Home > Kentucky Home Bank > Securities
Kentucky Home Bank, Securities
| 2015-03-31 | Rank | |
| Total securities | $15,708,000 | 4,599 |
| U.S. Government securities | $13,369,000 | 3,967 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $13,369,000 | 3,845 |
| Securities issued by states & political subdivisions | $2,339,000 | 4,244 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,097,000 | 4,035 |
| Mortgage-backed securities | $2,420,000 | 4,234 |
| Certificates of participation in pools of residential mortgages | $2,078,000 | 3,965 |
| Issued or guaranteed by U.S. | $2,078,000 | 3,960 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $342,000 | 3,080 |
| CMOs issued by government agencies or sponsored agencies | $342,000 | 2,977 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $2,339,000 | 1,672 |
| Available-for-sale securities (fair market value) | $13,369,000 | 4,448 |
| Total debt securities | $15,708,000 | 4,580 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,664 |
| Fair value | $497,000 | 1,765 |
| 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 | $15,716,000 | 4,644 |
| U.S. Government securities | $13,376,000 | 4,019 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $13,376,000 | 3,900 |
| Securities issued by states & political subdivisions | $2,340,000 | 4,313 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,062,000 | 4,097 |
| Mortgage-backed securities | $2,544,000 | 4,290 |
| Certificates of participation in pools of residential mortgages | $2,190,000 | 4,010 |
| Issued or guaranteed by U.S. | $2,190,000 | 4,004 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $354,000 | 3,119 |
| CMOs issued by government agencies or sponsored agencies | $354,000 | 3,020 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $2,340,000 | 1,702 |
| Available-for-sale securities (fair market value) | $13,376,000 | 4,490 |
| Total debt securities | $15,716,000 | 4,622 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,752 |
| Fair value | $492,000 | 1,852 |
| 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 | $16,941,000 | 4,633 |
| U.S. Government securities | $14,485,000 | 4,014 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $14,485,000 | 3,885 |
| Securities issued by states & political subdivisions | $2,456,000 | 4,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,572,000 | 4,261 |
| Mortgage-backed securities | $2,676,000 | 4,330 |
| Certificates of participation in pools of residential mortgages | $2,309,000 | 4,054 |
| Issued or guaranteed by U.S. | $2,309,000 | 4,051 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $367,000 | 3,171 |
| CMOs issued by government agencies or sponsored agencies | $367,000 | 3,056 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $2,456,000 | 1,705 |
| Available-for-sale securities (fair market value) | $14,485,000 | 4,471 |
| Total debt securities | $16,941,000 | 4,614 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,357 |
| Fair value | $1,491,000 | 1,371 |
| 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 | $17,368,000 | 4,655 |
| U.S. Government securities | $15,162,000 | 3,973 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $15,162,000 | 3,854 |
| Securities issued by states & political subdivisions | $2,206,000 | 4,446 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,595,000 | 4,307 |
| Mortgage-backed securities | $2,840,000 | 4,352 |
| Certificates of participation in pools of residential mortgages | $2,453,000 | 4,071 |
| Issued or guaranteed by U.S. | $2,453,000 | 4,069 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $387,000 | 3,194 |
| CMOs issued by government agencies or sponsored agencies | $387,000 | 3,085 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $2,206,000 | 1,752 |
| Available-for-sale securities (fair market value) | $15,162,000 | 4,456 |
| Total debt securities | $17,368,000 | 4,634 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,401 |
| Fair value | $1,493,000 | 1,413 |
| 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 | $17,396,000 | 4,707 |
| U.S. Government securities | $15,189,000 | 3,997 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $15,189,000 | 3,895 |
| Securities issued by states & political subdivisions | $2,207,000 | 4,462 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,564,000 | 4,336 |
| Mortgage-backed securities | $2,971,000 | 4,357 |
| Certificates of participation in pools of residential mortgages | $2,568,000 | 4,071 |
| Issued or guaranteed by U.S. | $2,568,000 | 4,069 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $403,000 | 3,209 |
| CMOs issued by government agencies or sponsored agencies | $403,000 | 3,100 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $2,207,000 | 1,752 |
| Available-for-sale securities (fair market value) | $15,189,000 | 4,513 |
| Total debt securities | $17,396,000 | 4,686 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,951 |
| Fair value | $493,000 | 2,021 |
| 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 | $17,409,000 | 4,698 |
| U.S. Government securities | $15,201,000 | 3,976 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $15,201,000 | 3,879 |
| Securities issued by states & political subdivisions | $2,208,000 | 4,494 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,546,000 | 4,326 |
| Mortgage-backed securities | $3,072,000 | 4,350 |
| Certificates of participation in pools of residential mortgages | $2,658,000 | 4,065 |
| Issued or guaranteed by U.S. | $2,658,000 | 4,060 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $414,000 | 3,203 |
| CMOs issued by government agencies or sponsored agencies | $414,000 | 3,085 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $2,208,000 | 1,742 |
| Available-for-sale securities (fair market value) | $15,201,000 | 4,517 |
| Total debt securities | $17,409,000 | 4,676 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,949 |
| Fair value | $489,000 | 2,009 |
| 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 | $17,210,000 | 4,764 |
| U.S. Government securities | $15,001,000 | 4,041 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $15,001,000 | 3,937 |
| Securities issued by states & political subdivisions | $2,209,000 | 4,492 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,602,000 | 4,364 |
| Mortgage-backed securities | $3,266,000 | 4,361 |
| Certificates of participation in pools of residential mortgages | $2,821,000 | 4,042 |
| Issued or guaranteed by U.S. | $2,821,000 | 4,035 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $445,000 | 3,211 |
| CMOs issued by government agencies or sponsored agencies | $445,000 | 3,091 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $2,209,000 | 1,720 |
| Available-for-sale securities (fair market value) | $15,001,000 | 4,588 |
| Total debt securities | $17,209,000 | 4,732 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,948 |
| Fair value | $489,000 | 2,014 |
| 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 | $12,647,000 | 5,231 |
| U.S. Government securities | $10,438,000 | 4,595 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $10,438,000 | 4,494 |
| Securities issued by states & political subdivisions | $2,209,000 | 4,500 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,592,000 | 4,358 |
| Mortgage-backed securities | $1,261,000 | 4,873 |
| Certificates of participation in pools of residential mortgages | $799,000 | 4,731 |
| Issued or guaranteed by U.S. | $799,000 | 4,727 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $462,000 | 3,225 |
| CMOs issued by government agencies or sponsored agencies | $462,000 | 3,100 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $2,209,000 | 1,661 |
| Available-for-sale securities (fair market value) | $10,438,000 | 5,084 |
| Total debt securities | $12,645,000 | 5,197 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,931 |
| Fair value | $484,000 | 2,025 |
| 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 | $10,362,000 | 5,514 |
| U.S. Government securities | $8,355,000 | 4,968 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $8,355,000 | 4,864 |
| Securities issued by states & political subdivisions | $2,007,000 | 4,546 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,765,000 | 4,357 |
| Mortgage-backed securities | $1,364,000 | 4,895 |
| Certificates of participation in pools of residential mortgages | $868,000 | 4,749 |
| Issued or guaranteed by U.S. | $868,000 | 4,747 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $496,000 | 3,243 |
| CMOs issued by government agencies or sponsored agencies | $496,000 | 3,105 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $2,007,000 | 1,653 |
| Available-for-sale securities (fair market value) | $8,355,000 | 5,357 |
| Total debt securities | $10,363,000 | 5,477 |
| 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 | $7,884,000 | 5,814 |
| U.S. Government securities | $5,876,000 | 5,393 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $5,876,000 | 5,279 |
| Securities issued by states & political subdivisions | $2,008,000 | 4,555 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,798,000 | 4,340 |
| Mortgage-backed securities | $384,000 | 5,315 |
| Certificates of participation in pools of residential mortgages | $384,000 | 5,020 |
| Issued or guaranteed by U.S. | $384,000 | 5,016 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $2,008,000 | 1,662 |
| Available-for-sale securities (fair market value) | $5,876,000 | 5,675 |
| Total debt securities | $7,884,000 | 5,785 |
| 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 | $8,470,000 | 5,813 |
| U.S. Government securities | $6,462,000 | 5,422 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $6,462,000 | 5,309 |
| Securities issued by states & political subdivisions | $2,008,000 | 4,572 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,339,000 | 4,261 |
| Mortgage-backed securities | $418,000 | 5,391 |
| Certificates of participation in pools of residential mortgages | $418,000 | 5,105 |
| Issued or guaranteed by U.S. | $418,000 | 5,099 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $2,008,000 | 1,690 |
| Available-for-sale securities (fair market value) | $6,462,000 | 5,693 |
| Total debt securities | $8,470,000 | 5,788 |
| Structured notes | ||
| Amortized cost | $534,000 | 2,161 |
| Fair value | $534,000 | 2,164 |
| 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 | $7,493,000 | 6,002 |
| U.S. Government securities | $5,484,000 | 5,683 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $5,484,000 | 5,577 |
| Securities issued by states & political subdivisions | $2,009,000 | 4,554 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,360,000 | 4,287 |
| Mortgage-backed securities | $439,000 | 5,423 |
| Certificates of participation in pools of residential mortgages | $439,000 | 5,127 |
| Issued or guaranteed by U.S. | $439,000 | 5,119 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $2,009,000 | 1,689 |
| Available-for-sale securities (fair market value) | $5,484,000 | 5,859 |
| Total debt securities | $7,492,000 | 5,977 |
| Structured notes | ||
| Amortized cost | $537,000 | 2,418 |
| Fair value | $538,000 | 2,418 |
| 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 | $7,789,000 | 6,017 |
| U.S. Government securities | $5,999,000 | 5,678 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $5,999,000 | 5,563 |
| Securities issued by states & political subdivisions | $1,790,000 | 4,584 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,364,000 | 4,294 |
| Mortgage-backed securities | $472,000 | 5,427 |
| Certificates of participation in pools of residential mortgages | $472,000 | 5,121 |
| Issued or guaranteed by U.S. | $472,000 | 5,115 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $1,790,000 | 1,771 |
| Available-for-sale securities (fair market value) | $5,999,000 | 5,823 |
| Total debt securities | $7,790,000 | 5,992 |
| Structured notes | ||
| Amortized cost | $1,042,000 | 2,153 |
| Fair value | $1,040,000 | 2,158 |
| 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 | $6,583,000 | 6,183 |
| U.S. Government securities | $4,792,000 | 5,903 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $4,792,000 | 5,804 |
| Securities issued by states & political subdivisions | $1,791,000 | 4,583 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,455,000 | 4,339 |
| Mortgage-backed securities | $498,000 | 5,406 |
| Certificates of participation in pools of residential mortgages | $498,000 | 5,071 |
| Issued or guaranteed by U.S. | $498,000 | 5,059 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $1,791,000 | 1,843 |
| Available-for-sale securities (fair market value) | $4,792,000 | 5,985 |
| Total debt securities | $6,583,000 | 6,155 |
| Structured notes | ||
| Amortized cost | $1,045,000 | 2,114 |
| Fair value | $1,045,000 | 2,118 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $6,131,000 | 6,262 |
| U.S. Government securities | $4,340,000 | 6,031 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $4,340,000 | 5,913 |
| Securities issued by states & political subdivisions | $1,791,000 | 4,528 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,000,000 | 4,469 |
| Mortgage-backed securities | $534,000 | 5,397 |
| Certificates of participation in pools of residential mortgages | $534,000 | 5,054 |
| Issued or guaranteed by U.S. | $534,000 | 5,041 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $1,791,000 | 1,866 |
| Available-for-sale securities (fair market value) | $4,340,000 | 6,088 |
| Total debt securities | $6,129,000 | 6,233 |
| Structured notes | ||
| Amortized cost | $547,000 | 2,610 |
| Fair value | $549,000 | 2,609 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $8,312,000 | 6,061 |
| U.S. Government securities | $6,521,000 | 5,705 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $6,521,000 | 5,585 |
| Securities issued by states & political subdivisions | $1,791,000 | 4,515 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,718,000 | 4,061 |
| Mortgage-backed securities | $555,000 | 5,400 |
| Certificates of participation in pools of residential mortgages | $555,000 | 5,052 |
| Issued or guaranteed by U.S. | $555,000 | 5,039 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $1,791,000 | 1,897 |
| Available-for-sale securities (fair market value) | $6,521,000 | 5,855 |
| Total debt securities | $8,312,000 | 6,029 |
| Structured notes | ||
| Amortized cost | $2,049,000 | 1,927 |
| Fair value | $2,053,000 | 1,935 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $5,838,000 | 6,431 |
| U.S. Government securities | $4,413,000 | 6,171 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $4,413,000 | 6,042 |
| Securities issued by states & political subdivisions | $1,425,000 | 4,672 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,737,000 | 4,595 |
| Mortgage-backed securities | $260,000 | 5,579 |
| Certificates of participation in pools of residential mortgages | $260,000 | 5,261 |
| Issued or guaranteed by U.S. | $260,000 | 5,250 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $1,425,000 | 2,022 |
| Available-for-sale securities (fair market value) | $4,413,000 | 6,176 |
| Total debt securities | $5,838,000 | 6,396 |
| Structured notes | ||
| Amortized cost | $552,000 | 2,840 |
| Fair value | $555,000 | 2,841 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $5,619,000 | 6,422 |
| U.S. Government securities | $4,435,000 | 6,055 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $4,435,000 | 5,919 |
| Securities issued by states & political subdivisions | $1,184,000 | 4,817 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,275,000 | 4,753 |
| Mortgage-backed securities | $324,000 | 5,545 |
| Certificates of participation in pools of residential mortgages | $292,000 | 5,202 |
| Issued or guaranteed by U.S. | $292,000 | 5,190 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $32,000 | 3,717 |
| CMOs issued by government agencies or sponsored agencies | $32,000 | 3,400 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $1,184,000 | 2,102 |
| Available-for-sale securities (fair market value) | $4,435,000 | 6,138 |
| Total debt securities | $5,619,000 | 6,390 |
| Structured notes | ||
| Amortized cost | $555,000 | 2,713 |
| Fair value | $557,000 | 2,710 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $4,533,000 | 6,639 |
| U.S. Government securities | $3,349,000 | 6,332 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $3,349,000 | 6,213 |
| Securities issued by states & political subdivisions | $1,184,000 | 4,737 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,136,000 | 4,854 |
| Mortgage-backed securities | $451,000 | 5,512 |
| Certificates of participation in pools of residential mortgages | $326,000 | 5,189 |
| Issued or guaranteed by U.S. | $326,000 | 5,177 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $125,000 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $125,000 | 3,274 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $1,184,000 | 2,138 |
| Available-for-sale securities (fair market value) | $3,349,000 | 6,355 |
| Total debt securities | $4,533,000 | 6,603 |
| Structured notes | ||
| Amortized cost | $562,000 | 2,758 |
| Fair value | $567,000 | 2,754 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $5,888,000 | 6,488 |
| U.S. Government securities | $4,703,000 | 6,102 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $4,703,000 | 5,985 |
| Securities issued by states & political subdivisions | $1,185,000 | 4,720 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,976,000 | 4,628 |
| Mortgage-backed securities | $482,000 | 5,530 |
| Certificates of participation in pools of residential mortgages | $348,000 | 5,230 |
| Issued or guaranteed by U.S. | $348,000 | 5,220 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $134,000 | 3,501 |
| CMOs issued by government agencies or sponsored agencies | $134,000 | 3,184 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $1,185,000 | 2,212 |
| Available-for-sale securities (fair market value) | $4,703,000 | 6,184 |
| Total debt securities | $5,888,000 | 6,447 |
| Structured notes | ||
| Amortized cost | $67,000 | 3,201 |
| Fair value | $72,000 | 3,200 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $6,463,000 | 6,460 |
| U.S. Government securities | $5,218,000 | 6,077 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $5,218,000 | 5,957 |
| Securities issued by states & political subdivisions | $1,245,000 | 4,682 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,556,000 | 4,827 |
| Mortgage-backed securities | $517,000 | 5,602 |
| Certificates of participation in pools of residential mortgages | $373,000 | 5,332 |
| Issued or guaranteed by U.S. | $373,000 | 5,320 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $144,000 | 3,482 |
| CMOs issued by government agencies or sponsored agencies | $144,000 | 3,148 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $1,245,000 | 2,222 |
| Available-for-sale securities (fair market value) | $5,218,000 | 6,157 |
| Total debt securities | $6,463,000 | 6,420 |
| Structured notes | ||
| Amortized cost | $74,000 | 3,010 |
| Fair value | $79,000 | 3,009 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $6,066,000 | 6,513 |
| U.S. Government securities | $4,821,000 | 6,147 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $4,821,000 | 6,049 |
| Securities issued by states & political subdivisions | $1,245,000 | 4,719 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,908,000 | 4,737 |
| Mortgage-backed securities | $565,000 | 5,645 |
| Certificates of participation in pools of residential mortgages | $406,000 | 5,368 |
| Issued or guaranteed by U.S. | $406,000 | 5,355 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $159,000 | 3,489 |
| CMOs issued by government agencies or sponsored agencies | $159,000 | 3,143 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $1,245,000 | 2,264 |
| Available-for-sale securities (fair market value) | $4,821,000 | 6,245 |
| Total debt securities | $6,065,000 | 6,483 |
| Structured notes | ||
| Amortized cost | $76,000 | 2,772 |
| Fair value | $79,000 | 2,772 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $7,986,000 | 6,184 |
| U.S. Government securities | $6,957,000 | 5,654 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $6,957,000 | 5,562 |
| Securities issued by states & political subdivisions | $1,029,000 | 4,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,318,000 | 4,608 |
| Mortgage-backed securities | $592,000 | 5,704 |
| Certificates of participation in pools of residential mortgages | $419,000 | 5,433 |
| Issued or guaranteed by U.S. | $419,000 | 5,417 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $173,000 | 3,480 |
| CMOs issued by government agencies or sponsored agencies | $173,000 | 3,126 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $1,029,000 | 2,437 |
| Available-for-sale securities (fair market value) | $6,957,000 | 5,873 |
| Total debt securities | $7,985,000 | 6,144 |
| Structured notes | ||
| Amortized cost | $81,000 | 2,423 |
| Fair value | $84,000 | 2,423 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $9,190,000 | 5,967 |
| U.S. Government securities | $8,418,000 | 5,304 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $8,418,000 | 5,212 |
| Securities issued by states & political subdivisions | $772,000 | 5,100 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,441,000 | 4,570 |
| Mortgage-backed securities | $1,236,000 | 5,407 |
| Certificates of participation in pools of residential mortgages | $1,051,000 | 5,075 |
| Issued or guaranteed by U.S. | $1,051,000 | 5,061 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $185,000 | 3,470 |
| CMOs issued by government agencies or sponsored agencies | $185,000 | 3,105 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $772,000 | 2,586 |
| Available-for-sale securities (fair market value) | $8,418,000 | 5,606 |
| Total debt securities | $9,190,000 | 5,913 |
| Structured notes | ||
| Amortized cost | $88,000 | 1,956 |
| Fair value | $91,000 | 1,955 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $11,706,000 | 5,588 |
| U.S. Government securities | $10,878,000 | 4,921 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $10,878,000 | 4,833 |
| Securities issued by states & political subdivisions | $828,000 | 4,979 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,272,000 | 5,048 |
| Mortgage-backed securities | $1,373,000 | 5,432 |
| Certificates of participation in pools of residential mortgages | $1,141,000 | 5,119 |
| Issued or guaranteed by U.S. | $1,141,000 | 5,103 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $232,000 | 3,446 |
| CMOs issued by government agencies or sponsored agencies | $232,000 | 3,071 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $828,000 | 2,601 |
| Available-for-sale securities (fair market value) | $10,878,000 | 5,230 |
| Total debt securities | $11,706,000 | 5,540 |
| Structured notes | ||
| Amortized cost | $392,000 | 1,474 |
| Fair value | $394,000 | 1,462 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $13,736,000 | 5,298 |
| U.S. Government securities | $12,908,000 | 4,590 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $12,908,000 | 4,507 |
| Securities issued by states & political subdivisions | $828,000 | 4,944 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $553,000 | 6,245 |
| Mortgage-backed securities | $1,514,000 | 5,379 |
| Certificates of participation in pools of residential mortgages | $1,224,000 | 5,071 |
| Issued or guaranteed by U.S. | $1,224,000 | 5,058 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $290,000 | 3,351 |
| CMOs issued by government agencies or sponsored agencies | $290,000 | 3,021 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $828,000 | 2,614 |
| Available-for-sale securities (fair market value) | $12,908,000 | 4,914 |
| Total debt securities | $13,735,000 | 5,260 |
| Structured notes | ||
| Amortized cost | $395,000 | 1,506 |
| Fair value | $401,000 | 1,488 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $15,338,000 | 5,027 |
| U.S. Government securities | $14,509,000 | 4,272 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $14,509,000 | 4,197 |
| Securities issued by states & political subdivisions | $829,000 | 4,939 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $536,000 | 6,284 |
| Mortgage-backed securities | $1,862,000 | 5,221 |
| Certificates of participation in pools of residential mortgages | $1,584,000 | 4,874 |
| Issued or guaranteed by U.S. | $1,584,000 | 4,858 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $278,000 | 3,294 |
| CMOs issued by government agencies or sponsored agencies | $278,000 | 2,949 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $829,000 | 2,645 |
| Available-for-sale securities (fair market value) | $14,509,000 | 4,625 |
| Total debt securities | $15,335,000 | 4,984 |
| Structured notes | ||
| Amortized cost | $396,000 | 1,505 |
| Fair value | $397,000 | 1,497 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $14,583,000 | 5,183 |
| U.S. Government securities | $13,734,000 | 4,436 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $13,734,000 | 4,360 |
| Securities issued by states & political subdivisions | $849,000 | 4,961 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $355,000 | 6,424 |
| Mortgage-backed securities | $1,911,000 | 5,193 |
| Certificates of participation in pools of residential mortgages | $1,619,000 | 4,867 |
| Issued or guaranteed by U.S. | $1,619,000 | 4,847 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $292,000 | 3,283 |
| CMOs issued by government agencies or sponsored agencies | $292,000 | 2,947 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $849,000 | 2,637 |
| Available-for-sale securities (fair market value) | $13,734,000 | 4,801 |
| Total debt securities | $14,582,000 | 5,127 |
| Structured notes | ||
| Amortized cost | $398,000 | 1,550 |
| Fair value | $404,000 | 1,536 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $12,751,000 | 5,470 |
| U.S. Government securities | $12,077,000 | 4,733 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $12,077,000 | 4,644 |
| Securities issued by states & political subdivisions | $562,000 | 5,223 |
| Other domestic debt securities | $112,000 | 2,981 |
| Privately issued residential mortgage-backed securities | $112,000 | 1,425 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $370,000 | 6,429 |
| Mortgage-backed securities | $2,153,000 | 5,024 |
| Certificates of participation in pools of residential mortgages | $1,739,000 | 4,743 |
| Issued or guaranteed by U.S. | $1,739,000 | 4,720 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $414,000 | 3,175 |
| CMOs issued by government agencies or sponsored agencies | $302,000 | 2,914 |
| Privately issued | $112,000 | 1,344 |
| 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) | $562,000 | 2,841 |
| Available-for-sale securities (fair market value) | $12,189,000 | 5,054 |
| Total debt securities | $12,751,000 | 5,402 |
| Structured notes | ||
| Amortized cost | $391,000 | 1,699 |
| Fair value | $400,000 | 1,690 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $11,295,000 | 5,793 |
| U.S. Government securities | $10,585,000 | 5,134 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $10,585,000 | 5,036 |
| Securities issued by states & political subdivisions | $597,000 | 5,221 |
| Other domestic debt securities | $113,000 | 2,815 |
| Privately issued residential mortgage-backed securities | $113,000 | 1,328 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $474,000 | 6,475 |
| Mortgage-backed securities | $2,012,000 | 4,837 |
| Certificates of participation in pools of residential mortgages | $1,899,000 | 4,423 |
| Issued or guaranteed by U.S. | $1,899,000 | 4,406 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $113,000 | 3,365 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $113,000 | 1,255 |
| 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) | $597,000 | 2,899 |
| Available-for-sale securities (fair market value) | $10,698,000 | 5,326 |
| Total debt securities | $11,295,000 | 5,728 |
| Structured notes | ||
| Amortized cost | $1,186,000 | 1,432 |
| Fair value | $1,198,000 | 1,428 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $10,780,000 | 5,939 |
| U.S. Government securities | $10,068,000 | 5,335 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $10,068,000 | 5,230 |
| Securities issued by states & political subdivisions | $598,000 | 5,231 |
| Other domestic debt securities | $114,000 | 2,779 |
| Privately issued residential mortgage-backed securities | $114,000 | 1,290 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,066,000 | 6,147 |
| Mortgage-backed securities | $771,000 | 5,442 |
| Certificates of participation in pools of residential mortgages | $657,000 | 5,086 |
| Issued or guaranteed by U.S. | $657,000 | 5,069 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $114,000 | 3,319 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $114,000 | 1,216 |
| 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) | $598,000 | 2,956 |
| Available-for-sale securities (fair market value) | $10,182,000 | 5,440 |
| Total debt securities | $10,779,000 | 5,879 |
| Structured notes | ||
| Amortized cost | $1,833,000 | 1,348 |
| Fair value | $1,832,000 | 1,345 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $8,796,000 | 6,346 |
| U.S. Government securities | $8,061,000 | 5,828 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $8,061,000 | 5,716 |
| Securities issued by states & political subdivisions | $619,000 | 5,253 |
| Other domestic debt securities | $116,000 | 2,726 |
| Privately issued residential mortgage-backed securities | $116,000 | 1,245 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $866,000 | 6,323 |
| Mortgage-backed securities | $821,000 | 5,407 |
| Certificates of participation in pools of residential mortgages | $705,000 | 5,047 |
| Issued or guaranteed by U.S. | $705,000 | 5,030 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $116,000 | 3,298 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $116,000 | 1,167 |
| 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) | $619,000 | 2,970 |
| Available-for-sale securities (fair market value) | $8,177,000 | 5,832 |
| Total debt securities | $8,793,000 | 6,291 |
| Structured notes | ||
| Amortized cost | $1,829,000 | 1,431 |
| Fair value | $1,816,000 | 1,425 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $6,718,000 | 6,845 |
| U.S. Government securities | $5,850,000 | 6,517 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $5,850,000 | 6,397 |
| Securities issued by states & political subdivisions | $749,000 | 5,182 |
| Other domestic debt securities | $119,000 | 2,749 |
| Privately issued residential mortgage-backed securities | $119,000 | 1,205 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $975,000 | 6,305 |
| Mortgage-backed securities | $375,000 | 5,792 |
| Certificates of participation in pools of residential mortgages | $256,000 | 5,568 |
| Issued or guaranteed by U.S. | $256,000 | 5,545 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $119,000 | 3,275 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $119,000 | 1,117 |
| 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) | $749,000 | 2,935 |
| Available-for-sale securities (fair market value) | $5,969,000 | 6,338 |
| Total debt securities | $6,718,000 | 6,795 |
| Structured notes | ||
| Amortized cost | $1,634,000 | 1,560 |
| Fair value | $1,625,000 | 1,559 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $5,672,000 | 7,117 |
| U.S. Government securities | $4,988,000 | 6,810 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $4,988,000 | 6,683 |
| Securities issued by states & political subdivisions | $559,000 | 5,385 |
| Other domestic debt securities | $125,000 | 2,777 |
| Privately issued residential mortgage-backed securities | $125,000 | 1,185 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $887,000 | 6,368 |
| Mortgage-backed securities | $451,000 | 5,721 |
| Certificates of participation in pools of residential mortgages | $326,000 | 5,472 |
| Issued or guaranteed by U.S. | $326,000 | 5,451 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $125,000 | 3,273 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $125,000 | 1,106 |
| 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) | $559,000 | 3,112 |
| Available-for-sale securities (fair market value) | $5,113,000 | 6,534 |
| Total debt securities | $5,671,000 | 7,067 |
| Structured notes | ||
| Amortized cost | $1,644,000 | 1,658 |
| Fair value | $1,636,000 | 1,655 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $5,789,000 | 7,154 |
| U.S. Government securities | $5,216,000 | 6,797 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $5,216,000 | 6,666 |
| Securities issued by states & political subdivisions | $445,000 | 5,575 |
| Other domestic debt securities | $128,000 | 2,824 |
| Privately issued residential mortgage-backed securities | $128,000 | 1,166 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,089,000 | 6,264 |
| Mortgage-backed securities | $492,000 | 5,690 |
| Certificates of participation in pools of residential mortgages | $364,000 | 5,440 |
| Issued or guaranteed by U.S. | $364,000 | 5,414 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $128,000 | 3,240 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $128,000 | 1,076 |
| 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) | $445,000 | 3,287 |
| Available-for-sale securities (fair market value) | $5,344,000 | 6,534 |
| Total debt securities | $5,789,000 | 7,099 |
| Structured notes | ||
| Amortized cost | $2,091,000 | 1,469 |
| Fair value | $2,078,000 | 1,463 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $4,776,000 | 7,439 |
| U.S. Government securities | $4,198,000 | 7,127 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $4,198,000 | 6,986 |
| Securities issued by states & political subdivisions | $445,000 | 5,593 |
| Other domestic debt securities | $133,000 | 2,883 |
| Privately issued residential mortgage-backed securities | $133,000 | 1,148 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,086,000 | 6,307 |
| Mortgage-backed securities | $559,000 | 5,656 |
| Certificates of participation in pools of residential mortgages | $426,000 | 5,403 |
| Issued or guaranteed by U.S. | $426,000 | 5,378 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $133,000 | 3,243 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $133,000 | 1,063 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $445,000 | 3,336 |
| Available-for-sale securities (fair market value) | $4,331,000 | 6,789 |
| Total debt securities | $4,774,000 | 7,389 |
| Structured notes | ||
| Amortized cost | $2,045,000 | 1,527 |
| Fair value | $2,017,000 | 1,523 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $4,383,000 | 7,551 |
| U.S. Government securities | $3,796,000 | 7,314 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $3,796,000 | 7,172 |
| Securities issued by states & political subdivisions | $445,000 | 5,629 |
| Other domestic debt securities | $142,000 | 2,960 |
| Privately issued residential mortgage-backed securities | $142,000 | 1,125 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,094,000 | 6,323 |
| Mortgage-backed securities | $252,000 | 6,046 |
| Certificates of participation in pools of residential mortgages | $110,000 | 5,946 |
| Issued or guaranteed by U.S. | $110,000 | 5,922 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $142,000 | 3,254 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $142,000 | 1,043 |
| 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) | $445,000 | 3,391 |
| Available-for-sale securities (fair market value) | $3,938,000 | 6,913 |
| Total debt securities | $4,384,000 | 7,501 |
| Structured notes | ||
| Amortized cost | $2,044,000 | 1,534 |
| Fair value | $2,021,000 | 1,529 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $3,228,000 | 7,887 |
| U.S. Government securities | $2,429,000 | 7,774 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $2,429,000 | 7,643 |
| Securities issued by states & political subdivisions | $650,000 | 5,409 |
| Other domestic debt securities | $149,000 | 3,052 |
| Privately issued residential mortgage-backed securities | $149,000 | 1,098 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,102,000 | 6,335 |
| Mortgage-backed securities | $266,000 | 6,098 |
| Certificates of participation in pools of residential mortgages | $117,000 | 5,987 |
| Issued or guaranteed by U.S. | $117,000 | 5,961 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $149,000 | 3,249 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $149,000 | 1,011 |
| 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) | $650,000 | 3,300 |
| Available-for-sale securities (fair market value) | $2,578,000 | 7,272 |
| Total debt securities | $3,228,000 | 7,836 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,098 |
| Fair value | $981,000 | 2,285 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $3,068,000 | 7,959 |
| U.S. Government securities | $2,255,000 | 7,850 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $2,255,000 | 7,722 |
| Securities issued by states & political subdivisions | $650,000 | 5,429 |
| Other domestic debt securities | $163,000 | 3,080 |
| Privately issued residential mortgage-backed securities | $163,000 | 1,080 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,757,000 | 5,992 |
| Mortgage-backed securities | $290,000 | 6,106 |
| Certificates of participation in pools of residential mortgages | $127,000 | 6,002 |
| Issued or guaranteed by U.S. | $127,000 | 5,982 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $163,000 | 3,252 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $163,000 | 992 |
| 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) | $650,000 | 3,335 |
| Available-for-sale securities (fair market value) | $2,418,000 | 7,332 |
| Total debt securities | $3,067,000 | 7,906 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,039 |
| Fair value | $991,000 | 2,160 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $2,897,000 | 8,043 |
| U.S. Government securities | $2,068,000 | 7,935 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $2,068,000 | 7,794 |
| Securities issued by states & political subdivisions | $650,000 | 5,432 |
| Other domestic debt securities | $179,000 | 3,111 |
| Privately issued residential mortgage-backed securities | $179,000 | 1,037 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,570,000 | 6,085 |
| Mortgage-backed securities | $314,000 | 6,130 |
| Certificates of participation in pools of residential mortgages | $135,000 | 6,035 |
| Issued or guaranteed by U.S. | $135,000 | 6,008 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $179,000 | 3,267 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $179,000 | 947 |
| 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) | $650,000 | 3,391 |
| Available-for-sale securities (fair market value) | $2,247,000 | 7,396 |
| Total debt securities | $2,896,000 | 7,989 |
| Structured notes | ||
| Amortized cost | $800,000 | 2,366 |
| Fair value | $794,000 | 2,381 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $2,906,000 | 8,108 |
| U.S. Government securities | $2,063,000 | 8,000 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $2,063,000 | 7,854 |
| Securities issued by states & political subdivisions | $650,000 | 5,439 |
| Other domestic debt securities | $193,000 | 3,146 |
| Privately issued residential mortgage-backed securities | $193,000 | 1,007 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $630,000 | 6,710 |
| Mortgage-backed securities | $336,000 | 6,172 |
| Certificates of participation in pools of residential mortgages | $143,000 | 6,094 |
| Issued or guaranteed by U.S. | $143,000 | 6,071 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $193,000 | 3,296 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $193,000 | 926 |
| 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) | $650,000 | 3,434 |
| Available-for-sale securities (fair market value) | $2,256,000 | 7,460 |
| Total debt securities | $2,907,000 | 8,056 |
| Structured notes | ||
| Amortized cost | $800,000 | 2,353 |
| Fair value | $787,000 | 2,363 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $2,092,000 | 8,335 |
| U.S. Government securities | $1,442,000 | 8,246 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $1,442,000 | 8,117 |
| Securities issued by states & political subdivisions | $650,000 | 5,452 |
| 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 | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $648,000 | 6,722 |
| Mortgage-backed securities | $154,000 | 6,482 |
| Certificates of participation in pools of residential mortgages | $154,000 | 6,107 |
| Issued or guaranteed by U.S. | $154,000 | 6,088 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| 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) | $650,000 | 3,470 |
| Available-for-sale securities (fair market value) | $1,442,000 | 7,709 |
| Total debt securities | $2,092,000 | 8,281 |
| Structured notes | ||
| Amortized cost | $900,000 | 2,278 |
| Fair value | $896,000 | 2,283 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $2,108,000 | 8,373 |
| U.S. Government securities | $1,458,000 | 8,297 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $1,458,000 | 8,164 |
| Securities issued by states & political subdivisions | $650,000 | 5,500 |
| 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 | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $660,000 | 6,735 |
| Mortgage-backed securities | $162,000 | 6,522 |
| Certificates of participation in pools of residential mortgages | $162,000 | 6,133 |
| Issued or guaranteed by U.S. | $162,000 | 6,117 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| 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) | $650,000 | 3,535 |
| Available-for-sale securities (fair market value) | $1,458,000 | 7,747 |
| Total debt securities | $2,108,000 | 8,321 |
| Structured notes | ||
| Amortized cost | $600,000 | 2,371 |
| Fair value | $599,000 | 2,386 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $1,795,000 | 8,525 |
| U.S. Government securities | $1,145,000 | 8,443 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $1,145,000 | 8,314 |
| Securities issued by states & political subdivisions | $650,000 | 5,528 |
| 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 | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $264,000 | 7,075 |
| Mortgage-backed securities | $166,000 | 6,586 |
| Certificates of participation in pools of residential mortgages | $166,000 | 6,196 |
| Issued or guaranteed by U.S. | $166,000 | 6,178 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| 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) | $650,000 | 3,571 |
| Available-for-sale securities (fair market value) | $1,145,000 | 7,879 |
| Total debt securities | $1,796,000 | 8,476 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,628 |
| Fair value | $294,000 | 2,647 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $1,261,000 | 8,628 |
| U.S. Government securities | $1,261,000 | 8,393 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $1,261,000 | 8,257 |
| 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 | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $281,000 | 7,067 |
| Mortgage-backed securities | $252,000 | 6,472 |
| Certificates of participation in pools of residential mortgages | $180,000 | 6,179 |
| Issued or guaranteed by U.S. | $180,000 | 6,156 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $72,000 | 3,690 |
| CMOs issued by government agencies or sponsored agencies | $72,000 | 3,368 |
| 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) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $1,261,000 | 7,866 |
| Total debt securities | $1,260,000 | 8,569 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,406 |
| Fair value | $304,000 | 2,410 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $1,037,000 | 8,756 |
| U.S. Government securities | $1,037,000 | 8,549 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $1,037,000 | 8,415 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $287,000 | 7,084 |
| Mortgage-backed securities | $343,000 | 6,385 |
| Certificates of participation in pools of residential mortgages | $188,000 | 6,219 |
| Issued or guaranteed by U.S. | $188,000 | 6,195 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $155,000 | 3,598 |
| CMOs issued by government agencies or sponsored agencies | $155,000 | 3,425 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $1,037,000 | 7,987 |
| Total debt securities | $1,037,000 | 8,702 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,278 |
| Fair value | $299,000 | 2,292 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $936,000 | 8,825 |
| U.S. Government securities | $936,000 | 8,601 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $936,000 | 8,456 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $292,000 | 7,112 |
| Mortgage-backed securities | $443,000 | 6,320 |
| Certificates of participation in pools of residential mortgages | $194,000 | 6,252 |
| Issued or guaranteed by U.S. | $194,000 | 6,224 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $249,000 | 3,558 |
| CMOs issued by government agencies or sponsored agencies | $249,000 | 3,380 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $936,000 | 8,052 |
| Total debt securities | $935,000 | 8,763 |
| Structured notes | ||
| Amortized cost | $100,000 | 2,174 |
| Fair value | $98,000 | 2,193 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $606,000 | 8,917 |
| U.S. Government securities | $606,000 | 8,704 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $606,000 | 8,571 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $306,000 | 7,114 |
| Mortgage-backed securities | $206,000 | 6,676 |
| Certificates of participation in pools of residential mortgages | $206,000 | 6,252 |
| Issued or guaranteed by U.S. | $206,000 | 6,230 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $606,000 | 8,152 |
| Total debt securities | $606,000 | 8,851 |
| Structured notes | ||
| Amortized cost | $100,000 | 1,962 |
| Fair value | $100,000 | 1,974 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $601,000 | 8,959 |
| U.S. Government securities | $601,000 | 8,751 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $601,000 | 8,612 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $201,000 | 7,238 |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $601,000 | 8,185 |
| Total debt securities | $601,000 | 8,886 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $203,000 | 9,112 |
| U.S. Government securities | $203,000 | 8,951 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $203,000 | 8,824 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $203,000 | 8,341 |
| Total debt securities | $203,000 | 9,044 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $1,104,000 | 9,118 |
| U.S. Government securities | $1,104,000 | 8,845 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $1,104,000 | 8,672 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $1,104,000 | 8,195 |
| Total debt securities | $1,104,000 | 9,040 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $621,000 | 9,603 |
| U.S. Government securities | $500,000 | 9,458 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $500,000 | 9,254 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $121,000 | 6,582 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $621,000 | 8,671 |
| Total debt securities | $500,000 | 9,531 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| 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 | $103,000 | 10,088 |
| U.S. Government securities | $0 | 9,980 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $0 | 9,793 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $103,000 | 6,709 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $103,000 | 9,359 |
| Total debt securities | $0 | 10,026 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| 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 | $0 | 10,385 |
| U.S. Government securities | $0 | 10,185 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $0 | 9,927 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $0 | 10,235 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $0 | 10,855 |
| U.S. Government securities | $0 | 10,686 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $0 | 10,319 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $0 | 10,722 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |