Home > The Home Savings and Loan Company of Kenton, Ohio > Securities
The Home Savings and Loan Company of Kenton, Ohio, Securities
| 2021-12-31 | Rank | |
| Total securities | $21,005,000 | 3,649 |
| U.S. Government securities | $16,161,000 | 3,177 |
| U.S. Treasury securities | $1,983,000 | 1,787 |
| U.S. Government agency obligations | $14,178,000 | 3,005 |
| Securities issued by states & political subdivisions | $4,820,000 | 3,230 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| 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 | $0 | 4,071 |
| Mortgage-backed securities | $9,766,000 | 2,788 |
| Certificates of participation in pools of residential mortgages | $9,144,000 | 2,367 |
| Issued or guaranteed by U.S. | $9,144,000 | 2,300 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $622,000 | 1,806 |
| Commercial mortgage pass-through securities | $622,000 | 1,312 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $20,981,000 | 3,438 |
| Total debt securities | $20,981,000 | 3,629 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $22,447,000 | 3,532 |
| U.S. Government securities | $17,148,000 | 3,049 |
| U.S. Treasury securities | $2,013,000 | 1,555 |
| U.S. Government agency obligations | $15,135,000 | 2,937 |
| Securities issued by states & political subdivisions | $5,278,000 | 3,195 |
| Other domestic debt securities | $0 | 2,200 |
| 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 | $0 | 1,795 |
| 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 | $0 | 4,110 |
| Mortgage-backed securities | $10,665,000 | 2,732 |
| Certificates of participation in pools of residential mortgages | $10,032,000 | 2,294 |
| Issued or guaranteed by U.S. | $10,032,000 | 2,238 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $633,000 | 1,818 |
| Commercial mortgage pass-through securities | $633,000 | 1,326 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $22,426,000 | 3,327 |
| Total debt securities | $22,426,000 | 3,511 |
| 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 | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $21,993,000 | 3,514 |
| U.S. Government securities | $16,130,000 | 3,055 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $16,130,000 | 2,851 |
| Securities issued by states & political subdivisions | $5,845,000 | 3,119 |
| Other domestic debt securities | $0 | 2,200 |
| 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 | $0 | 1,761 |
| 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 | $0 | 4,151 |
| Mortgage-backed securities | $11,689,000 | 2,636 |
| Certificates of participation in pools of residential mortgages | $10,966,000 | 2,180 |
| Issued or guaranteed by U.S. | $10,966,000 | 2,124 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $723,000 | 1,789 |
| Commercial mortgage pass-through securities | $723,000 | 1,304 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $21,975,000 | 3,316 |
| Total debt securities | $21,975,000 | 3,492 |
| 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 | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $23,109,000 | 3,374 |
| U.S. Government securities | $17,269,000 | 2,853 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $17,269,000 | 2,687 |
| Securities issued by states & political subdivisions | $5,822,000 | 3,088 |
| Other domestic debt securities | $0 | 2,193 |
| 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 | $0 | 1,722 |
| 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 | $0 | 4,172 |
| Mortgage-backed securities | $12,845,000 | 2,508 |
| Certificates of participation in pools of residential mortgages | $12,125,000 | 2,022 |
| Issued or guaranteed by U.S. | $12,125,000 | 1,964 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $720,000 | 1,777 |
| Commercial mortgage pass-through securities | $720,000 | 1,301 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $23,091,000 | 3,175 |
| Total debt securities | $23,091,000 | 3,351 |
| 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 | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $19,575,000 | 3,451 |
| U.S. Government securities | $13,673,000 | 2,959 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $13,673,000 | 2,816 |
| Securities issued by states & political subdivisions | $5,889,000 | 3,074 |
| Other domestic debt securities | $0 | 2,137 |
| 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 | $0 | 1,665 |
| 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 | $0 | 4,195 |
| Mortgage-backed securities | $13,174,000 | 2,407 |
| Certificates of participation in pools of residential mortgages | $12,333,000 | 1,907 |
| Issued or guaranteed by U.S. | $12,333,000 | 1,858 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $841,000 | 1,700 |
| Commercial mortgage pass-through securities | $841,000 | 1,227 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $19,562,000 | 3,244 |
| Total debt securities | $19,562,000 | 3,429 |
| 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 | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $24,180,000 | 3,156 |
| U.S. Government securities | $16,268,000 | 2,718 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $16,268,000 | 2,585 |
| Securities issued by states & political subdivisions | $7,901,000 | 2,708 |
| Other domestic debt securities | $0 | 2,116 |
| 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 | $0 | 1,641 |
| 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 | $15,268,000 | 2,255 |
| Certificates of participation in pools of residential mortgages | $14,421,000 | 1,732 |
| Issued or guaranteed by U.S. | $14,421,000 | 1,689 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $847,000 | 1,684 |
| Commercial mortgage pass-through securities | $847,000 | 1,213 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $2,000 | 1,664 |
| Available-for-sale securities (fair market value) | $24,167,000 | 2,955 |
| Total debt securities | $24,169,000 | 3,135 |
| 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 | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $25,970,000 | 3,047 |
| U.S. Government securities | $19,221,000 | 2,531 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $19,221,000 | 2,405 |
| Securities issued by states & political subdivisions | $6,741,000 | 2,816 |
| Other domestic debt securities | $0 | 2,060 |
| 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 | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $8,000 | 59 |
| 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 | $16,719,000 | 2,163 |
| Certificates of participation in pools of residential mortgages | $15,785,000 | 1,614 |
| Issued or guaranteed by U.S. | $15,785,000 | 1,572 |
| 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 | $934,000 | 1,645 |
| Commercial mortgage pass-through securities | $934,000 | 1,183 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $5,000 | 1,666 |
| Available-for-sale securities (fair market value) | $25,965,000 | 2,855 |
| Total debt securities | $25,957,000 | 3,031 |
| 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 | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $22,083,000 | 3,184 |
| U.S. Government securities | $16,355,000 | 2,738 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $16,355,000 | 2,599 |
| Securities issued by states & political subdivisions | $5,722,000 | 2,885 |
| Other domestic debt securities | $0 | 1,998 |
| 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 | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $6,000 | 274 |
| 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 | $16,355,000 | 2,180 |
| Certificates of participation in pools of residential mortgages | $15,429,000 | 1,626 |
| Issued or guaranteed by U.S. | $15,429,000 | 1,581 |
| 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 | $926,000 | 1,632 |
| Commercial mortgage pass-through securities | $926,000 | 1,155 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $5,000 | 1,683 |
| Available-for-sale securities (fair market value) | $22,078,000 | 2,985 |
| Total debt securities | $22,077,000 | 3,163 |
| 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 | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $23,705,000 | 3,162 |
| U.S. Government securities | $18,241,000 | 2,699 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $18,241,000 | 2,539 |
| Securities issued by states & political subdivisions | $5,453,000 | 2,917 |
| 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 | $11,000 | 322 |
| 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 | $17,243,000 | 2,089 |
| Certificates of participation in pools of residential mortgages | $16,209,000 | 1,517 |
| Issued or guaranteed by U.S. | $16,209,000 | 1,474 |
| 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 | $1,034,000 | 1,538 |
| Commercial mortgage pass-through securities | $1,034,000 | 1,081 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $5,000 | 1,728 |
| Available-for-sale securities (fair market value) | $23,700,000 | 2,950 |
| Total debt securities | $23,694,000 | 3,145 |
| 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 | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $24,016,000 | 3,170 |
| U.S. Government securities | $19,043,000 | 2,680 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $19,043,000 | 2,527 |
| Securities issued by states & political subdivisions | $4,962,000 | 3,029 |
| 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 | $11,000 | 417 |
| 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 | $18,042,000 | 2,039 |
| Certificates of participation in pools of residential mortgages | $17,002,000 | 1,446 |
| Issued or guaranteed by U.S. | $17,002,000 | 1,404 |
| 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 | $1,040,000 | 1,521 |
| Commercial mortgage pass-through securities | $1,040,000 | 1,088 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $7,000 | 1,796 |
| Available-for-sale securities (fair market value) | $24,009,000 | 2,950 |
| Total debt securities | $24,005,000 | 3,151 |
| 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 | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $24,944,000 | 3,166 |
| U.S. Government securities | $19,991,000 | 2,653 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $19,991,000 | 2,502 |
| Securities issued by states & political subdivisions | $4,944,000 | 3,084 |
| 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 | $9,000 | 447 |
| 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 | $18,992,000 | 1,961 |
| Certificates of participation in pools of residential mortgages | $17,849,000 | 1,383 |
| Issued or guaranteed by U.S. | $17,849,000 | 1,363 |
| 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 | $1,143,000 | 1,495 |
| Commercial mortgage pass-through securities | $1,143,000 | 1,042 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $10,000 | 1,830 |
| Available-for-sale securities (fair market value) | $24,934,000 | 2,941 |
| Total debt securities | $24,935,000 | 3,147 |
| 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 | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $25,269,000 | 3,216 |
| U.S. Government securities | $20,401,000 | 2,650 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $20,401,000 | 2,503 |
| Securities issued by states & political subdivisions | $4,858,000 | 3,155 |
| 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 | $10,000 | 460 |
| 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 | $19,430,000 | 1,939 |
| Certificates of participation in pools of residential mortgages | $18,313,000 | 1,383 |
| Issued or guaranteed by U.S. | $18,313,000 | 1,361 |
| 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 | $1,117,000 | 1,423 |
| Commercial mortgage pass-through securities | $1,117,000 | 1,031 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $10,000 | 1,862 |
| Available-for-sale securities (fair market value) | $25,259,000 | 2,969 |
| Total debt securities | $25,259,000 | 3,198 |
| 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 | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $25,716,000 | 3,211 |
| U.S. Government securities | $20,947,000 | 2,632 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $20,947,000 | 2,488 |
| Securities issued by states & political subdivisions | $4,761,000 | 3,227 |
| 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 | $8,000 | 620 |
| 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 | $19,993,000 | 1,901 |
| Certificates of participation in pools of residential mortgages | $18,785,000 | 1,354 |
| Issued or guaranteed by U.S. | $18,785,000 | 1,340 |
| 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 | $1,208,000 | 1,379 |
| Commercial mortgage pass-through securities | $1,208,000 | 1,013 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $10,000 | 1,910 |
| Available-for-sale securities (fair market value) | $25,706,000 | 2,978 |
| Total debt securities | $25,708,000 | 3,193 |
| 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 | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $26,105,000 | 3,196 |
| U.S. Government securities | $21,386,000 | 2,618 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $21,386,000 | 2,480 |
| Securities issued by states & political subdivisions | $4,706,000 | 3,277 |
| 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 | $13,000 | 639 |
| 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 | $20,448,000 | 1,878 |
| Certificates of participation in pools of residential mortgages | $19,263,000 | 1,352 |
| Issued or guaranteed by U.S. | $19,263,000 | 1,346 |
| 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 | $1,185,000 | 1,363 |
| Commercial mortgage pass-through securities | $1,185,000 | 1,004 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $13,000 | 1,940 |
| Available-for-sale securities (fair market value) | $26,092,000 | 2,956 |
| Total debt securities | $26,090,000 | 3,176 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $27,050,000 | 3,193 |
| U.S. Government securities | $22,559,000 | 2,547 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $22,559,000 | 2,413 |
| Securities issued by states & political subdivisions | $4,475,000 | 3,371 |
| 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 | $16,000 | 652 |
| 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 | $21,615,000 | 1,848 |
| Certificates of participation in pools of residential mortgages | $20,293,000 | 1,351 |
| Issued or guaranteed by U.S. | $20,293,000 | 1,299 |
| 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 | $1,322,000 | 1,308 |
| Commercial mortgage pass-through securities | $1,322,000 | 953 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $17,000 | 1,967 |
| Available-for-sale securities (fair market value) | $27,033,000 | 2,950 |
| Total debt securities | $27,034,000 | 3,172 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $27,970,000 | 3,181 |
| U.S. Government securities | $23,494,000 | 2,558 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $23,494,000 | 2,436 |
| Securities issued by states & political subdivisions | $4,459,000 | 3,417 |
| 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 | $17,000 | 677 |
| 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 | $21,229,000 | 1,871 |
| Certificates of participation in pools of residential mortgages | $21,229,000 | 1,341 |
| Issued or guaranteed by U.S. | $21,229,000 | 1,338 |
| 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) | $17,000 | 2,000 |
| Available-for-sale securities (fair market value) | $27,953,000 | 2,930 |
| Total debt securities | $27,952,000 | 3,159 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $29,490,000 | 3,155 |
| U.S. Government securities | $24,879,000 | 2,498 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $24,879,000 | 2,390 |
| Securities issued by states & political subdivisions | $4,596,000 | 3,459 |
| 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 | $15,000 | 970 |
| 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 | $22,446,000 | 1,812 |
| Certificates of participation in pools of residential mortgages | $22,446,000 | 1,311 |
| Issued or guaranteed by U.S. | $22,446,000 | 1,310 |
| 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) | $17,000 | 2,031 |
| Available-for-sale securities (fair market value) | $29,473,000 | 2,910 |
| Total debt securities | $29,475,000 | 3,135 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $31,249,000 | 3,100 |
| U.S. Government securities | $26,564,000 | 2,424 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $26,564,000 | 2,329 |
| Securities issued by states & political subdivisions | $4,672,000 | 3,480 |
| 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 | $13,000 | 1,007 |
| 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 | $23,661,000 | 1,785 |
| Certificates of participation in pools of residential mortgages | $23,661,000 | 1,292 |
| Issued or guaranteed by U.S. | $23,661,000 | 1,290 |
| 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) | $19,000 | 2,085 |
| Available-for-sale securities (fair market value) | $31,230,000 | 2,851 |
| Total debt securities | $31,236,000 | 3,079 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $35,029,000 | 2,957 |
| U.S. Government securities | $29,423,000 | 2,331 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $29,423,000 | 2,229 |
| Securities issued by states & political subdivisions | $5,593,000 | 3,355 |
| 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 | $13,000 | 988 |
| 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 | $26,367,000 | 1,684 |
| Certificates of participation in pools of residential mortgages | $26,367,000 | 1,218 |
| Issued or guaranteed by U.S. | $26,367,000 | 1,217 |
| 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) | $23,000 | 2,108 |
| Available-for-sale securities (fair market value) | $35,006,000 | 2,724 |
| Total debt securities | $35,016,000 | 2,935 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $35,998,000 | 2,938 |
| U.S. Government securities | $26,994,000 | 2,472 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $26,994,000 | 2,365 |
| Securities issued by states & political subdivisions | $9,004,000 | 2,892 |
| 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 | $23,977,000 | 1,823 |
| Certificates of participation in pools of residential mortgages | $23,977,000 | 1,345 |
| Issued or guaranteed by U.S. | $23,977,000 | 1,344 |
| 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) | $23,000 | 2,146 |
| Available-for-sale securities (fair market value) | $35,975,000 | 2,692 |
| Total debt securities | $35,998,000 | 2,919 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $35,757,000 | 2,928 |
| U.S. Government securities | $26,820,000 | 2,466 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $26,820,000 | 2,357 |
| Securities issued by states & political subdivisions | $8,937,000 | 2,933 |
| 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 | $23,306,000 | 1,854 |
| Certificates of participation in pools of residential mortgages | $23,305,000 | 1,387 |
| Issued or guaranteed by U.S. | $23,305,000 | 1,387 |
| 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 | $1,000 | 1,354 |
| Commercial mortgage pass-through securities | $1,000 | 958 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $23,000 | 2,168 |
| Available-for-sale securities (fair market value) | $35,734,000 | 2,685 |
| Total debt securities | $35,757,000 | 2,910 |
| 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 | $38,368,000 | 2,793 |
| U.S. Government securities | $28,949,000 | 2,346 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $28,949,000 | 2,262 |
| Securities issued by states & political subdivisions | $9,419,000 | 2,885 |
| 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 | $24,048,000 | 1,835 |
| Certificates of participation in pools of residential mortgages | $24,048,000 | 1,357 |
| Issued or guaranteed by U.S. | $24,048,000 | 1,355 |
| 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) | $41,000 | 2,169 |
| Available-for-sale securities (fair market value) | $38,327,000 | 2,563 |
| Total debt securities | $38,368,000 | 2,774 |
| 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 | $37,489,000 | 2,889 |
| U.S. Government securities | $30,575,000 | 2,318 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $30,575,000 | 2,228 |
| Securities issued by states & political subdivisions | $6,914,000 | 3,227 |
| 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 | $17,813,000 | 2,182 |
| Certificates of participation in pools of residential mortgages | $17,813,000 | 1,669 |
| Issued or guaranteed by U.S. | $17,813,000 | 1,665 |
| 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) | $41,000 | 2,217 |
| Available-for-sale securities (fair market value) | $37,448,000 | 2,643 |
| Total debt securities | $37,489,000 | 2,871 |
| 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 | $37,894,000 | 2,919 |
| U.S. Government securities | $32,543,000 | 2,288 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $32,543,000 | 2,202 |
| Securities issued by states & political subdivisions | $5,351,000 | 3,469 |
| 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 | $14,696,000 | 2,407 |
| Certificates of participation in pools of residential mortgages | $14,696,000 | 1,905 |
| Issued or guaranteed by U.S. | $14,696,000 | 1,904 |
| 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) | $217,000 | 2,131 |
| Available-for-sale securities (fair market value) | $37,677,000 | 2,671 |
| Total debt securities | $37,894,000 | 2,902 |
| 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 | $36,158,000 | 3,028 |
| U.S. Government securities | $30,775,000 | 2,401 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $30,775,000 | 2,311 |
| Securities issued by states & political subdivisions | $5,383,000 | 3,487 |
| 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 | $9,307,000 | 2,916 |
| Certificates of participation in pools of residential mortgages | $9,307,000 | 2,417 |
| Issued or guaranteed by U.S. | $9,307,000 | 2,414 |
| 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) | $270,000 | 2,135 |
| Available-for-sale securities (fair market value) | $35,888,000 | 2,778 |
| Total debt securities | $36,158,000 | 3,009 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,254 |
| Fair value | $501,000 | 1,265 |
| 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 | $34,402,000 | 3,160 |
| U.S. Government securities | $34,150,000 | 2,293 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $34,150,000 | 2,203 |
| Securities issued by states & political subdivisions | $252,000 | 5,008 |
| 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 | $5,722,000 | 3,427 |
| Certificates of participation in pools of residential mortgages | $5,722,000 | 2,955 |
| Issued or guaranteed by U.S. | $5,722,000 | 2,951 |
| 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) | $26,566,000 | 658 |
| Available-for-sale securities (fair market value) | $7,836,000 | 4,838 |
| Total debt securities | $34,402,000 | 3,133 |
| Structured notes | ||
| Amortized cost | $3,273,000 | 635 |
| Fair value | $3,245,000 | 641 |
| 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 | $36,874,000 | 3,082 |
| U.S. Government securities | $36,622,000 | 2,239 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $36,622,000 | 2,157 |
| Securities issued by states & political subdivisions | $252,000 | 5,045 |
| 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 | $0 | 5,428 |
| Mortgage-backed securities | $5,339,000 | 3,577 |
| Certificates of participation in pools of residential mortgages | $5,339,000 | 3,094 |
| Issued or guaranteed by U.S. | $5,339,000 | 3,092 |
| 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) | $27,079,000 | 652 |
| Available-for-sale securities (fair market value) | $9,795,000 | 4,733 |
| Total debt securities | $36,874,000 | 3,051 |
| Structured notes | ||
| Amortized cost | $3,273,000 | 737 |
| Fair value | $3,198,000 | 740 |
| 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 | $38,231,000 | 3,046 |
| U.S. Government securities | $37,951,000 | 2,230 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $37,951,000 | 2,142 |
| Securities issued by states & political subdivisions | $280,000 | 5,030 |
| 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 | $0 | 5,487 |
| Mortgage-backed securities | $5,671,000 | 3,587 |
| Certificates of participation in pools of residential mortgages | $5,671,000 | 3,102 |
| Issued or guaranteed by U.S. | $5,671,000 | 3,100 |
| 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) | $27,662,000 | 647 |
| Available-for-sale securities (fair market value) | $10,569,000 | 4,719 |
| Total debt securities | $38,231,000 | 3,023 |
| Structured notes | ||
| Amortized cost | $3,772,000 | 735 |
| Fair value | $3,712,000 | 742 |
| 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 | $35,652,000 | 3,233 |
| U.S. Government securities | $35,372,000 | 2,378 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $35,372,000 | 2,291 |
| Securities issued by states & political subdivisions | $280,000 | 5,114 |
| 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 | $0 | 5,563 |
| Mortgage-backed securities | $2,660,000 | 4,264 |
| Certificates of participation in pools of residential mortgages | $2,660,000 | 3,870 |
| Issued or guaranteed by U.S. | $2,660,000 | 3,864 |
| 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) | $28,196,000 | 639 |
| Available-for-sale securities (fair market value) | $7,456,000 | 5,100 |
| Total debt securities | $35,652,000 | 3,211 |
| Structured notes | ||
| Amortized cost | $3,771,000 | 775 |
| Fair value | $3,662,000 | 781 |
| 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 | $35,272,000 | 3,337 |
| U.S. Government securities | $34,992,000 | 2,439 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $34,992,000 | 2,361 |
| Securities issued by states & political subdivisions | $280,000 | 5,165 |
| 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 | $0 | 5,639 |
| Mortgage-backed securities | $571,000 | 4,943 |
| Certificates of participation in pools of residential mortgages | $571,000 | 4,693 |
| Issued or guaranteed by U.S. | $571,000 | 4,690 |
| 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) | $28,713,000 | 635 |
| Available-for-sale securities (fair market value) | $6,559,000 | 5,278 |
| Total debt securities | $35,272,000 | 3,313 |
| Structured notes | ||
| Amortized cost | $4,270,000 | 791 |
| Fair value | $4,057,000 | 800 |
| 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 | $35,852,000 | 3,330 |
| U.S. Government securities | $35,572,000 | 2,450 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $35,572,000 | 2,374 |
| Securities issued by states & political subdivisions | $280,000 | 5,220 |
| 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 | $0 | 5,698 |
| Mortgage-backed securities | $590,000 | 4,981 |
| Certificates of participation in pools of residential mortgages | $590,000 | 4,724 |
| Issued or guaranteed by U.S. | $590,000 | 4,722 |
| 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) | $28,236,000 | 641 |
| Available-for-sale securities (fair market value) | $7,616,000 | 5,216 |
| Total debt securities | $35,852,000 | 3,306 |
| 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 | $35,796,000 | 3,357 |
| U.S. Government securities | $35,516,000 | 2,470 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $35,516,000 | 2,401 |
| Securities issued by states & political subdivisions | $280,000 | 5,260 |
| 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 | $0 | 5,749 |
| Mortgage-backed securities | $613,000 | 5,015 |
| Certificates of participation in pools of residential mortgages | $613,000 | 4,757 |
| Issued or guaranteed by U.S. | $613,000 | 4,753 |
| 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) | $28,258,000 | 630 |
| Available-for-sale securities (fair market value) | $7,538,000 | 5,273 |
| Total debt securities | $35,797,000 | 3,332 |
| 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 | $35,327,000 | 3,374 |
| U.S. Government securities | $34,998,000 | 2,489 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $34,998,000 | 2,421 |
| Securities issued by states & political subdivisions | $329,000 | 5,278 |
| 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 | $0 | 5,833 |
| Mortgage-backed securities | $654,000 | 5,041 |
| Certificates of participation in pools of residential mortgages | $654,000 | 4,771 |
| Issued or guaranteed by U.S. | $654,000 | 4,767 |
| 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) | $28,346,000 | 615 |
| Available-for-sale securities (fair market value) | $6,981,000 | 5,368 |
| Total debt securities | $35,327,000 | 3,348 |
| 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 | $34,911,000 | 3,399 |
| U.S. Government securities | $34,582,000 | 2,511 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $34,582,000 | 2,444 |
| Securities issued by states & political subdivisions | $329,000 | 5,320 |
| 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 | $0 | 5,888 |
| Mortgage-backed securities | $667,000 | 5,081 |
| Certificates of participation in pools of residential mortgages | $667,000 | 4,803 |
| Issued or guaranteed by U.S. | $667,000 | 4,798 |
| 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) | $28,358,000 | 599 |
| Available-for-sale securities (fair market value) | $6,553,000 | 5,479 |
| Total debt securities | $34,911,000 | 3,369 |
| 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 | $34,975,000 | 3,392 |
| U.S. Government securities | $34,646,000 | 2,508 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $34,646,000 | 2,440 |
| Securities issued by states & political subdivisions | $329,000 | 5,323 |
| 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 | $0 | 5,912 |
| Mortgage-backed securities | $732,000 | 5,064 |
| Certificates of participation in pools of residential mortgages | $732,000 | 4,757 |
| Issued or guaranteed by U.S. | $732,000 | 4,753 |
| 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) | $28,421,000 | 554 |
| Available-for-sale securities (fair market value) | $6,554,000 | 5,514 |
| Total debt securities | $34,975,000 | 3,361 |
| 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 | $31,093,000 | 3,658 |
| U.S. Government securities | $30,764,000 | 2,770 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $30,764,000 | 2,707 |
| Securities issued by states & political subdivisions | $329,000 | 5,335 |
| 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 | $0 | 5,985 |
| Mortgage-backed securities | $747,000 | 5,111 |
| Certificates of participation in pools of residential mortgages | $747,000 | 4,799 |
| Issued or guaranteed by U.S. | $747,000 | 4,797 |
| 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) | $24,748,000 | 582 |
| Available-for-sale securities (fair market value) | $6,345,000 | 5,594 |
| Total debt securities | $31,093,000 | 3,621 |
| 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 | $31,947,000 | 3,559 |
| U.S. Government securities | $31,572,000 | 2,658 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $31,572,000 | 2,594 |
| Securities issued by states & political subdivisions | $375,000 | 5,355 |
| 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 | $0 | 6,039 |
| Mortgage-backed securities | $788,000 | 5,133 |
| Certificates of participation in pools of residential mortgages | $788,000 | 4,803 |
| Issued or guaranteed by U.S. | $788,000 | 4,802 |
| 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) | $22,851,000 | 607 |
| Available-for-sale securities (fair market value) | $9,096,000 | 5,274 |
| Total debt securities | $31,945,000 | 3,524 |
| 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 | $29,501,000 | 3,752 |
| U.S. Government securities | $29,126,000 | 2,858 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $29,126,000 | 2,799 |
| Securities issued by states & political subdivisions | $375,000 | 5,402 |
| 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 | $0 | 6,124 |
| Mortgage-backed securities | $856,000 | 5,211 |
| Certificates of participation in pools of residential mortgages | $856,000 | 4,885 |
| Issued or guaranteed by U.S. | $856,000 | 4,882 |
| 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) | $20,048,000 | 669 |
| Available-for-sale securities (fair market value) | $9,453,000 | 5,310 |
| Total debt securities | $29,499,000 | 3,724 |
| 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 | $28,295,000 | 3,836 |
| U.S. Government securities | $27,916,000 | 2,974 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $27,916,000 | 2,914 |
| Securities issued by states & political subdivisions | $375,000 | 5,407 |
| Other domestic debt securities | $4,000 | 2,854 |
| 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 | $4,000 | 2,172 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $910,000 | 5,237 |
| Certificates of participation in pools of residential mortgages | $910,000 | 4,887 |
| Issued or guaranteed by U.S. | $910,000 | 4,884 |
| 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) | $18,714,000 | 685 |
| Available-for-sale securities (fair market value) | $9,581,000 | 5,358 |
| Total debt securities | $28,295,000 | 3,805 |
| 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 | $28,622,000 | 3,828 |
| U.S. Government securities | $28,243,000 | 2,997 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $28,243,000 | 2,941 |
| Securities issued by states & political subdivisions | $375,000 | 5,403 |
| Other domestic debt securities | $4,000 | 2,851 |
| 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 | $4,000 | 2,174 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $944,000 | 5,238 |
| Certificates of participation in pools of residential mortgages | $944,000 | 4,882 |
| Issued or guaranteed by U.S. | $944,000 | 4,880 |
| 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) | $18,303,000 | 716 |
| Available-for-sale securities (fair market value) | $10,319,000 | 5,297 |
| Total debt securities | $28,622,000 | 3,803 |
| 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 | $29,708,000 | 3,695 |
| U.S. Government securities | $29,285,000 | 2,858 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $29,285,000 | 2,799 |
| Securities issued by states & political subdivisions | $419,000 | 5,371 |
| 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 | $4,000 | 1,262 |
| 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 | $959,000 | 5,220 |
| Certificates of participation in pools of residential mortgages | $959,000 | 4,836 |
| Issued or guaranteed by U.S. | $959,000 | 4,829 |
| 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) | $19,822,000 | 688 |
| Available-for-sale securities (fair market value) | $9,886,000 | 5,332 |
| Total debt securities | $29,704,000 | 3,668 |
| 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 | $28,969,000 | 3,687 |
| U.S. Government securities | $28,547,000 | 2,832 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $28,547,000 | 2,762 |
| Securities issued by states & political subdivisions | $418,000 | 5,367 |
| 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 | $4,000 | 1,304 |
| 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 | $989,000 | 5,211 |
| Certificates of participation in pools of residential mortgages | $989,000 | 4,826 |
| Issued or guaranteed by U.S. | $989,000 | 4,817 |
| 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) | $15,534,000 | 799 |
| Available-for-sale securities (fair market value) | $13,435,000 | 4,837 |
| Total debt securities | $28,965,000 | 3,656 |
| 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 | $26,856,000 | 3,862 |
| U.S. Government securities | $26,434,000 | 3,066 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $26,434,000 | 2,980 |
| Securities issued by states & political subdivisions | $418,000 | 5,346 |
| 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 | $4,000 | 1,329 |
| 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 | $517,000 | 5,430 |
| Certificates of participation in pools of residential mortgages | $517,000 | 5,083 |
| Issued or guaranteed by U.S. | $517,000 | 5,069 |
| 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) | $9,570,000 | 1,042 |
| Available-for-sale securities (fair market value) | $17,286,000 | 4,458 |
| Total debt securities | $26,852,000 | 3,830 |
| 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 | $22,864,000 | 4,230 |
| U.S. Government securities | $22,442,000 | 3,401 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,442,000 | 3,303 |
| Securities issued by states & political subdivisions | $418,000 | 5,354 |
| 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 | $4,000 | 1,355 |
| 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 | $68,000 | 5,803 |
| Certificates of participation in pools of residential mortgages | $68,000 | 5,525 |
| Issued or guaranteed by U.S. | $68,000 | 5,514 |
| 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) | $5,643,000 | 1,363 |
| Available-for-sale securities (fair market value) | $17,221,000 | 4,463 |
| Total debt securities | $22,860,000 | 4,199 |
| 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 | $20,054,000 | 4,390 |
| U.S. Government securities | $19,590,000 | 3,510 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,590,000 | 3,412 |
| Securities issued by states & political subdivisions | $460,000 | 5,327 |
| 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 | $4,000 | 1,358 |
| 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 | $72,000 | 5,822 |
| Certificates of participation in pools of residential mortgages | $72,000 | 5,505 |
| Issued or guaranteed by U.S. | $72,000 | 5,494 |
| 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) | $4,695,000 | 1,456 |
| Available-for-sale securities (fair market value) | $15,359,000 | 4,562 |
| Total debt securities | $20,050,000 | 4,359 |
| 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 | $19,509,000 | 4,420 |
| U.S. Government securities | $19,045,000 | 3,543 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,045,000 | 3,437 |
| Securities issued by states & political subdivisions | $460,000 | 5,309 |
| 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 | $4,000 | 1,395 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $75,000 | 5,877 |
| Certificates of participation in pools of residential mortgages | $75,000 | 5,532 |
| Issued or guaranteed by U.S. | $75,000 | 5,518 |
| 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) | $4,346,000 | 1,530 |
| Available-for-sale securities (fair market value) | $15,163,000 | 4,513 |
| Total debt securities | $19,505,000 | 4,378 |
| 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 | $18,501,000 | 4,575 |
| U.S. Government securities | $18,037,000 | 3,704 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,037,000 | 3,612 |
| Securities issued by states & political subdivisions | $460,000 | 5,270 |
| 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 | $4,000 | 1,461 |
| 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 | $80,000 | 5,905 |
| Certificates of participation in pools of residential mortgages | $80,000 | 5,578 |
| Issued or guaranteed by U.S. | $80,000 | 5,566 |
| 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) | $6,349,000 | 1,360 |
| Available-for-sale securities (fair market value) | $12,152,000 | 4,933 |
| Total debt securities | $18,497,000 | 4,536 |
| 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 | $20,415,000 | 4,406 |
| U.S. Government securities | $19,951,000 | 3,561 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,951,000 | 3,476 |
| Securities issued by states & political subdivisions | $460,000 | 5,296 |
| 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 | $4,000 | 1,513 |
| 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 | $85,000 | 5,990 |
| Certificates of participation in pools of residential mortgages | $85,000 | 5,675 |
| Issued or guaranteed by U.S. | $85,000 | 5,662 |
| 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) | $7,346,000 | 1,268 |
| Available-for-sale securities (fair market value) | $13,069,000 | 4,846 |
| Total debt securities | $20,411,000 | 4,373 |
| 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 | $18,692,000 | 4,541 |
| U.S. Government securities | $18,188,000 | 3,715 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,188,000 | 3,643 |
| Securities issued by states & political subdivisions | $500,000 | 5,286 |
| 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 | $4,000 | 1,564 |
| 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 | $89,000 | 6,044 |
| Certificates of participation in pools of residential mortgages | $89,000 | 5,736 |
| Issued or guaranteed by U.S. | $89,000 | 5,721 |
| 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) | $6,391,000 | 1,375 |
| Available-for-sale securities (fair market value) | $12,301,000 | 4,946 |
| Total debt securities | $18,688,000 | 4,504 |
| 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 | $20,946,000 | 4,329 |
| U.S. Government securities | $20,242,000 | 3,471 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,242,000 | 3,395 |
| Securities issued by states & political subdivisions | $700,000 | 5,150 |
| 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 | $4,000 | 1,621 |
| 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 | $93,000 | 6,115 |
| Certificates of participation in pools of residential mortgages | $93,000 | 5,817 |
| Issued or guaranteed by U.S. | $93,000 | 5,799 |
| 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) | $6,297,000 | 1,436 |
| Available-for-sale securities (fair market value) | $14,649,000 | 4,675 |
| Total debt securities | $20,942,000 | 4,293 |
| 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 | $22,194,000 | 4,172 |
| U.S. Government securities | $21,690,000 | 3,291 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,690,000 | 3,223 |
| Securities issued by states & political subdivisions | $500,000 | 5,349 |
| 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 | $4,000 | 1,666 |
| 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 | $98,000 | 6,162 |
| Certificates of participation in pools of residential mortgages | $98,000 | 5,861 |
| Issued or guaranteed by U.S. | $98,000 | 5,841 |
| 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) | $6,102,000 | 1,470 |
| Available-for-sale securities (fair market value) | $16,092,000 | 4,461 |
| Total debt securities | $22,190,000 | 4,130 |
| 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 | $21,272,000 | 4,283 |
| U.S. Government securities | $21,268,000 | 3,388 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,268,000 | 3,323 |
| 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 | $4,000 | 1,681 |
| 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 | $102,000 | 6,200 |
| Certificates of participation in pools of residential mortgages | $102,000 | 5,908 |
| Issued or guaranteed by U.S. | $102,000 | 5,891 |
| 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) | $5,106,000 | 1,616 |
| Available-for-sale securities (fair market value) | $16,166,000 | 4,435 |
| Total debt securities | $21,268,000 | 4,249 |
| 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 | $17,005,000 | 4,819 |
| U.S. Government securities | $17,001,000 | 3,960 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,001,000 | 3,886 |
| 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 | $4,000 | 1,682 |
| 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 | $118,000 | 6,196 |
| Certificates of participation in pools of residential mortgages | $118,000 | 5,907 |
| Issued or guaranteed by U.S. | $118,000 | 5,888 |
| 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) | $3,122,000 | 1,926 |
| Available-for-sale securities (fair market value) | $13,883,000 | 4,765 |
| Total debt securities | $17,001,000 | 4,778 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $16,554,000 | 4,859 |
| U.S. Government securities | $16,550,000 | 3,967 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,550,000 | 3,894 |
| 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 | $4,000 | 1,798 |
| 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 | $125,000 | 6,183 |
| Certificates of participation in pools of residential mortgages | $125,000 | 5,898 |
| Issued or guaranteed by U.S. | $125,000 | 5,878 |
| 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) | $3,129,000 | 1,932 |
| Available-for-sale securities (fair market value) | $13,425,000 | 4,774 |
| Total debt securities | $16,550,000 | 4,819 |
| 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 | $17,319,000 | 4,786 |
| U.S. Government securities | $17,315,000 | 3,902 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,315,000 | 3,837 |
| 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 | $4,000 | 1,913 |
| 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 | $135,000 | 6,197 |
| Certificates of participation in pools of residential mortgages | $135,000 | 5,901 |
| Issued or guaranteed by U.S. | $135,000 | 5,875 |
| 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) | $3,139,000 | 1,932 |
| Available-for-sale securities (fair market value) | $14,180,000 | 4,736 |
| Total debt securities | $17,315,000 | 4,731 |
| 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 | $18,045,000 | 4,681 |
| U.S. Government securities | $18,041,000 | 3,774 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,041,000 | 3,709 |
| 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 | $4,000 | 1,890 |
| 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 | $147,000 | 6,180 |
| Certificates of participation in pools of residential mortgages | $147,000 | 5,874 |
| Issued or guaranteed by U.S. | $147,000 | 5,844 |
| 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) | $2,651,000 | 2,079 |
| Available-for-sale securities (fair market value) | $15,394,000 | 4,559 |
| Total debt securities | $18,041,000 | 4,624 |
| 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 | $16,881,000 | 4,891 |
| U.S. Government securities | $16,877,000 | 4,027 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,877,000 | 3,939 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,000 | 1,843 |
| 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 | $152,000 | 6,085 |
| Certificates of participation in pools of residential mortgages | $152,000 | 5,768 |
| Issued or guaranteed by U.S. | $152,000 | 5,748 |
| 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) | $1,156,000 | 2,595 |
| Available-for-sale securities (fair market value) | $15,725,000 | 4,510 |
| Total debt securities | $16,877,000 | 4,841 |
| 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 | $17,048,000 | 4,877 |
| U.S. Government securities | $17,024,000 | 4,062 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,024,000 | 3,974 |
| Securities issued by states & political subdivisions | $20,000 | 6,023 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,000 | 1,781 |
| 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 | $158,000 | 6,033 |
| Certificates of participation in pools of residential mortgages | $158,000 | 5,702 |
| Issued or guaranteed by U.S. | $158,000 | 5,681 |
| 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) | $1,182,000 | 2,642 |
| Available-for-sale securities (fair market value) | $15,866,000 | 4,474 |
| Total debt securities | $17,044,000 | 4,833 |
| 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 | $17,115,000 | 4,868 |
| U.S. Government securities | $17,091,000 | 4,063 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,091,000 | 3,965 |
| Securities issued by states & political subdivisions | $20,000 | 6,083 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,000 | 1,819 |
| 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 | $167,000 | 6,032 |
| Certificates of participation in pools of residential mortgages | $167,000 | 5,701 |
| Issued or guaranteed by U.S. | $167,000 | 5,681 |
| 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) | $1,188,000 | 2,670 |
| Available-for-sale securities (fair market value) | $15,927,000 | 4,478 |
| Total debt securities | $17,111,000 | 4,823 |
| 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 | $18,823,000 | 4,661 |
| U.S. Government securities | $18,799,000 | 3,818 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,799,000 | 3,723 |
| Securities issued by states & political subdivisions | $20,000 | 6,134 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,000 | 1,843 |
| 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 | $176,000 | 6,034 |
| Certificates of participation in pools of residential mortgages | $176,000 | 5,705 |
| Issued or guaranteed by U.S. | $176,000 | 5,683 |
| 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) | $1,200,000 | 2,696 |
| Available-for-sale securities (fair market value) | $17,623,000 | 4,263 |
| Total debt securities | $18,819,000 | 4,613 |
| 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 | $19,392,000 | 4,635 |
| U.S. Government securities | $19,368,000 | 3,803 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,368,000 | 3,703 |
| Securities issued by states & political subdivisions | $20,000 | 6,181 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,000 | 1,893 |
| 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 | $187,000 | 6,029 |
| Certificates of participation in pools of residential mortgages | $187,000 | 5,689 |
| Issued or guaranteed by U.S. | $187,000 | 5,666 |
| 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) | $1,211,000 | 2,752 |
| Available-for-sale securities (fair market value) | $18,181,000 | 4,240 |
| Total debt securities | $19,388,000 | 4,585 |
| 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 | $20,406,000 | 4,519 |
| U.S. Government securities | $20,342,000 | 3,715 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,342,000 | 3,609 |
| Securities issued by states & political subdivisions | $60,000 | 6,186 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,000 | 1,930 |
| 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 | $196,000 | 6,048 |
| Certificates of participation in pools of residential mortgages | $196,000 | 5,701 |
| Issued or guaranteed by U.S. | $196,000 | 5,674 |
| 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) | $1,260,000 | 2,808 |
| Available-for-sale securities (fair market value) | $19,146,000 | 4,115 |
| Total debt securities | $20,402,000 | 4,476 |
| 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 | $20,161,000 | 4,556 |
| U.S. Government securities | $20,097,000 | 3,755 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,097,000 | 3,642 |
| Securities issued by states & political subdivisions | $60,000 | 6,235 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,000 | 1,957 |
| 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 | $204,000 | 6,073 |
| Certificates of participation in pools of residential mortgages | $204,000 | 5,721 |
| Issued or guaranteed by U.S. | $204,000 | 5,694 |
| 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) | $1,267,000 | 2,828 |
| Available-for-sale securities (fair market value) | $18,894,000 | 4,102 |
| Total debt securities | $20,157,000 | 4,497 |
| 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 | $20,755,000 | 4,520 |
| U.S. Government securities | $20,691,000 | 3,710 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,691,000 | 3,595 |
| Securities issued by states & political subdivisions | $60,000 | 6,259 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,000 | 1,996 |
| 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 | $224,000 | 6,091 |
| Certificates of participation in pools of residential mortgages | $224,000 | 5,727 |
| Issued or guaranteed by U.S. | $224,000 | 5,702 |
| 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) | $1,287,000 | 2,886 |
| Available-for-sale securities (fair market value) | $19,468,000 | 4,065 |
| Total debt securities | $20,751,000 | 4,458 |
| 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 | $21,866,000 | 4,385 |
| U.S. Government securities | $21,802,000 | 3,557 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,802,000 | 3,432 |
| Securities issued by states & political subdivisions | $60,000 | 6,307 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,000 | 2,022 |
| 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 | $241,000 | 6,135 |
| Certificates of participation in pools of residential mortgages | $241,000 | 5,746 |
| Issued or guaranteed by U.S. | $241,000 | 5,721 |
| 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) | $1,305,000 | 2,930 |
| Available-for-sale securities (fair market value) | $20,561,000 | 3,925 |
| Total debt securities | $21,862,000 | 4,318 |
| 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 | $22,003,000 | 4,349 |
| U.S. Government securities | $21,903,000 | 3,518 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,903,000 | 3,383 |
| Securities issued by states & political subdivisions | $100,000 | 6,285 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $258,000 | 6,143 |
| Certificates of participation in pools of residential mortgages | $258,000 | 5,748 |
| Issued or guaranteed by U.S. | $258,000 | 5,730 |
| 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) | $1,362,000 | 2,933 |
| Available-for-sale securities (fair market value) | $20,641,000 | 3,918 |
| Total debt securities | $22,003,000 | 4,291 |
| 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 | $21,963,000 | 4,378 |
| U.S. Government securities | $21,863,000 | 3,578 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,863,000 | 3,455 |
| Securities issued by states & political subdivisions | $100,000 | 6,302 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $280,000 | 6,168 |
| Certificates of participation in pools of residential mortgages | $280,000 | 5,768 |
| Issued or guaranteed by U.S. | $280,000 | 5,743 |
| 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) | $1,384,000 | 2,983 |
| Available-for-sale securities (fair market value) | $20,579,000 | 3,960 |
| Total debt securities | $21,963,000 | 4,312 |
| 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 | $21,260,000 | 4,542 |
| U.S. Government securities | $21,160,000 | 3,724 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,160,000 | 3,591 |
| Securities issued by states & political subdivisions | $100,000 | 6,341 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $291,000 | 6,208 |
| Certificates of participation in pools of residential mortgages | $291,000 | 5,812 |
| Issued or guaranteed by U.S. | $291,000 | 5,794 |
| 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) | $1,369,000 | 3,018 |
| Available-for-sale securities (fair market value) | $19,891,000 | 4,102 |
| Total debt securities | $21,260,000 | 4,481 |
| 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 | $20,350,000 | 4,679 |
| U.S. Government securities | $20,250,000 | 3,849 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,250,000 | 3,709 |
| Securities issued by states & political subdivisions | $100,000 | 6,380 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $310,000 | 6,234 |
| Certificates of participation in pools of residential mortgages | $310,000 | 5,824 |
| Issued or guaranteed by U.S. | $310,000 | 5,811 |
| 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) | $1,389,000 | 3,032 |
| Available-for-sale securities (fair market value) | $18,961,000 | 4,239 |
| Total debt securities | $20,350,000 | 4,613 |
| 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 | $19,137,000 | 4,817 |
| U.S. Government securities | $18,817,000 | 3,990 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,817,000 | 3,852 |
| Securities issued by states & political subdivisions | $320,000 | 5,981 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $340,000 | 6,246 |
| Certificates of participation in pools of residential mortgages | $340,000 | 5,814 |
| Issued or guaranteed by U.S. | $340,000 | 5,802 |
| 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) | $1,639,000 | 2,968 |
| Available-for-sale securities (fair market value) | $17,498,000 | 4,437 |
| Total debt securities | $19,137,000 | 4,757 |
| 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 | $21,074,000 | 4,646 |
| U.S. Government securities | $20,104,000 | 3,875 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,104,000 | 3,737 |
| Securities issued by states & political subdivisions | $970,000 | 5,198 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $367,000 | 6,295 |
| Certificates of participation in pools of residential mortgages | $367,000 | 5,858 |
| Issued or guaranteed by U.S. | $367,000 | 5,847 |
| 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) | $1,340,000 | 3,120 |
| Available-for-sale securities (fair market value) | $19,734,000 | 4,210 |
| Total debt securities | $21,074,000 | 4,582 |
| 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 | $22,554,000 | 4,439 |
| U.S. Government securities | $21,584,000 | 3,648 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,584,000 | 3,527 |
| Securities issued by states & political subdivisions | $970,000 | 5,199 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $415,000 | 6,269 |
| Certificates of participation in pools of residential mortgages | $415,000 | 5,822 |
| Issued or guaranteed by U.S. | $415,000 | 5,808 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,363,000 | 2,680 |
| Available-for-sale securities (fair market value) | $20,191,000 | 4,144 |
| Total debt securities | $22,554,000 | 4,364 |
| 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 | $21,790,000 | 4,585 |
| U.S. Government securities | $20,820,000 | 3,806 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,820,000 | 3,676 |
| Securities issued by states & political subdivisions | $970,000 | 5,250 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $443,000 | 6,274 |
| Certificates of participation in pools of residential mortgages | $443,000 | 5,836 |
| Issued or guaranteed by U.S. | $443,000 | 5,818 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,390,000 | 2,724 |
| Available-for-sale securities (fair market value) | $19,400,000 | 4,281 |
| Total debt securities | $21,790,000 | 4,513 |
| 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 | $21,716,000 | 4,526 |
| U.S. Government securities | $20,716,000 | 3,706 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,716,000 | 3,567 |
| Securities issued by states & political subdivisions | $1,000,000 | 5,234 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $485,000 | 6,281 |
| Certificates of participation in pools of residential mortgages | $485,000 | 5,823 |
| Issued or guaranteed by U.S. | $485,000 | 5,798 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,457,000 | 2,721 |
| Available-for-sale securities (fair market value) | $19,259,000 | 4,219 |
| Total debt securities | $21,716,000 | 4,454 |
| 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 | $21,586,000 | 4,469 |
| U.S. Government securities | $21,236,000 | 3,548 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,236,000 | 3,412 |
| Securities issued by states & political subdivisions | $350,000 | 6,069 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $534,000 | 6,295 |
| Certificates of participation in pools of residential mortgages | $534,000 | 5,805 |
| Issued or guaranteed by U.S. | $534,000 | 5,786 |
| 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) | $2,101,000 | 2,845 |
| Available-for-sale securities (fair market value) | $19,485,000 | 4,146 |
| Total debt securities | $21,586,000 | 4,384 |
| 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 | $21,394,000 | 4,456 |
| U.S. Government securities | $21,044,000 | 3,565 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,044,000 | 3,415 |
| Securities issued by states & political subdivisions | $350,000 | 6,056 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $569,000 | 6,276 |
| Certificates of participation in pools of residential mortgages | $569,000 | 5,774 |
| Issued or guaranteed by U.S. | $569,000 | 5,758 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,134,000 | 3,413 |
| Available-for-sale securities (fair market value) | $20,260,000 | 4,006 |
| Total debt securities | $21,394,000 | 4,365 |
| 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 | $19,534,000 | 4,709 |
| U.S. Government securities | $19,184,000 | 3,810 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,184,000 | 3,647 |
| Securities issued by states & political subdivisions | $350,000 | 6,061 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $629,000 | 6,221 |
| Certificates of participation in pools of residential mortgages | $629,000 | 5,695 |
| Issued or guaranteed by U.S. | $629,000 | 5,678 |
| 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) | $983,000 | 3,609 |
| Available-for-sale securities (fair market value) | $18,551,000 | 4,195 |
| Total debt securities | $19,534,000 | 4,623 |
| 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 | $19,289,000 | 4,645 |
| U.S. Government securities | $18,704,000 | 3,711 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,704,000 | 3,528 |
| Securities issued by states & political subdivisions | $585,000 | 5,785 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $1,020,000 | 5,873 |
| Certificates of participation in pools of residential mortgages | $848,000 | 5,348 |
| Issued or guaranteed by U.S. | $848,000 | 5,327 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $172,000 | 4,153 |
| CMOs issued by government agencies or sponsored agencies | $172,000 | 3,967 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,899,000 | 2,830 |
| Available-for-sale securities (fair market value) | $16,390,000 | 4,375 |
| Total debt securities | $19,289,000 | 4,554 |
| 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 | $15,038,000 | 5,559 |
| U.S. Government securities | $14,278,000 | 4,698 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,278,000 | 4,379 |
| Securities issued by states & political subdivisions | $760,000 | 5,676 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| 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 | $1,391,000 | 5,202 |
| Certificates of participation in pools of residential mortgages | $1,178,000 | 4,611 |
| Issued or guaranteed by U.S. | $1,178,000 | 4,595 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $213,000 | 3,732 |
| CMOs issued by government agencies or sponsored agencies | $213,000 | 3,558 |
| 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) | $3,737,000 | 3,137 |
| Available-for-sale securities (fair market value) | $11,301,000 | 5,400 |
| Total debt securities | $15,038,000 | 5,427 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $13,308,000 | 6,202 |
| U.S. Government securities | $12,548,000 | 5,377 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,548,000 | 4,867 |
| Securities issued by states & political subdivisions | $760,000 | 5,974 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| 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 | $1,690,000 | 5,296 |
| Certificates of participation in pools of residential mortgages | $1,477,000 | 4,601 |
| Issued or guaranteed by U.S. | $1,477,000 | 4,588 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $213,000 | 3,966 |
| CMOs issued by government agencies or sponsored agencies | $213,000 | 3,790 |
| 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) | $3,909,000 | 3,424 |
| Available-for-sale securities (fair market value) | $9,399,000 | 6,032 |
| Total debt securities | $13,308,000 | 6,090 |
| 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 | $14,570,000 | 5,893 |
| U.S. Government securities | $13,890,000 | 5,039 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,890,000 | 4,326 |
| Securities issued by states & political subdivisions | $680,000 | 6,257 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,563,000 | 4,993 |
| Certificates of participation in pools of residential mortgages | $2,169,000 | 4,261 |
| Issued or guaranteed by U.S. | $2,169,000 | 4,242 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $394,000 | 3,952 |
| CMOs issued by government agencies or sponsored agencies | $394,000 | 3,795 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,839,000 | 3,463 |
| Available-for-sale securities (fair market value) | $9,731,000 | 5,847 |
| Total debt securities | $14,570,000 | 5,768 |
| 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 | $12,985,000 | 6,553 |
| U.S. Government securities | $12,305,000 | 5,732 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,305,000 | 4,590 |
| Securities issued by states & political subdivisions | $680,000 | 6,388 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,255,000 | 4,640 |
| Certificates of participation in pools of residential mortgages | $2,801,000 | 3,877 |
| Issued or guaranteed by U.S. | $2,801,000 | 3,863 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $454,000 | 4,107 |
| CMOs issued by government agencies or sponsored agencies | $454,000 | 3,970 |
| 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) | $7,750,000 | 3,298 |
| Available-for-sale securities (fair market value) | $5,235,000 | 7,372 |
| Total debt securities | $12,985,000 | 6,417 |
| 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 | $12,209,000 | 7,214 |
| U.S. Government securities | $11,572,000 | 6,458 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,572,000 | 5,034 |
| Securities issued by states & political subdivisions | $630,000 | 6,780 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-7,000 | 795 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,900,000 | 4,735 |
| Certificates of participation in pools of residential mortgages | $3,249,000 | 3,955 |
| Issued or guaranteed by U.S. | $3,249,000 | 3,931 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $651,000 | 4,229 |
| CMOs issued by government agencies or sponsored agencies | $651,000 | 4,076 |
| 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) | $8,459,000 | 3,535 |
| Available-for-sale securities (fair market value) | $3,750,000 | 8,293 |
| Total debt securities | $12,202,000 | 7,073 |
| 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 | $12,868,000 | 7,315 |
| U.S. Government securities | $11,893,000 | 6,626 |
| U.S. Treasury securities | $1,153,000 | 8,192 |
| U.S. Government agency obligations | $10,740,000 | 5,246 |
| Securities issued by states & political subdivisions | $967,000 | 6,402 |
| 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 | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-8,000 | 839 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,732,000 | 4,594 |
| Certificates of participation in pools of residential mortgages | $4,029,000 | 3,680 |
| Issued or guaranteed by U.S. | $4,029,000 | 3,649 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $703,000 | 4,609 |
| CMOs issued by government agencies or sponsored agencies | $703,000 | 4,440 |
| 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) | $10,345,000 | 3,322 |
| Available-for-sale securities (fair market value) | $2,523,000 | 9,164 |
| Total debt securities | $12,860,000 | 7,177 |
| 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 | $13,001,000 | 7,706 |
| U.S. Government securities | $11,710,000 | 7,076 |
| U.S. Treasury securities | $1,080,000 | 9,456 |
| U.S. Government agency obligations | $10,630,000 | 5,149 |
| Securities issued by states & political subdivisions | $1,284,000 | 6,173 |
| 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 | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-7,000 | 896 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,392,000 | 4,546 |
| Certificates of participation in pools of residential mortgages | $4,689,000 | 3,511 |
| Issued or guaranteed by U.S. | $4,689,000 | 3,487 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $703,000 | 4,942 |
| CMOs issued by government agencies or sponsored agencies | $703,000 | 4,745 |
| 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) | $12,249,000 | 4,969 |
| Available-for-sale securities (fair market value) | $752,000 | 9,892 |
| Total debt securities | $12,994,000 | 7,589 |
| 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 | $14,616,000 | 7,538 |
| U.S. Government securities | $13,094,000 | 6,816 |
| U.S. Treasury securities | $6,080,000 | 5,025 |
| U.S. Government agency obligations | $7,014,000 | 6,804 |
| Securities issued by states & political subdivisions | $1,559,000 | 5,904 |
| 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 | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $37,000 | 204 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,014,000 | 4,436 |
| Certificates of participation in pools of residential mortgages | $6,039,000 | 3,387 |
| Issued or guaranteed by U.S. | $6,039,000 | 3,351 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $975,000 | 5,071 |
| CMOs issued by government agencies or sponsored agencies | $975,000 | 4,852 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $14,653,000 | 7,368 |
| 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 | $15,714,000 | 7,155 |
| U.S. Government securities | $14,321,000 | 6,477 |
| U.S. Treasury securities | $4,452,000 | 6,219 |
| U.S. Government agency obligations | $9,869,000 | 5,583 |
| Securities issued by states & political subdivisions | $1,443,000 | 5,782 |
| 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 | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $50,000 | 289 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,869,000 | 3,782 |
| Certificates of participation in pools of residential mortgages | $7,934,000 | 2,977 |
| Issued or guaranteed by U.S. | $7,934,000 | 2,928 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,935,000 | 4,117 |
| CMOs issued by government agencies or sponsored agencies | $1,935,000 | 3,797 |
| 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 | $15,764,000 | 7,025 |
| 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 |