Home > Liberty FSB > Securities
Liberty FSB, Securities
| 2018-03-31 | Rank | |
| Total securities | $12,816,000 | 4,210 |
| U.S. Government securities | $12,579,000 | 3,400 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $12,579,000 | 3,258 |
| Securities issued by states & political subdivisions | $185,000 | 4,572 |
| Other domestic debt securities | $52,000 | 1,976 |
| Privately issued residential mortgage-backed securities | $52,000 | 494 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $750,000 | 4,509 |
| Mortgage-backed securities | $12,631,000 | 2,447 |
| Certificates of participation in pools of residential mortgages | $5,291,000 | 2,722 |
| Issued or guaranteed by U.S. | $5,291,000 | 2,720 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,908,000 | 1,576 |
| CMOs issued by government agencies or sponsored agencies | $4,856,000 | 1,524 |
| Privately issued | $52,000 | 458 |
| Commercial mortgage-backed securities | $2,432,000 | 967 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $2,432,000 | 629 |
| Held to maturity securities (book value) | $2,432,000 | 1,367 |
| Available-for-sale securities (fair market value) | $10,384,000 | 4,139 |
| Total debt securities | $12,816,000 | 4,188 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $13,395,000 | 4,224 |
| U.S. Government securities | $13,149,000 | 3,373 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $13,149,000 | 3,234 |
| Securities issued by states & political subdivisions | $192,000 | 4,634 |
| Other domestic debt securities | $54,000 | 1,979 |
| Privately issued residential mortgage-backed securities | $54,000 | 499 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $800,000 | 4,565 |
| Mortgage-backed securities | $13,203,000 | 2,420 |
| Certificates of participation in pools of residential mortgages | $5,547,000 | 2,711 |
| Issued or guaranteed by U.S. | $5,547,000 | 2,709 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $5,209,000 | 1,522 |
| CMOs issued by government agencies or sponsored agencies | $5,155,000 | 1,478 |
| Privately issued | $54,000 | 470 |
| Commercial mortgage-backed securities | $2,447,000 | 949 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $2,447,000 | 609 |
| Held to maturity securities (book value) | $2,447,000 | 1,395 |
| Available-for-sale securities (fair market value) | $10,948,000 | 4,143 |
| Total debt securities | $13,396,000 | 4,202 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $14,059,000 | 4,220 |
| U.S. Government securities | $13,809,000 | 3,347 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $13,809,000 | 3,219 |
| Securities issued by states & political subdivisions | $195,000 | 4,672 |
| Other domestic debt securities | $55,000 | 2,005 |
| Privately issued residential mortgage-backed securities | $55,000 | 509 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $852,000 | 4,615 |
| Mortgage-backed securities | $13,864,000 | 2,399 |
| Certificates of participation in pools of residential mortgages | $5,774,000 | 2,710 |
| Issued or guaranteed by U.S. | $5,774,000 | 2,708 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $5,530,000 | 1,486 |
| CMOs issued by government agencies or sponsored agencies | $5,475,000 | 1,441 |
| Privately issued | $55,000 | 477 |
| Commercial mortgage-backed securities | $2,560,000 | 937 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $2,560,000 | 577 |
| Held to maturity securities (book value) | $2,560,000 | 1,430 |
| Available-for-sale securities (fair market value) | $11,499,000 | 4,133 |
| Total debt securities | $14,059,000 | 4,195 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $15,083,000 | 4,176 |
| U.S. Government securities | $14,828,000 | 3,307 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $14,828,000 | 3,180 |
| Securities issued by states & political subdivisions | $197,000 | 4,720 |
| Other domestic debt securities | $58,000 | 2,041 |
| Privately issued residential mortgage-backed securities | $58,000 | 526 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $932,000 | 4,628 |
| Mortgage-backed securities | $14,886,000 | 2,333 |
| Certificates of participation in pools of residential mortgages | $6,360,000 | 2,656 |
| Issued or guaranteed by U.S. | $6,360,000 | 2,655 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,849,000 | 1,469 |
| CMOs issued by government agencies or sponsored agencies | $5,791,000 | 1,420 |
| Privately issued | $58,000 | 493 |
| Commercial mortgage-backed securities | $2,677,000 | 894 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $2,677,000 | 552 |
| Held to maturity securities (book value) | $2,677,000 | 1,442 |
| Available-for-sale securities (fair market value) | $12,406,000 | 4,097 |
| Total debt securities | $15,082,000 | 4,155 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $15,763,000 | 4,176 |
| U.S. Government securities | $15,515,000 | 3,286 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $15,515,000 | 3,160 |
| Securities issued by states & political subdivisions | $189,000 | 4,784 |
| Other domestic debt securities | $59,000 | 2,092 |
| Privately issued residential mortgage-backed securities | $59,000 | 555 |
| 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 | $1,003,000 | 4,627 |
| Mortgage-backed securities | $15,574,000 | 2,312 |
| Certificates of participation in pools of residential mortgages | $6,752,000 | 2,648 |
| Issued or guaranteed by U.S. | $6,752,000 | 2,648 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,082,000 | 1,453 |
| CMOs issued by government agencies or sponsored agencies | $6,023,000 | 1,404 |
| Privately issued | $59,000 | 523 |
| Commercial mortgage-backed securities | $2,740,000 | 855 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $2,740,000 | 530 |
| Held to maturity securities (book value) | $2,740,000 | 1,455 |
| Available-for-sale securities (fair market value) | $13,023,000 | 4,072 |
| Total debt securities | $15,762,000 | 4,152 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $16,143,000 | 4,145 |
| U.S. Government securities | $15,893,000 | 3,225 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $15,893,000 | 3,103 |
| Securities issued by states & political subdivisions | $189,000 | 4,837 |
| Other domestic debt securities | $61,000 | 2,108 |
| Privately issued residential mortgage-backed securities | $61,000 | 576 |
| 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 | $683,000 | 4,794 |
| Mortgage-backed securities | $15,954,000 | 2,272 |
| Certificates of participation in pools of residential mortgages | $6,758,000 | 2,661 |
| Issued or guaranteed by U.S. | $6,758,000 | 2,657 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $6,375,000 | 1,403 |
| CMOs issued by government agencies or sponsored agencies | $6,314,000 | 1,346 |
| Privately issued | $61,000 | 542 |
| Commercial mortgage-backed securities | $2,821,000 | 819 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $2,821,000 | 512 |
| Held to maturity securities (book value) | $2,852,000 | 1,456 |
| Available-for-sale securities (fair market value) | $13,291,000 | 4,059 |
| Total debt securities | $16,142,000 | 4,121 |
| Structured notes | ||
| Amortized cost | $159,000 | 1,083 |
| Fair value | $162,000 | 1,082 |
| 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 | $16,700,000 | 4,118 |
| U.S. Government securities | $16,433,000 | 3,171 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $16,433,000 | 3,064 |
| Securities issued by states & political subdivisions | $204,000 | 4,862 |
| Other domestic debt securities | $63,000 | 2,117 |
| Privately issued residential mortgage-backed securities | $63,000 | 577 |
| 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 | $733,000 | 4,856 |
| Mortgage-backed securities | $16,496,000 | 2,241 |
| Certificates of participation in pools of residential mortgages | $6,216,000 | 2,777 |
| Issued or guaranteed by U.S. | $6,216,000 | 2,773 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,938,000 | 1,368 |
| CMOs issued by government agencies or sponsored agencies | $6,875,000 | 1,314 |
| Privately issued | $63,000 | 546 |
| Commercial mortgage-backed securities | $3,342,000 | 724 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $3,342,000 | 462 |
| Held to maturity securities (book value) | $3,375,000 | 1,403 |
| Available-for-sale securities (fair market value) | $13,325,000 | 4,070 |
| Total debt securities | $16,701,000 | 4,093 |
| 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 | $17,660,000 | 4,102 |
| U.S. Government securities | $17,393,000 | 3,176 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $17,393,000 | 3,067 |
| Securities issued by states & political subdivisions | $203,000 | 4,906 |
| Other domestic debt securities | $64,000 | 2,155 |
| Privately issued residential mortgage-backed securities | $64,000 | 596 |
| 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 | $782,000 | 4,914 |
| Mortgage-backed securities | $17,457,000 | 2,212 |
| Certificates of participation in pools of residential mortgages | $6,648,000 | 2,767 |
| Issued or guaranteed by U.S. | $6,648,000 | 2,761 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $7,356,000 | 1,365 |
| CMOs issued by government agencies or sponsored agencies | $7,292,000 | 1,305 |
| Privately issued | $64,000 | 561 |
| Commercial mortgage-backed securities | $3,453,000 | 683 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $3,453,000 | 455 |
| Held to maturity securities (book value) | $3,489,000 | 1,431 |
| Available-for-sale securities (fair market value) | $14,171,000 | 4,064 |
| Total debt securities | $17,660,000 | 4,080 |
| 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 | $18,932,000 | 4,071 |
| U.S. Government securities | $17,516,000 | 3,244 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $17,516,000 | 3,133 |
| Securities issued by states & political subdivisions | $1,351,000 | 4,429 |
| Other domestic debt securities | $65,000 | 2,180 |
| Privately issued residential mortgage-backed securities | $65,000 | 608 |
| 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 | $827,000 | 4,952 |
| Mortgage-backed securities | $17,581,000 | 2,221 |
| Certificates of participation in pools of residential mortgages | $7,341,000 | 2,654 |
| Issued or guaranteed by U.S. | $7,341,000 | 2,651 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,762,000 | 1,432 |
| CMOs issued by government agencies or sponsored agencies | $6,697,000 | 1,379 |
| Privately issued | $65,000 | 576 |
| Commercial mortgage-backed securities | $3,478,000 | 669 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $3,478,000 | 437 |
| Held to maturity securities (book value) | $3,517,000 | 1,467 |
| Available-for-sale securities (fair market value) | $15,415,000 | 3,995 |
| Total debt securities | $18,932,000 | 4,049 |
| 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 | $18,181,000 | 4,170 |
| U.S. Government securities | $18,112,000 | 3,232 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $18,112,000 | 3,127 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $69,000 | 2,169 |
| Privately issued residential mortgage-backed securities | $69,000 | 608 |
| 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 | $857,000 | 4,996 |
| Mortgage-backed securities | $18,181,000 | 2,193 |
| Certificates of participation in pools of residential mortgages | $7,760,000 | 2,620 |
| Issued or guaranteed by U.S. | $7,760,000 | 2,616 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,923,000 | 1,431 |
| CMOs issued by government agencies or sponsored agencies | $6,854,000 | 1,375 |
| Privately issued | $69,000 | 579 |
| Commercial mortgage-backed securities | $3,498,000 | 623 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $3,498,000 | 400 |
| Held to maturity securities (book value) | $3,540,000 | 1,490 |
| Available-for-sale securities (fair market value) | $14,641,000 | 4,111 |
| Total debt securities | $18,182,000 | 4,144 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $15,994,000 | 4,425 |
| U.S. Government securities | $15,922,000 | 3,514 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $15,922,000 | 3,404 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $72,000 | 2,210 |
| Privately issued residential mortgage-backed securities | $72,000 | 624 |
| 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 | $908,000 | 5,056 |
| Mortgage-backed securities | $15,994,000 | 2,353 |
| Certificates of participation in pools of residential mortgages | $8,175,000 | 2,595 |
| Issued or guaranteed by U.S. | $8,175,000 | 2,592 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $4,296,000 | 1,768 |
| CMOs issued by government agencies or sponsored agencies | $4,224,000 | 1,716 |
| Privately issued | $72,000 | 593 |
| Commercial mortgage-backed securities | $3,523,000 | 595 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $3,523,000 | 379 |
| Held to maturity securities (book value) | $3,567,000 | 1,484 |
| Available-for-sale securities (fair market value) | $12,427,000 | 4,384 |
| Total debt securities | $15,995,000 | 4,402 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $17,131,000 | 4,405 |
| U.S. Government securities | $17,057,000 | 3,484 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $17,057,000 | 3,378 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $74,000 | 2,238 |
| Privately issued residential mortgage-backed securities | $74,000 | 650 |
| 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 | $478,000 | 5,254 |
| Mortgage-backed securities | $17,131,000 | 2,347 |
| Certificates of participation in pools of residential mortgages | $9,129,000 | 2,529 |
| Issued or guaranteed by U.S. | $9,129,000 | 2,525 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,461,000 | 1,800 |
| CMOs issued by government agencies or sponsored agencies | $4,387,000 | 1,747 |
| Privately issued | $74,000 | 618 |
| Commercial mortgage-backed securities | $3,541,000 | 571 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $3,541,000 | 371 |
| Held to maturity securities (book value) | $3,588,000 | 1,518 |
| Available-for-sale securities (fair market value) | $13,543,000 | 4,351 |
| Total debt securities | $17,131,000 | 4,380 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $18,270,000 | 4,370 |
| U.S. Government securities | $18,194,000 | 3,441 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $18,194,000 | 3,333 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $76,000 | 2,297 |
| Privately issued residential mortgage-backed securities | $76,000 | 694 |
| 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 | $509,000 | 5,278 |
| Mortgage-backed securities | $18,270,000 | 2,308 |
| Certificates of participation in pools of residential mortgages | $9,921,000 | 2,487 |
| Issued or guaranteed by U.S. | $9,921,000 | 2,485 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $4,685,000 | 1,813 |
| CMOs issued by government agencies or sponsored agencies | $4,609,000 | 1,756 |
| Privately issued | $76,000 | 658 |
| Commercial mortgage-backed securities | $3,664,000 | 553 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $3,664,000 | 355 |
| Held to maturity securities (book value) | $3,714,000 | 1,510 |
| Available-for-sale securities (fair market value) | $14,556,000 | 4,327 |
| Total debt securities | $18,270,000 | 4,349 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $15,801,000 | 4,638 |
| U.S. Government securities | $15,722,000 | 3,753 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $15,722,000 | 3,629 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $79,000 | 2,319 |
| Privately issued residential mortgage-backed securities | $79,000 | 691 |
| 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 | $553,000 | 5,348 |
| Mortgage-backed securities | $15,801,000 | 2,505 |
| Certificates of participation in pools of residential mortgages | $10,894,000 | 2,396 |
| Issued or guaranteed by U.S. | $10,894,000 | 2,393 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,154,000 | 2,699 |
| CMOs issued by government agencies or sponsored agencies | $1,075,000 | 2,635 |
| Privately issued | $79,000 | 655 |
| Commercial mortgage-backed securities | $3,753,000 | 532 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $3,753,000 | 328 |
| Held to maturity securities (book value) | $3,806,000 | 1,515 |
| Available-for-sale securities (fair market value) | $11,995,000 | 4,623 |
| Total debt securities | $15,802,000 | 4,616 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $16,839,000 | 4,642 |
| U.S. Government securities | $16,839,000 | 3,725 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $16,839,000 | 3,611 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $563,000 | 5,420 |
| Mortgage-backed securities | $16,839,000 | 2,506 |
| Certificates of participation in pools of residential mortgages | $12,020,000 | 2,354 |
| Issued or guaranteed by U.S. | $12,020,000 | 2,352 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $4,819,000 | 1,854 |
| CMOs issued by government agencies or sponsored agencies | $4,819,000 | 1,782 |
| 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) | $3,890,000 | 1,533 |
| Available-for-sale securities (fair market value) | $12,949,000 | 4,615 |
| Total debt securities | $16,838,000 | 4,623 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $16,569,000 | 4,734 |
| U.S. Government securities | $16,569,000 | 3,818 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $16,569,000 | 3,712 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $459,000 | 5,521 |
| Mortgage-backed securities | $16,569,000 | 2,547 |
| Certificates of participation in pools of residential mortgages | $12,717,000 | 2,324 |
| Issued or guaranteed by U.S. | $12,717,000 | 2,323 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,852,000 | 2,053 |
| CMOs issued by government agencies or sponsored agencies | $3,852,000 | 1,973 |
| 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) | $3,910,000 | 1,542 |
| Available-for-sale securities (fair market value) | $12,659,000 | 4,709 |
| Total debt securities | $16,569,000 | 4,719 |
| 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 | $17,711,000 | 4,676 |
| U.S. Government securities | $17,711,000 | 3,708 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $17,711,000 | 3,607 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $475,000 | 5,563 |
| Mortgage-backed securities | $17,711,000 | 2,487 |
| Certificates of participation in pools of residential mortgages | $13,842,000 | 2,253 |
| Issued or guaranteed by U.S. | $13,842,000 | 2,252 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $3,869,000 | 2,045 |
| CMOs issued by government agencies or sponsored agencies | $3,869,000 | 1,968 |
| 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) | $3,930,000 | 1,544 |
| Available-for-sale securities (fair market value) | $13,781,000 | 4,644 |
| Total debt securities | $17,711,000 | 4,654 |
| 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 | $14,681,000 | 4,975 |
| U.S. Government securities | $14,681,000 | 4,048 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $14,681,000 | 3,946 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $506,000 | 5,615 |
| Mortgage-backed securities | $14,681,000 | 2,724 |
| Certificates of participation in pools of residential mortgages | $14,681,000 | 2,174 |
| Issued or guaranteed by U.S. | $14,681,000 | 2,174 |
| 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) | $69,000 | 2,480 |
| Available-for-sale securities (fair market value) | $14,612,000 | 4,588 |
| Total debt securities | $14,681,000 | 4,949 |
| 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 | $15,872,000 | 4,910 |
| U.S. Government securities | $15,872,000 | 3,949 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $15,872,000 | 3,849 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $518,000 | 5,668 |
| Mortgage-backed securities | $15,872,000 | 2,648 |
| Certificates of participation in pools of residential mortgages | $15,872,000 | 2,087 |
| Issued or guaranteed by U.S. | $15,872,000 | 2,085 |
| 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) | $73,000 | 2,474 |
| Available-for-sale securities (fair market value) | $15,799,000 | 4,520 |
| Total debt securities | $15,872,000 | 4,875 |
| 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 | $17,619,000 | 4,727 |
| U.S. Government securities | $17,619,000 | 3,743 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $17,619,000 | 3,650 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $553,000 | 5,676 |
| Mortgage-backed securities | $17,619,000 | 2,528 |
| Certificates of participation in pools of residential mortgages | $17,619,000 | 1,955 |
| Issued or guaranteed by U.S. | $17,619,000 | 1,954 |
| 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) | $76,000 | 2,423 |
| Available-for-sale securities (fair market value) | $17,543,000 | 4,362 |
| Total debt securities | $17,619,000 | 4,692 |
| 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 | $19,160,000 | 4,592 |
| U.S. Government securities | $19,160,000 | 3,614 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $19,160,000 | 3,527 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $359,000 | 5,845 |
| Mortgage-backed securities | $19,160,000 | 2,454 |
| Certificates of participation in pools of residential mortgages | $19,160,000 | 1,865 |
| Issued or guaranteed by U.S. | $19,160,000 | 1,864 |
| 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) | $79,000 | 2,419 |
| Available-for-sale securities (fair market value) | $19,081,000 | 4,245 |
| Total debt securities | $19,160,000 | 4,559 |
| 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 | $20,081,000 | 4,470 |
| U.S. Government securities | $20,081,000 | 3,486 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $20,081,000 | 3,402 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $562,000 | 5,767 |
| Mortgage-backed securities | $20,081,000 | 2,396 |
| Certificates of participation in pools of residential mortgages | $20,081,000 | 1,775 |
| Issued or guaranteed by U.S. | $20,081,000 | 1,773 |
| 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) | $84,000 | 2,443 |
| Available-for-sale securities (fair market value) | $19,997,000 | 4,125 |
| Total debt securities | $20,083,000 | 4,443 |
| 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 | $11,079,000 | 5,514 |
| U.S. Government securities | $11,079,000 | 4,637 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $11,079,000 | 4,536 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $557,000 | 5,855 |
| Mortgage-backed securities | $11,079,000 | 3,319 |
| Certificates of participation in pools of residential mortgages | $11,079,000 | 2,653 |
| Issued or guaranteed by U.S. | $11,079,000 | 2,650 |
| 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) | $88,000 | 2,497 |
| Available-for-sale securities (fair market value) | $10,991,000 | 5,135 |
| Total debt securities | $11,079,000 | 5,484 |
| 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 | $11,532,000 | 5,502 |
| U.S. Government securities | $11,532,000 | 4,656 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $11,532,000 | 4,565 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $667,000 | 5,873 |
| Mortgage-backed securities | $11,532,000 | 3,291 |
| Certificates of participation in pools of residential mortgages | $11,532,000 | 2,643 |
| Issued or guaranteed by U.S. | $11,532,000 | 2,642 |
| 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) | $93,000 | 2,523 |
| Available-for-sale securities (fair market value) | $11,439,000 | 5,126 |
| Total debt securities | $11,532,000 | 5,474 |
| 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 | $11,566,000 | 5,538 |
| U.S. Government securities | $11,566,000 | 4,740 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $11,566,000 | 4,647 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $710,000 | 5,891 |
| Mortgage-backed securities | $11,566,000 | 3,313 |
| Certificates of participation in pools of residential mortgages | $11,566,000 | 2,640 |
| Issued or guaranteed by U.S. | $11,566,000 | 2,638 |
| 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) | $96,000 | 2,576 |
| Available-for-sale securities (fair market value) | $11,470,000 | 5,151 |
| Total debt securities | $11,566,000 | 5,510 |
| 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 | $9,958,000 | 5,741 |
| U.S. Government securities | $9,958,000 | 4,954 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,958,000 | 4,856 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,958,000 | 3,428 |
| Certificates of participation in pools of residential mortgages | $9,958,000 | 2,746 |
| Issued or guaranteed by U.S. | $9,958,000 | 2,746 |
| 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) | $95,000 | 2,683 |
| Available-for-sale securities (fair market value) | $9,863,000 | 5,334 |
| Total debt securities | $9,958,000 | 5,713 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $2,577,000 | 6,810 |
| U.S. Government securities | $2,577,000 | 6,409 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,577,000 | 6,304 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,577,000 | 4,725 |
| Certificates of participation in pools of residential mortgages | $2,577,000 | 4,209 |
| Issued or guaranteed by U.S. | $2,577,000 | 4,194 |
| 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) | $104,000 | 2,689 |
| Available-for-sale securities (fair market value) | $2,473,000 | 6,366 |
| Total debt securities | $2,577,000 | 6,775 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $2,664,000 | 6,881 |
| U.S. Government securities | $2,664,000 | 6,507 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,664,000 | 6,398 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,664,000 | 4,687 |
| Certificates of participation in pools of residential mortgages | $2,664,000 | 4,152 |
| Issued or guaranteed by U.S. | $2,664,000 | 4,139 |
| 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) | $108,000 | 2,729 |
| Available-for-sale securities (fair market value) | $2,556,000 | 6,423 |
| Total debt securities | $2,664,000 | 6,848 |
| 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 | $1,697,000 | 7,068 |
| U.S. Government securities | $1,697,000 | 6,753 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,697,000 | 6,658 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,697,000 | 4,931 |
| Certificates of participation in pools of residential mortgages | $1,697,000 | 4,466 |
| Issued or guaranteed by U.S. | $1,697,000 | 4,457 |
| 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) | $113,000 | 2,735 |
| Available-for-sale securities (fair market value) | $1,584,000 | 6,619 |
| Total debt securities | $1,697,000 | 7,032 |
| 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 | $1,750,000 | 7,114 |
| U.S. Government securities | $1,750,000 | 6,737 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,750,000 | 6,629 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,750,000 | 4,868 |
| Certificates of participation in pools of residential mortgages | $1,750,000 | 4,348 |
| Issued or guaranteed by U.S. | $1,750,000 | 4,343 |
| 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) | $102,000 | 2,786 |
| Available-for-sale securities (fair market value) | $1,648,000 | 6,628 |
| Total debt securities | $1,750,000 | 7,083 |
| 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 | $1,809,000 | 7,160 |
| U.S. Government securities | $1,809,000 | 6,782 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,809,000 | 6,662 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,809,000 | 4,860 |
| Certificates of participation in pools of residential mortgages | $1,809,000 | 4,306 |
| Issued or guaranteed by U.S. | $1,809,000 | 4,299 |
| 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) | $123,000 | 2,821 |
| Available-for-sale securities (fair market value) | $1,686,000 | 6,666 |
| Total debt securities | $1,809,000 | 7,129 |
| 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 | $1,870,000 | 7,226 |
| U.S. Government securities | $1,870,000 | 6,882 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,870,000 | 6,770 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,870,000 | 4,858 |
| Certificates of participation in pools of residential mortgages | $1,870,000 | 4,337 |
| Issued or guaranteed by U.S. | $1,870,000 | 4,329 |
| 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) | $131,000 | 2,875 |
| Available-for-sale securities (fair market value) | $1,739,000 | 6,726 |
| Total debt securities | $1,870,000 | 7,191 |
| 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 | $1,922,000 | 7,300 |
| U.S. Government securities | $1,922,000 | 6,972 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,922,000 | 6,863 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,922,000 | 4,938 |
| Certificates of participation in pools of residential mortgages | $1,922,000 | 4,444 |
| Issued or guaranteed by U.S. | $1,922,000 | 4,436 |
| 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) | $138,000 | 2,927 |
| Available-for-sale securities (fair market value) | $1,784,000 | 6,791 |
| Total debt securities | $1,922,000 | 7,267 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $2,041,000 | 7,305 |
| U.S. Government securities | $2,041,000 | 6,954 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,041,000 | 6,854 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,041,000 | 4,978 |
| Certificates of participation in pools of residential mortgages | $2,041,000 | 4,479 |
| Issued or guaranteed by U.S. | $2,041,000 | 4,473 |
| 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) | $190,000 | 2,921 |
| Available-for-sale securities (fair market value) | $1,851,000 | 6,826 |
| Total debt securities | $2,041,000 | 7,269 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $2,139,000 | 7,355 |
| U.S. Government securities | $2,139,000 | 6,977 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,139,000 | 6,876 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,139,000 | 5,032 |
| Certificates of participation in pools of residential mortgages | $2,139,000 | 4,539 |
| Issued or guaranteed by U.S. | $2,139,000 | 4,532 |
| 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) | $185,000 | 3,006 |
| Available-for-sale securities (fair market value) | $1,954,000 | 6,863 |
| Total debt securities | $2,139,000 | 7,314 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $2,206,000 | 7,383 |
| U.S. Government securities | $2,206,000 | 6,993 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,206,000 | 6,899 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,206,000 | 5,060 |
| Certificates of participation in pools of residential mortgages | $2,206,000 | 4,568 |
| Issued or guaranteed by U.S. | $2,206,000 | 4,556 |
| 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) | $185,000 | 3,055 |
| Available-for-sale securities (fair market value) | $2,021,000 | 6,880 |
| Total debt securities | $2,206,000 | 7,342 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $2,324,000 | 7,433 |
| U.S. Government securities | $2,324,000 | 7,054 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,324,000 | 6,965 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,324,000 | 5,098 |
| Certificates of participation in pools of residential mortgages | $2,324,000 | 4,620 |
| Issued or guaranteed by U.S. | $2,324,000 | 4,609 |
| 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) | $187,000 | 3,091 |
| Available-for-sale securities (fair market value) | $2,137,000 | 6,900 |
| Total debt securities | $2,324,000 | 7,396 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $2,335,000 | 7,498 |
| U.S. Government securities | $2,335,000 | 7,168 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,335,000 | 7,086 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,335,000 | 5,084 |
| Certificates of participation in pools of residential mortgages | $2,335,000 | 4,601 |
| Issued or guaranteed by U.S. | $2,335,000 | 4,588 |
| 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) | $160,000 | 3,149 |
| Available-for-sale securities (fair market value) | $2,175,000 | 6,950 |
| Total debt securities | $2,335,000 | 7,456 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $2,552,000 | 7,490 |
| U.S. Government securities | $2,552,000 | 7,137 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,552,000 | 7,033 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,552,000 | 4,957 |
| Certificates of participation in pools of residential mortgages | $2,552,000 | 4,458 |
| Issued or guaranteed by U.S. | $2,552,000 | 4,445 |
| 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) | $202,000 | 3,103 |
| Available-for-sale securities (fair market value) | $2,350,000 | 6,924 |
| Total debt securities | $2,552,000 | 7,451 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $2,767,000 | 7,515 |
| U.S. Government securities | $2,767,000 | 7,137 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,767,000 | 7,041 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,767,000 | 4,881 |
| Certificates of participation in pools of residential mortgages | $2,767,000 | 4,376 |
| Issued or guaranteed by U.S. | $2,767,000 | 4,360 |
| 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) | $163,000 | 3,189 |
| Available-for-sale securities (fair market value) | $2,604,000 | 6,933 |
| Total debt securities | $2,767,000 | 7,462 |
| 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 | $3,112,000 | 7,453 |
| U.S. Government securities | $3,112,000 | 7,032 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,112,000 | 6,928 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,112,000 | 4,661 |
| Certificates of participation in pools of residential mortgages | $3,112,000 | 4,138 |
| Issued or guaranteed by U.S. | $3,112,000 | 4,123 |
| 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) | $196,000 | 3,189 |
| Available-for-sale securities (fair market value) | $2,916,000 | 6,888 |
| Total debt securities | $3,112,000 | 7,397 |
| 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 | $3,881,000 | 7,376 |
| U.S. Government securities | $3,881,000 | 6,943 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,881,000 | 6,829 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,881,000 | 4,180 |
| Certificates of participation in pools of residential mortgages | $3,881,000 | 3,579 |
| Issued or guaranteed by U.S. | $3,881,000 | 3,564 |
| 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) | $182,000 | 3,260 |
| Available-for-sale securities (fair market value) | $3,699,000 | 6,753 |
| Total debt securities | $3,881,000 | 7,329 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $4,368,000 | 7,277 |
| U.S. Government securities | $4,368,000 | 6,858 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,368,000 | 6,751 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,368,000 | 3,871 |
| Certificates of participation in pools of residential mortgages | $4,368,000 | 3,244 |
| Issued or guaranteed by U.S. | $4,368,000 | 3,230 |
| 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) | $264,000 | 3,216 |
| Available-for-sale securities (fair market value) | $4,104,000 | 6,679 |
| Total debt securities | $4,368,000 | 7,235 |
| 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 | $4,870,000 | 7,210 |
| U.S. Government securities | $4,870,000 | 6,769 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,870,000 | 6,645 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,870,000 | 3,673 |
| Certificates of participation in pools of residential mortgages | $4,870,000 | 3,035 |
| Issued or guaranteed by U.S. | $4,870,000 | 3,020 |
| 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) | $263,000 | 3,246 |
| Available-for-sale securities (fair market value) | $4,607,000 | 6,600 |
| Total debt securities | $4,870,000 | 7,164 |
| 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 | $5,324,000 | 7,149 |
| U.S. Government securities | $5,324,000 | 6,675 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,324,000 | 6,546 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,324,000 | 3,546 |
| Certificates of participation in pools of residential mortgages | $5,324,000 | 2,918 |
| Issued or guaranteed by U.S. | $5,324,000 | 2,903 |
| 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) | $295,000 | 3,283 |
| Available-for-sale securities (fair market value) | $5,029,000 | 6,540 |
| Total debt securities | $5,324,000 | 7,104 |
| 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 | $5,631,000 | 7,122 |
| U.S. Government securities | $5,630,000 | 6,625 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,630,000 | 6,495 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 1,932 |
| 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 | $5,630,000 | 3,457 |
| Certificates of participation in pools of residential mortgages | $5,630,000 | 2,858 |
| Issued or guaranteed by U.S. | $5,630,000 | 2,845 |
| 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) | $292,000 | 3,363 |
| Available-for-sale securities (fair market value) | $5,339,000 | 6,486 |
| Total debt securities | $5,630,000 | 7,072 |
| 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 | $6,108,000 | 7,080 |
| U.S. Government securities | $6,107,000 | 6,539 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,107,000 | 6,409 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 1,968 |
| 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 | $6,107,000 | 3,316 |
| Certificates of participation in pools of residential mortgages | $6,107,000 | 2,738 |
| Issued or guaranteed by U.S. | $6,107,000 | 2,725 |
| 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) | $283,000 | 3,459 |
| Available-for-sale securities (fair market value) | $5,825,000 | 6,421 |
| Total debt securities | $6,107,000 | 7,025 |
| 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 | $6,656,000 | 6,985 |
| U.S. Government securities | $6,652,000 | 6,381 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,652,000 | 6,245 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $6,652,000 | 3,209 |
| Certificates of participation in pools of residential mortgages | $6,652,000 | 2,657 |
| Issued or guaranteed by U.S. | $6,652,000 | 2,644 |
| 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) | $251,000 | 3,542 |
| Available-for-sale securities (fair market value) | $6,405,000 | 6,305 |
| Total debt securities | $6,652,000 | 6,931 |
| 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 | $7,377,000 | 6,885 |
| U.S. Government securities | $7,347,000 | 6,248 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,347,000 | 6,105 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $30,000 | 1,887 |
| 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 | $7,347,000 | 3,095 |
| Certificates of participation in pools of residential mortgages | $7,347,000 | 2,558 |
| Issued or guaranteed by U.S. | $7,347,000 | 2,545 |
| 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) | $322,000 | 3,510 |
| Available-for-sale securities (fair market value) | $7,055,000 | 6,206 |
| Total debt securities | $7,347,000 | 6,839 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $8,280,000 | 6,703 |
| U.S. Government securities | $7,892,000 | 6,093 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,892,000 | 5,956 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $388,000 | 1,455 |
| 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 | $7,892,000 | 3,028 |
| Certificates of participation in pools of residential mortgages | $7,892,000 | 2,469 |
| Issued or guaranteed by U.S. | $7,892,000 | 2,460 |
| 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) | $721,000 | 3,257 |
| Available-for-sale securities (fair market value) | $7,559,000 | 6,130 |
| Total debt securities | $7,892,000 | 6,728 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $8,863,000 | 6,580 |
| U.S. Government securities | $8,862,000 | 5,849 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,862,000 | 5,704 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 2,083 |
| 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 | $8,862,000 | 2,904 |
| Certificates of participation in pools of residential mortgages | $8,862,000 | 2,363 |
| Issued or guaranteed by U.S. | $8,862,000 | 2,353 |
| 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) | $399,000 | 3,560 |
| Available-for-sale securities (fair market value) | $8,464,000 | 5,935 |
| Total debt securities | $8,862,000 | 6,528 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $9,815,000 | 6,407 |
| U.S. Government securities | $9,810,000 | 5,656 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,810,000 | 5,515 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 2,044 |
| 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 | $9,810,000 | 2,844 |
| Certificates of participation in pools of residential mortgages | $9,810,000 | 2,297 |
| Issued or guaranteed by U.S. | $9,810,000 | 2,286 |
| 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) | $471,000 | 3,563 |
| Available-for-sale securities (fair market value) | $9,344,000 | 5,763 |
| Total debt securities | $9,810,000 | 6,346 |
| 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 | $10,951,000 | 6,259 |
| U.S. Government securities | $10,942,000 | 5,460 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,942,000 | 5,316 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,000 | 2,059 |
| 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 | $10,942,000 | 2,766 |
| Certificates of participation in pools of residential mortgages | $10,942,000 | 2,206 |
| Issued or guaranteed by U.S. | $10,942,000 | 2,196 |
| 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) | $515,000 | 3,533 |
| Available-for-sale securities (fair market value) | $10,436,000 | 5,621 |
| Total debt securities | $10,942,000 | 6,194 |
| 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 | $11,864,000 | 6,107 |
| U.S. Government securities | $11,855,000 | 5,274 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,855,000 | 5,114 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,000 | 2,095 |
| 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 | $11,855,000 | 2,693 |
| Certificates of participation in pools of residential mortgages | $11,855,000 | 2,135 |
| Issued or guaranteed by U.S. | $11,855,000 | 2,126 |
| 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) | $602,000 | 3,510 |
| Available-for-sale securities (fair market value) | $11,262,000 | 5,474 |
| Total debt securities | $11,855,000 | 6,035 |
| 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 | $14,099,000 | 5,689 |
| U.S. Government securities | $13,641,000 | 4,896 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,641,000 | 4,749 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $458,000 | 1,529 |
| 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 | $13,641,000 | 2,471 |
| Certificates of participation in pools of residential mortgages | $13,641,000 | 1,957 |
| Issued or guaranteed by U.S. | $13,641,000 | 1,950 |
| 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) | $1,157,000 | 3,190 |
| Available-for-sale securities (fair market value) | $12,942,000 | 5,162 |
| Total debt securities | $13,641,000 | 5,701 |
| 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 | $18,155,000 | 5,070 |
| U.S. Government securities | $17,221,000 | 4,291 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,221,000 | 4,149 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $934,000 | 1,305 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $17,221,000 | 2,170 |
| Certificates of participation in pools of residential mortgages | $17,221,000 | 1,689 |
| Issued or guaranteed by U.S. | $17,221,000 | 1,680 |
| 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) | $1,485,000 | 3,047 |
| Available-for-sale securities (fair market value) | $16,670,000 | 4,642 |
| Total debt securities | $17,221,000 | 5,144 |
| 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 | $19,988,000 | 4,772 |
| U.S. Government securities | $19,985,000 | 3,851 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,985,000 | 3,721 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,000 | 2,238 |
| 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 | $19,985,000 | 2,018 |
| Certificates of participation in pools of residential mortgages | $19,985,000 | 1,537 |
| Issued or guaranteed by U.S. | $19,985,000 | 1,526 |
| 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) | $970,000 | 3,367 |
| Available-for-sale securities (fair market value) | $19,018,000 | 4,297 |
| Total debt securities | $19,985,000 | 4,699 |
| 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 | $22,166,000 | 4,540 |
| U.S. Government securities | $21,824,000 | 3,679 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,824,000 | 3,551 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $342,000 | 1,697 |
| 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 | $21,824,000 | 1,901 |
| Certificates of participation in pools of residential mortgages | $21,824,000 | 1,444 |
| Issued or guaranteed by U.S. | $21,824,000 | 1,433 |
| 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) | $1,367,000 | 3,156 |
| Available-for-sale securities (fair market value) | $20,799,000 | 4,097 |
| Total debt securities | $21,824,000 | 4,507 |
| 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 | $25,480,000 | 4,094 |
| U.S. Government securities | $25,426,000 | 3,202 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $25,426,000 | 3,086 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $54,000 | 2,151 |
| 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 | $24,413,000 | 1,756 |
| Certificates of participation in pools of residential mortgages | $24,413,000 | 1,328 |
| Issued or guaranteed by U.S. | $24,413,000 | 1,324 |
| 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) | $1,214,000 | 3,289 |
| Available-for-sale securities (fair market value) | $24,266,000 | 3,639 |
| Total debt securities | $25,426,000 | 4,010 |
| 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 | $30,303,000 | 3,524 |
| U.S. Government securities | $30,284,000 | 2,714 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $30,284,000 | 2,614 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $19,000 | 2,255 |
| 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 | $29,255,000 | 1,566 |
| Certificates of participation in pools of residential mortgages | $29,234,000 | 1,146 |
| Issued or guaranteed by U.S. | $29,234,000 | 1,142 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $21,000 | 4,187 |
| CMOs issued by government agencies or sponsored agencies | $21,000 | 3,983 |
| 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) | $1,731,000 | 3,032 |
| Available-for-sale securities (fair market value) | $28,572,000 | 3,172 |
| Total debt securities | $30,284,000 | 3,453 |
| 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 | $31,986,000 | 3,354 |
| U.S. Government securities | $31,182,000 | 2,625 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $31,182,000 | 2,523 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $804,000 | 1,492 |
| 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 | $30,175,000 | 1,519 |
| Certificates of participation in pools of residential mortgages | $29,398,000 | 1,129 |
| Issued or guaranteed by U.S. | $29,398,000 | 1,124 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $777,000 | 3,300 |
| CMOs issued by government agencies or sponsored agencies | $777,000 | 3,145 |
| 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) | $2,047,000 | 2,933 |
| Available-for-sale securities (fair market value) | $29,939,000 | 3,041 |
| Total debt securities | $31,182,000 | 3,351 |
| 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 | $31,693,000 | 3,382 |
| U.S. Government securities | $27,350,000 | 2,903 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $27,350,000 | 2,774 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,343,000 | 745 |
| 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 | $26,373,000 | 1,652 |
| Certificates of participation in pools of residential mortgages | $22,217,000 | 1,353 |
| Issued or guaranteed by U.S. | $22,217,000 | 1,349 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $4,156,000 | 1,974 |
| CMOs issued by government agencies or sponsored agencies | $4,156,000 | 1,875 |
| 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) | $4,258,000 | 2,316 |
| Available-for-sale securities (fair market value) | $27,435,000 | 3,209 |
| Total debt securities | $27,350,000 | 3,669 |
| 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 | $40,362,000 | 2,628 |
| U.S. Government securities | $23,623,000 | 3,090 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $23,623,000 | 2,930 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $16,739,000 | 258 |
| 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 | $20,814,000 | 1,790 |
| Certificates of participation in pools of residential mortgages | $13,381,000 | 1,748 |
| Issued or guaranteed by U.S. | $13,381,000 | 1,737 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $7,433,000 | 1,513 |
| CMOs issued by government agencies or sponsored agencies | $7,433,000 | 1,415 |
| 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) | $18,540,000 | 972 |
| Available-for-sale securities (fair market value) | $21,822,000 | 3,607 |
| Total debt securities | $23,623,000 | 3,952 |
| 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 | $50,977,000 | 2,137 |
| U.S. Government securities | $40,919,000 | 1,951 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $40,919,000 | 1,816 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,058,000 | 503 |
| 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 | $25,432,000 | 1,255 |
| Certificates of participation in pools of residential mortgages | $9,728,000 | 1,774 |
| Issued or guaranteed by U.S. | $9,728,000 | 1,763 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $15,704,000 | 782 |
| CMOs issued by government agencies or sponsored agencies | $15,704,000 | 696 |
| 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) | $12,078,000 | 1,686 |
| Available-for-sale securities (fair market value) | $38,899,000 | 2,188 |
| Total debt securities | $40,919,000 | 2,527 |
| 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 | $46,818,000 | 2,420 |
| U.S. Government securities | $36,910,000 | 2,277 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $36,910,000 | 2,033 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,908,000 | 506 |
| 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 | $22,304,000 | 1,505 |
| Certificates of participation in pools of residential mortgages | $11,738,000 | 1,680 |
| Issued or guaranteed by U.S. | $11,738,000 | 1,669 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $10,566,000 | 1,061 |
| CMOs issued by government agencies or sponsored agencies | $10,566,000 | 942 |
| 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) | $11,608,000 | 1,950 |
| Available-for-sale securities (fair market value) | $35,210,000 | 2,441 |
| Total debt securities | $36,910,000 | 2,923 |
| 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 | $29,986,000 | 3,637 |
| U.S. Government securities | $19,921,000 | 3,926 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,921,000 | 3,350 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,065,000 | 493 |
| 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 | $10,880,000 | 2,567 |
| Certificates of participation in pools of residential mortgages | $10,279,000 | 1,944 |
| Issued or guaranteed by U.S. | $10,279,000 | 1,930 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $601,000 | 3,652 |
| CMOs issued by government agencies or sponsored agencies | $601,000 | 3,501 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,258,000 | 1,809 |
| Available-for-sale securities (fair market value) | $15,728,000 | 4,516 |
| Total debt securities | $19,921,000 | 4,742 |
| 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 | $38,000,000 | 2,967 |
| U.S. Government securities | $38,000,000 | 2,357 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $38,000,000 | 1,837 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,353,000 | 3,157 |
| Certificates of participation in pools of residential mortgages | $6,752,000 | 2,481 |
| Issued or guaranteed by U.S. | $6,752,000 | 2,467 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $601,000 | 3,845 |
| CMOs issued by government agencies or sponsored agencies | $601,000 | 3,705 |
| 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) | $31,650,000 | 1,098 |
| Available-for-sale securities (fair market value) | $6,350,000 | 6,940 |
| Total debt securities | $38,000,000 | 2,873 |
| 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 | $31,884,000 | 3,734 |
| U.S. Government securities | $31,852,000 | 3,029 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $31,852,000 | 2,260 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-32,000 | 895 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,535,000 | 2,826 |
| Certificates of participation in pools of residential mortgages | $9,934,000 | 2,173 |
| Issued or guaranteed by U.S. | $9,934,000 | 2,152 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $601,000 | 4,289 |
| CMOs issued by government agencies or sponsored agencies | $601,000 | 4,138 |
| 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) | $23,407,000 | 1,676 |
| Available-for-sale securities (fair market value) | $8,477,000 | 6,470 |
| Total debt securities | $31,852,000 | 3,646 |
| 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 | $35,832,000 | 3,535 |
| U.S. Government securities | $35,812,000 | 2,813 |
| U.S. Treasury securities | $498,000 | 9,516 |
| U.S. Government agency obligations | $35,314,000 | 1,983 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-20,000 | 904 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $21,063,000 | 1,882 |
| Certificates of participation in pools of residential mortgages | $16,090,000 | 1,551 |
| Issued or guaranteed by U.S. | $16,090,000 | 1,536 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $4,973,000 | 2,197 |
| CMOs issued by government agencies or sponsored agencies | $4,973,000 | 2,070 |
| 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) | $15,602,000 | 2,450 |
| Available-for-sale securities (fair market value) | $20,230,000 | 3,925 |
| Total debt securities | $35,812,000 | 3,441 |
| 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 | $37,270,000 | 3,534 |
| U.S. Government securities | $36,933,000 | 2,817 |
| U.S. Treasury securities | $498,000 | 10,469 |
| U.S. Government agency obligations | $36,435,000 | 1,864 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $323,000 | 3,905 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-14,000 | 937 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $24,149,000 | 1,767 |
| Certificates of participation in pools of residential mortgages | $18,252,000 | 1,471 |
| Issued or guaranteed by U.S. | $18,252,000 | 1,453 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $5,897,000 | 2,085 |
| CMOs issued by government agencies or sponsored agencies | $5,897,000 | 1,977 |
| 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) | $37,270,000 | 1,986 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $36,933,000 | 3,478 |
| 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 | $42,906,000 | 3,250 |
| U.S. Government securities | $32,920,000 | 3,300 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $32,920,000 | 2,113 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,995,000 | 398 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $9,000 | 308 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $22,139,000 | 2,117 |
| Certificates of participation in pools of residential mortgages | $15,542,000 | 1,819 |
| Issued or guaranteed by U.S. | $15,542,000 | 1,789 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $6,597,000 | 2,215 |
| CMOs issued by government agencies or sponsored agencies | $6,597,000 | 2,079 |
| 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 | $32,920,000 | 4,048 |
| 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 | $32,226,000 | 4,184 |
| U.S. Government securities | $22,783,000 | 4,558 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $22,783,000 | 2,903 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,528,000 | 355 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $85,000 | 230 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $21,783,000 | 2,147 |
| Certificates of participation in pools of residential mortgages | $19,307,000 | 1,568 |
| Issued or guaranteed by U.S. | $19,307,000 | 1,530 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $2,476,000 | 3,759 |
| CMOs issued by government agencies or sponsored agencies | $2,476,000 | 3,436 |
| 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 | $22,783,000 | 5,451 |
| 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 |