Home > Mississippi County Savings and Loan Association > Securities
Mississippi County Savings and Loan Association, Securities
| 2018-09-30 | Rank | |
| Total securities | $489,000 | 5,238 |
| U.S. Government securities | $279,000 | 5,068 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $279,000 | 4,948 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $208,000 | 1,867 |
| Privately issued residential mortgage-backed securities | $208,000 | 445 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $2,000 | 701 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,627 |
| Mortgage-backed securities | $487,000 | 4,124 |
| Certificates of participation in pools of residential mortgages | $0 | 4,362 |
| Issued or guaranteed by U.S. | $0 | 4,341 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $487,000 | 2,618 |
| CMOs issued by government agencies or sponsored agencies | $279,000 | 2,675 |
| Privately issued | $208,000 | 356 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $487,000 | 1,698 |
| Available-for-sale securities (fair market value) | $2,000 | 5,064 |
| Total debt securities | $491,000 | 5,220 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $508,000 | 5,295 |
| U.S. Government securities | $288,000 | 5,117 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $288,000 | 4,998 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $218,000 | 2,055 |
| Privately issued residential mortgage-backed securities | $218,000 | 698 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $2,000 | 735 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,680 |
| Mortgage-backed securities | $506,000 | 4,167 |
| Certificates of participation in pools of residential mortgages | $0 | 4,414 |
| Issued or guaranteed by U.S. | $0 | 4,304 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $506,000 | 2,631 |
| CMOs issued by government agencies or sponsored agencies | $288,000 | 2,689 |
| Privately issued | $218,000 | 365 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $506,000 | 1,695 |
| Available-for-sale securities (fair market value) | $2,000 | 5,121 |
| Total debt securities | $510,000 | 5,274 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $525,000 | 5,354 |
| U.S. Government securities | $295,000 | 5,182 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $295,000 | 5,079 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $228,000 | 1,882 |
| Privately issued residential mortgage-backed securities | $228,000 | 410 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $2,000 | 764 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,746 |
| Mortgage-backed securities | $523,000 | 4,195 |
| Certificates of participation in pools of residential mortgages | $0 | 4,464 |
| Issued or guaranteed by U.S. | $0 | 4,457 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $523,000 | 2,623 |
| CMOs issued by government agencies or sponsored agencies | $295,000 | 2,680 |
| Privately issued | $228,000 | 380 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $523,000 | 1,712 |
| Available-for-sale securities (fair market value) | $2,000 | 5,178 |
| Total debt securities | $523,000 | 5,335 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $545,000 | 5,416 |
| U.S. Government securities | $303,000 | 5,231 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $303,000 | 5,132 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $239,000 | 1,874 |
| Privately issued residential mortgage-backed securities | $239,000 | 409 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $3,000 | 1,034 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,818 |
| Mortgage-backed securities | $542,000 | 4,225 |
| Certificates of participation in pools of residential mortgages | $0 | 4,517 |
| Issued or guaranteed by U.S. | $0 | 4,511 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $542,000 | 2,603 |
| CMOs issued by government agencies or sponsored agencies | $303,000 | 2,663 |
| Privately issued | $239,000 | 384 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $542,000 | 1,732 |
| Available-for-sale securities (fair market value) | $3,000 | 5,243 |
| Total debt securities | $542,000 | 5,400 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $562,000 | 5,479 |
| U.S. Government securities | $312,000 | 5,291 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $312,000 | 5,191 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $247,000 | 1,896 |
| Privately issued residential mortgage-backed securities | $247,000 | 413 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $3,000 | 1,059 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,886 |
| Mortgage-backed securities | $559,000 | 4,267 |
| Certificates of participation in pools of residential mortgages | $0 | 4,578 |
| Issued or guaranteed by U.S. | $0 | 4,573 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $559,000 | 2,605 |
| CMOs issued by government agencies or sponsored agencies | $312,000 | 2,672 |
| Privately issued | $247,000 | 387 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $559,000 | 1,790 |
| Available-for-sale securities (fair market value) | $3,000 | 5,294 |
| Total debt securities | $559,000 | 5,461 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $588,000 | 5,529 |
| U.S. Government securities | $320,000 | 5,345 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $320,000 | 5,243 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $265,000 | 1,894 |
| Privately issued residential mortgage-backed securities | $265,000 | 413 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $3,000 | 1,053 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,931 |
| Mortgage-backed securities | $585,000 | 4,296 |
| Certificates of participation in pools of residential mortgages | $0 | 4,616 |
| Issued or guaranteed by U.S. | $0 | 4,610 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $585,000 | 2,623 |
| CMOs issued by government agencies or sponsored agencies | $320,000 | 2,691 |
| Privately issued | $265,000 | 389 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $585,000 | 1,810 |
| Available-for-sale securities (fair market value) | $3,000 | 5,340 |
| Total debt securities | $585,000 | 5,509 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $616,000 | 5,593 |
| U.S. Government securities | $334,000 | 5,412 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $334,000 | 5,309 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $279,000 | 1,959 |
| Privately issued residential mortgage-backed securities | $279,000 | 443 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $3,000 | 1,067 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,985 |
| Mortgage-backed securities | $613,000 | 4,355 |
| Certificates of participation in pools of residential mortgages | $0 | 4,686 |
| Issued or guaranteed by U.S. | $0 | 4,681 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $613,000 | 2,650 |
| CMOs issued by government agencies or sponsored agencies | $334,000 | 2,727 |
| Privately issued | $279,000 | 419 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $613,000 | 1,834 |
| Available-for-sale securities (fair market value) | $3,000 | 5,404 |
| Total debt securities | $613,000 | 5,575 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $708,000 | 5,636 |
| U.S. Government securities | $344,000 | 5,453 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $344,000 | 5,357 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $360,000 | 1,937 |
| Privately issued residential mortgage-backed securities | $360,000 | 442 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $4,000 | 1,065 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,033 |
| Mortgage-backed securities | $704,000 | 4,347 |
| Certificates of participation in pools of residential mortgages | $0 | 4,738 |
| Issued or guaranteed by U.S. | $0 | 4,732 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $704,000 | 2,622 |
| CMOs issued by government agencies or sponsored agencies | $344,000 | 2,719 |
| Privately issued | $360,000 | 417 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $704,000 | 1,834 |
| Available-for-sale securities (fair market value) | $4,000 | 5,455 |
| Total debt securities | $704,000 | 5,618 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $733,000 | 5,702 |
| U.S. Government securities | $356,000 | 5,518 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $356,000 | 5,424 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $375,000 | 1,938 |
| Privately issued residential mortgage-backed securities | $375,000 | 438 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $2,000 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,116 |
| Mortgage-backed securities | $731,000 | 4,391 |
| Certificates of participation in pools of residential mortgages | $0 | 4,779 |
| Issued or guaranteed by U.S. | $0 | 4,775 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $731,000 | 2,634 |
| CMOs issued by government agencies or sponsored agencies | $356,000 | 2,743 |
| Privately issued | $375,000 | 417 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $731,000 | 1,835 |
| Available-for-sale securities (fair market value) | $2,000 | 5,514 |
| Total debt securities | $730,000 | 5,681 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $804,000 | 5,772 |
| U.S. Government securities | $372,000 | 5,610 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $372,000 | 5,519 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $430,000 | 1,953 |
| Privately issued residential mortgage-backed securities | $430,000 | 442 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $2,000 | 1,110 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,199 |
| Mortgage-backed securities | $802,000 | 4,427 |
| Certificates of participation in pools of residential mortgages | $0 | 4,845 |
| Issued or guaranteed by U.S. | $0 | 4,839 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $802,000 | 2,637 |
| CMOs issued by government agencies or sponsored agencies | $372,000 | 2,764 |
| Privately issued | $430,000 | 417 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $802,000 | 1,860 |
| Available-for-sale securities (fair market value) | $2,000 | 5,589 |
| Total debt securities | $802,000 | 5,753 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $1,194,000 | 5,796 |
| U.S. Government securities | $390,000 | 5,678 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $390,000 | 5,582 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $802,000 | 1,729 |
| Privately issued residential mortgage-backed securities | $802,000 | 379 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $2,000 | 1,117 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,255 |
| Mortgage-backed securities | $1,192,000 | 4,319 |
| Certificates of participation in pools of residential mortgages | $1,000 | 4,856 |
| Issued or guaranteed by U.S. | $1,000 | 4,852 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,191,000 | 2,485 |
| CMOs issued by government agencies or sponsored agencies | $389,000 | 2,776 |
| Privately issued | $802,000 | 359 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $1,192,000 | 1,796 |
| Available-for-sale securities (fair market value) | $2,000 | 5,641 |
| Total debt securities | $1,193,000 | 5,777 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $1,227,000 | 5,852 |
| U.S. Government securities | $413,000 | 5,736 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $413,000 | 5,644 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $812,000 | 1,721 |
| Privately issued residential mortgage-backed securities | $812,000 | 376 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $2,000 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,301 |
| Mortgage-backed securities | $1,225,000 | 4,336 |
| Certificates of participation in pools of residential mortgages | $1,000 | 4,898 |
| Issued or guaranteed by U.S. | $1,000 | 4,893 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,224,000 | 2,496 |
| CMOs issued by government agencies or sponsored agencies | $412,000 | 2,800 |
| Privately issued | $812,000 | 359 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $1,225,000 | 1,828 |
| Available-for-sale securities (fair market value) | $2,000 | 5,694 |
| Total debt securities | $1,225,000 | 5,832 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $1,263,000 | 5,926 |
| U.S. Government securities | $431,000 | 5,830 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $431,000 | 5,744 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $830,000 | 1,721 |
| Privately issued residential mortgage-backed securities | $830,000 | 374 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $2,000 | 1,154 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,371 |
| Mortgage-backed securities | $1,261,000 | 4,382 |
| Certificates of participation in pools of residential mortgages | $1,000 | 4,964 |
| Issued or guaranteed by U.S. | $1,000 | 4,958 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,260,000 | 2,504 |
| CMOs issued by government agencies or sponsored agencies | $430,000 | 2,836 |
| Privately issued | $830,000 | 356 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $1,261,000 | 1,820 |
| Available-for-sale securities (fair market value) | $2,000 | 5,773 |
| Total debt securities | $1,262,000 | 5,905 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $1,307,000 | 5,999 |
| U.S. Government securities | $455,000 | 5,905 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $455,000 | 5,812 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $850,000 | 1,725 |
| Privately issued residential mortgage-backed securities | $850,000 | 383 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $2,000 | 1,167 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,428 |
| Mortgage-backed securities | $1,305,000 | 4,458 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,042 |
| Issued or guaranteed by U.S. | $1,000 | 5,038 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,304,000 | 2,561 |
| CMOs issued by government agencies or sponsored agencies | $454,000 | 2,874 |
| Privately issued | $850,000 | 364 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $1,305,000 | 1,846 |
| Available-for-sale securities (fair market value) | $2,000 | 5,851 |
| Total debt securities | $1,305,000 | 5,980 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $1,444,000 | 6,043 |
| U.S. Government securities | $472,000 | 5,978 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $472,000 | 5,890 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $969,000 | 1,729 |
| Privately issued residential mortgage-backed securities | $969,000 | 397 |
| 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 | $3,000 | 1,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,487 |
| Mortgage-backed securities | $1,441,000 | 4,480 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,099 |
| Issued or guaranteed by U.S. | $1,000 | 5,090 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,440,000 | 2,555 |
| CMOs issued by government agencies or sponsored agencies | $471,000 | 2,899 |
| Privately issued | $969,000 | 374 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $1,441,000 | 1,824 |
| Available-for-sale securities (fair market value) | $3,000 | 5,910 |
| Total debt securities | $1,441,000 | 6,024 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $1,486,000 | 6,139 |
| U.S. Government securities | $497,000 | 6,065 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $497,000 | 5,971 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $987,000 | 1,729 |
| Privately issued residential mortgage-backed securities | $987,000 | 396 |
| 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 | $2,000 | 1,180 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,563 |
| Mortgage-backed securities | $1,484,000 | 4,556 |
| Certificates of participation in pools of residential mortgages | $3,000 | 5,148 |
| Issued or guaranteed by U.S. | $3,000 | 5,139 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,481,000 | 2,584 |
| CMOs issued by government agencies or sponsored agencies | $494,000 | 2,946 |
| Privately issued | $987,000 | 372 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $1,484,000 | 1,843 |
| Available-for-sale securities (fair market value) | $2,000 | 6,010 |
| Total debt securities | $1,484,000 | 6,117 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $1,604,000 | 6,210 |
| U.S. Government securities | $521,000 | 6,135 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $521,000 | 6,046 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $1,080,000 | 1,683 |
| Privately issued residential mortgage-backed securities | $1,080,000 | 406 |
| 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 | $3,000 | 1,185 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $1,601,000 | 4,598 |
| Certificates of participation in pools of residential mortgages | $4,000 | 5,220 |
| Issued or guaranteed by U.S. | $4,000 | 5,213 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,597,000 | 2,594 |
| CMOs issued by government agencies or sponsored agencies | $517,000 | 2,970 |
| Privately issued | $1,080,000 | 387 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $1,601,000 | 1,842 |
| Available-for-sale securities (fair market value) | $3,000 | 6,078 |
| Total debt securities | $1,600,000 | 6,190 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $1,637,000 | 6,269 |
| U.S. Government securities | $545,000 | 6,201 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $545,000 | 6,107 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $1,088,000 | 1,726 |
| Privately issued residential mortgage-backed securities | $1,088,000 | 415 |
| 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 | $4,000 | 1,197 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,698 |
| Mortgage-backed securities | $1,633,000 | 4,659 |
| Certificates of participation in pools of residential mortgages | $4,000 | 5,272 |
| Issued or guaranteed by U.S. | $4,000 | 5,266 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,629,000 | 2,613 |
| CMOs issued by government agencies or sponsored agencies | $541,000 | 2,994 |
| Privately issued | $1,088,000 | 400 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $1,633,000 | 1,846 |
| Available-for-sale securities (fair market value) | $4,000 | 6,141 |
| Total debt securities | $1,633,000 | 6,248 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $1,667,000 | 6,321 |
| U.S. Government securities | $572,000 | 6,252 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $572,000 | 6,152 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $1,091,000 | 1,764 |
| Privately issued residential mortgage-backed securities | $1,091,000 | 434 |
| 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 | $4,000 | 1,214 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,749 |
| Mortgage-backed securities | $1,663,000 | 4,689 |
| Certificates of participation in pools of residential mortgages | $4,000 | 5,338 |
| Issued or guaranteed by U.S. | $4,000 | 5,330 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,659,000 | 2,622 |
| CMOs issued by government agencies or sponsored agencies | $568,000 | 3,007 |
| Privately issued | $1,091,000 | 416 |
| 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) | $1,663,000 | 1,844 |
| Available-for-sale securities (fair market value) | $4,000 | 6,208 |
| Total debt securities | $1,662,000 | 6,295 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $1,688,000 | 6,387 |
| U.S. Government securities | $593,000 | 6,316 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $593,000 | 6,215 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $1,092,000 | 1,810 |
| Privately issued residential mortgage-backed securities | $1,092,000 | 470 |
| 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 | $3,000 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,833 |
| Mortgage-backed securities | $1,685,000 | 4,713 |
| Certificates of participation in pools of residential mortgages | $4,000 | 5,382 |
| Issued or guaranteed by U.S. | $4,000 | 5,373 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,681,000 | 2,596 |
| CMOs issued by government agencies or sponsored agencies | $589,000 | 2,983 |
| Privately issued | $1,092,000 | 447 |
| 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) | $1,685,000 | 1,826 |
| Available-for-sale securities (fair market value) | $3,000 | 6,288 |
| Total debt securities | $1,685,000 | 6,363 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $1,720,000 | 6,458 |
| U.S. Government securities | $627,000 | 6,384 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $627,000 | 6,287 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $1,092,000 | 1,867 |
| Privately issued residential mortgage-backed securities | $1,092,000 | 498 |
| 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 | $1,000 | 1,297 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $1,719,000 | 4,740 |
| Certificates of participation in pools of residential mortgages | $4,000 | 5,438 |
| Issued or guaranteed by U.S. | $4,000 | 5,429 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,715,000 | 2,594 |
| CMOs issued by government agencies or sponsored agencies | $623,000 | 2,988 |
| Privately issued | $1,092,000 | 475 |
| 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) | $1,719,000 | 1,809 |
| Available-for-sale securities (fair market value) | $1,000 | 6,365 |
| Total debt securities | $1,719,000 | 6,429 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $2,281,000 | 6,424 |
| U.S. Government securities | $1,181,000 | 6,253 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $1,181,000 | 6,151 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $1,099,000 | 1,900 |
| Privately issued residential mortgage-backed securities | $1,099,000 | 505 |
| 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 | $1,000 | 1,304 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $1,780,000 | 4,724 |
| Certificates of participation in pools of residential mortgages | $5,000 | 5,443 |
| Issued or guaranteed by U.S. | $5,000 | 5,433 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,775,000 | 2,631 |
| CMOs issued by government agencies or sponsored agencies | $676,000 | 2,982 |
| Privately issued | $1,099,000 | 482 |
| 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) | $2,280,000 | 1,648 |
| Available-for-sale securities (fair market value) | $1,000 | 6,417 |
| Total debt securities | $2,279,000 | 6,396 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $2,309,000 | 6,471 |
| U.S. Government securities | $1,209,000 | 6,296 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $1,209,000 | 6,186 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $1,099,000 | 1,912 |
| Privately issued residential mortgage-backed securities | $1,099,000 | 526 |
| 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 | $1,000 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $1,808,000 | 4,771 |
| Certificates of participation in pools of residential mortgages | $5,000 | 5,496 |
| Issued or guaranteed by U.S. | $5,000 | 5,488 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,803,000 | 2,683 |
| CMOs issued by government agencies or sponsored agencies | $704,000 | 3,001 |
| Privately issued | $1,099,000 | 505 |
| 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) | $2,308,000 | 1,601 |
| Available-for-sale securities (fair market value) | $1,000 | 6,489 |
| Total debt securities | $2,311,000 | 6,439 |
| 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 | $2,325,000 | 6,512 |
| U.S. Government securities | $1,226,000 | 6,340 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $1,226,000 | 6,230 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $1,099,000 | 1,893 |
| Privately issued residential mortgage-backed securities | $1,099,000 | 554 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $1,830,000 | 4,799 |
| Certificates of participation in pools of residential mortgages | $5,000 | 5,529 |
| Issued or guaranteed by U.S. | $5,000 | 5,523 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,825,000 | 2,720 |
| CMOs issued by government agencies or sponsored agencies | $726,000 | 3,029 |
| Privately issued | $1,099,000 | 535 |
| 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) | $2,325,000 | 1,618 |
| Available-for-sale securities (fair market value) | $0 | 6,540 |
| Total debt securities | $2,324,000 | 6,485 |
| 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 | $2,345,000 | 6,611 |
| U.S. Government securities | $1,246,000 | 6,449 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $1,246,000 | 6,351 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $1,099,000 | 1,944 |
| Privately issued residential mortgage-backed securities | $1,099,000 | 592 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $1,855,000 | 4,898 |
| Certificates of participation in pools of residential mortgages | $6,000 | 5,615 |
| Issued or guaranteed by U.S. | $6,000 | 5,604 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,849,000 | 2,793 |
| CMOs issued by government agencies or sponsored agencies | $750,000 | 3,095 |
| Privately issued | $1,099,000 | 569 |
| 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) | $2,345,000 | 1,641 |
| Available-for-sale securities (fair market value) | $0 | 6,625 |
| Total debt securities | $2,344,000 | 6,581 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $2,362,000 | 6,686 |
| U.S. Government securities | $1,263,000 | 6,532 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $1,263,000 | 6,432 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $1,099,000 | 1,959 |
| Privately issued residential mortgage-backed securities | $1,099,000 | 645 |
| 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 | $0 | 6,201 |
| Mortgage-backed securities | $1,876,000 | 4,932 |
| Certificates of participation in pools of residential mortgages | $6,000 | 5,657 |
| Issued or guaranteed by U.S. | $6,000 | 5,647 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,870,000 | 2,807 |
| CMOs issued by government agencies or sponsored agencies | $771,000 | 3,092 |
| Privately issued | $1,099,000 | 620 |
| 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) | $2,362,000 | 1,641 |
| Available-for-sale securities (fair market value) | $0 | 6,685 |
| Total debt securities | $2,362,000 | 6,651 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $2,371,000 | 6,744 |
| U.S. Government securities | $1,271,000 | 6,612 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $1,271,000 | 6,519 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $1,099,000 | 1,928 |
| Privately issued residential mortgage-backed securities | $1,099,000 | 673 |
| 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 | $1,000 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $1,889,000 | 4,952 |
| Certificates of participation in pools of residential mortgages | $6,000 | 5,699 |
| Issued or guaranteed by U.S. | $6,000 | 5,690 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,883,000 | 2,840 |
| CMOs issued by government agencies or sponsored agencies | $784,000 | 3,123 |
| Privately issued | $1,099,000 | 649 |
| 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) | $2,370,000 | 1,663 |
| Available-for-sale securities (fair market value) | $1,000 | 6,729 |
| Total debt securities | $2,370,000 | 6,708 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $2,404,000 | 6,768 |
| U.S. Government securities | $1,303,000 | 6,627 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,303,000 | 6,536 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $1,100,000 | 1,912 |
| Privately issued residential mortgage-backed securities | $1,100,000 | 747 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 1,348 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,927,000 | 4,928 |
| Certificates of participation in pools of residential mortgages | $6,000 | 5,704 |
| Issued or guaranteed by U.S. | $6,000 | 5,693 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,921,000 | 2,796 |
| CMOs issued by government agencies or sponsored agencies | $821,000 | 2,959 |
| Privately issued | $1,100,000 | 711 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,403,000 | 1,701 |
| Available-for-sale securities (fair market value) | $1,000 | 6,750 |
| Total debt securities | $2,403,000 | 6,734 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $2,485,000 | 6,825 |
| U.S. Government securities | $1,384,000 | 6,685 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,384,000 | 6,586 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $1,100,000 | 1,925 |
| Privately issued residential mortgage-backed securities | $1,100,000 | 781 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 1,395 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,013,000 | 4,879 |
| Certificates of participation in pools of residential mortgages | $7,000 | 5,716 |
| Issued or guaranteed by U.S. | $7,000 | 5,704 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $2,006,000 | 2,760 |
| CMOs issued by government agencies or sponsored agencies | $906,000 | 2,924 |
| Privately issued | $1,100,000 | 739 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,484,000 | 1,717 |
| Available-for-sale securities (fair market value) | $1,000 | 6,812 |
| Total debt securities | $2,484,000 | 6,789 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $2,559,000 | 6,897 |
| U.S. Government securities | $1,458,000 | 6,779 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,458,000 | 6,674 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $1,100,000 | 1,865 |
| Privately issued residential mortgage-backed securities | $1,100,000 | 802 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 1,418 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,092,000 | 4,839 |
| Certificates of participation in pools of residential mortgages | $7,000 | 5,739 |
| Issued or guaranteed by U.S. | $7,000 | 5,732 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $2,085,000 | 2,685 |
| CMOs issued by government agencies or sponsored agencies | $985,000 | 2,839 |
| Privately issued | $1,100,000 | 761 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,558,000 | 1,740 |
| Available-for-sale securities (fair market value) | $1,000 | 6,891 |
| Total debt securities | $2,558,000 | 6,864 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $2,628,000 | 6,939 |
| U.S. Government securities | $1,527,000 | 6,795 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,527,000 | 6,693 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $1,100,000 | 1,908 |
| Privately issued residential mortgage-backed securities | $1,100,000 | 836 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,166,000 | 4,773 |
| Certificates of participation in pools of residential mortgages | $6,000 | 5,755 |
| Issued or guaranteed by U.S. | $6,000 | 5,743 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $2,160,000 | 2,602 |
| CMOs issued by government agencies or sponsored agencies | $1,060,000 | 2,722 |
| Privately issued | $1,100,000 | 796 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,627,000 | 1,737 |
| Available-for-sale securities (fair market value) | $1,000 | 6,947 |
| Total debt securities | $2,627,000 | 6,901 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $2,711,000 | 6,953 |
| U.S. Government securities | $1,610,000 | 6,772 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,610,000 | 6,661 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $1,100,000 | 2,021 |
| Privately issued residential mortgage-backed securities | $1,100,000 | 872 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 1,458 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,254,000 | 4,695 |
| Certificates of participation in pools of residential mortgages | $7,000 | 5,748 |
| Issued or guaranteed by U.S. | $7,000 | 5,737 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,247,000 | 2,544 |
| CMOs issued by government agencies or sponsored agencies | $1,147,000 | 2,655 |
| Privately issued | $1,100,000 | 833 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,710,000 | 1,739 |
| Available-for-sale securities (fair market value) | $1,000 | 6,994 |
| Total debt securities | $2,710,000 | 6,914 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $2,727,000 | 6,982 |
| U.S. Government securities | $1,626,000 | 6,821 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,626,000 | 6,704 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $1,100,000 | 2,088 |
| Privately issued residential mortgage-backed securities | $1,100,000 | 943 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 1,508 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,275,000 | 4,716 |
| Certificates of participation in pools of residential mortgages | $11,000 | 5,757 |
| Issued or guaranteed by U.S. | $11,000 | 5,742 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,264,000 | 2,505 |
| CMOs issued by government agencies or sponsored agencies | $1,164,000 | 2,620 |
| Privately issued | $1,100,000 | 898 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,726,000 | 1,780 |
| Available-for-sale securities (fair market value) | $1,000 | 7,075 |
| Total debt securities | $2,726,000 | 6,947 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $2,739,000 | 7,067 |
| U.S. Government securities | $1,638,000 | 6,938 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,638,000 | 6,828 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $1,100,000 | 2,082 |
| Privately issued residential mortgage-backed securities | $1,100,000 | 983 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 1,552 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,292,000 | 4,728 |
| Certificates of participation in pools of residential mortgages | $11,000 | 5,806 |
| Issued or guaranteed by U.S. | $11,000 | 5,794 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,281,000 | 2,439 |
| CMOs issued by government agencies or sponsored agencies | $1,181,000 | 2,521 |
| Privately issued | $1,100,000 | 948 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,738,000 | 1,839 |
| Available-for-sale securities (fair market value) | $1,000 | 7,139 |
| Total debt securities | $2,738,000 | 7,029 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $2,744,000 | 7,147 |
| U.S. Government securities | $1,643,000 | 7,024 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,643,000 | 6,919 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $1,100,000 | 2,145 |
| Privately issued residential mortgage-backed securities | $1,100,000 | 1,039 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 1,583 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,302,000 | 4,806 |
| Certificates of participation in pools of residential mortgages | $11,000 | 5,913 |
| Issued or guaranteed by U.S. | $11,000 | 5,902 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,291,000 | 2,392 |
| CMOs issued by government agencies or sponsored agencies | $1,191,000 | 2,472 |
| Privately issued | $1,100,000 | 1,000 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,743,000 | 1,860 |
| Available-for-sale securities (fair market value) | $1,000 | 7,229 |
| Total debt securities | $2,743,000 | 7,108 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $2,754,000 | 7,162 |
| U.S. Government securities | $1,655,000 | 7,056 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,655,000 | 6,953 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $1,098,000 | 2,203 |
| Privately issued residential mortgage-backed securities | $1,098,000 | 1,069 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 1,646 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,316,000 | 4,881 |
| Certificates of participation in pools of residential mortgages | $12,000 | 5,969 |
| Issued or guaranteed by U.S. | $12,000 | 5,955 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,304,000 | 2,370 |
| CMOs issued by government agencies or sponsored agencies | $1,206,000 | 2,450 |
| Privately issued | $1,098,000 | 1,028 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,752,000 | 1,875 |
| Available-for-sale securities (fair market value) | $2,000 | 7,280 |
| Total debt securities | $2,753,000 | 7,123 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $2,766,000 | 7,236 |
| U.S. Government securities | $1,666,000 | 7,123 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,666,000 | 7,029 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $1,098,000 | 2,323 |
| Privately issued residential mortgage-backed securities | $1,098,000 | 1,136 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 1,661 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,332,000 | 4,963 |
| Certificates of participation in pools of residential mortgages | $13,000 | 6,046 |
| Issued or guaranteed by U.S. | $13,000 | 6,026 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $2,319,000 | 2,370 |
| CMOs issued by government agencies or sponsored agencies | $1,221,000 | 2,420 |
| Privately issued | $1,098,000 | 1,089 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,764,000 | 1,961 |
| Available-for-sale securities (fair market value) | $2,000 | 7,346 |
| Total debt securities | $2,764,000 | 7,199 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $2,796,000 | 7,264 |
| U.S. Government securities | $1,697,000 | 7,150 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,697,000 | 7,059 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $1,098,000 | 2,367 |
| Privately issued residential mortgage-backed securities | $1,098,000 | 1,167 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 1,755 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,368,000 | 4,995 |
| Certificates of participation in pools of residential mortgages | $13,000 | 6,105 |
| Issued or guaranteed by U.S. | $13,000 | 6,083 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,355,000 | 2,365 |
| CMOs issued by government agencies or sponsored agencies | $1,257,000 | 2,391 |
| Privately issued | $1,098,000 | 1,115 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,795,000 | 1,960 |
| Available-for-sale securities (fair market value) | $1,000 | 7,419 |
| Total debt securities | $2,795,000 | 7,223 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $2,825,000 | 7,333 |
| U.S. Government securities | $1,726,000 | 7,251 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,726,000 | 7,165 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $1,098,000 | 2,273 |
| Privately issued residential mortgage-backed securities | $1,098,000 | 1,194 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 1,772 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,402,000 | 5,076 |
| Certificates of participation in pools of residential mortgages | $14,000 | 6,160 |
| Issued or guaranteed by U.S. | $14,000 | 6,143 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,388,000 | 2,389 |
| CMOs issued by government agencies or sponsored agencies | $1,290,000 | 2,394 |
| Privately issued | $1,098,000 | 1,140 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,824,000 | 1,977 |
| Available-for-sale securities (fair market value) | $1,000 | 7,474 |
| Total debt securities | $2,824,000 | 7,290 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $2,820,000 | 7,412 |
| U.S. Government securities | $1,721,000 | 7,342 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,721,000 | 7,255 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $1,098,000 | 2,208 |
| Privately issued residential mortgage-backed securities | $1,098,000 | 1,144 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 1,767 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,402,000 | 5,054 |
| Certificates of participation in pools of residential mortgages | $14,000 | 6,192 |
| Issued or guaranteed by U.S. | $14,000 | 6,171 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $2,388,000 | 2,308 |
| CMOs issued by government agencies or sponsored agencies | $1,290,000 | 2,372 |
| Privately issued | $1,098,000 | 1,092 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,819,000 | 1,986 |
| Available-for-sale securities (fair market value) | $1,000 | 7,518 |
| Total debt securities | $2,819,000 | 7,370 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $2,814,000 | 7,439 |
| U.S. Government securities | $1,715,000 | 7,399 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,715,000 | 7,302 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $1,097,000 | 2,161 |
| Privately issued residential mortgage-backed securities | $1,097,000 | 1,123 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 1,830 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,400,000 | 5,017 |
| Certificates of participation in pools of residential mortgages | $14,000 | 6,220 |
| Issued or guaranteed by U.S. | $14,000 | 6,199 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $2,386,000 | 2,236 |
| CMOs issued by government agencies or sponsored agencies | $1,289,000 | 2,287 |
| Privately issued | $1,097,000 | 1,074 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,812,000 | 2,007 |
| Available-for-sale securities (fair market value) | $2,000 | 7,563 |
| Total debt securities | $2,812,000 | 7,397 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $2,827,000 | 7,505 |
| U.S. Government securities | $1,710,000 | 7,447 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,710,000 | 7,360 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $1,097,000 | 2,175 |
| Privately issued residential mortgage-backed securities | $1,097,000 | 1,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $20,000 | 1,830 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,400,000 | 5,017 |
| Certificates of participation in pools of residential mortgages | $14,000 | 6,248 |
| Issued or guaranteed by U.S. | $14,000 | 6,221 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $2,386,000 | 2,239 |
| CMOs issued by government agencies or sponsored agencies | $1,289,000 | 2,290 |
| Privately issued | $1,097,000 | 1,044 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,807,000 | 2,012 |
| Available-for-sale securities (fair market value) | $20,000 | 7,587 |
| Total debt securities | $2,807,000 | 7,455 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $2,831,000 | 7,518 |
| U.S. Government securities | $1,705,000 | 7,473 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,705,000 | 7,377 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $1,097,000 | 2,106 |
| Privately issued residential mortgage-backed securities | $1,097,000 | 1,081 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $29,000 | 1,781 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,400,000 | 4,938 |
| Certificates of participation in pools of residential mortgages | $15,000 | 6,231 |
| Issued or guaranteed by U.S. | $15,000 | 6,200 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,385,000 | 2,227 |
| CMOs issued by government agencies or sponsored agencies | $1,288,000 | 2,292 |
| Privately issued | $1,097,000 | 1,024 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,802,000 | 2,046 |
| Available-for-sale securities (fair market value) | $29,000 | 7,612 |
| Total debt securities | $2,802,000 | 7,472 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $2,834,000 | 7,598 |
| U.S. Government securities | $1,700,000 | 7,590 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,700,000 | 7,477 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $1,097,000 | 1,936 |
| Privately issued residential mortgage-backed securities | $1,097,000 | 984 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $37,000 | 1,716 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,400,000 | 4,706 |
| Certificates of participation in pools of residential mortgages | $15,000 | 6,167 |
| Issued or guaranteed by U.S. | $15,000 | 6,146 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,385,000 | 2,125 |
| CMOs issued by government agencies or sponsored agencies | $1,288,000 | 2,191 |
| Privately issued | $1,097,000 | 933 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,797,000 | 2,110 |
| Available-for-sale securities (fair market value) | $37,000 | 7,623 |
| Total debt securities | $2,797,000 | 7,553 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $2,859,000 | 7,626 |
| U.S. Government securities | $1,696,000 | 7,648 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,696,000 | 7,537 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $1,096,000 | 1,893 |
| Privately issued residential mortgage-backed securities | $1,096,000 | 955 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $67,000 | 1,602 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,399,000 | 4,578 |
| Certificates of participation in pools of residential mortgages | $15,000 | 6,125 |
| Issued or guaranteed by U.S. | $15,000 | 6,102 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,384,000 | 2,068 |
| CMOs issued by government agencies or sponsored agencies | $1,288,000 | 2,135 |
| Privately issued | $1,096,000 | 906 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,792,000 | 2,152 |
| Available-for-sale securities (fair market value) | $67,000 | 7,641 |
| Total debt securities | $2,792,000 | 7,591 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $2,858,000 | 7,681 |
| U.S. Government securities | $1,694,000 | 7,705 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,694,000 | 7,591 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $1,096,000 | 1,842 |
| Privately issued residential mortgage-backed securities | $1,096,000 | 910 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $68,000 | 1,629 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,402,000 | 4,547 |
| Certificates of participation in pools of residential mortgages | $18,000 | 6,129 |
| Issued or guaranteed by U.S. | $18,000 | 6,108 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,384,000 | 2,036 |
| CMOs issued by government agencies or sponsored agencies | $1,288,000 | 2,124 |
| Privately issued | $1,096,000 | 859 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,790,000 | 2,172 |
| Available-for-sale securities (fair market value) | $68,000 | 7,675 |
| Total debt securities | $2,790,000 | 7,648 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $2,855,000 | 7,720 |
| U.S. Government securities | $1,692,000 | 7,744 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,692,000 | 7,625 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $1,096,000 | 1,853 |
| Privately issued residential mortgage-backed securities | $1,096,000 | 875 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $67,000 | 1,648 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,405,000 | 4,533 |
| Certificates of participation in pools of residential mortgages | $21,000 | 6,134 |
| Issued or guaranteed by U.S. | $21,000 | 6,111 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $2,384,000 | 2,017 |
| CMOs issued by government agencies or sponsored agencies | $1,288,000 | 2,095 |
| Privately issued | $1,096,000 | 819 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,788,000 | 2,204 |
| Available-for-sale securities (fair market value) | $67,000 | 7,699 |
| Total debt securities | $2,788,000 | 7,686 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $2,860,000 | 7,757 |
| U.S. Government securities | $1,687,000 | 7,793 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,687,000 | 7,670 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $1,096,000 | 1,857 |
| Privately issued residential mortgage-backed securities | $1,096,000 | 858 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $77,000 | 1,679 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,405,000 | 4,526 |
| Certificates of participation in pools of residential mortgages | $21,000 | 6,162 |
| Issued or guaranteed by U.S. | $21,000 | 6,136 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $2,384,000 | 2,019 |
| CMOs issued by government agencies or sponsored agencies | $1,288,000 | 2,102 |
| Privately issued | $1,096,000 | 808 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,783,000 | 2,245 |
| Available-for-sale securities (fair market value) | $77,000 | 7,746 |
| Total debt securities | $2,783,000 | 7,727 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $2,852,000 | 7,840 |
| U.S. Government securities | $1,682,000 | 7,872 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,682,000 | 7,746 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $1,096,000 | 1,877 |
| Privately issued residential mortgage-backed securities | $1,096,000 | 842 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $74,000 | 1,727 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,405,000 | 4,518 |
| Certificates of participation in pools of residential mortgages | $22,000 | 6,203 |
| Issued or guaranteed by U.S. | $22,000 | 6,175 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $2,383,000 | 1,982 |
| CMOs issued by government agencies or sponsored agencies | $1,287,000 | 2,074 |
| Privately issued | $1,096,000 | 783 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,778,000 | 2,299 |
| Available-for-sale securities (fair market value) | $74,000 | 7,808 |
| Total debt securities | $2,778,000 | 7,810 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $2,837,000 | 7,906 |
| U.S. Government securities | $1,677,000 | 7,927 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,677,000 | 7,796 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $1,096,000 | 1,890 |
| Privately issued residential mortgage-backed securities | $1,096,000 | 825 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $64,000 | 1,767 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,405,000 | 4,519 |
| Certificates of participation in pools of residential mortgages | $22,000 | 6,250 |
| Issued or guaranteed by U.S. | $22,000 | 6,225 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,383,000 | 1,967 |
| CMOs issued by government agencies or sponsored agencies | $1,287,000 | 2,058 |
| Privately issued | $1,096,000 | 769 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,773,000 | 2,324 |
| Available-for-sale securities (fair market value) | $64,000 | 7,855 |
| Total debt securities | $2,773,000 | 7,868 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $2,841,000 | 7,956 |
| U.S. Government securities | $1,675,000 | 7,978 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,675,000 | 7,849 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $1,096,000 | 1,932 |
| Privately issued residential mortgage-backed securities | $1,096,000 | 821 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $70,000 | 1,798 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,408,000 | 4,548 |
| Certificates of participation in pools of residential mortgages | $25,000 | 6,257 |
| Issued or guaranteed by U.S. | $25,000 | 6,235 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,383,000 | 1,973 |
| CMOs issued by government agencies or sponsored agencies | $1,287,000 | 2,064 |
| Privately issued | $1,096,000 | 765 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,771,000 | 2,363 |
| Available-for-sale securities (fair market value) | $70,000 | 7,881 |
| Total debt securities | $2,771,000 | 7,923 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $2,864,000 | 7,998 |
| U.S. Government securities | $1,683,000 | 8,018 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,683,000 | 7,889 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $1,108,000 | 1,996 |
| Privately issued residential mortgage-backed securities | $1,108,000 | 792 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $73,000 | 1,808 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,433,000 | 4,575 |
| Certificates of participation in pools of residential mortgages | $25,000 | 6,318 |
| Issued or guaranteed by U.S. | $25,000 | 6,297 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $2,408,000 | 1,960 |
| CMOs issued by government agencies or sponsored agencies | $1,300,000 | 2,062 |
| Privately issued | $1,108,000 | 740 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,791,000 | 2,406 |
| Available-for-sale securities (fair market value) | $73,000 | 7,924 |
| Total debt securities | $2,791,000 | 7,957 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $2,851,000 | 8,020 |
| U.S. Government securities | $1,679,000 | 8,036 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,679,000 | 7,913 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $1,108,000 | 2,018 |
| Privately issued residential mortgage-backed securities | $1,108,000 | 780 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $64,000 | 1,831 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,434,000 | 4,606 |
| Certificates of participation in pools of residential mortgages | $26,000 | 6,346 |
| Issued or guaranteed by U.S. | $26,000 | 6,327 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,408,000 | 1,966 |
| CMOs issued by government agencies or sponsored agencies | $1,300,000 | 2,084 |
| Privately issued | $1,108,000 | 729 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,787,000 | 2,427 |
| Available-for-sale securities (fair market value) | $64,000 | 7,966 |
| Total debt securities | $2,787,000 | 7,977 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $2,858,000 | 8,050 |
| U.S. Government securities | $1,677,000 | 8,067 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,677,000 | 7,934 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $1,108,000 | 2,070 |
| Privately issued residential mortgage-backed securities | $1,108,000 | 757 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $73,000 | 1,842 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,436,000 | 4,724 |
| Certificates of participation in pools of residential mortgages | $28,000 | 6,384 |
| Issued or guaranteed by U.S. | $28,000 | 6,365 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $2,408,000 | 2,004 |
| CMOs issued by government agencies or sponsored agencies | $1,300,000 | 2,138 |
| Privately issued | $1,108,000 | 709 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,785,000 | 2,457 |
| Available-for-sale securities (fair market value) | $73,000 | 7,982 |
| Total debt securities | $2,785,000 | 8,012 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $2,799,000 | 8,137 |
| U.S. Government securities | $1,673,000 | 8,139 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,673,000 | 8,004 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $1,054,000 | 2,170 |
| Privately issued residential mortgage-backed securities | $1,054,000 | 749 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $72,000 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,383,000 | 4,811 |
| Certificates of participation in pools of residential mortgages | $29,000 | 6,461 |
| Issued or guaranteed by U.S. | $29,000 | 6,443 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,354,000 | 2,038 |
| CMOs issued by government agencies or sponsored agencies | $1,300,000 | 2,210 |
| Privately issued | $1,054,000 | 700 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,727,000 | 2,507 |
| Available-for-sale securities (fair market value) | $72,000 | 8,061 |
| Total debt securities | $2,727,000 | 8,099 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $2,704,000 | 8,207 |
| U.S. Government securities | $2,622,000 | 7,869 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,622,000 | 7,718 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $82,000 | 1,902 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,283,000 | 4,918 |
| Certificates of participation in pools of residential mortgages | $2,283,000 | 4,327 |
| Issued or guaranteed by U.S. | $2,283,000 | 4,312 |
| 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) | $2,622,000 | 2,568 |
| Available-for-sale securities (fair market value) | $82,000 | 8,083 |
| Total debt securities | $2,622,000 | 8,167 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $2,644,000 | 8,263 |
| U.S. Government securities | $2,569,000 | 7,913 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,569,000 | 7,759 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $75,000 | 1,946 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,235,000 | 4,971 |
| Certificates of participation in pools of residential mortgages | $2,235,000 | 4,386 |
| Issued or guaranteed by U.S. | $2,235,000 | 4,373 |
| 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) | $2,569,000 | 2,611 |
| Available-for-sale securities (fair market value) | $75,000 | 8,131 |
| Total debt securities | $2,569,000 | 8,223 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $2,484,000 | 8,375 |
| U.S. Government securities | $2,413,000 | 8,069 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,413,000 | 7,899 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $71,000 | 1,998 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,084,000 | 5,099 |
| Certificates of participation in pools of residential mortgages | $2,084,000 | 4,513 |
| Issued or guaranteed by U.S. | $2,084,000 | 4,497 |
| 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) | $2,413,000 | 2,683 |
| Available-for-sale securities (fair market value) | $71,000 | 8,189 |
| Total debt securities | $2,413,000 | 8,340 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $2,475,000 | 8,363 |
| U.S. Government securities | $2,408,000 | 8,021 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,408,000 | 7,855 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $67,000 | 2,027 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,084,000 | 5,142 |
| Certificates of participation in pools of residential mortgages | $2,084,000 | 4,554 |
| Issued or guaranteed by U.S. | $2,084,000 | 4,535 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| 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) | $2,408,000 | 2,667 |
| Available-for-sale securities (fair market value) | $67,000 | 8,214 |
| Total debt securities | $2,408,000 | 8,309 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $2,443,000 | 8,438 |
| U.S. Government securities | $2,378,000 | 8,102 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,378,000 | 7,929 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $65,000 | 2,077 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,059,000 | 5,142 |
| Certificates of participation in pools of residential mortgages | $2,059,000 | 4,570 |
| Issued or guaranteed by U.S. | $2,059,000 | 4,549 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,378,000 | 2,729 |
| Available-for-sale securities (fair market value) | $65,000 | 8,281 |
| Total debt securities | $2,378,000 | 8,379 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $2,307,000 | 8,481 |
| U.S. Government securities | $2,248,000 | 8,114 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,248,000 | 7,944 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $59,000 | 2,140 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,934,000 | 5,231 |
| Certificates of participation in pools of residential mortgages | $1,934,000 | 4,633 |
| Issued or guaranteed by U.S. | $1,934,000 | 4,612 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,248,000 | 2,800 |
| Available-for-sale securities (fair market value) | $59,000 | 8,323 |
| Total debt securities | $2,248,000 | 8,422 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $800,000 | 8,876 |
| U.S. Government securities | $745,000 | 8,672 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $745,000 | 8,531 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $55,000 | 2,155 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $35,000 | 7,089 |
| Certificates of participation in pools of residential mortgages | $35,000 | 6,741 |
| Issued or guaranteed by U.S. | $35,000 | 6,722 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $745,000 | 3,656 |
| Available-for-sale securities (fair market value) | $55,000 | 8,341 |
| Total debt securities | $745,000 | 8,819 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $800,000 | 8,917 |
| U.S. Government securities | $740,000 | 8,715 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $740,000 | 8,570 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $60,000 | 2,135 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $35,000 | 7,134 |
| Certificates of participation in pools of residential mortgages | $35,000 | 6,776 |
| Issued or guaranteed by U.S. | $35,000 | 6,758 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $740,000 | 3,711 |
| Available-for-sale securities (fair market value) | $60,000 | 8,383 |
| Total debt securities | $740,000 | 8,860 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $811,000 | 8,953 |
| U.S. Government securities | $746,000 | 8,763 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $746,000 | 8,623 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $65,000 | 2,135 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $46,000 | 7,101 |
| Certificates of participation in pools of residential mortgages | $46,000 | 6,706 |
| Issued or guaranteed by U.S. | $46,000 | 6,686 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $746,000 | 3,795 |
| Available-for-sale securities (fair market value) | $65,000 | 8,399 |
| Total debt securities | $746,000 | 8,900 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $821,000 | 9,203 |
| U.S. Government securities | $747,000 | 8,989 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $747,000 | 8,833 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $74,000 | 2,069 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $67,000 | 7,076 |
| Certificates of participation in pools of residential mortgages | $67,000 | 6,627 |
| Issued or guaranteed by U.S. | $67,000 | 6,605 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $747,000 | 4,036 |
| Available-for-sale securities (fair market value) | $74,000 | 8,564 |
| Total debt securities | $747,000 | 9,143 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $827,000 | 9,564 |
| U.S. Government securities | $750,000 | 9,394 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $750,000 | 9,174 |
| 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 | $77,000 | 7,065 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $90,000 | 6,929 |
| Certificates of participation in pools of residential mortgages | $90,000 | 6,435 |
| Issued or guaranteed by U.S. | $90,000 | 6,414 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $750,000 | 4,673 |
| Available-for-sale securities (fair market value) | $77,000 | 9,142 |
| Total debt securities | $750,000 | 9,482 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $818,000 | 9,902 |
| U.S. Government securities | $765,000 | 9,743 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $765,000 | 9,450 |
| 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 | $53,000 | 7,298 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $124,000 | 7,186 |
| Certificates of participation in pools of residential mortgages | $124,000 | 6,634 |
| Issued or guaranteed by U.S. | $124,000 | 6,615 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $765,000 | 5,072 |
| Available-for-sale securities (fair market value) | $53,000 | 9,452 |
| Total debt securities | $765,000 | 9,821 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $909,000 | 10,085 |
| U.S. Government securities | $772,000 | 9,919 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $772,000 | 9,460 |
| 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 | $137,000 | 6,060 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $151,000 | 7,349 |
| Certificates of participation in pools of residential mortgages | $151,000 | 6,798 |
| Issued or guaranteed by U.S. | $151,000 | 6,778 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $772,000 | 5,606 |
| Available-for-sale securities (fair market value) | $137,000 | 9,443 |
| Total debt securities | $772,000 | 10,014 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $937,000 | 10,611 |
| U.S. Government securities | $818,000 | 10,463 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $818,000 | 9,808 |
| 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 | $119,000 | 6,198 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $216,000 | 7,556 |
| Certificates of participation in pools of residential mortgages | $216,000 | 6,865 |
| Issued or guaranteed by U.S. | $216,000 | 6,843 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $818,000 | 6,477 |
| Available-for-sale securities (fair market value) | $119,000 | 9,836 |
| Total debt securities | $818,000 | 10,538 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $1,909,000 | 10,903 |
| U.S. Government securities | $1,831,000 | 10,676 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,831,000 | 9,607 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $78,000 | 6,657 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $0 | 312 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $248,000 | 8,070 |
| Certificates of participation in pools of residential mortgages | $248,000 | 7,327 |
| Issued or guaranteed by U.S. | $248,000 | 7,309 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,909,000 | 6,370 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $1,831,000 | 10,830 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $1,872,000 | 11,426 |
| U.S. Government securities | $1,869,000 | 11,166 |
| U.S. Treasury securities | $562,000 | 9,217 |
| U.S. Government agency obligations | $1,307,000 | 10,257 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,000 | 8,474 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 335 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $298,000 | 8,419 |
| Certificates of participation in pools of residential mortgages | $298,000 | 7,549 |
| Issued or guaranteed by U.S. | $298,000 | 7,517 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,872,000 | 6,756 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $1,869,000 | 11,338 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $2,441,000 | 11,902 |
| U.S. Government securities | $2,436,000 | 11,553 |
| U.S. Treasury securities | $543,000 | 10,320 |
| U.S. Government agency obligations | $1,893,000 | 10,054 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 8,528 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $0 | 406 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $376,000 | 8,796 |
| Certificates of participation in pools of residential mortgages | $376,000 | 7,759 |
| Issued or guaranteed by U.S. | $376,000 | 7,733 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,441,000 | 9,701 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $2,436,000 | 11,813 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $2,592,000 | 12,322 |
| U.S. Government securities | $2,586,000 | 11,866 |
| U.S. Treasury securities | $523,000 | 10,728 |
| U.S. Government agency obligations | $2,063,000 | 10,170 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,000 | 8,508 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $0 | 401 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $538,000 | 9,145 |
| Certificates of participation in pools of residential mortgages | $538,000 | 7,965 |
| Issued or guaranteed by U.S. | $538,000 | 7,916 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $2,586,000 | 12,201 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $2,962,000 | 12,602 |
| U.S. Government securities | $2,954,000 | 12,133 |
| U.S. Treasury securities | $504,000 | 11,262 |
| U.S. Government agency obligations | $2,450,000 | 10,071 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $8,000 | 8,336 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $0 | 574 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $917,000 | 9,074 |
| Certificates of participation in pools of residential mortgages | $917,000 | 7,681 |
| Issued or guaranteed by U.S. | $917,000 | 7,621 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $2,954,000 | 12,501 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |