,000 | 2,764 |
| 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 | $1,040,000 | 2,430 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $192,000 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,215,000 | 3,145 |
| Certificates of participation in pools of residential mortgages | $8,451,000 | 2,577 |
| Issued or guaranteed by U.S. | $8,451,000 | 2,563 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $764,000 | 3,356 |
| CMOs issued by government agencies or sponsored agencies | $764,000 | 3,216 |
| 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) | $8,970,000 | 1,591 |
| Available-for-sale securities (fair market value) | $4,225,000 | 7,160 |
| Total debt securities | $13,387,000 | 5,673 |
| 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 | $5,155,000 | 7,888 |
| U.S. Government securities | $4,298,000 | 7,519 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,298,000 | 7,260 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $1,047,000 | 2,835 |
| 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 | $1,047,000 | 2,437 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $190,000 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,298,000 | 4,200 |
| Certificates of participation in pools of residential mortgages | $3,324,000 | 3,730 |
| Issued or guaranteed by U.S. | $3,324,000 | 3,716 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $974,000 | 3,344 |
| CMOs issued by government agencies or sponsored agencies | $974,000 | 3,177 |
| 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) | $884,000 | 3,932 |
| Available-for-sale securities (fair market value) | $4,271,000 | 7,199 |
| Total debt securities | $5,345,000 | 7,719 |
| 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 | $6,118,000 | 7,968 |
| U.S. Government securities | $5,252,000 | 7,651 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,252,000 | 7,295 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $1,048,000 | 2,406 |
| 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 | $1,048,000 | 2,091 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $182,000 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,251,000 | 3,316 |
| Certificates of participation in pools of residential mortgages | $4,258,000 | 2,887 |
| Issued or guaranteed by U.S. | $4,258,000 | 2,870 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $993,000 | 2,860 |
| CMOs issued by government agencies or sponsored agencies | $993,000 | 2,707 |
| 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) | $901,000 | 4,546 |
| Available-for-sale securities (fair market value) | $5,217,000 | 7,174 |
| Total debt securities | $6,300,000 | 7,795 |
| 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 | $13,974,000 | 6,032 |
| U.S. Government securities | $10,715,000 | 5,888 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,715,000 | 5,371 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $1,056,000 | 2,290 |
| 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 | $1,056,000 | 1,929 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,386,000 | 1,361 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $183,000 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,676,000 | 3,375 |
| Certificates of participation in pools of residential mortgages | $4,693,000 | 2,900 |
| Issued or guaranteed by U.S. | $4,693,000 | 2,889 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $983,000 | 3,035 |
| CMOs issued by government agencies or sponsored agencies | $983,000 | 2,887 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,300,000 | 3,649 |
| Available-for-sale securities (fair market value) | $10,674,000 | 5,686 |
| Total debt securities | $11,771,000 | 6,480 |
| 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 | $17,082,000 | 5,356 |
| U.S. Government securities | $12,961,000 | 5,260 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,961,000 | 4,508 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $1,071,000 | 2,111 |
| 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 | $1,071,000 | 1,736 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,246,000 | 1,096 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $196,000 | 8 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,296,000 | 3,206 |
| Certificates of participation in pools of residential mortgages | $5,988,000 | 2,699 |
| Issued or guaranteed by U.S. | $5,988,000 | 2,683 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,308,000 | 3,024 |
| CMOs issued by government agencies or sponsored agencies | $1,308,000 | 2,890 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,819,000 | 3,470 |
| Available-for-sale securities (fair market value) | $12,263,000 | 5,205 |
| Total debt securities | $14,032,000 | 5,902 |
| 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 | $18,425,000 | 5,222 |
| U.S. Government securities | $15,574,000 | 4,920 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,574,000 | 3,913 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $1,096,000 | 1,749 |
| 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 | $1,096,000 | 1,382 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,970,000 | 1,504 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $215,000 | 10 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,269,000 | 2,762 |
| Certificates of participation in pools of residential mortgages | $7,800,000 | 2,264 |
| Issued or guaranteed by U.S. | $7,800,000 | 2,252 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,469,000 | 3,022 |
| CMOs issued by government agencies or sponsored agencies | $1,469,000 | 2,904 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,178,000 | 4,481 |
| Available-for-sale securities (fair market value) | $14,247,000 | 4,664 |
| Total debt securities | $16,670,000 | 5,474 |
| 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 | $14,435,000 | 6,576 |
| U.S. Government securities | $13,455,000 | 5,905 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,455,000 | 4,542 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $1,096,000 | 1,951 |
| 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 | $1,096,000 | 1,462 |
| Foreign debt securities | NA | NA |
| Equity securities | $50,000 | 7,066 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $166,000 | 85 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,775,000 | 4,339 |
| Certificates of participation in pools of residential mortgages | $3,332,000 | 3,910 |
| Issued or guaranteed by U.S. | $3,332,000 | 3,888 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,443,000 | 3,440 |
| CMOs issued by government agencies or sponsored agencies | $1,443,000 | 3,306 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,894,000 | 5,206 |
| Available-for-sale securities (fair market value) | $10,541,000 | 5,828 |
| Total debt securities | $14,551,000 | 6,414 |
| 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 | $18,722,000 | 5,812 |
| U.S. Government securities | $17,813,000 | 5,059 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $17,813,000 | 3,654 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $1,108,000 | 2,367 |
| 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 | $1,108,000 | 1,834 |
| Foreign debt securities | NA | NA |
| Equity securities | $50,000 | 6,989 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $249,000 | 63 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,327,000 | 4,367 |
| Certificates of participation in pools of residential mortgages | $2,512,000 | 4,498 |
| Issued or guaranteed by U.S. | $2,512,000 | 4,473 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $2,815,000 | 2,934 |
| CMOs issued by government agencies or sponsored agencies | $2,815,000 | 2,806 |
| 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) | $7,067,000 | 4,194 |
| Available-for-sale securities (fair market value) | $11,655,000 | 5,657 |
| Total debt securities | $18,921,000 | 5,657 |
| 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 | $18,937,000 | 6,118 |
| U.S. Government securities | $17,990,000 | 5,354 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $17,990,000 | 3,479 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $1,116,000 | 2,653 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,116,000 | 2,089 |
| Foreign debt securities | NA | NA |
| Equity securities | $50,000 | 6,909 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $219,000 | 102 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,224,000 | 3,003 |
| Certificates of participation in pools of residential mortgages | $5,317,000 | 3,286 |
| Issued or guaranteed by U.S. | $5,317,000 | 3,269 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $5,907,000 | 2,082 |
| CMOs issued by government agencies or sponsored agencies | $5,907,000 | 1,975 |
| 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) | $7,660,000 | 6,620 |
| Available-for-sale securities (fair market value) | $11,277,000 | 4,414 |
| Total debt securities | $19,106,000 | 5,982 |
| 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 | $18,844,000 | 6,406 |
| U.S. Government securities | $17,923,000 | 5,530 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $17,923,000 | 3,617 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $1,128,000 | 3,142 |
| 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 | $1,128,000 | 2,396 |
| Foreign debt securities | NA | NA |
| Equity securities | $50,000 | 6,709 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $257,000 | 73 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,372,000 | 3,554 |
| Certificates of participation in pools of residential mortgages | $4,479,000 | 4,011 |
| Issued or guaranteed by U.S. | $4,479,000 | 3,974 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $5,893,000 | 2,396 |
| CMOs issued by government agencies or sponsored agencies | $5,893,000 | 2,253 |
| 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 | $19,051,000 | 6,217 |
| 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 | $20,071,000 | 6,092 |
| U.S. Government securities | $17,894,000 | 5,504 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $17,894,000 | 3,569 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $1,145,000 | 3,831 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,145,000 | 2,740 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,369,000 | 1,575 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $337,000 | 103 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,409,000 | 3,067 |
| Certificates of participation in pools of residential mortgages | $5,840,000 | 3,622 |
| Issued or guaranteed by U.S. | $5,840,000 | 3,576 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $7,569,000 | 2,053 |
| CMOs issued by government agencies or sponsored agencies | $7,569,000 | 1,849 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $19,039,000 | 6,189 |
| 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 |