Home > Dearborn Savings Bank > Securities
Dearborn Savings Bank, Securities
| 2020-03-31 | Rank | |
| Total securities | $2,581,000 | 4,652 |
| U.S. Government securities | $120,000 | 4,724 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $120,000 | 4,621 |
| Securities issued by states & political subdivisions | $542,000 | 4,007 |
| Other domestic debt securities | $1,919,000 | 1,329 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $168,000 | 429 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $1,751,000 | 989 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,281 |
| Mortgage-backed securities | $2,000 | 4,210 |
| Certificates of participation in pools of residential mortgages | $0 | 4,107 |
| Issued or guaranteed by U.S. | $0 | 4,042 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $2,000 | 2,875 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 2,815 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $2,581,000 | 4,407 |
| Total debt securities | $2,581,000 | 4,627 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $2,727,000 | 4,701 |
| U.S. Government securities | $234,000 | 4,785 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $234,000 | 4,666 |
| Securities issued by states & political subdivisions | $544,000 | 4,028 |
| Other domestic debt securities | $1,949,000 | 1,291 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $179,000 | 408 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $1,770,000 | 961 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,345 |
| Mortgage-backed securities | $2,000 | 4,246 |
| Certificates of participation in pools of residential mortgages | $0 | 4,141 |
| Issued or guaranteed by U.S. | $0 | 4,080 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $2,000 | 2,897 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 2,835 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $2,727,000 | 4,460 |
| Total debt securities | $2,727,000 | 4,679 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $2,762,000 | 4,783 |
| U.S. Government securities | $256,000 | 4,855 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $256,000 | 4,731 |
| Securities issued by states & political subdivisions | $546,000 | 4,081 |
| Other domestic debt securities | $1,960,000 | 1,298 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $188,000 | 401 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,772,000 | 952 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,426 |
| Mortgage-backed securities | $2,000 | 4,296 |
| Certificates of participation in pools of residential mortgages | $0 | 4,185 |
| Issued or guaranteed by U.S. | $0 | 4,115 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $2,000 | 2,917 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 2,854 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $2,762,000 | 4,537 |
| Total debt securities | $2,762,000 | 4,760 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $3,006,000 | 4,815 |
| U.S. Government securities | $355,000 | 4,896 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $355,000 | 4,772 |
| Securities issued by states & political subdivisions | $686,000 | 4,085 |
| Other domestic debt securities | $1,965,000 | 1,285 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $199,000 | 384 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $1,766,000 | 970 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,470 |
| Mortgage-backed securities | $2,000 | 4,326 |
| Certificates of participation in pools of residential mortgages | $0 | 4,219 |
| Issued or guaranteed by U.S. | $0 | 4,153 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $2,000 | 2,926 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 2,861 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $3,006,000 | 4,551 |
| Total debt securities | $3,006,000 | 4,793 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $3,041,000 | 4,874 |
| U.S. Government securities | $360,000 | 4,944 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $360,000 | 4,823 |
| Securities issued by states & political subdivisions | $719,000 | 4,127 |
| Other domestic debt securities | $1,962,000 | 1,286 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $211,000 | 371 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,751,000 | 973 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,517 |
| Mortgage-backed securities | $3,000 | 4,363 |
| Certificates of participation in pools of residential mortgages | $0 | 4,262 |
| Issued or guaranteed by U.S. | $0 | 4,196 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $3,000 | 2,944 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 2,874 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $3,041,000 | 4,602 |
| Total debt securities | $3,040,000 | 4,855 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $3,168,000 | 4,903 |
| U.S. Government securities | $364,000 | 4,986 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $364,000 | 4,861 |
| Securities issued by states & political subdivisions | $715,000 | 4,179 |
| Other domestic debt securities | $2,089,000 | 1,222 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $364,000 | 360 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,725,000 | 984 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,567 |
| Mortgage-backed securities | $3,000 | 4,403 |
| Certificates of participation in pools of residential mortgages | $0 | 4,303 |
| Issued or guaranteed by U.S. | $0 | 4,252 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $3,000 | 2,961 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 2,893 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $3,168,000 | 4,635 |
| Total debt securities | $3,168,000 | 4,884 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $3,322,000 | 4,955 |
| U.S. Government securities | $376,000 | 5,057 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $376,000 | 4,931 |
| Securities issued by states & political subdivisions | $829,000 | 4,185 |
| Other domestic debt securities | $2,117,000 | 1,170 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $384,000 | 351 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $1,733,000 | 980 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,627 |
| Mortgage-backed securities | $3,000 | 4,463 |
| Certificates of participation in pools of residential mortgages | $0 | 4,362 |
| Issued or guaranteed by U.S. | $0 | 4,341 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $3,000 | 2,977 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 2,904 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $3,322,000 | 4,688 |
| Total debt securities | $3,332,000 | 4,933 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $3,760,000 | 4,975 |
| U.S. Government securities | $492,000 | 5,085 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $492,000 | 4,960 |
| Securities issued by states & political subdivisions | $1,144,000 | 4,125 |
| Other domestic debt securities | $2,124,000 | 1,313 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $401,000 | 341 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $1,723,000 | 990 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,680 |
| Mortgage-backed securities | $4,000 | 4,506 |
| Certificates of participation in pools of residential mortgages | $0 | 4,414 |
| Issued or guaranteed by U.S. | $0 | 4,304 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $4,000 | 3,004 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 2,925 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $3,760,000 | 4,699 |
| Total debt securities | $3,760,000 | 4,953 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $4,339,000 | 4,972 |
| U.S. Government securities | $538,000 | 5,136 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $538,000 | 5,021 |
| Securities issued by states & political subdivisions | $1,149,000 | 4,170 |
| Other domestic debt securities | $2,652,000 | 1,088 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $417,000 | 334 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $2,235,000 | 896 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,746 |
| Mortgage-backed securities | $4,000 | 4,553 |
| Certificates of participation in pools of residential mortgages | $0 | 4,464 |
| Issued or guaranteed by U.S. | $0 | 4,457 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,000 | 3,008 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 2,927 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $4,339,000 | 4,691 |
| Total debt securities | $4,339,000 | 4,952 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $4,432,000 | 5,023 |
| U.S. Government securities | $561,000 | 5,181 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $561,000 | 5,077 |
| Securities issued by states & political subdivisions | $1,175,000 | 4,234 |
| Other domestic debt securities | $2,696,000 | 1,067 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $434,000 | 304 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $2,262,000 | 899 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,818 |
| Mortgage-backed securities | $5,000 | 4,596 |
| Certificates of participation in pools of residential mortgages | $0 | 4,517 |
| Issued or guaranteed by U.S. | $0 | 4,511 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $5,000 | 3,025 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 2,937 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $4,432,000 | 4,745 |
| Total debt securities | $4,432,000 | 5,000 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $4,565,000 | 5,073 |
| U.S. Government securities | $607,000 | 5,225 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $607,000 | 5,114 |
| Securities issued by states & political subdivisions | $1,237,000 | 4,265 |
| Other domestic debt securities | $2,721,000 | 1,088 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $452,000 | 292 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $2,269,000 | 928 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,886 |
| Mortgage-backed securities | $5,000 | 4,656 |
| Certificates of participation in pools of residential mortgages | $0 | 4,578 |
| Issued or guaranteed by U.S. | $0 | 4,573 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $5,000 | 3,052 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 2,963 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $4,565,000 | 4,787 |
| Total debt securities | $4,564,000 | 5,049 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $4,627,000 | 5,115 |
| U.S. Government securities | $650,000 | 5,268 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $650,000 | 5,160 |
| Securities issued by states & political subdivisions | $1,243,000 | 4,291 |
| Other domestic debt securities | $2,734,000 | 1,108 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $472,000 | 282 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $2,262,000 | 946 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,931 |
| Mortgage-backed securities | $5,000 | 4,698 |
| Certificates of participation in pools of residential mortgages | $0 | 4,616 |
| Issued or guaranteed by U.S. | $0 | 4,610 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,000 | 3,089 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 2,990 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $4,627,000 | 4,819 |
| Total debt securities | $4,627,000 | 5,091 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $4,672,000 | 5,166 |
| U.S. Government securities | $677,000 | 5,340 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $677,000 | 5,230 |
| Securities issued by states & political subdivisions | $1,250,000 | 4,337 |
| Other domestic debt securities | $2,745,000 | 1,143 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $494,000 | 285 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $2,251,000 | 966 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,985 |
| Mortgage-backed securities | $6,000 | 4,755 |
| Certificates of participation in pools of residential mortgages | $0 | 4,686 |
| Issued or guaranteed by U.S. | $0 | 4,681 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,000 | 3,128 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 3,032 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $4,672,000 | 4,863 |
| Total debt securities | $4,672,000 | 5,140 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $4,851,000 | 5,180 |
| U.S. Government securities | $778,000 | 5,354 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $778,000 | 5,243 |
| Securities issued by states & political subdivisions | $1,335,000 | 4,352 |
| Other domestic debt securities | $2,738,000 | 1,137 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $506,000 | 286 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $2,232,000 | 958 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,033 |
| Mortgage-backed securities | $6,000 | 4,798 |
| Certificates of participation in pools of residential mortgages | $0 | 4,738 |
| Issued or guaranteed by U.S. | $0 | 4,732 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $6,000 | 3,139 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 3,030 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $4,851,000 | 4,862 |
| Total debt securities | $4,851,000 | 5,154 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $4,970,000 | 5,224 |
| U.S. Government securities | $793,000 | 5,406 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $793,000 | 5,300 |
| Securities issued by states & political subdivisions | $1,374,000 | 4,356 |
| Other domestic debt securities | $2,803,000 | 1,134 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $531,000 | 284 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $2,272,000 | 961 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,116 |
| Mortgage-backed securities | $7,000 | 4,837 |
| Certificates of participation in pools of residential mortgages | $0 | 4,779 |
| Issued or guaranteed by U.S. | $0 | 4,775 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $7,000 | 3,162 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 3,057 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $4,970,000 | 4,902 |
| Total debt securities | $4,970,000 | 5,199 |
| 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 | $5,124,000 | 5,281 |
| U.S. Government securities | $852,000 | 5,493 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $852,000 | 5,396 |
| Securities issued by states & political subdivisions | $1,452,000 | 4,364 |
| Other domestic debt securities | $2,820,000 | 1,146 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $555,000 | 287 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $2,265,000 | 976 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,199 |
| Mortgage-backed securities | $7,000 | 4,900 |
| Certificates of participation in pools of residential mortgages | $0 | 4,845 |
| Issued or guaranteed by U.S. | $0 | 4,839 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $7,000 | 3,201 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 3,085 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $5,124,000 | 4,952 |
| Total debt securities | $5,124,000 | 5,257 |
| 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 | $5,117,000 | 5,344 |
| U.S. Government securities | $858,000 | 5,573 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $858,000 | 5,476 |
| Securities issued by states & political subdivisions | $1,456,000 | 4,389 |
| Other domestic debt securities | $2,803,000 | 1,154 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $573,000 | 277 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $2,230,000 | 979 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,255 |
| Mortgage-backed securities | $7,000 | 4,938 |
| Certificates of participation in pools of residential mortgages | $0 | 4,893 |
| Issued or guaranteed by U.S. | $0 | 4,889 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $7,000 | 3,224 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 3,116 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $5,117,000 | 5,006 |
| Total debt securities | $5,117,000 | 5,323 |
| 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 | $5,077,000 | 5,422 |
| U.S. Government securities | $858,000 | 5,635 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $858,000 | 5,540 |
| Securities issued by states & political subdivisions | $1,432,000 | 4,440 |
| Other domestic debt securities | $2,787,000 | 1,129 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $602,000 | 284 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $2,185,000 | 973 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,301 |
| Mortgage-backed securities | $8,000 | 4,977 |
| Certificates of participation in pools of residential mortgages | $0 | 4,929 |
| Issued or guaranteed by U.S. | $0 | 4,924 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $8,000 | 3,257 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 3,149 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $5,077,000 | 5,067 |
| Total debt securities | $5,077,000 | 5,398 |
| 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 | $13,801,000 | 4,632 |
| U.S. Government securities | $8,481,000 | 4,387 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $8,481,000 | 4,273 |
| Securities issued by states & political subdivisions | $1,502,000 | 4,472 |
| Other domestic debt securities | $3,818,000 | 1,005 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $630,000 | 297 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $3,188,000 | 836 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,371 |
| Mortgage-backed securities | $5,227,000 | 3,516 |
| Certificates of participation in pools of residential mortgages | $2,217,000 | 3,777 |
| Issued or guaranteed by U.S. | $2,217,000 | 3,774 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $3,010,000 | 2,006 |
| CMOs issued by government agencies or sponsored agencies | $3,010,000 | 1,948 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $5,003,000 | 1,347 |
| Available-for-sale securities (fair market value) | $8,798,000 | 4,748 |
| Total debt securities | $13,802,000 | 4,609 |
| 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 | $13,655,000 | 4,716 |
| U.S. Government securities | $8,804,000 | 4,474 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $8,804,000 | 4,360 |
| Securities issued by states & political subdivisions | $1,488,000 | 4,496 |
| Other domestic debt securities | $3,363,000 | 1,063 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $671,000 | 296 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $2,692,000 | 907 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,428 |
| Mortgage-backed securities | $5,374,000 | 3,569 |
| Certificates of participation in pools of residential mortgages | $2,337,000 | 3,817 |
| Issued or guaranteed by U.S. | $2,337,000 | 3,813 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,037,000 | 2,055 |
| CMOs issued by government agencies or sponsored agencies | $3,037,000 | 1,990 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $4,035,000 | 1,462 |
| Available-for-sale securities (fair market value) | $9,620,000 | 4,748 |
| Total debt securities | $13,655,000 | 4,693 |
| 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 | $12,972,000 | 4,857 |
| U.S. Government securities | $8,039,000 | 4,661 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $8,039,000 | 4,549 |
| Securities issued by states & political subdivisions | $1,506,000 | 4,500 |
| Other domestic debt securities | $3,427,000 | 1,061 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $697,000 | 302 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $2,730,000 | 900 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,487 |
| Mortgage-backed securities | $4,534,000 | 3,785 |
| Certificates of participation in pools of residential mortgages | $2,473,000 | 3,854 |
| Issued or guaranteed by U.S. | $2,473,000 | 3,849 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $2,061,000 | 2,333 |
| CMOs issued by government agencies or sponsored agencies | $2,061,000 | 2,257 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $4,062,000 | 1,462 |
| Available-for-sale securities (fair market value) | $8,910,000 | 4,866 |
| Total debt securities | $12,973,000 | 4,832 |
| 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 | $11,961,000 | 5,006 |
| U.S. Government securities | $7,953,000 | 4,730 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $7,953,000 | 4,611 |
| Securities issued by states & political subdivisions | $1,513,000 | 4,571 |
| Other domestic debt securities | $2,495,000 | 1,229 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $733,000 | 300 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $1,762,000 | 1,107 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,563 |
| Mortgage-backed securities | $5,552,000 | 3,670 |
| Certificates of participation in pools of residential mortgages | $3,458,000 | 3,652 |
| Issued or guaranteed by U.S. | $3,458,000 | 3,646 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,094,000 | 2,369 |
| CMOs issued by government agencies or sponsored agencies | $2,094,000 | 2,292 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $5,075,000 | 1,397 |
| Available-for-sale securities (fair market value) | $6,886,000 | 5,157 |
| Total debt securities | $11,961,000 | 4,985 |
| 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 | $15,514,000 | 4,753 |
| U.S. Government securities | $8,056,000 | 4,814 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $8,056,000 | 4,703 |
| Securities issued by states & political subdivisions | $2,902,000 | 4,177 |
| Other domestic debt securities | $4,556,000 | 950 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $760,000 | 303 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $3,796,000 | 777 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $5,658,000 | 3,736 |
| Certificates of participation in pools of residential mortgages | $3,552,000 | 3,699 |
| Issued or guaranteed by U.S. | $3,552,000 | 3,698 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $2,106,000 | 2,425 |
| CMOs issued by government agencies or sponsored agencies | $2,106,000 | 2,340 |
| 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) | $5,098,000 | 1,406 |
| Available-for-sale securities (fair market value) | $10,416,000 | 4,879 |
| Total debt securities | $15,514,000 | 4,734 |
| 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 | $16,338,000 | 4,754 |
| U.S. Government securities | $8,252,000 | 4,851 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $8,252,000 | 4,743 |
| Securities issued by states & political subdivisions | $3,494,000 | 4,070 |
| Other domestic debt securities | $4,592,000 | 968 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $784,000 | 329 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $3,808,000 | 796 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,698 |
| Mortgage-backed securities | $5,858,000 | 3,760 |
| Certificates of participation in pools of residential mortgages | $3,715,000 | 3,726 |
| Issued or guaranteed by U.S. | $3,715,000 | 3,726 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,143,000 | 2,439 |
| CMOs issued by government agencies or sponsored agencies | $2,143,000 | 2,362 |
| 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) | $5,128,000 | 1,421 |
| Available-for-sale securities (fair market value) | $11,210,000 | 4,854 |
| Total debt securities | $16,338,000 | 4,737 |
| 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 | $14,524,000 | 4,981 |
| U.S. Government securities | $5,377,000 | 5,363 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $5,377,000 | 5,250 |
| Securities issued by states & political subdivisions | $4,343,000 | 3,899 |
| Other domestic debt securities | $4,804,000 | 981 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $1,787,000 | 285 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $3,017,000 | 925 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,749 |
| Mortgage-backed securities | $3,976,000 | 4,139 |
| Certificates of participation in pools of residential mortgages | $3,927,000 | 3,705 |
| Issued or guaranteed by U.S. | $3,927,000 | 3,705 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $49,000 | 3,479 |
| CMOs issued by government agencies or sponsored agencies | $49,000 | 3,345 |
| 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) | $3,401,000 | 1,607 |
| Available-for-sale securities (fair market value) | $11,123,000 | 4,904 |
| Total debt securities | $14,525,000 | 4,955 |
| 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 | $12,500,000 | 5,190 |
| U.S. Government securities | $3,452,000 | 5,702 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $3,452,000 | 5,612 |
| Securities issued by states & political subdivisions | $4,242,000 | 3,939 |
| Other domestic debt securities | $4,806,000 | 1,019 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $1,805,000 | 285 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $3,001,000 | 952 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,833 |
| Mortgage-backed securities | $2,054,000 | 4,613 |
| Certificates of participation in pools of residential mortgages | $2,002,000 | 4,269 |
| Issued or guaranteed by U.S. | $2,002,000 | 4,264 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $52,000 | 3,484 |
| CMOs issued by government agencies or sponsored agencies | $52,000 | 3,344 |
| 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) | $1,398,000 | 1,887 |
| Available-for-sale securities (fair market value) | $11,102,000 | 4,941 |
| Total debt securities | $12,500,000 | 5,159 |
| 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 | $11,328,000 | 5,359 |
| U.S. Government securities | $2,182,000 | 6,031 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $2,182,000 | 5,935 |
| Securities issued by states & political subdivisions | $4,326,000 | 3,928 |
| Other domestic debt securities | $4,820,000 | 1,048 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $1,812,000 | 285 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $3,008,000 | 977 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $2,182,000 | 4,620 |
| Certificates of participation in pools of residential mortgages | $2,125,000 | 4,251 |
| Issued or guaranteed by U.S. | $2,125,000 | 4,244 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $57,000 | 3,516 |
| CMOs issued by government agencies or sponsored agencies | $57,000 | 3,370 |
| 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) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $11,328,000 | 4,976 |
| Total debt securities | $11,328,000 | 5,329 |
| 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 | $11,005,000 | 5,383 |
| U.S. Government securities | $1,328,000 | 6,216 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $1,328,000 | 6,116 |
| Securities issued by states & political subdivisions | $4,364,000 | 3,914 |
| Other domestic debt securities | $5,313,000 | 1,006 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $1,818,000 | 290 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $3,495,000 | 920 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $1,328,000 | 4,857 |
| Certificates of participation in pools of residential mortgages | $1,263,000 | 4,526 |
| Issued or guaranteed by U.S. | $1,263,000 | 4,522 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $65,000 | 3,534 |
| CMOs issued by government agencies or sponsored agencies | $65,000 | 3,384 |
| 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) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $11,005,000 | 5,012 |
| Total debt securities | $11,005,000 | 5,352 |
| 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 | $10,842,000 | 5,461 |
| U.S. Government securities | $1,494,000 | 6,244 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $1,494,000 | 6,138 |
| Securities issued by states & political subdivisions | $3,956,000 | 4,006 |
| Other domestic debt securities | $5,392,000 | 1,010 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $1,880,000 | 271 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $3,512,000 | 896 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $1,494,000 | 4,858 |
| Certificates of participation in pools of residential mortgages | $1,422,000 | 4,504 |
| Issued or guaranteed by U.S. | $1,422,000 | 4,502 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $72,000 | 3,570 |
| CMOs issued by government agencies or sponsored agencies | $72,000 | 3,406 |
| 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) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $10,842,000 | 5,088 |
| Total debt securities | $10,839,000 | 5,429 |
| 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 | $11,309,000 | 5,390 |
| U.S. Government securities | $1,644,000 | 6,256 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $1,644,000 | 6,148 |
| Securities issued by states & political subdivisions | $4,285,000 | 3,927 |
| Other domestic debt securities | $5,380,000 | 978 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $1,905,000 | 249 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $3,475,000 | 869 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $1,644,000 | 4,853 |
| Certificates of participation in pools of residential mortgages | $1,564,000 | 4,474 |
| Issued or guaranteed by U.S. | $1,564,000 | 4,473 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $80,000 | 3,599 |
| CMOs issued by government agencies or sponsored agencies | $80,000 | 3,440 |
| 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) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $11,309,000 | 5,012 |
| Total debt securities | $11,309,000 | 5,365 |
| 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 | $13,688,000 | 5,192 |
| U.S. Government securities | $4,008,000 | 5,866 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $4,008,000 | 5,770 |
| Securities issued by states & political subdivisions | $4,295,000 | 3,900 |
| Other domestic debt securities | $5,385,000 | 1,012 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $1,950,000 | 239 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $3,435,000 | 913 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $3,505,000 | 4,525 |
| Certificates of participation in pools of residential mortgages | $2,540,000 | 4,291 |
| Issued or guaranteed by U.S. | $2,540,000 | 4,290 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $965,000 | 3,140 |
| CMOs issued by government agencies or sponsored agencies | $965,000 | 2,991 |
| 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) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $13,688,000 | 4,798 |
| Total debt securities | $13,688,000 | 5,165 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,199 |
| Fair value | $503,000 | 2,212 |
| 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 | $10,667,000 | 5,615 |
| U.S. Government securities | $4,250,000 | 5,913 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $4,250,000 | 5,812 |
| Securities issued by states & political subdivisions | $2,056,000 | 4,537 |
| Other domestic debt securities | $4,361,000 | 1,149 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $1,030,000 | 247 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $3,331,000 | 934 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $3,744,000 | 4,513 |
| Certificates of participation in pools of residential mortgages | $2,742,000 | 4,271 |
| Issued or guaranteed by U.S. | $2,742,000 | 4,270 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,002,000 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $1,002,000 | 2,980 |
| 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) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $10,667,000 | 5,226 |
| Total debt securities | $10,667,000 | 5,587 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,450 |
| Fair value | $506,000 | 2,441 |
| 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 | $12,545,000 | 5,431 |
| U.S. Government securities | $5,386,000 | 5,777 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $5,386,000 | 5,665 |
| Securities issued by states & political subdivisions | $2,050,000 | 4,492 |
| Other domestic debt securities | $5,109,000 | 1,053 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $1,050,000 | 206 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $4,059,000 | 836 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $4,877,000 | 4,304 |
| Certificates of participation in pools of residential mortgages | $3,815,000 | 3,983 |
| Issued or guaranteed by U.S. | $3,815,000 | 3,979 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,062,000 | 3,122 |
| CMOs issued by government agencies or sponsored agencies | $1,062,000 | 2,968 |
| 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) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $12,545,000 | 5,027 |
| Total debt securities | $12,545,000 | 5,402 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,683 |
| Fair value | $509,000 | 2,674 |
| 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 | $12,701,000 | 5,391 |
| U.S. Government securities | $5,678,000 | 5,724 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,678,000 | 5,615 |
| Securities issued by states & political subdivisions | $2,069,000 | 4,461 |
| Other domestic debt securities | $4,954,000 | 1,045 |
| 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 | $3,854,000 | 805 |
| 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 | $5,166,000 | 4,192 |
| Certificates of participation in pools of residential mortgages | $4,060,000 | 3,824 |
| Issued or guaranteed by U.S. | $4,060,000 | 3,819 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,106,000 | 3,068 |
| CMOs issued by government agencies or sponsored agencies | $1,106,000 | 2,822 |
| 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) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $12,701,000 | 4,963 |
| Total debt securities | $12,701,000 | 5,362 |
| 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 | $10,444,000 | 5,666 |
| U.S. Government securities | $5,837,000 | 5,711 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,837,000 | 5,600 |
| Securities issued by states & political subdivisions | $2,049,000 | 4,436 |
| Other domestic debt securities | $2,558,000 | 1,443 |
| 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 | $2,558,000 | 970 |
| 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 | $4,322,000 | 4,315 |
| Certificates of participation in pools of residential mortgages | $3,196,000 | 4,017 |
| Issued or guaranteed by U.S. | $3,196,000 | 4,003 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,126,000 | 3,058 |
| CMOs issued by government agencies or sponsored agencies | $1,126,000 | 2,822 |
| 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) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $10,444,000 | 5,235 |
| Total debt securities | $10,444,000 | 5,628 |
| 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 | $13,355,000 | 5,337 |
| U.S. Government securities | $9,109,000 | 5,200 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,109,000 | 5,085 |
| Securities issued by states & political subdivisions | $2,013,000 | 4,441 |
| Other domestic debt securities | $2,233,000 | 1,472 |
| 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 | $2,233,000 | 958 |
| 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 | $2,107,000 | 4,833 |
| Certificates of participation in pools of residential mortgages | $961,000 | 4,845 |
| Issued or guaranteed by U.S. | $961,000 | 4,837 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,146,000 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $1,146,000 | 2,758 |
| 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) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $13,355,000 | 4,904 |
| Total debt securities | $13,355,000 | 5,302 |
| 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 | $16,692,000 | 4,926 |
| U.S. Government securities | $12,466,000 | 4,638 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,466,000 | 4,517 |
| Securities issued by states & political subdivisions | $1,996,000 | 4,427 |
| Other domestic debt securities | $2,230,000 | 1,513 |
| 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 | $2,230,000 | 978 |
| 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 | $1,090,000 | 5,147 |
| Certificates of participation in pools of residential mortgages | $957,000 | 4,806 |
| Issued or guaranteed by U.S. | $957,000 | 4,800 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $133,000 | 3,590 |
| CMOs issued by government agencies or sponsored agencies | $133,000 | 3,301 |
| 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) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $16,692,000 | 4,518 |
| Total debt securities | $16,692,000 | 4,894 |
| 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 | $13,689,000 | 5,203 |
| U.S. Government securities | $9,497,000 | 4,935 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,497,000 | 4,815 |
| Securities issued by states & political subdivisions | $1,962,000 | 4,435 |
| Other domestic debt securities | $2,230,000 | 1,606 |
| 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 | $2,230,000 | 979 |
| 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 | $1,115,000 | 5,114 |
| Certificates of participation in pools of residential mortgages | $975,000 | 4,717 |
| Issued or guaranteed by U.S. | $975,000 | 4,709 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $140,000 | 3,577 |
| CMOs issued by government agencies or sponsored agencies | $140,000 | 3,267 |
| 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) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $13,689,000 | 4,769 |
| Total debt securities | $13,689,000 | 5,167 |
| 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 | $9,249,000 | 5,799 |
| U.S. Government securities | $6,202,000 | 5,617 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,202,000 | 5,496 |
| Securities issued by states & political subdivisions | $2,047,000 | 4,315 |
| Other domestic debt securities | $1,000,000 | 2,190 |
| 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 | $1,000,000 | 1,400 |
| 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 | $152,000 | 5,772 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $152,000 | 3,562 |
| CMOs issued by government agencies or sponsored agencies | $152,000 | 3,240 |
| 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) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $9,249,000 | 5,333 |
| Total debt securities | $9,249,000 | 5,761 |
| 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 | $10,230,000 | 5,690 |
| U.S. Government securities | $8,209,000 | 5,292 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,209,000 | 5,178 |
| Securities issued by states & political subdivisions | $2,021,000 | 4,294 |
| 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 | $161,000 | 5,796 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $161,000 | 3,479 |
| CMOs issued by government agencies or sponsored agencies | $161,000 | 3,159 |
| 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) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $10,230,000 | 5,225 |
| Total debt securities | $10,230,000 | 5,650 |
| 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 | $10,431,000 | 5,712 |
| U.S. Government securities | $8,433,000 | 5,326 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,433,000 | 5,217 |
| Securities issued by states & political subdivisions | $1,998,000 | 4,304 |
| 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 | $3,456,000 | 4,477 |
| Certificates of participation in pools of residential mortgages | $3,283,000 | 3,959 |
| Issued or guaranteed by U.S. | $3,283,000 | 3,950 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $173,000 | 3,455 |
| CMOs issued by government agencies or sponsored agencies | $173,000 | 3,119 |
| 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) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $10,431,000 | 5,235 |
| Total debt securities | $10,431,000 | 5,670 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $8,371,000 | 6,071 |
| U.S. Government securities | $6,199,000 | 5,803 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,199,000 | 5,699 |
| Securities issued by states & political subdivisions | $1,423,000 | 4,614 |
| Other domestic debt securities | $749,000 | 2,472 |
| 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 | $749,000 | 1,555 |
| 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 | $3,704,000 | 4,477 |
| Certificates of participation in pools of residential mortgages | $3,524,000 | 3,958 |
| Issued or guaranteed by U.S. | $3,524,000 | 3,950 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $180,000 | 3,462 |
| CMOs issued by government agencies or sponsored agencies | $180,000 | 3,115 |
| 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) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $8,371,000 | 5,589 |
| Total debt securities | $8,371,000 | 6,029 |
| 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 | $8,605,000 | 6,075 |
| U.S. Government securities | $6,473,000 | 5,765 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,473,000 | 5,674 |
| Securities issued by states & political subdivisions | $1,399,000 | 4,681 |
| Other domestic debt securities | $733,000 | 2,578 |
| 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 | $733,000 | 1,648 |
| 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 | $3,954,000 | 4,505 |
| Certificates of participation in pools of residential mortgages | $3,763,000 | 3,964 |
| Issued or guaranteed by U.S. | $3,763,000 | 3,954 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $191,000 | 3,462 |
| CMOs issued by government agencies or sponsored agencies | $191,000 | 3,108 |
| 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) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $8,605,000 | 5,560 |
| Total debt securities | $8,605,000 | 6,029 |
| 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 | $10,807,000 | 5,683 |
| U.S. Government securities | $6,701,000 | 5,716 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,701,000 | 5,633 |
| Securities issued by states & political subdivisions | $3,224,000 | 3,803 |
| Other domestic debt securities | $698,000 | 2,647 |
| 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 | $698,000 | 1,707 |
| Foreign debt securities | NA | NA |
| Equity securities | $184,000 | 1,159 |
| 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 | $4,211,000 | 4,475 |
| Certificates of participation in pools of residential mortgages | $4,012,000 | 3,945 |
| Issued or guaranteed by U.S. | $4,012,000 | 3,931 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $199,000 | 3,457 |
| CMOs issued by government agencies or sponsored agencies | $199,000 | 3,094 |
| 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) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $10,807,000 | 5,189 |
| Total debt securities | $10,623,000 | 5,666 |
| 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 | $11,878,000 | 5,561 |
| U.S. Government securities | $8,168,000 | 5,470 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,168,000 | 5,393 |
| Securities issued by states & political subdivisions | $2,643,000 | 3,957 |
| Other domestic debt securities | $630,000 | 2,611 |
| 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 | $630,000 | 1,807 |
| Foreign debt securities | NA | NA |
| Equity securities | $437,000 | 996 |
| 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 | $4,622,000 | 4,449 |
| Certificates of participation in pools of residential mortgages | $4,406,000 | 3,936 |
| Issued or guaranteed by U.S. | $4,406,000 | 3,924 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $216,000 | 3,462 |
| CMOs issued by government agencies or sponsored agencies | $216,000 | 3,089 |
| 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) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $11,878,000 | 5,072 |
| Total debt securities | $11,441,000 | 5,583 |
| 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 | $12,124,000 | 5,565 |
| U.S. Government securities | $9,017,000 | 5,355 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,017,000 | 5,272 |
| Securities issued by states & political subdivisions | $2,665,000 | 3,912 |
| 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 | $442,000 | 981 |
| 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 | $6,994,000 | 3,867 |
| Certificates of participation in pools of residential mortgages | $6,771,000 | 3,297 |
| Issued or guaranteed by U.S. | $6,771,000 | 3,284 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $223,000 | 3,427 |
| CMOs issued by government agencies or sponsored agencies | $223,000 | 3,080 |
| 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) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $12,124,000 | 5,057 |
| Total debt securities | $11,682,000 | 5,589 |
| 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 | $9,718,000 | 5,942 |
| U.S. Government securities | $8,898,000 | 5,342 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,898,000 | 5,256 |
| Securities issued by states & political subdivisions | $375,000 | 5,372 |
| 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 | $445,000 | 1,002 |
| 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 | $6,888,000 | 3,786 |
| Certificates of participation in pools of residential mortgages | $6,667,000 | 3,245 |
| Issued or guaranteed by U.S. | $6,667,000 | 3,234 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $221,000 | 3,354 |
| CMOs issued by government agencies or sponsored agencies | $221,000 | 2,998 |
| 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) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $9,718,000 | 5,400 |
| Total debt securities | $9,273,000 | 5,982 |
| 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 | $9,794,000 | 5,975 |
| U.S. Government securities | $8,955,000 | 5,345 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,955,000 | 5,267 |
| Securities issued by states & political subdivisions | $374,000 | 5,437 |
| 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 | $465,000 | 1,306 |
| 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 | $6,944,000 | 3,765 |
| Certificates of participation in pools of residential mortgages | $6,715,000 | 3,218 |
| Issued or guaranteed by U.S. | $6,715,000 | 3,202 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $229,000 | 3,340 |
| CMOs issued by government agencies or sponsored agencies | $229,000 | 3,001 |
| 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) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $9,794,000 | 5,457 |
| Total debt securities | $9,329,000 | 5,986 |
| 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 | $10,181,000 | 5,909 |
| U.S. Government securities | $9,313,000 | 5,262 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,313,000 | 5,177 |
| Securities issued by states & political subdivisions | $376,000 | 5,439 |
| 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 | $492,000 | 1,306 |
| 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 | $7,305,000 | 3,601 |
| Certificates of participation in pools of residential mortgages | $7,059,000 | 3,036 |
| Issued or guaranteed by U.S. | $7,059,000 | 3,023 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $246,000 | 3,318 |
| CMOs issued by government agencies or sponsored agencies | $246,000 | 2,973 |
| 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) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $10,181,000 | 5,372 |
| Total debt securities | $9,689,000 | 5,930 |
| 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 | $3,621,000 | 7,429 |
| U.S. Government securities | $2,747,000 | 7,274 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,747,000 | 7,159 |
| Securities issued by states & political subdivisions | $386,000 | 5,449 |
| 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 | $488,000 | 1,267 |
| 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 | $255,000 | 5,951 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $255,000 | 3,216 |
| CMOs issued by government agencies or sponsored agencies | $255,000 | 2,888 |
| 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) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $3,621,000 | 6,763 |
| Total debt securities | $3,133,000 | 7,476 |
| 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 | $3,609,000 | 7,468 |
| U.S. Government securities | $2,740,000 | 7,338 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,740,000 | 7,223 |
| Securities issued by states & political subdivisions | $383,000 | 5,483 |
| 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 | $486,000 | 1,214 |
| 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 | $264,000 | 5,891 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $264,000 | 3,167 |
| CMOs issued by government agencies or sponsored agencies | $264,000 | 2,840 |
| 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) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $3,609,000 | 6,798 |
| Total debt securities | $3,123,000 | 7,506 |
| 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 | $3,570,000 | 7,518 |
| U.S. Government securities | $2,710,000 | 7,392 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,710,000 | 7,271 |
| Securities issued by states & political subdivisions | $378,000 | 5,517 |
| 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 | $482,000 | 1,234 |
| 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 | $281,000 | 5,888 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $281,000 | 3,128 |
| CMOs issued by government agencies or sponsored agencies | $281,000 | 2,810 |
| 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) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $3,570,000 | 6,829 |
| Total debt securities | $3,088,000 | 7,575 |
| 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 | $4,642,000 | 7,314 |
| U.S. Government securities | $3,774,000 | 7,125 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,774,000 | 6,993 |
| Securities issued by states & political subdivisions | $382,000 | 5,556 |
| 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 | $486,000 | 1,254 |
| 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 | $325,000 | 5,833 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $325,000 | 3,045 |
| CMOs issued by government agencies or sponsored agencies | $325,000 | 2,753 |
| 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) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $4,642,000 | 6,626 |
| Total debt securities | $4,156,000 | 7,368 |
| 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 | $4,656,000 | 7,343 |
| U.S. Government securities | $3,778,000 | 7,160 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,778,000 | 7,039 |
| Securities issued by states & political subdivisions | $393,000 | 5,590 |
| 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 | $485,000 | 1,291 |
| 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 | $353,000 | 5,823 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $353,000 | 3,009 |
| CMOs issued by government agencies or sponsored agencies | $353,000 | 2,726 |
| 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) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $4,656,000 | 6,642 |
| Total debt securities | $4,171,000 | 7,405 |
| 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 | $4,682,000 | 7,412 |
| U.S. Government securities | $3,804,000 | 7,234 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,804,000 | 7,099 |
| Securities issued by states & political subdivisions | $392,000 | 5,647 |
| 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 | $486,000 | 1,318 |
| 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 | $384,000 | 5,809 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $384,000 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $384,000 | 2,673 |
| 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) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $4,682,000 | 6,673 |
| Total debt securities | $4,196,000 | 7,475 |
| 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 | $4,652,000 | 7,469 |
| U.S. Government securities | $3,783,000 | 7,268 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,783,000 | 7,129 |
| Securities issued by states & political subdivisions | $386,000 | 5,678 |
| 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 | $483,000 | 1,320 |
| 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 | $423,000 | 5,795 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $423,000 | 2,911 |
| CMOs issued by government agencies or sponsored agencies | $423,000 | 2,620 |
| 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) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $4,652,000 | 6,712 |
| Total debt securities | $4,169,000 | 7,514 |
| 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 | $4,745,000 | 7,478 |
| U.S. Government securities | $3,872,000 | 7,286 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,872,000 | 7,144 |
| Securities issued by states & political subdivisions | $388,000 | 5,715 |
| 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 | $485,000 | 1,356 |
| 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 | $501,000 | 5,744 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $501,000 | 2,830 |
| CMOs issued by government agencies or sponsored agencies | $501,000 | 2,534 |
| 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) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $4,745,000 | 6,734 |
| Total debt securities | $4,260,000 | 7,539 |
| 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 | $4,863,000 | 7,492 |
| U.S. Government securities | $3,976,000 | 7,264 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,976,000 | 7,114 |
| Securities issued by states & political subdivisions | $400,000 | 5,709 |
| 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 | $487,000 | 1,380 |
| 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 | $582,000 | 5,723 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $582,000 | 2,768 |
| CMOs issued by government agencies or sponsored agencies | $582,000 | 2,488 |
| 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) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $4,863,000 | 6,734 |
| Total debt securities | $4,376,000 | 7,543 |
| 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 | $4,998,000 | 7,482 |
| U.S. Government securities | $4,107,000 | 7,245 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,107,000 | 7,099 |
| Securities issued by states & political subdivisions | $403,000 | 5,735 |
| 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 | $488,000 | 1,399 |
| 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 | $689,000 | 5,679 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $689,000 | 2,716 |
| CMOs issued by government agencies or sponsored agencies | $689,000 | 2,432 |
| 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) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $4,998,000 | 6,709 |
| Total debt securities | $4,510,000 | 7,548 |
| 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 | $5,187,000 | 7,475 |
| U.S. Government securities | $4,291,000 | 7,232 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,291,000 | 7,075 |
| Securities issued by states & political subdivisions | $404,000 | 5,739 |
| 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 | $492,000 | 1,416 |
| 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 | $836,000 | 5,629 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $836,000 | 2,685 |
| CMOs issued by government agencies or sponsored agencies | $836,000 | 2,415 |
| 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) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $5,187,000 | 6,686 |
| Total debt securities | $4,695,000 | 7,534 |
| 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 | $5,268,000 | 7,530 |
| U.S. Government securities | $4,373,000 | 7,281 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,373,000 | 7,108 |
| Securities issued by states & political subdivisions | $404,000 | 5,760 |
| 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 | $491,000 | 1,456 |
| 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 | $981,000 | 5,605 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $981,000 | 2,647 |
| CMOs issued by government agencies or sponsored agencies | $981,000 | 2,393 |
| 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) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $5,268,000 | 6,743 |
| Total debt securities | $4,777,000 | 7,589 |
| 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 | $5,491,000 | 7,511 |
| U.S. Government securities | $4,583,000 | 7,235 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,583,000 | 7,079 |
| Securities issued by states & political subdivisions | $414,000 | 5,781 |
| 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 | $494,000 | 1,491 |
| 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 | $1,143,000 | 5,541 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,143,000 | 2,587 |
| CMOs issued by government agencies or sponsored agencies | $1,143,000 | 2,334 |
| 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) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $5,491,000 | 6,707 |
| Total debt securities | $4,997,000 | 7,582 |
| 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 | $7,672,000 | 7,012 |
| U.S. Government securities | $6,761,000 | 6,559 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,761,000 | 6,399 |
| Securities issued by states & political subdivisions | $414,000 | 5,826 |
| 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 | $497,000 | 1,501 |
| 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 | $1,308,000 | 5,441 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,308,000 | 2,514 |
| CMOs issued by government agencies or sponsored agencies | $1,308,000 | 2,270 |
| 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) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $7,672,000 | 6,232 |
| Total debt securities | $7,175,000 | 7,070 |
| 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 | $8,247,000 | 6,945 |
| U.S. Government securities | $6,843,000 | 6,629 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,843,000 | 6,462 |
| Securities issued by states & political subdivisions | $414,000 | 5,877 |
| 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 | $990,000 | 1,266 |
| 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 | $1,484,000 | 5,418 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,484,000 | 2,479 |
| CMOs issued by government agencies or sponsored agencies | $1,484,000 | 2,245 |
| 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) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $8,247,000 | 6,188 |
| Total debt securities | $7,257,000 | 7,135 |
| 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 | $6,272,000 | 7,439 |
| U.S. Government securities | $5,857,000 | 6,890 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,857,000 | 6,733 |
| Securities issued by states & political subdivisions | $415,000 | 5,888 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,839,000 | 5,259 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,839,000 | 2,376 |
| CMOs issued by government agencies or sponsored agencies | $1,839,000 | 2,146 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,444,000 | 2,656 |
| Available-for-sale securities (fair market value) | $3,828,000 | 7,240 |
| Total debt securities | $6,272,000 | 7,361 |
| 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 | $8,480,000 | 6,953 |
| U.S. Government securities | $6,084,000 | 6,890 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,084,000 | 6,716 |
| Securities issued by states & political subdivisions | $424,000 | 5,918 |
| Other domestic debt securities | $470,000 | 3,155 |
| 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 | $470,000 | 2,824 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,502,000 | 1,144 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,087,000 | 5,127 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,087,000 | 2,236 |
| CMOs issued by government agencies or sponsored agencies | $2,087,000 | 2,111 |
| 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) | $2,867,000 | 2,556 |
| Available-for-sale securities (fair market value) | $5,613,000 | 6,837 |
| Total debt securities | $6,978,000 | 7,244 |
| 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 | $10,816,000 | 6,371 |
| U.S. Government securities | $5,720,000 | 6,901 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,720,000 | 6,723 |
| Securities issued by states & political subdivisions | $152,000 | 6,477 |
| Other domestic debt securities | $469,000 | 3,271 |
| 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 | $469,000 | 2,930 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,475,000 | 726 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,691,000 | 5,379 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,691,000 | 2,467 |
| CMOs issued by government agencies or sponsored agencies | $1,691,000 | 2,333 |
| 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) | $2,614,000 | 2,671 |
| Available-for-sale securities (fair market value) | $8,202,000 | 6,161 |
| Total debt securities | $6,341,000 | 7,348 |
| 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 | $10,822,000 | 6,288 |
| U.S. Government securities | $7,202,000 | 6,340 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,202,000 | 6,168 |
| Securities issued by states & political subdivisions | $152,000 | 6,486 |
| Other domestic debt securities | $468,000 | 3,325 |
| 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 | $468,000 | 2,970 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,000,000 | 912 |
| 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 | $3,169,000 | 4,748 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $3,169,000 | 2,100 |
| CMOs issued by government agencies or sponsored agencies | $3,169,000 | 1,987 |
| 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) | $2,633,000 | 2,681 |
| Available-for-sale securities (fair market value) | $8,189,000 | 6,143 |
| Total debt securities | $7,822,000 | 6,896 |
| 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 | $19,166,000 | 4,793 |
| U.S. Government securities | $13,541,000 | 4,785 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,541,000 | 4,612 |
| Securities issued by states & political subdivisions | $152,000 | 6,473 |
| Other domestic debt securities | $467,000 | 3,377 |
| 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 | $467,000 | 3,003 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,006,000 | 694 |
| 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 | $3,996,000 | 4,504 |
| Certificates of participation in pools of residential mortgages | $621,000 | 5,724 |
| Issued or guaranteed by U.S. | $621,000 | 5,707 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $3,375,000 | 2,129 |
| CMOs issued by government agencies or sponsored agencies | $3,375,000 | 2,022 |
| 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) | $4,697,000 | 2,186 |
| Available-for-sale securities (fair market value) | $14,469,000 | 4,869 |
| Total debt securities | $14,160,000 | 5,550 |
| 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 | $15,713,000 | 5,329 |
| U.S. Government securities | $12,080,000 | 5,077 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,080,000 | 4,895 |
| Securities issued by states & political subdivisions | $161,000 | 6,472 |
| Other domestic debt securities | $466,000 | 3,416 |
| 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 | $466,000 | 3,023 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,006,000 | 914 |
| 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 | $3,506,000 | 4,659 |
| Certificates of participation in pools of residential mortgages | $728,000 | 5,606 |
| Issued or guaranteed by U.S. | $728,000 | 5,589 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $2,778,000 | 2,351 |
| CMOs issued by government agencies or sponsored agencies | $2,778,000 | 2,235 |
| 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) | $730,000 | 3,809 |
| Available-for-sale securities (fair market value) | $14,983,000 | 4,724 |
| Total debt securities | $12,707,000 | 5,818 |
| 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 | $12,539,000 | 5,892 |
| U.S. Government securities | $11,907,000 | 5,032 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,907,000 | 4,827 |
| Securities issued by states & political subdivisions | $169,000 | 6,606 |
| Other domestic debt securities | $463,000 | 3,472 |
| 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 | $463,000 | 3,005 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,889,000 | 3,248 |
| Certificates of participation in pools of residential mortgages | $4,022,000 | 3,456 |
| Issued or guaranteed by U.S. | $4,022,000 | 3,442 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $3,867,000 | 2,137 |
| CMOs issued by government agencies or sponsored agencies | $3,867,000 | 1,999 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,521,000 | 1,713 |
| Available-for-sale securities (fair market value) | $4,018,000 | 7,287 |
| Total debt securities | $12,539,000 | 5,791 |
| 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 | $8,072,000 | 7,340 |
| U.S. Government securities | $7,894,000 | 6,562 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,894,000 | 6,210 |
| Securities issued by states & political subdivisions | $178,000 | 6,779 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | 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) | $1,676,000 | 4,036 |
| Available-for-sale securities (fair market value) | $6,396,000 | 6,777 |
| Total debt securities | $8,072,000 | 7,225 |
| 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 | $9,331,000 | 7,272 |
| U.S. Government securities | $9,146,000 | 6,405 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,146,000 | 5,865 |
| Securities issued by states & political subdivisions | $185,000 | 7,081 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | 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) | $1,684,000 | 4,432 |
| Available-for-sale securities (fair market value) | $7,647,000 | 6,551 |
| Total debt securities | $9,331,000 | 7,157 |
| 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 | $8,170,000 | 7,647 |
| U.S. Government securities | $7,977,000 | 6,780 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,977,000 | 5,926 |
| Securities issued by states & political subdivisions | $193,000 | 7,297 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,000 | 8,128 |
| Certificates of participation in pools of residential mortgages | $1,000 | 7,706 |
| Issued or guaranteed by U.S. | $1,000 | 7,685 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $420,000 | 5,988 |
| Available-for-sale securities (fair market value) | $7,750,000 | 6,430 |
| Total debt securities | $8,170,000 | 7,508 |
| 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 | $5,502,000 | 9,016 |
| U.S. Government securities | $5,302,000 | 8,415 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,302,000 | 7,137 |
| Securities issued by states & political subdivisions | $200,000 | 7,514 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,000 | 8,478 |
| Certificates of participation in pools of residential mortgages | $3,000 | 7,986 |
| Issued or guaranteed by U.S. | $3,000 | 7,960 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,300,000 | 5,429 |
| Available-for-sale securities (fair market value) | $3,202,000 | 8,224 |
| Total debt securities | $5,502,000 | 8,881 |
| 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 | $6,736,000 | 9,088 |
| U.S. Government securities | $6,233,000 | 8,563 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,233,000 | 7,014 |
| Securities issued by states & political subdivisions | $481,000 | 7,123 |
| 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 | $-22,000 | 864 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $976,000 | 6,883 |
| Certificates of participation in pools of residential mortgages | $976,000 | 5,853 |
| Issued or guaranteed by U.S. | $976,000 | 5,839 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,831,000 | 5,759 |
| Available-for-sale securities (fair market value) | $3,905,000 | 8,228 |
| Total debt securities | $6,714,000 | 8,993 |
| 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 | $6,788,000 | 9,470 |
| U.S. Government securities | $6,049,000 | 9,037 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $6,049,000 | 7,140 |
| Securities issued by states & political subdivisions | $719,000 | 6,864 |
| 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 | $2,317,000 | 6,002 |
| Certificates of participation in pools of residential mortgages | $2,317,000 | 4,662 |
| Issued or guaranteed by U.S. | $2,317,000 | 4,636 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $823,000 | 7,528 |
| Available-for-sale securities (fair market value) | $5,965,000 | 7,590 |
| Total debt securities | $6,768,000 | 9,370 |
| 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 | $9,338,000 | 8,990 |
| U.S. Government securities | $7,120,000 | 9,074 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $7,120,000 | 6,595 |
| Securities issued by states & political subdivisions | $2,188,000 | 4,950 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-30,000 | 1,004 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,474,000 | 5,537 |
| Certificates of participation in pools of residential mortgages | $3,474,000 | 4,080 |
| Issued or guaranteed by U.S. | $3,474,000 | 4,054 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,338,000 | 5,933 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $9,308,000 | 8,898 |
| 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 | $7,678,000 | 10,014 |
| U.S. Government securities | $4,674,000 | 10,721 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $4,674,000 | 8,136 |
| Securities issued by states & political subdivisions | $1,914,000 | 5,431 |
| Other domestic debt securities | $60,000 | 6,085 |
| 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 | $60,000 | 4,766 |
| Foreign debt securities | NA | NA |
| Equity securities | $999,000 | 2,140 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-31,000 | 1,067 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,374,000 | 5,611 |
| Certificates of participation in pools of residential mortgages | $4,374,000 | 4,067 |
| Issued or guaranteed by U.S. | $4,374,000 | 4,031 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $6,648,000 | 10,341 |
| 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 | $11,453,000 | 8,587 |
| U.S. Government securities | $4,751,000 | 10,958 |
| U.S. Treasury securities | $100,000 | 12,023 |
| U.S. Government agency obligations | $4,651,000 | 8,228 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $3,320,000 | 2,207 |
| 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 | $3,320,000 | 1,543 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,444,000 | 846 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $62,000 | 264 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,651,000 | 5,664 |
| Certificates of participation in pools of residential mortgages | $1,651,000 | 6,578 |
| Issued or guaranteed by U.S. | $1,651,000 | 6,517 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $3,000,000 | 3,437 |
| CMOs issued by government agencies or sponsored agencies | $3,000,000 | 3,146 |
| 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 | $8,071,000 | 9,859 |
| 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 |