Home > SEVERN SAVINGS BANK, FSB DBA SEVERN BANK > Securities
SEVERN SAVINGS BANK, FSB DBA SEVERN BANK, Securities
| 2021-09-30 | Rank | |
| Total securities | $149,598,000 | 1,268 |
| U.S. Government securities | $147,563,000 | 813 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $147,563,000 | 741 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $2,035,000 | 1,559 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $2,035,000 | 1,243 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,901,000 | 3,469 |
| Mortgage-backed securities | $134,645,000 | 674 |
| Certificates of participation in pools of residential mortgages | $86,394,000 | 627 |
| Issued or guaranteed by U.S. | $86,394,000 | 616 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $1,832,000 | 2,093 |
| CMOs issued by government agencies or sponsored agencies | $1,832,000 | 2,044 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $46,419,000 | 378 |
| Commercial mortgage pass-through securities | $4,996,000 | 703 |
| Other commercial mortgage-backed securities | $41,423,000 | 281 |
| Held to maturity securities (book value) | $128,084,000 | 214 |
| Available-for-sale securities (fair market value) | $21,514,000 | 3,367 |
| Total debt securities | $149,597,000 | 1,250 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $157,043,000 | 1,160 |
| U.S. Government securities | $155,010,000 | 738 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $155,010,000 | 679 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $2,033,000 | 1,519 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $2,033,000 | 1,184 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,019,000 | 3,456 |
| Mortgage-backed securities | $141,392,000 | 618 |
| Certificates of participation in pools of residential mortgages | $91,279,000 | 566 |
| Issued or guaranteed by U.S. | $91,279,000 | 555 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $1,951,000 | 2,041 |
| CMOs issued by government agencies or sponsored agencies | $1,951,000 | 1,993 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $48,162,000 | 352 |
| Commercial mortgage pass-through securities | $5,031,000 | 688 |
| Other commercial mortgage-backed securities | $43,131,000 | 264 |
| Held to maturity securities (book value) | $135,765,000 | 184 |
| Available-for-sale securities (fair market value) | $21,278,000 | 3,346 |
| Total debt securities | $157,043,000 | 1,145 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $147,213,000 | 1,137 |
| U.S. Government securities | $145,193,000 | 727 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $145,193,000 | 681 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $2,020,000 | 1,482 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $2,020,000 | 1,117 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,931,000 | 3,467 |
| Mortgage-backed securities | $134,031,000 | 601 |
| Certificates of participation in pools of residential mortgages | $87,368,000 | 549 |
| Issued or guaranteed by U.S. | $87,368,000 | 538 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $937,000 | 2,302 |
| CMOs issued by government agencies or sponsored agencies | $937,000 | 2,256 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $45,726,000 | 341 |
| Commercial mortgage pass-through securities | $4,994,000 | 679 |
| Other commercial mortgage-backed securities | $40,732,000 | 254 |
| Held to maturity securities (book value) | $14,515,000 | 590 |
| Available-for-sale securities (fair market value) | $132,698,000 | 1,146 |
| Total debt securities | $147,213,000 | 1,119 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $81,041,000 | 1,662 |
| U.S. Government securities | $79,007,000 | 1,046 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $79,007,000 | 985 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $2,034,000 | 1,423 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $2,034,000 | 1,071 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,054,000 | 3,446 |
| Mortgage-backed securities | $70,363,000 | 933 |
| Certificates of participation in pools of residential mortgages | $66,072,000 | 621 |
| Issued or guaranteed by U.S. | $66,072,000 | 611 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,981,000 | 2,034 |
| CMOs issued by government agencies or sponsored agencies | $1,981,000 | 1,987 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $2,310,000 | 1,362 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $2,310,000 | 906 |
| Held to maturity securities (book value) | $15,943,000 | 544 |
| Available-for-sale securities (fair market value) | $65,098,000 | 1,828 |
| Total debt securities | $81,043,000 | 1,645 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $73,912,000 | 1,691 |
| U.S. Government securities | $71,926,000 | 1,079 |
| U.S. Treasury securities | $999,000 | 1,017 |
| U.S. Government agency obligations | $70,927,000 | 1,028 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $1,986,000 | 1,436 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $1,986,000 | 1,076 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,211 |
| Mortgage-backed securities | $61,559,000 | 1,011 |
| Certificates of participation in pools of residential mortgages | $57,124,000 | 656 |
| Issued or guaranteed by U.S. | $57,124,000 | 643 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,011,000 | 2,046 |
| CMOs issued by government agencies or sponsored agencies | $2,011,000 | 1,997 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $2,424,000 | 1,316 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $2,424,000 | 869 |
| Held to maturity securities (book value) | $19,707,000 | 472 |
| Available-for-sale securities (fair market value) | $54,205,000 | 1,961 |
| Total debt securities | $73,912,000 | 1,676 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $37,114,000 | 2,593 |
| U.S. Government securities | $35,130,000 | 1,813 |
| U.S. Treasury securities | $998,000 | 1,052 |
| U.S. Government agency obligations | $34,132,000 | 1,744 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $1,984,000 | 1,363 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,984,000 | 1,023 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,254 |
| Mortgage-backed securities | $28,081,000 | 1,679 |
| Certificates of participation in pools of residential mortgages | $27,213,000 | 1,112 |
| Issued or guaranteed by U.S. | $27,213,000 | 1,080 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $868,000 | 1,661 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $868,000 | 1,102 |
| Held to maturity securities (book value) | $21,309,000 | 448 |
| Available-for-sale securities (fair market value) | $15,805,000 | 3,360 |
| Total debt securities | $37,116,000 | 2,573 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $41,578,000 | 2,356 |
| U.S. Government securities | $39,578,000 | 1,705 |
| U.S. Treasury securities | $996,000 | 1,112 |
| U.S. Government agency obligations | $38,582,000 | 1,640 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $2,000,000 | 1,304 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $2,000,000 | 945 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,281 |
| Mortgage-backed securities | $30,567,000 | 1,580 |
| Certificates of participation in pools of residential mortgages | $29,543,000 | 1,038 |
| Issued or guaranteed by U.S. | $29,543,000 | 1,008 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $1,024,000 | 1,571 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $1,024,000 | 1,024 |
| Held to maturity securities (book value) | $22,735,000 | 444 |
| Available-for-sale securities (fair market value) | $18,843,000 | 3,154 |
| Total debt securities | $41,579,000 | 2,336 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $38,864,000 | 2,482 |
| U.S. Government securities | $38,864,000 | 1,747 |
| U.S. Treasury securities | $994,000 | 1,166 |
| U.S. Government agency obligations | $37,870,000 | 1,675 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,345 |
| Mortgage-backed securities | $27,866,000 | 1,621 |
| Certificates of participation in pools of residential mortgages | $27,866,000 | 1,066 |
| Issued or guaranteed by U.S. | $27,866,000 | 1,042 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $25,958,000 | 446 |
| Available-for-sale securities (fair market value) | $12,906,000 | 3,600 |
| Total debt securities | $38,867,000 | 2,461 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $39,329,000 | 2,475 |
| U.S. Government securities | $39,329,000 | 1,742 |
| U.S. Treasury securities | $2,992,000 | 845 |
| U.S. Government agency obligations | $36,337,000 | 1,743 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,426 |
| Mortgage-backed securities | $21,321,000 | 1,861 |
| Certificates of participation in pools of residential mortgages | $21,321,000 | 1,237 |
| Issued or guaranteed by U.S. | $21,321,000 | 1,204 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $30,300,000 | 432 |
| Available-for-sale securities (fair market value) | $9,029,000 | 3,965 |
| Total debt securities | $39,333,000 | 2,457 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $44,592,000 | 2,324 |
| U.S. Government securities | $44,592,000 | 1,616 |
| U.S. Treasury securities | $3,987,000 | 772 |
| U.S. Government agency obligations | $40,605,000 | 1,638 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,470 |
| Mortgage-backed securities | $22,581,000 | 1,771 |
| Certificates of participation in pools of residential mortgages | $22,581,000 | 1,170 |
| Issued or guaranteed by U.S. | $22,581,000 | 1,158 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $33,561,000 | 423 |
| Available-for-sale securities (fair market value) | $11,031,000 | 3,830 |
| Total debt securities | $44,594,000 | 2,304 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $46,785,000 | 2,281 |
| U.S. Government securities | $46,785,000 | 1,549 |
| U.S. Treasury securities | $3,980,000 | 774 |
| U.S. Government agency obligations | $42,805,000 | 1,584 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,517 |
| Mortgage-backed securities | $23,811,000 | 1,730 |
| Certificates of participation in pools of residential mortgages | $23,811,000 | 1,146 |
| Issued or guaranteed by U.S. | $23,811,000 | 1,133 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $35,793,000 | 411 |
| Available-for-sale securities (fair market value) | $10,992,000 | 3,905 |
| Total debt securities | $46,785,000 | 2,264 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $50,890,000 | 2,155 |
| U.S. Government securities | $50,890,000 | 1,456 |
| U.S. Treasury securities | $3,972,000 | 780 |
| U.S. Government agency obligations | $46,918,000 | 1,475 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,567 |
| Mortgage-backed securities | $24,929,000 | 1,670 |
| Certificates of participation in pools of residential mortgages | $24,929,000 | 1,121 |
| Issued or guaranteed by U.S. | $24,929,000 | 1,113 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $38,912,000 | 414 |
| Available-for-sale securities (fair market value) | $11,978,000 | 3,859 |
| Total debt securities | $50,890,000 | 2,137 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $55,058,000 | 2,056 |
| U.S. Government securities | $55,058,000 | 1,378 |
| U.S. Treasury securities | $5,966,000 | 587 |
| U.S. Government agency obligations | $49,092,000 | 1,431 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| 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 | $0 | 721 |
| 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 | $26,124,000 | 1,638 |
| Certificates of participation in pools of residential mortgages | $26,124,000 | 1,103 |
| Issued or guaranteed by U.S. | $26,124,000 | 1,097 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| 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) | $43,109,000 | 402 |
| Available-for-sale securities (fair market value) | $11,949,000 | 3,917 |
| Total debt securities | $55,058,000 | 2,040 |
| 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 | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $58,462,000 | 1,988 |
| U.S. Government securities | $58,462,000 | 1,311 |
| U.S. Treasury securities | $6,965,000 | 522 |
| U.S. Government agency obligations | $51,497,000 | 1,376 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| 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 | $0 | 754 |
| 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 | $27,501,000 | 1,606 |
| Certificates of participation in pools of residential mortgages | $27,501,000 | 1,095 |
| Issued or guaranteed by U.S. | $27,501,000 | 1,064 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| 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) | $46,488,000 | 388 |
| Available-for-sale securities (fair market value) | $11,974,000 | 3,969 |
| Total debt securities | $58,464,000 | 1,968 |
| 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 | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $61,922,000 | 1,923 |
| U.S. Government securities | $61,922,000 | 1,294 |
| U.S. Treasury securities | $6,968,000 | 502 |
| U.S. Government agency obligations | $54,954,000 | 1,349 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| 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 | $0 | 789 |
| 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 | $28,919,000 | 1,547 |
| Certificates of participation in pools of residential mortgages | $28,919,000 | 1,077 |
| Issued or guaranteed by U.S. | $28,919,000 | 1,076 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| 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) | $49,911,000 | 380 |
| Available-for-sale securities (fair market value) | $12,011,000 | 3,997 |
| Total debt securities | $61,922,000 | 1,907 |
| 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 | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $64,422,000 | 1,901 |
| U.S. Government securities | $64,422,000 | 1,258 |
| U.S. Treasury securities | $4,994,000 | 571 |
| U.S. Government agency obligations | $59,428,000 | 1,286 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| 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 | $0 | 1,064 |
| 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 | $30,305,000 | 1,510 |
| Certificates of participation in pools of residential mortgages | $30,305,000 | 1,070 |
| Issued or guaranteed by U.S. | $30,305,000 | 1,070 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| 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) | $54,303,000 | 360 |
| Available-for-sale securities (fair market value) | $10,119,000 | 4,221 |
| Total debt securities | $64,422,000 | 1,883 |
| 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 | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $61,893,000 | 1,974 |
| U.S. Government securities | $61,893,000 | 1,318 |
| U.S. Treasury securities | $7,996,000 | 434 |
| U.S. Government agency obligations | $53,897,000 | 1,401 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| 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 | $0 | 1,090 |
| 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 | $31,760,000 | 1,475 |
| Certificates of participation in pools of residential mortgages | $31,760,000 | 1,042 |
| Issued or guaranteed by U.S. | $31,760,000 | 1,042 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| 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) | $58,764,000 | 354 |
| Available-for-sale securities (fair market value) | $3,129,000 | 4,921 |
| Total debt securities | $61,893,000 | 1,958 |
| 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 | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $71,612,000 | 1,809 |
| U.S. Government securities | $71,612,000 | 1,203 |
| U.S. Treasury securities | $10,996,000 | 358 |
| U.S. Government agency obligations | $60,616,000 | 1,305 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| 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 | $0 | 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 | 4,931 |
| Mortgage-backed securities | $33,431,000 | 1,434 |
| Certificates of participation in pools of residential mortgages | $33,431,000 | 1,023 |
| Issued or guaranteed by U.S. | $33,431,000 | 1,023 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| 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) | $64,441,000 | 342 |
| Available-for-sale securities (fair market value) | $7,171,000 | 4,555 |
| Total debt securities | $71,611,000 | 1,793 |
| 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 | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $66,434,000 | 1,940 |
| U.S. Government securities | $66,434,000 | 1,297 |
| U.S. Treasury securities | $10,996,000 | 377 |
| U.S. Government agency obligations | $55,438,000 | 1,427 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| 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 | $0 | 1,112 |
| 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 | $28,266,000 | 1,644 |
| Certificates of participation in pools of residential mortgages | $28,266,000 | 1,192 |
| Issued or guaranteed by U.S. | $28,266,000 | 1,191 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| 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) | $59,283,000 | 365 |
| Available-for-sale securities (fair market value) | $7,151,000 | 4,612 |
| Total debt securities | $66,435,000 | 1,920 |
| 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 | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $62,757,000 | 2,011 |
| U.S. Government securities | $62,757,000 | 1,333 |
| U.S. Treasury securities | $12,998,000 | 339 |
| U.S. Government agency obligations | $49,759,000 | 1,530 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| 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 | $0 | 1,116 |
| 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 | $29,732,000 | 1,580 |
| Certificates of participation in pools of residential mortgages | $29,732,000 | 1,147 |
| Issued or guaranteed by U.S. | $29,732,000 | 1,146 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| 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) | $62,757,000 | 347 |
| Available-for-sale securities (fair market value) | $0 | 5,466 |
| Total debt securities | $62,757,000 | 1,991 |
| 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 | $67,677,000 | 1,898 |
| U.S. Government securities | $67,677,000 | 1,243 |
| U.S. Treasury securities | $15,006,000 | 282 |
| U.S. Government agency obligations | $52,671,000 | 1,447 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| 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 | $0 | 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 | 5,116 |
| Mortgage-backed securities | $31,637,000 | 1,537 |
| Certificates of participation in pools of residential mortgages | $31,637,000 | 1,093 |
| Issued or guaranteed by U.S. | $31,637,000 | 1,092 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| 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) | $67,677,000 | 343 |
| Available-for-sale securities (fair market value) | $0 | 5,526 |
| Total debt securities | $67,677,000 | 1,876 |
| 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 | $72,580,000 | 1,825 |
| U.S. Government securities | $72,580,000 | 1,186 |
| U.S. Treasury securities | $18,018,000 | 257 |
| U.S. Government agency obligations | $54,562,000 | 1,446 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| 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 | $0 | 1,149 |
| 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 | $33,519,000 | 1,486 |
| Certificates of participation in pools of residential mortgages | $33,519,000 | 1,069 |
| Issued or guaranteed by U.S. | $33,519,000 | 1,065 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| 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) | $72,580,000 | 332 |
| Available-for-sale securities (fair market value) | $0 | 5,605 |
| Total debt securities | $72,580,000 | 1,799 |
| 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 | $74,757,000 | 1,802 |
| U.S. Government securities | $74,757,000 | 1,200 |
| U.S. Treasury securities | $20,037,000 | 251 |
| U.S. Government agency obligations | $54,720,000 | 1,481 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,255 |
| Mortgage-backed securities | $33,697,000 | 1,482 |
| Certificates of participation in pools of residential mortgages | $33,697,000 | 1,062 |
| Issued or guaranteed by U.S. | $33,697,000 | 1,061 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| 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) | $74,757,000 | 329 |
| Available-for-sale securities (fair market value) | $0 | 5,655 |
| Total debt securities | $74,757,000 | 1,784 |
| 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 | $76,133,000 | 1,790 |
| U.S. Government securities | $76,133,000 | 1,195 |
| U.S. Treasury securities | $21,057,000 | 255 |
| U.S. Government agency obligations | $55,076,000 | 1,491 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,301 |
| Mortgage-backed securities | $35,065,000 | 1,464 |
| Certificates of participation in pools of residential mortgages | $35,065,000 | 1,046 |
| Issued or guaranteed by U.S. | $35,065,000 | 1,044 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| 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) | $76,133,000 | 337 |
| Available-for-sale securities (fair market value) | $0 | 5,708 |
| Total debt securities | $76,133,000 | 1,765 |
| 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 | $76,951,000 | 1,773 |
| U.S. Government securities | $76,951,000 | 1,195 |
| U.S. Treasury securities | $23,078,000 | 220 |
| U.S. Government agency obligations | $53,873,000 | 1,534 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,371 |
| Mortgage-backed securities | $34,872,000 | 1,468 |
| Certificates of participation in pools of residential mortgages | $34,872,000 | 1,039 |
| Issued or guaranteed by U.S. | $34,872,000 | 1,038 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $76,951,000 | 336 |
| Available-for-sale securities (fair market value) | $0 | 5,787 |
| Total debt securities | $76,951,000 | 1,747 |
| 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 | $76,824,000 | 1,811 |
| U.S. Government securities | $76,824,000 | 1,234 |
| U.S. Treasury securities | $25,098,000 | 204 |
| U.S. Government agency obligations | $51,726,000 | 1,637 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,235,000 | 4,172 |
| Mortgage-backed securities | $34,712,000 | 1,521 |
| Certificates of participation in pools of residential mortgages | $34,712,000 | 1,080 |
| Issued or guaranteed by U.S. | $34,712,000 | 1,079 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $76,824,000 | 332 |
| Available-for-sale securities (fair market value) | $0 | 5,863 |
| Total debt securities | $76,826,000 | 1,792 |
| 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 | $57,919,000 | 2,316 |
| U.S. Government securities | $57,919,000 | 1,590 |
| U.S. Treasury securities | $26,118,000 | 200 |
| U.S. Government agency obligations | $31,801,000 | 2,419 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,239,000 | 4,226 |
| Mortgage-backed securities | $14,772,000 | 2,542 |
| Certificates of participation in pools of residential mortgages | $14,772,000 | 1,983 |
| Issued or guaranteed by U.S. | $14,772,000 | 1,982 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $57,919,000 | 393 |
| Available-for-sale securities (fair market value) | $0 | 5,927 |
| Total debt securities | $57,919,000 | 2,290 |
| 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 | $59,615,000 | 2,290 |
| U.S. Government securities | $59,615,000 | 1,553 |
| U.S. Treasury securities | $27,140,000 | 197 |
| U.S. Government agency obligations | $32,475,000 | 2,409 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,244,000 | 4,293 |
| Mortgage-backed securities | $15,431,000 | 2,531 |
| Certificates of participation in pools of residential mortgages | $15,431,000 | 1,989 |
| Issued or guaranteed by U.S. | $15,431,000 | 1,986 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $59,615,000 | 389 |
| Available-for-sale securities (fair market value) | $0 | 6,022 |
| Total debt securities | $59,615,000 | 2,269 |
| 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 | $62,296,000 | 2,237 |
| U.S. Government securities | $62,296,000 | 1,534 |
| U.S. Treasury securities | $29,162,000 | 178 |
| U.S. Government agency obligations | $33,134,000 | 2,446 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,248,000 | 4,111 |
| Mortgage-backed securities | $16,075,000 | 2,564 |
| Certificates of participation in pools of residential mortgages | $16,075,000 | 2,004 |
| Issued or guaranteed by U.S. | $16,075,000 | 2,003 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $62,296,000 | 379 |
| Available-for-sale securities (fair market value) | $0 | 6,094 |
| Total debt securities | $62,297,000 | 2,221 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $62,958,000 | 2,217 |
| U.S. Government securities | $62,958,000 | 1,535 |
| U.S. Treasury securities | $29,184,000 | 165 |
| U.S. Government agency obligations | $33,774,000 | 2,461 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,252,000 | 4,132 |
| Mortgage-backed securities | $16,691,000 | 2,539 |
| Certificates of participation in pools of residential mortgages | $16,691,000 | 1,987 |
| Issued or guaranteed by U.S. | $16,691,000 | 1,987 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $62,958,000 | 370 |
| Available-for-sale securities (fair market value) | $0 | 6,156 |
| Total debt securities | $62,958,000 | 2,203 |
| 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 | $43,536,000 | 2,957 |
| U.S. Government securities | $43,536,000 | 2,130 |
| U.S. Treasury securities | $30,210,000 | 149 |
| U.S. Government agency obligations | $13,326,000 | 4,118 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,256,000 | 4,155 |
| Mortgage-backed securities | $2,222,000 | 4,535 |
| Certificates of participation in pools of residential mortgages | $2,222,000 | 4,171 |
| Issued or guaranteed by U.S. | $2,222,000 | 4,169 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $43,536,000 | 463 |
| Available-for-sale securities (fair market value) | $0 | 6,227 |
| Total debt securities | $43,535,000 | 2,930 |
| 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 | $44,661,000 | 2,912 |
| U.S. Government securities | $44,661,000 | 2,059 |
| U.S. Treasury securities | $31,235,000 | 138 |
| U.S. Government agency obligations | $13,426,000 | 4,101 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,260,000 | 4,174 |
| Mortgage-backed securities | $2,303,000 | 4,547 |
| Certificates of participation in pools of residential mortgages | $2,303,000 | 4,171 |
| Issued or guaranteed by U.S. | $2,303,000 | 4,166 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $44,661,000 | 443 |
| Available-for-sale securities (fair market value) | $0 | 6,303 |
| Total debt securities | $44,661,000 | 2,884 |
| 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 | $37,933,000 | 3,252 |
| U.S. Government securities | $37,933,000 | 2,347 |
| U.S. Treasury securities | $30,295,000 | 138 |
| U.S. Government agency obligations | $7,638,000 | 4,924 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,267,000 | 4,200 |
| Mortgage-backed securities | $2,441,000 | 4,558 |
| Certificates of participation in pools of residential mortgages | $2,441,000 | 4,155 |
| Issued or guaranteed by U.S. | $2,441,000 | 4,148 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $37,933,000 | 480 |
| Available-for-sale securities (fair market value) | $0 | 6,372 |
| Total debt securities | $37,933,000 | 3,223 |
| 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 | $30,889,000 | 3,649 |
| U.S. Government securities | $30,889,000 | 2,716 |
| U.S. Treasury securities | $27,348,000 | 139 |
| U.S. Government agency obligations | $3,541,000 | 5,671 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,271,000 | 4,207 |
| Mortgage-backed securities | $427,000 | 5,202 |
| Certificates of participation in pools of residential mortgages | $427,000 | 4,927 |
| Issued or guaranteed by U.S. | $427,000 | 4,920 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $30,889,000 | 517 |
| Available-for-sale securities (fair market value) | $0 | 6,421 |
| Total debt securities | $30,889,000 | 3,612 |
| 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 | $31,940,000 | 3,609 |
| U.S. Government securities | $31,940,000 | 2,700 |
| U.S. Treasury securities | $28,380,000 | 136 |
| U.S. Government agency obligations | $3,560,000 | 5,707 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,279,000 | 4,013 |
| Mortgage-backed securities | $432,000 | 5,252 |
| Certificates of participation in pools of residential mortgages | $432,000 | 4,967 |
| Issued or guaranteed by U.S. | $432,000 | 4,963 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $31,940,000 | 484 |
| Available-for-sale securities (fair market value) | $0 | 6,494 |
| Total debt securities | $31,940,000 | 3,567 |
| 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 | $34,065,000 | 3,422 |
| U.S. Government securities | $34,065,000 | 2,522 |
| U.S. Treasury securities | $29,413,000 | 135 |
| U.S. Government agency obligations | $4,652,000 | 5,512 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,288,000 | 3,771 |
| Mortgage-backed securities | $510,000 | 5,244 |
| Certificates of participation in pools of residential mortgages | $510,000 | 4,950 |
| Issued or guaranteed by U.S. | $510,000 | 4,947 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $34,065,000 | 458 |
| Available-for-sale securities (fair market value) | $0 | 6,540 |
| Total debt securities | $34,064,000 | 3,393 |
| 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 | $36,240,000 | 3,333 |
| U.S. Government securities | $36,240,000 | 2,467 |
| U.S. Treasury securities | $31,447,000 | 114 |
| U.S. Government agency obligations | $4,793,000 | 5,621 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,417,000 | 3,610 |
| Mortgage-backed securities | $635,000 | 5,295 |
| Certificates of participation in pools of residential mortgages | $635,000 | 4,994 |
| Issued or guaranteed by U.S. | $635,000 | 4,990 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $36,240,000 | 440 |
| Available-for-sale securities (fair market value) | $0 | 6,625 |
| Total debt securities | $36,240,000 | 3,306 |
| 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 | $37,293,000 | 3,275 |
| U.S. Government securities | $37,293,000 | 2,445 |
| U.S. Treasury securities | $32,479,000 | 111 |
| U.S. Government agency obligations | $4,814,000 | 5,712 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,427,000 | 3,442 |
| Mortgage-backed securities | $641,000 | 5,334 |
| Certificates of participation in pools of residential mortgages | $641,000 | 5,021 |
| Issued or guaranteed by U.S. | $641,000 | 5,016 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $37,293,000 | 427 |
| Available-for-sale securities (fair market value) | $0 | 6,685 |
| Total debt securities | $37,293,000 | 3,254 |
| 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 | $40,348,000 | 3,138 |
| U.S. Government securities | $40,348,000 | 2,307 |
| U.S. Treasury securities | $34,512,000 | 115 |
| U.S. Government agency obligations | $5,836,000 | 5,585 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,437,000 | 3,455 |
| Mortgage-backed securities | $647,000 | 5,342 |
| Certificates of participation in pools of residential mortgages | $647,000 | 5,022 |
| Issued or guaranteed by U.S. | $647,000 | 5,018 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $40,348,000 | 410 |
| Available-for-sale securities (fair market value) | $0 | 6,742 |
| Total debt securities | $40,347,000 | 3,108 |
| 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 | $40,356,000 | 3,056 |
| U.S. Government securities | $40,356,000 | 2,214 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $40,356,000 | 2,161 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $652,000 | 5,336 |
| Certificates of participation in pools of residential mortgages | $652,000 | 4,986 |
| Issued or guaranteed by U.S. | $652,000 | 4,977 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $40,356,000 | 414 |
| Available-for-sale securities (fair market value) | $0 | 6,765 |
| Total debt securities | $40,356,000 | 3,034 |
| 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 | $40,325,000 | 2,981 |
| U.S. Government securities | $40,325,000 | 2,174 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $40,325,000 | 2,108 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $658,000 | 5,340 |
| Certificates of participation in pools of residential mortgages | $658,000 | 4,987 |
| Issued or guaranteed by U.S. | $658,000 | 4,976 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $40,325,000 | 393 |
| Available-for-sale securities (fair market value) | $0 | 6,827 |
| Total debt securities | $40,325,000 | 2,953 |
| 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 | $39,358,000 | 3,051 |
| U.S. Government securities | $39,358,000 | 2,266 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $39,358,000 | 2,197 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $735,000 | 5,320 |
| Certificates of participation in pools of residential mortgages | $735,000 | 4,959 |
| Issued or guaranteed by U.S. | $735,000 | 4,949 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $39,358,000 | 408 |
| Available-for-sale securities (fair market value) | $0 | 6,900 |
| Total debt securities | $39,358,000 | 3,026 |
| 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 | $31,248,000 | 3,534 |
| U.S. Government securities | $31,248,000 | 2,693 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $31,248,000 | 2,612 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $822,000 | 5,255 |
| Certificates of participation in pools of residential mortgages | $822,000 | 4,882 |
| Issued or guaranteed by U.S. | $822,000 | 4,875 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $31,248,000 | 494 |
| Available-for-sale securities (fair market value) | $0 | 6,957 |
| Total debt securities | $31,248,000 | 3,502 |
| 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 | $27,311,000 | 3,715 |
| U.S. Government securities | $27,311,000 | 2,836 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $27,311,000 | 2,749 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $974,000 | 5,179 |
| Certificates of participation in pools of residential mortgages | $974,000 | 4,721 |
| Issued or guaranteed by U.S. | $974,000 | 4,713 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,311,000 | 535 |
| Available-for-sale securities (fair market value) | $0 | 7,005 |
| Total debt securities | $27,311,000 | 3,685 |
| 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 | $27,312,000 | 3,679 |
| U.S. Government securities | $27,312,000 | 2,814 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $27,312,000 | 2,720 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $981,000 | 5,212 |
| Certificates of participation in pools of residential mortgages | $981,000 | 4,728 |
| Issued or guaranteed by U.S. | $981,000 | 4,720 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,312,000 | 552 |
| Available-for-sale securities (fair market value) | $0 | 7,084 |
| Total debt securities | $27,312,000 | 3,648 |
| 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 | $23,084,000 | 4,061 |
| U.S. Government securities | $23,084,000 | 3,180 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $23,084,000 | 3,097 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $988,000 | 5,229 |
| Certificates of participation in pools of residential mortgages | $988,000 | 4,765 |
| Issued or guaranteed by U.S. | $988,000 | 4,758 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $23,084,000 | 626 |
| Available-for-sale securities (fair market value) | $0 | 7,144 |
| Total debt securities | $23,084,000 | 4,027 |
| 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 | $11,075,000 | 5,597 |
| U.S. Government securities | $11,075,000 | 4,780 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,075,000 | 4,664 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,075,000 | 5,282 |
| Certificates of participation in pools of residential mortgages | $1,075,000 | 4,835 |
| Issued or guaranteed by U.S. | $1,075,000 | 4,826 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,075,000 | 1,039 |
| Available-for-sale securities (fair market value) | $0 | 7,234 |
| Total debt securities | $11,075,000 | 5,556 |
| 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 | $8,031,000 | 6,137 |
| U.S. Government securities | $8,031,000 | 5,370 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,031,000 | 5,272 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,031,000 | 5,369 |
| Certificates of participation in pools of residential mortgages | $1,031,000 | 4,940 |
| Issued or guaranteed by U.S. | $1,031,000 | 4,931 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,031,000 | 1,205 |
| Available-for-sale securities (fair market value) | $0 | 7,286 |
| Total debt securities | $8,031,000 | 6,095 |
| 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 | $9,228,000 | 5,965 |
| U.S. Government securities | $9,228,000 | 5,153 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,228,000 | 5,055 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,228,000 | 5,359 |
| Certificates of participation in pools of residential mortgages | $1,228,000 | 4,941 |
| Issued or guaranteed by U.S. | $1,228,000 | 4,929 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,228,000 | 1,182 |
| Available-for-sale securities (fair market value) | $0 | 7,355 |
| Total debt securities | $9,228,000 | 5,921 |
| 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 | $1,237,000 | 7,587 |
| U.S. Government securities | $1,237,000 | 7,281 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,237,000 | 7,194 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,237,000 | 5,406 |
| Certificates of participation in pools of residential mortgages | $1,237,000 | 4,976 |
| Issued or guaranteed by U.S. | $1,237,000 | 4,963 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,237,000 | 2,387 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $1,237,000 | 7,550 |
| 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 | $1,245,000 | 7,666 |
| U.S. Government securities | $1,245,000 | 7,384 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,245,000 | 7,297 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,245,000 | 5,483 |
| Certificates of participation in pools of residential mortgages | $1,245,000 | 5,055 |
| Issued or guaranteed by U.S. | $1,245,000 | 5,037 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,245,000 | 2,427 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $1,245,000 | 7,628 |
| 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 | $1,345,000 | 7,707 |
| U.S. Government securities | $1,345,000 | 7,440 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,345,000 | 7,352 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,345,000 | 5,444 |
| Certificates of participation in pools of residential mortgages | $1,345,000 | 5,003 |
| Issued or guaranteed by U.S. | $1,345,000 | 4,989 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,345,000 | 2,401 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $1,345,000 | 7,673 |
| 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 | $1,356,000 | 7,758 |
| U.S. Government securities | $1,356,000 | 7,485 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,356,000 | 7,394 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,356,000 | 5,401 |
| Certificates of participation in pools of residential mortgages | $1,356,000 | 4,972 |
| Issued or guaranteed by U.S. | $1,356,000 | 4,956 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,356,000 | 2,405 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $1,356,000 | 7,713 |
| 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 | $1,364,000 | 7,811 |
| U.S. Government securities | $1,364,000 | 7,536 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,364,000 | 7,456 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,364,000 | 5,409 |
| Certificates of participation in pools of residential mortgages | $1,364,000 | 4,977 |
| Issued or guaranteed by U.S. | $1,364,000 | 4,958 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,364,000 | 2,409 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $1,364,000 | 7,759 |
| 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 | $1,374,000 | 7,855 |
| U.S. Government securities | $1,374,000 | 7,580 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,374,000 | 7,493 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,374,000 | 5,367 |
| Certificates of participation in pools of residential mortgages | $1,374,000 | 4,922 |
| Issued or guaranteed by U.S. | $1,374,000 | 4,900 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,374,000 | 2,455 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $1,374,000 | 7,800 |
| 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 | $2,383,000 | 7,692 |
| U.S. Government securities | $1,383,000 | 7,689 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,383,000 | 7,583 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $1,000,000 | 1,990 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,000,000 | 1,383 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,383,000 | 5,151 |
| Certificates of participation in pools of residential mortgages | $1,383,000 | 4,698 |
| Issued or guaranteed by U.S. | $1,383,000 | 4,678 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,383,000 | 2,210 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $2,383,000 | 7,647 |
| 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 | $4,904,000 | 7,155 |
| U.S. Government securities | $1,904,000 | 7,604 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,904,000 | 7,494 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $3,000,000 | 1,352 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,000,000 | 849 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,904,000 | 4,777 |
| Certificates of participation in pools of residential mortgages | $1,904,000 | 4,252 |
| Issued or guaranteed by U.S. | $1,904,000 | 4,240 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,904,000 | 1,767 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $4,904,000 | 7,111 |
| 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 | $5,105,000 | 7,154 |
| U.S. Government securities | $2,105,000 | 7,578 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,105,000 | 7,462 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $3,000,000 | 1,289 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,000,000 | 816 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,105,000 | 4,665 |
| Certificates of participation in pools of residential mortgages | $2,105,000 | 4,111 |
| Issued or guaranteed by U.S. | $2,105,000 | 4,099 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,105,000 | 1,734 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $5,105,000 | 7,112 |
| 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 | $7,201,000 | 6,730 |
| U.S. Government securities | $2,201,000 | 7,581 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,201,000 | 7,464 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $5,000,000 | 1,033 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,000,000 | 647 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,201,000 | 4,617 |
| Certificates of participation in pools of residential mortgages | $2,201,000 | 4,063 |
| Issued or guaranteed by U.S. | $2,201,000 | 4,045 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,201,000 | 1,513 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $7,201,000 | 6,675 |
| 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 | $7,271,000 | 6,742 |
| U.S. Government securities | $2,271,000 | 7,612 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,271,000 | 7,492 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $5,000,000 | 1,031 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,000,000 | 655 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,271,000 | 4,587 |
| Certificates of participation in pools of residential mortgages | $2,271,000 | 4,034 |
| Issued or guaranteed by U.S. | $2,271,000 | 4,023 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,271,000 | 1,545 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $7,271,000 | 6,683 |
| 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 | $7,608,000 | 6,745 |
| U.S. Government securities | $2,608,000 | 7,579 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,608,000 | 7,454 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $5,000,000 | 1,036 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,000,000 | 656 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,608,000 | 4,432 |
| Certificates of participation in pools of residential mortgages | $2,608,000 | 3,862 |
| Issued or guaranteed by U.S. | $2,608,000 | 3,840 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,608,000 | 1,568 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $7,608,000 | 6,680 |
| 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 | $7,911,000 | 6,689 |
| U.S. Government securities | $2,911,000 | 7,551 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,911,000 | 7,418 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $5,000,000 | 1,022 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,000,000 | 659 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,911,000 | 4,320 |
| Certificates of participation in pools of residential mortgages | $2,911,000 | 3,748 |
| Issued or guaranteed by U.S. | $2,911,000 | 3,733 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,911,000 | 1,554 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $7,911,000 | 6,630 |
| 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 | $8,197,000 | 6,689 |
| U.S. Government securities | $3,197,000 | 7,510 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,197,000 | 7,366 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $5,000,000 | 1,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,000,000 | 690 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,197,000 | 4,238 |
| Certificates of participation in pools of residential mortgages | $3,197,000 | 3,660 |
| Issued or guaranteed by U.S. | $3,197,000 | 3,644 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,197,000 | 1,551 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $8,197,000 | 6,635 |
| 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 | $8,290,000 | 6,700 |
| U.S. Government securities | $3,290,000 | 7,499 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,290,000 | 7,355 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $5,000,000 | 1,064 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,000,000 | 724 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,290,000 | 4,219 |
| Certificates of participation in pools of residential mortgages | $3,290,000 | 3,625 |
| Issued or guaranteed by U.S. | $3,290,000 | 3,610 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,290,000 | 1,579 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $8,290,000 | 6,648 |
| 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 | $8,666,000 | 6,623 |
| U.S. Government securities | $3,666,000 | 7,396 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,666,000 | 7,251 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $5,000,000 | 1,075 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,000,000 | 742 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,666,000 | 4,136 |
| Certificates of participation in pools of residential mortgages | $3,666,000 | 3,536 |
| Issued or guaranteed by U.S. | $3,666,000 | 3,522 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,666,000 | 1,536 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $8,666,000 | 6,569 |
| 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 | $9,330,000 | 6,502 |
| U.S. Government securities | $4,330,000 | 7,217 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,330,000 | 7,061 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $5,000,000 | 1,099 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,000,000 | 764 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,330,000 | 3,991 |
| Certificates of participation in pools of residential mortgages | $4,330,000 | 3,395 |
| Issued or guaranteed by U.S. | $4,330,000 | 3,380 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,330,000 | 1,499 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $9,330,000 | 6,442 |
| 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 | $9,580,000 | 6,531 |
| U.S. Government securities | $4,580,000 | 7,202 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,580,000 | 7,034 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $5,000,000 | 1,128 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,000,000 | 809 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,580,000 | 4,000 |
| Certificates of participation in pools of residential mortgages | $4,580,000 | 3,390 |
| Issued or guaranteed by U.S. | $4,580,000 | 3,381 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,580,000 | 1,505 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $9,580,000 | 6,467 |
| 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 | $9,955,000 | 6,475 |
| U.S. Government securities | $4,955,000 | 7,127 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,955,000 | 6,970 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $5,000,000 | 1,159 |
| 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 | $5,000,000 | 838 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,955,000 | 3,950 |
| Certificates of participation in pools of residential mortgages | $4,955,000 | 3,320 |
| Issued or guaranteed by U.S. | $4,955,000 | 3,307 |
| 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) | $9,955,000 | 1,490 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $9,955,000 | 6,415 |
| 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 | $10,217,000 | 6,457 |
| U.S. Government securities | $5,217,000 | 7,062 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,217,000 | 6,904 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $5,000,000 | 1,157 |
| 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 | $5,000,000 | 857 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,217,000 | 3,885 |
| Certificates of participation in pools of residential mortgages | $5,217,000 | 3,254 |
| Issued or guaranteed by U.S. | $5,217,000 | 3,248 |
| 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) | $10,217,000 | 1,461 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $10,217,000 | 6,384 |
| 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 | $10,589,000 | 6,455 |
| U.S. Government securities | $5,589,000 | 7,015 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,589,000 | 6,852 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $5,000,000 | 1,198 |
| 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 | $5,000,000 | 898 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,589,000 | 3,857 |
| Certificates of participation in pools of residential mortgages | $5,589,000 | 3,237 |
| Issued or guaranteed by U.S. | $5,589,000 | 3,229 |
| 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) | $10,589,000 | 1,450 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $10,589,000 | 6,380 |
| 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 | $12,379,000 | 6,053 |
| U.S. Government securities | $6,379,000 | 6,719 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,379,000 | 6,559 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $6,000,000 | 1,152 |
| 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 | $6,000,000 | 864 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,379,000 | 3,710 |
| Certificates of participation in pools of residential mortgages | $6,379,000 | 3,067 |
| Issued or guaranteed by U.S. | $6,379,000 | 3,056 |
| 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) | $12,379,000 | 1,288 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $12,379,000 | 5,974 |
| 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 | $12,721,000 | 6,055 |
| U.S. Government securities | $6,721,000 | 6,682 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,721,000 | 6,516 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $6,000,000 | 1,150 |
| 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 | $6,000,000 | 920 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,721,000 | 3,610 |
| Certificates of participation in pools of residential mortgages | $6,721,000 | 3,010 |
| Issued or guaranteed by U.S. | $6,721,000 | 2,996 |
| 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) | $12,721,000 | 1,272 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $12,721,000 | 5,966 |
| 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 | $12,274,000 | 6,067 |
| U.S. Government securities | $6,274,000 | 6,708 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,274,000 | 6,526 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $6,000,000 | 1,219 |
| 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 | $6,000,000 | 988 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,274,000 | 3,693 |
| Certificates of participation in pools of residential mortgages | $6,274,000 | 3,097 |
| Issued or guaranteed by U.S. | $6,274,000 | 3,084 |
| 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) | $12,274,000 | 1,287 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $12,274,000 | 5,980 |
| 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 | $14,046,000 | 5,665 |
| U.S. Government securities | $8,046,000 | 6,104 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,046,000 | 5,922 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $6,000,000 | 1,246 |
| 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 | $6,000,000 | 995 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,046,000 | 3,391 |
| Certificates of participation in pools of residential mortgages | $8,046,000 | 2,702 |
| Issued or guaranteed by U.S. | $8,046,000 | 2,690 |
| 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) | $14,046,000 | 1,172 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $14,046,000 | 5,566 |
| 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 | $13,440,000 | 5,784 |
| U.S. Government securities | $5,440,000 | 6,990 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,440,000 | 6,780 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $8,000,000 | 1,067 |
| 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 | $8,000,000 | 835 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,440,000 | 4,041 |
| Certificates of participation in pools of residential mortgages | $5,440,000 | 3,300 |
| Issued or guaranteed by U.S. | $5,440,000 | 3,289 |
| 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) | $13,440,000 | 1,230 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $13,440,000 | 5,687 |
| 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 | $9,661,000 | 6,591 |
| U.S. Government securities | $5,661,000 | 6,929 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,661,000 | 6,721 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $4,000,000 | 1,580 |
| 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 | $4,000,000 | 1,332 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,661,000 | 3,944 |
| Certificates of participation in pools of residential mortgages | $5,661,000 | 3,172 |
| Issued or guaranteed by U.S. | $5,661,000 | 3,159 |
| 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) | $9,661,000 | 1,528 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $9,661,000 | 6,489 |
| 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 | $7,213,000 | 7,256 |
| U.S. Government securities | $2,213,000 | 8,393 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,213,000 | 8,186 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $5,000,000 | 1,426 |
| 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 | $5,000,000 | 1,139 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $216,000 | 6,748 |
| Certificates of participation in pools of residential mortgages | $216,000 | 6,201 |
| Issued or guaranteed by U.S. | $216,000 | 6,178 |
| 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) | $7,213,000 | 1,884 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $7,213,000 | 7,155 |
| 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 | $10,631,000 | 6,608 |
| U.S. Government securities | $6,779,000 | 7,008 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,779,000 | 6,642 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $3,000,000 | 1,575 |
| 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 | $3,000,000 | 1,330 |
| Foreign debt securities | NA | NA |
| Equity securities | $852,000 | 2,798 |
| 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 | $283,000 | 6,456 |
| Certificates of participation in pools of residential mortgages | $283,000 | 5,866 |
| Issued or guaranteed by U.S. | $283,000 | 5,845 |
| 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) | $9,496,000 | 1,951 |
| Available-for-sale securities (fair market value) | $1,135,000 | 8,469 |
| Total debt securities | $9,779,000 | 6,727 |
| 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 | $11,145,000 | 6,750 |
| U.S. Government securities | $7,826,000 | 6,851 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,826,000 | 6,321 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $2,500,000 | 1,660 |
| 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 | $2,500,000 | 1,373 |
| Foreign debt securities | NA | NA |
| Equity securities | $819,000 | 2,786 |
| 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 | $323,000 | 6,743 |
| Certificates of participation in pools of residential mortgages | $323,000 | 6,086 |
| Issued or guaranteed by U.S. | $323,000 | 6,070 |
| 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) | $10,003,000 | 2,113 |
| Available-for-sale securities (fair market value) | $1,142,000 | 8,720 |
| Total debt securities | $10,326,000 | 6,849 |
| 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 | $9,345,000 | 7,306 |
| U.S. Government securities | $7,454,000 | 6,973 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,454,000 | 6,106 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $1,000,000 | 2,212 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,000,000 | 1,824 |
| Foreign debt securities | NA | NA |
| Equity securities | $891,000 | 2,522 |
| 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 | $446,000 | 6,769 |
| Certificates of participation in pools of residential mortgages | $446,000 | 6,080 |
| Issued or guaranteed by U.S. | $446,000 | 6,063 |
| 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) | $8,008,000 | 2,668 |
| Available-for-sale securities (fair market value) | $1,337,000 | 8,721 |
| Total debt securities | $8,454,000 | 7,427 |
| 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 | $9,007,000 | 7,743 |
| U.S. Government securities | $8,120,000 | 7,208 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,120,000 | 5,910 |
| 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 | $887,000 | 2,520 |
| 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 | $616,000 | 6,803 |
| Certificates of participation in pools of residential mortgages | $616,000 | 5,955 |
| Issued or guaranteed by U.S. | $616,000 | 5,936 |
| 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) | $7,504,000 | 3,361 |
| Available-for-sale securities (fair market value) | $1,503,000 | 8,958 |
| Total debt securities | $8,120,000 | 7,928 |
| 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 | $7,530,000 | 8,790 |
| U.S. Government securities | $5,657,000 | 8,826 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,657,000 | 7,286 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $1,000,000 | 2,062 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,000,000 | 1,561 |
| Foreign debt securities | NA | NA |
| Equity securities | $873,000 | 2,528 |
| 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 | $671,000 | 7,261 |
| Certificates of participation in pools of residential mortgages | $671,000 | 6,341 |
| Issued or guaranteed by U.S. | $671,000 | 6,325 |
| 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) | $5,986,000 | 4,307 |
| Available-for-sale securities (fair market value) | $1,544,000 | 9,236 |
| Total debt securities | $6,657,000 | 9,016 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $5,574,000 | 9,965 |
| U.S. Government securities | $4,666,000 | 9,725 |
| U.S. Treasury securities | $1,980,000 | 7,254 |
| U.S. Government agency obligations | $2,686,000 | 9,231 |
| 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 | $908,000 | 2,319 |
| 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 | $701,000 | 7,701 |
| Certificates of participation in pools of residential mortgages | $701,000 | 6,601 |
| Issued or guaranteed by U.S. | $701,000 | 6,569 |
| 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) | $3,965,000 | 5,510 |
| Available-for-sale securities (fair market value) | $1,609,000 | 9,609 |
| Total debt securities | $4,666,000 | 10,256 |
| 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 | $4,784,000 | 10,963 |
| U.S. Government securities | $3,974,000 | 10,711 |
| U.S. Treasury securities | $1,988,000 | 8,288 |
| U.S. Government agency obligations | $1,986,000 | 9,965 |
| 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 | $810,000 | 2,337 |
| 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 | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| 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) | $3,974,000 | 8,638 |
| Available-for-sale securities (fair market value) | $810,000 | 9,848 |
| Total debt securities | $3,974,000 | 11,172 |
| 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 | $2,421,000 | 12,401 |
| U.S. Government securities | $1,496,000 | 12,487 |
| U.S. Treasury securities | $1,496,000 | 9,253 |
| U.S. Government agency obligations | $0 | 12,230 |
| 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 | $1,000,000 | 2,122 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $75,000 | 149 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| 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 | $1,496,000 | 12,639 |
| 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 | $922,000 | 13,478 |
| U.S. Government securities | $0 | 13,618 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $0 | 12,681 |
| 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 | $1,000,000 | 1,896 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $78,000 | 237 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| 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 | $0 | 13,675 |
| 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 |