Home > Kennebec Federal Savings and Loan Association of Waterville > Securities
Kennebec Federal Savings and Loan Association of Waterville, Securities
| 2020-12-31 | Rank | |
| Total securities | $2,342,000 | 4,586 |
| U.S. Government securities | $1,280,000 | 4,337 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $1,280,000 | 4,208 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $1,062,000 | 1,662 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $1,062,000 | 1,293 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,000 | 4,177 |
| Mortgage-backed securities | $1,280,000 | 3,723 |
| Certificates of participation in pools of residential mortgages | $1,280,000 | 3,438 |
| Issued or guaranteed by U.S. | $1,280,000 | 3,354 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $2,342,000 | 4,354 |
| Total debt securities | $2,340,000 | 4,565 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $2,748,000 | 4,574 |
| U.S. Government securities | $1,429,000 | 4,339 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $1,429,000 | 4,207 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $1,319,000 | 1,571 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $1,319,000 | 1,199 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,000 | 4,190 |
| Mortgage-backed securities | $1,429,000 | 3,701 |
| Certificates of participation in pools of residential mortgages | $1,429,000 | 3,380 |
| Issued or guaranteed by U.S. | $1,429,000 | 3,286 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $2,748,000 | 4,332 |
| Total debt securities | $2,748,000 | 4,553 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $3,214,000 | 4,551 |
| U.S. Government securities | $1,639,000 | 4,332 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $1,639,000 | 4,199 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $1,575,000 | 1,443 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,575,000 | 1,085 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,000 | 4,229 |
| Mortgage-backed securities | $1,639,000 | 3,677 |
| Certificates of participation in pools of residential mortgages | $1,639,000 | 3,331 |
| Issued or guaranteed by U.S. | $1,639,000 | 3,238 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $3,214,000 | 4,315 |
| Total debt securities | $3,213,000 | 4,530 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $2,844,000 | 4,622 |
| U.S. Government securities | $1,836,000 | 4,358 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $1,836,000 | 4,225 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $1,008,000 | 1,528 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $1,008,000 | 1,148 |
| 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 | $62,000 | 4,257 |
| Mortgage-backed securities | $1,836,000 | 3,654 |
| Certificates of participation in pools of residential mortgages | $1,836,000 | 3,295 |
| Issued or guaranteed by U.S. | $1,836,000 | 3,194 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $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) | $2,844,000 | 4,385 |
| Total debt securities | $2,844,000 | 4,602 |
| 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 | $2,424,000 | 4,729 |
| U.S. Government securities | $1,914,000 | 4,444 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $1,914,000 | 4,300 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $510,000 | 1,671 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $510,000 | 1,267 |
| 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 | $69,000 | 4,321 |
| Mortgage-backed securities | $1,914,000 | 3,633 |
| Certificates of participation in pools of residential mortgages | $1,914,000 | 3,252 |
| Issued or guaranteed by U.S. | $1,914,000 | 3,155 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $2,424,000 | 4,487 |
| Total debt securities | $2,417,000 | 4,704 |
| 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 | $2,593,000 | 4,802 |
| U.S. Government securities | $2,083,000 | 4,487 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $2,083,000 | 4,336 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $510,000 | 1,714 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $510,000 | 1,274 |
| 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 | $76,000 | 4,403 |
| Mortgage-backed securities | $2,083,000 | 3,615 |
| Certificates of participation in pools of residential mortgages | $2,083,000 | 3,215 |
| Issued or guaranteed by U.S. | $2,083,000 | 3,112 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $2,593,000 | 4,550 |
| Total debt securities | $2,589,000 | 4,777 |
| 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 | $2,755,000 | 4,841 |
| U.S. Government securities | $2,245,000 | 4,526 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $2,245,000 | 4,366 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $510,000 | 1,702 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $510,000 | 1,304 |
| 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 | $84,000 | 4,445 |
| Mortgage-backed securities | $2,245,000 | 3,582 |
| Certificates of participation in pools of residential mortgages | $2,245,000 | 3,173 |
| Issued or guaranteed by U.S. | $2,245,000 | 3,085 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $2,755,000 | 4,574 |
| Total debt securities | $2,758,000 | 4,816 |
| 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 | $3,154,000 | 4,860 |
| U.S. Government securities | $2,395,000 | 4,562 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $2,395,000 | 4,393 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $759,000 | 1,619 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $759,000 | 1,246 |
| 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 | $100,000 | 4,479 |
| Mortgage-backed securities | $2,395,000 | 3,577 |
| Certificates of participation in pools of residential mortgages | $2,395,000 | 3,153 |
| Issued or guaranteed by U.S. | $2,395,000 | 3,062 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $3,154,000 | 4,592 |
| Total debt securities | $3,154,000 | 4,840 |
| 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 | $3,480,000 | 4,874 |
| U.S. Government securities | $2,479,000 | 4,579 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $2,479,000 | 4,408 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $1,001,000 | 1,496 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,001,000 | 1,147 |
| 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 | $100,000 | 4,526 |
| Mortgage-backed securities | $2,479,000 | 3,568 |
| Certificates of participation in pools of residential mortgages | $2,479,000 | 3,153 |
| Issued or guaranteed by U.S. | $2,479,000 | 3,084 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $3,480,000 | 4,604 |
| Total debt securities | $3,479,000 | 4,857 |
| 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 | $3,556,000 | 4,932 |
| U.S. Government securities | $2,550,000 | 4,633 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $2,550,000 | 4,472 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $1,006,000 | 1,465 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $1,006,000 | 1,151 |
| 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 | $109,000 | 4,583 |
| Mortgage-backed securities | $2,550,000 | 3,597 |
| Certificates of participation in pools of residential mortgages | $2,550,000 | 3,179 |
| Issued or guaranteed by U.S. | $2,550,000 | 3,148 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $3,556,000 | 4,664 |
| Total debt securities | $3,559,000 | 4,911 |
| 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 | $3,700,000 | 4,981 |
| U.S. Government securities | $2,690,000 | 4,651 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $2,690,000 | 4,482 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $1,010,000 | 1,615 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $1,010,000 | 1,142 |
| 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 | $119,000 | 4,632 |
| Mortgage-backed securities | $2,690,000 | 3,606 |
| Certificates of participation in pools of residential mortgages | $2,690,000 | 3,178 |
| Issued or guaranteed by U.S. | $2,690,000 | 3,018 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $3,700,000 | 4,708 |
| Total debt securities | $3,700,000 | 4,959 |
| 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 | $3,350,000 | 5,066 |
| U.S. Government securities | $2,342,000 | 4,787 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $2,342,000 | 4,642 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $1,008,000 | 1,455 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $1,008,000 | 1,161 |
| 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 | $126,000 | 4,694 |
| Mortgage-backed securities | $2,342,000 | 3,722 |
| Certificates of participation in pools of residential mortgages | $2,342,000 | 3,343 |
| Issued or guaranteed by U.S. | $2,342,000 | 3,337 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $3,350,000 | 4,787 |
| Total debt securities | $3,350,000 | 5,045 |
| 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 | $3,255,000 | 5,135 |
| U.S. Government securities | $1,984,000 | 4,894 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $1,984,000 | 4,773 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $1,271,000 | 1,395 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $1,271,000 | 1,132 |
| 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 | $137,000 | 4,769 |
| Mortgage-backed securities | $1,984,000 | 3,811 |
| Certificates of participation in pools of residential mortgages | $1,984,000 | 3,463 |
| Issued or guaranteed by U.S. | $1,984,000 | 3,455 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $3,255,000 | 4,857 |
| Total debt securities | $3,256,000 | 5,112 |
| 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 | $3,368,000 | 5,193 |
| U.S. Government securities | $2,085,000 | 4,920 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $2,085,000 | 4,804 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $1,283,000 | 1,413 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $1,283,000 | 1,163 |
| 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 | $148,000 | 4,829 |
| Mortgage-backed securities | $2,085,000 | 3,843 |
| Certificates of participation in pools of residential mortgages | $2,085,000 | 3,495 |
| Issued or guaranteed by U.S. | $2,085,000 | 3,489 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $3,368,000 | 4,898 |
| Total debt securities | $3,373,000 | 5,169 |
| 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 | $2,957,000 | 5,278 |
| U.S. Government securities | $2,195,000 | 4,955 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $2,195,000 | 4,836 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $762,000 | 1,638 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $762,000 | 1,362 |
| 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 | $164,000 | 4,869 |
| Mortgage-backed securities | $2,195,000 | 3,864 |
| Certificates of participation in pools of residential mortgages | $2,195,000 | 3,504 |
| Issued or guaranteed by U.S. | $2,195,000 | 3,498 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $2,957,000 | 4,982 |
| Total debt securities | $2,947,000 | 5,253 |
| 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 | $2,581,000 | 5,383 |
| U.S. Government securities | $1,821,000 | 5,100 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $1,821,000 | 4,981 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $760,000 | 1,683 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $760,000 | 1,382 |
| 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 | $175,000 | 4,922 |
| Mortgage-backed securities | $1,821,000 | 4,007 |
| Certificates of participation in pools of residential mortgages | $1,821,000 | 3,671 |
| Issued or guaranteed by U.S. | $1,821,000 | 3,668 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $2,581,000 | 5,073 |
| Total debt securities | $2,586,000 | 5,357 |
| 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 | $2,174,000 | 5,477 |
| U.S. Government securities | $1,668,000 | 5,165 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,668,000 | 5,042 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $506,000 | 1,819 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $506,000 | 1,490 |
| 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 | $187,000 | 4,967 |
| Mortgage-backed securities | $1,668,000 | 4,074 |
| Certificates of participation in pools of residential mortgages | $1,668,000 | 3,765 |
| Issued or guaranteed by U.S. | $1,668,000 | 3,758 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $2,174,000 | 5,150 |
| Total debt securities | $2,178,000 | 5,452 |
| 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 | $2,298,000 | 5,518 |
| U.S. Government securities | $1,797,000 | 5,187 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $1,797,000 | 5,071 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $501,000 | 1,848 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $501,000 | 1,509 |
| 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 | $1,955,000 | 4,486 |
| Mortgage-backed securities | $1,797,000 | 4,088 |
| Certificates of participation in pools of residential mortgages | $1,797,000 | 3,769 |
| Issued or guaranteed by U.S. | $1,797,000 | 3,766 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $2,298,000 | 5,190 |
| Total debt securities | $2,298,000 | 5,494 |
| 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 | $2,420,000 | 5,590 |
| U.S. Government securities | $1,914,000 | 5,263 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $1,914,000 | 5,156 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $506,000 | 1,863 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $506,000 | 1,501 |
| 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 | $1,931,000 | 4,583 |
| Mortgage-backed securities | $1,914,000 | 4,092 |
| Certificates of participation in pools of residential mortgages | $1,914,000 | 3,759 |
| Issued or guaranteed by U.S. | $1,914,000 | 3,753 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $2,420,000 | 5,244 |
| Total debt securities | $2,427,000 | 5,566 |
| 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 | $2,530,000 | 5,647 |
| U.S. Government securities | $2,023,000 | 5,310 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $2,023,000 | 5,206 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $507,000 | 1,873 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $507,000 | 1,502 |
| 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 | $2,027,000 | 4,569 |
| Mortgage-backed securities | $2,023,000 | 4,102 |
| Certificates of participation in pools of residential mortgages | $2,023,000 | 3,756 |
| Issued or guaranteed by U.S. | $2,023,000 | 3,752 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $2,530,000 | 5,288 |
| Total debt securities | $2,530,000 | 5,623 |
| 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 | $2,299,000 | 5,737 |
| U.S. Government securities | $2,099,000 | 5,363 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,099,000 | 5,261 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $200,000 | 2,081 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $200,000 | 1,698 |
| 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 | $2,199,000 | 4,563 |
| Mortgage-backed securities | $2,099,000 | 4,100 |
| Certificates of participation in pools of residential mortgages | $2,099,000 | 3,757 |
| Issued or guaranteed by U.S. | $2,099,000 | 3,754 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $2,299,000 | 5,372 |
| Total debt securities | $2,299,000 | 5,713 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $1,741,000 | 5,882 |
| U.S. Government securities | $1,539,000 | 5,581 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $1,539,000 | 5,487 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $202,000 | 2,118 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $202,000 | 1,714 |
| 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 | $1,639,000 | 4,799 |
| Mortgage-backed securities | $1,539,000 | 4,307 |
| Certificates of participation in pools of residential mortgages | $1,539,000 | 3,993 |
| Issued or guaranteed by U.S. | $1,539,000 | 3,988 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $1,741,000 | 5,520 |
| Total debt securities | $1,735,000 | 5,861 |
| 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 | $2,062,000 | 5,918 |
| U.S. Government securities | $1,640,000 | 5,647 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $1,640,000 | 5,549 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $422,000 | 1,996 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $422,000 | 1,615 |
| 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 | $1,697,000 | 4,827 |
| Mortgage-backed securities | $1,640,000 | 4,358 |
| Certificates of participation in pools of residential mortgages | $1,640,000 | 4,045 |
| Issued or guaranteed by U.S. | $1,640,000 | 4,040 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $2,062,000 | 5,539 |
| Total debt securities | $2,062,000 | 5,896 |
| 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 | $2,749,000 | 5,903 |
| U.S. Government securities | $1,147,000 | 5,809 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $1,147,000 | 5,722 |
| Securities issued by states & political subdivisions | $844,000 | 4,736 |
| Other domestic debt securities | $758,000 | 1,809 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $758,000 | 1,444 |
| 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 | $1,356,000 | 4,974 |
| Mortgage-backed securities | $1,147,000 | 4,576 |
| Certificates of participation in pools of residential mortgages | $1,147,000 | 4,297 |
| Issued or guaranteed by U.S. | $1,147,000 | 4,290 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $2,749,000 | 1,625 |
| Available-for-sale securities (fair market value) | $0 | 5,927 |
| Total debt securities | $2,741,000 | 5,878 |
| 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 | $2,797,000 | 5,992 |
| U.S. Government securities | $1,192,000 | 5,901 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $1,192,000 | 5,810 |
| Securities issued by states & political subdivisions | $845,000 | 4,819 |
| Other domestic debt securities | $760,000 | 1,821 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $760,000 | 1,461 |
| 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 | $1,400,000 | 5,037 |
| Mortgage-backed securities | $1,192,000 | 4,647 |
| Certificates of participation in pools of residential mortgages | $1,192,000 | 4,353 |
| Issued or guaranteed by U.S. | $1,192,000 | 4,346 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $2,797,000 | 1,642 |
| Available-for-sale securities (fair market value) | $0 | 6,022 |
| Total debt securities | $2,788,000 | 5,972 |
| 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 | $2,621,000 | 6,100 |
| U.S. Government securities | $714,000 | 6,096 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $714,000 | 6,008 |
| Securities issued by states & political subdivisions | $845,000 | 4,871 |
| Other domestic debt securities | $1,062,000 | 1,691 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $1,062,000 | 1,320 |
| 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 | $1,100,000 | 5,194 |
| Mortgage-backed securities | $714,000 | 4,887 |
| Certificates of participation in pools of residential mortgages | $714,000 | 4,625 |
| Issued or guaranteed by U.S. | $714,000 | 4,621 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $2,621,000 | 1,690 |
| Available-for-sale securities (fair market value) | $0 | 6,094 |
| Total debt securities | $2,621,000 | 6,079 |
| 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 | $2,738,000 | 6,160 |
| U.S. Government securities | $742,000 | 6,162 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $742,000 | 6,065 |
| Securities issued by states & political subdivisions | $845,000 | 4,918 |
| Other domestic debt securities | $1,065,000 | 1,735 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $1,065,000 | 1,351 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $86,000 | 945 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,127,000 | 5,243 |
| Mortgage-backed securities | $742,000 | 4,932 |
| Certificates of participation in pools of residential mortgages | $742,000 | 4,661 |
| Issued or guaranteed by U.S. | $742,000 | 4,657 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $2,652,000 | 1,703 |
| Available-for-sale securities (fair market value) | $86,000 | 6,095 |
| Total debt securities | $2,647,000 | 6,145 |
| 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 | $2,775,000 | 6,203 |
| U.S. Government securities | $774,000 | 6,211 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $774,000 | 6,111 |
| Securities issued by states & political subdivisions | $845,000 | 4,960 |
| Other domestic debt securities | $1,067,000 | 1,778 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $1,067,000 | 1,390 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $89,000 | 953 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,225,000 | 5,250 |
| Mortgage-backed securities | $774,000 | 4,961 |
| Certificates of participation in pools of residential mortgages | $774,000 | 4,687 |
| Issued or guaranteed by U.S. | $774,000 | 4,682 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $2,686,000 | 1,692 |
| Available-for-sale securities (fair market value) | $89,000 | 6,165 |
| Total debt securities | $2,686,000 | 6,185 |
| 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 | $2,853,000 | 6,272 |
| U.S. Government securities | $804,000 | 6,261 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $804,000 | 6,159 |
| Securities issued by states & political subdivisions | $946,000 | 4,961 |
| Other domestic debt securities | $1,070,000 | 1,820 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $1,070,000 | 1,412 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $33,000 | 1,061 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,188,000 | 5,328 |
| Mortgage-backed securities | $804,000 | 4,985 |
| Certificates of participation in pools of residential mortgages | $804,000 | 4,698 |
| Issued or guaranteed by U.S. | $804,000 | 4,693 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $2,820,000 | 1,659 |
| Available-for-sale securities (fair market value) | $33,000 | 6,255 |
| Total debt securities | $2,820,000 | 6,247 |
| 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 | $2,882,000 | 6,328 |
| U.S. Government securities | $841,000 | 6,332 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $841,000 | 6,236 |
| Securities issued by states & political subdivisions | $946,000 | 4,970 |
| Other domestic debt securities | $1,073,000 | 1,876 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $1,073,000 | 1,447 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $22,000 | 1,099 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,225,000 | 5,371 |
| Mortgage-backed securities | $841,000 | 5,015 |
| Certificates of participation in pools of residential mortgages | $841,000 | 4,723 |
| Issued or guaranteed by U.S. | $841,000 | 4,719 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $2,860,000 | 1,620 |
| Available-for-sale securities (fair market value) | $22,000 | 6,324 |
| Total debt securities | $2,857,000 | 6,304 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $2,758,000 | 6,369 |
| U.S. Government securities | $866,000 | 6,349 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $866,000 | 6,249 |
| Securities issued by states & political subdivisions | $794,000 | 5,047 |
| Other domestic debt securities | $1,076,000 | 1,909 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $1,076,000 | 1,471 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $22,000 | 1,089 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,263,000 | 5,374 |
| Mortgage-backed securities | $866,000 | 5,016 |
| Certificates of participation in pools of residential mortgages | $866,000 | 4,695 |
| Issued or guaranteed by U.S. | $866,000 | 4,691 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $2,736,000 | 1,584 |
| Available-for-sale securities (fair market value) | $22,000 | 6,374 |
| Total debt securities | $2,727,000 | 6,339 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $2,314,000 | 6,470 |
| U.S. Government securities | $273,000 | 6,555 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $273,000 | 6,453 |
| Securities issued by states & political subdivisions | $795,000 | 5,066 |
| Other domestic debt securities | $1,220,000 | 1,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $1,220,000 | 1,417 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $26,000 | 1,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,254,000 | 5,443 |
| Mortgage-backed securities | $273,000 | 5,331 |
| Certificates of participation in pools of residential mortgages | $273,000 | 5,066 |
| Issued or guaranteed by U.S. | $273,000 | 5,062 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $2,288,000 | 1,606 |
| Available-for-sale securities (fair market value) | $26,000 | 6,443 |
| Total debt securities | $2,287,000 | 6,442 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $2,317,000 | 6,513 |
| U.S. Government securities | $288,000 | 6,610 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $288,000 | 6,514 |
| Securities issued by states & political subdivisions | $795,000 | 5,084 |
| Other domestic debt securities | $1,220,000 | 1,843 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $1,220,000 | 1,377 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $14,000 | 1,120 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,252,000 | 5,471 |
| Mortgage-backed securities | $288,000 | 5,364 |
| Certificates of participation in pools of residential mortgages | $288,000 | 5,084 |
| Issued or guaranteed by U.S. | $288,000 | 5,080 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $2,303,000 | 1,620 |
| Available-for-sale securities (fair market value) | $14,000 | 6,502 |
| Total debt securities | $2,304,000 | 6,488 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $2,325,000 | 6,613 |
| U.S. Government securities | $306,000 | 6,712 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $306,000 | 6,619 |
| Securities issued by states & political subdivisions | $796,000 | 5,099 |
| Other domestic debt securities | $1,223,000 | 1,896 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $1,223,000 | 1,427 |
| 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 | $1,260,000 | 5,545 |
| Mortgage-backed securities | $296,000 | 5,464 |
| Certificates of participation in pools of residential mortgages | $296,000 | 5,190 |
| Issued or guaranteed by U.S. | $296,000 | 5,183 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $2,312,000 | 1,645 |
| Available-for-sale securities (fair market value) | $13,000 | 6,589 |
| Total debt securities | $2,323,000 | 6,584 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $2,443,000 | 6,671 |
| U.S. Government securities | $324,000 | 6,782 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $324,000 | 6,686 |
| Securities issued by states & political subdivisions | $796,000 | 5,093 |
| Other domestic debt securities | $1,323,000 | 1,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $1,323,000 | 1,413 |
| 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 | $1,379,000 | 5,569 |
| Mortgage-backed securities | $313,000 | 5,487 |
| Certificates of participation in pools of residential mortgages | $313,000 | 5,212 |
| Issued or guaranteed by U.S. | $313,000 | 5,204 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $2,429,000 | 1,630 |
| Available-for-sale securities (fair market value) | $14,000 | 6,649 |
| Total debt securities | $2,442,000 | 6,637 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $2,596,000 | 6,706 |
| U.S. Government securities | $344,000 | 6,845 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $344,000 | 6,740 |
| Securities issued by states & political subdivisions | $797,000 | 5,067 |
| Other domestic debt securities | $1,455,000 | 1,796 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $1,455,000 | 1,350 |
| 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 | $1,396,000 | 5,593 |
| Mortgage-backed securities | $330,000 | 5,503 |
| Certificates of participation in pools of residential mortgages | $330,000 | 5,218 |
| Issued or guaranteed by U.S. | $330,000 | 5,212 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $2,547,000 | 1,631 |
| Available-for-sale securities (fair market value) | $49,000 | 6,678 |
| Total debt securities | $2,595,000 | 6,670 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $2,618,000 | 6,735 |
| U.S. Government securities | $344,000 | 6,883 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $344,000 | 6,783 |
| Securities issued by states & political subdivisions | $797,000 | 5,067 |
| Other domestic debt securities | $1,420,000 | 1,776 |
| 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 | $1,420,000 | 1,273 |
| Foreign debt securities | NA | NA |
| Equity securities | $57,000 | 1,019 |
| 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 | $344,000 | 5,494 |
| Certificates of participation in pools of residential mortgages | $344,000 | 5,185 |
| Issued or guaranteed by U.S. | $344,000 | 5,173 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,561,000 | 1,675 |
| Available-for-sale securities (fair market value) | $57,000 | 6,691 |
| Total debt securities | $2,561,000 | 6,707 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $2,638,000 | 6,800 |
| U.S. Government securities | $363,000 | 6,949 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $363,000 | 6,846 |
| Securities issued by states & political subdivisions | $798,000 | 5,061 |
| Other domestic debt securities | $1,421,000 | 1,782 |
| 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 | $1,421,000 | 1,260 |
| Foreign debt securities | NA | NA |
| Equity securities | $56,000 | 1,065 |
| 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 | $363,000 | 5,514 |
| Certificates of participation in pools of residential mortgages | $363,000 | 5,184 |
| Issued or guaranteed by U.S. | $363,000 | 5,169 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,581,000 | 1,698 |
| Available-for-sale securities (fair market value) | $57,000 | 6,757 |
| Total debt securities | $2,582,000 | 6,773 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $2,998,000 | 6,844 |
| U.S. Government securities | $377,000 | 7,040 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $377,000 | 6,933 |
| Securities issued by states & political subdivisions | $799,000 | 5,040 |
| Other domestic debt securities | $1,761,000 | 1,626 |
| 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 | $1,761,000 | 1,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $61,000 | 1,076 |
| 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 | $377,000 | 5,527 |
| Certificates of participation in pools of residential mortgages | $377,000 | 5,190 |
| Issued or guaranteed by U.S. | $377,000 | 5,176 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,937,000 | 1,674 |
| Available-for-sale securities (fair market value) | $61,000 | 6,827 |
| Total debt securities | $2,937,000 | 6,816 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $2,617,000 | 6,943 |
| U.S. Government securities | $386,000 | 7,092 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $386,000 | 6,984 |
| Securities issued by states & political subdivisions | $502,000 | 5,281 |
| Other domestic debt securities | $1,665,000 | 1,687 |
| Privately issued residential mortgage-backed securities | $4,000 | 1,324 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,661,000 | 1,127 |
| Foreign debt securities | NA | NA |
| Equity securities | $64,000 | 1,084 |
| 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 | $390,000 | 5,499 |
| Certificates of participation in pools of residential mortgages | $390,000 | 5,148 |
| Issued or guaranteed by U.S. | $386,000 | 5,141 |
| Privately issued | $4,000 | 129 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,553,000 | 1,748 |
| Available-for-sale securities (fair market value) | $64,000 | 6,877 |
| Total debt securities | $2,553,000 | 6,909 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $2,624,000 | 6,969 |
| U.S. Government securities | $401,000 | 7,117 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $401,000 | 7,007 |
| Securities issued by states & political subdivisions | $503,000 | 5,283 |
| Other domestic debt securities | $1,661,000 | 1,793 |
| 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 | $1,661,000 | 1,126 |
| Foreign debt securities | NA | NA |
| Equity securities | $59,000 | 1,072 |
| 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 | $401,000 | 5,502 |
| Certificates of participation in pools of residential mortgages | $401,000 | 5,102 |
| Issued or guaranteed by U.S. | $401,000 | 5,090 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,564,000 | 1,768 |
| Available-for-sale securities (fair market value) | $60,000 | 6,923 |
| Total debt securities | $2,565,000 | 6,943 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $2,134,000 | 7,098 |
| U.S. Government securities | $414,000 | 7,180 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $414,000 | 7,081 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $1,661,000 | 1,844 |
| 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 | $1,661,000 | 1,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $59,000 | 1,113 |
| 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 | $414,000 | 5,547 |
| Certificates of participation in pools of residential mortgages | $414,000 | 5,102 |
| Issued or guaranteed by U.S. | $414,000 | 5,089 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,075,000 | 1,911 |
| Available-for-sale securities (fair market value) | $59,000 | 7,003 |
| Total debt securities | $2,075,000 | 7,075 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $1,918,000 | 7,224 |
| U.S. Government securities | $435,000 | 7,259 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $435,000 | 7,167 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $1,422,000 | 1,938 |
| 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 | $1,422,000 | 1,160 |
| Foreign debt securities | NA | NA |
| Equity securities | $61,000 | 1,149 |
| 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 | $435,000 | 5,560 |
| Certificates of participation in pools of residential mortgages | $435,000 | 5,143 |
| Issued or guaranteed by U.S. | $435,000 | 5,132 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,857,000 | 2,041 |
| Available-for-sale securities (fair market value) | $61,000 | 7,062 |
| Total debt securities | $1,857,000 | 7,193 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $2,356,000 | 7,221 |
| U.S. Government securities | $456,000 | 7,368 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $456,000 | 7,269 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $1,822,000 | 1,837 |
| 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 | $1,822,000 | 1,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $78,000 | 1,183 |
| 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 | $456,000 | 5,657 |
| Certificates of participation in pools of residential mortgages | $456,000 | 5,259 |
| Issued or guaranteed by U.S. | $456,000 | 5,247 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,278,000 | 1,963 |
| Available-for-sale securities (fair market value) | $78,000 | 7,150 |
| Total debt securities | $2,278,000 | 7,196 |
| 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 | $1,876,000 | 7,343 |
| U.S. Government securities | $475,000 | 7,388 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $475,000 | 7,292 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $1,322,000 | 2,092 |
| 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 | $1,322,000 | 1,242 |
| Foreign debt securities | NA | NA |
| Equity securities | $79,000 | 1,208 |
| 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 | $475,000 | 5,709 |
| Certificates of participation in pools of residential mortgages | $475,000 | 5,312 |
| Issued or guaranteed by U.S. | $475,000 | 5,297 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,797,000 | 2,105 |
| Available-for-sale securities (fair market value) | $79,000 | 7,199 |
| Total debt securities | $1,797,000 | 7,325 |
| 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 | $1,924,000 | 7,416 |
| U.S. Government securities | $522,000 | 7,428 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $522,000 | 7,340 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $1,323,000 | 2,209 |
| 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 | $1,323,000 | 1,334 |
| Foreign debt securities | NA | NA |
| Equity securities | $79,000 | 1,298 |
| 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 | $522,000 | 5,739 |
| Certificates of participation in pools of residential mortgages | $522,000 | 5,357 |
| Issued or guaranteed by U.S. | $522,000 | 5,340 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,845,000 | 2,167 |
| Available-for-sale securities (fair market value) | $79,000 | 7,269 |
| Total debt securities | $1,845,000 | 7,383 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $1,450,000 | 7,546 |
| U.S. Government securities | $684,000 | 7,434 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $684,000 | 7,355 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $708,000 | 2,638 |
| Privately issued residential mortgage-backed securities | $5,000 | 1,615 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $703,000 | 1,699 |
| Foreign debt securities | NA | NA |
| Equity securities | $58,000 | 1,339 |
| 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 | $689,000 | 5,706 |
| Certificates of participation in pools of residential mortgages | $689,000 | 5,308 |
| Issued or guaranteed by U.S. | $684,000 | 5,290 |
| Privately issued | $5,000 | 176 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,392,000 | 2,326 |
| Available-for-sale securities (fair market value) | $58,000 | 7,346 |
| Total debt securities | $1,392,000 | 7,516 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $1,521,000 | 7,610 |
| U.S. Government securities | $755,000 | 7,509 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $755,000 | 7,432 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $702,000 | 2,566 |
| 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 | $702,000 | 1,763 |
| Foreign debt securities | NA | NA |
| Equity securities | $64,000 | 1,332 |
| 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 | $755,000 | 5,739 |
| Certificates of participation in pools of residential mortgages | $755,000 | 5,346 |
| Issued or guaranteed by U.S. | $755,000 | 5,328 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,457,000 | 2,339 |
| Available-for-sale securities (fair market value) | $64,000 | 7,404 |
| Total debt securities | $1,457,000 | 7,578 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $1,028,000 | 7,761 |
| U.S. Government securities | $262,000 | 7,758 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $262,000 | 7,679 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $701,000 | 2,523 |
| 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 | $701,000 | 1,734 |
| Foreign debt securities | NA | NA |
| Equity securities | $65,000 | 1,321 |
| 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 | $262,000 | 6,037 |
| Certificates of participation in pools of residential mortgages | $262,000 | 5,697 |
| Issued or guaranteed by U.S. | $262,000 | 5,677 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $963,000 | 2,564 |
| Available-for-sale securities (fair market value) | $65,000 | 7,449 |
| Total debt securities | $963,000 | 7,753 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $1,201,000 | 7,785 |
| U.S. Government securities | $287,000 | 7,802 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $287,000 | 7,718 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $826,000 | 2,375 |
| Privately issued residential mortgage-backed securities | $1,000 | 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 | $825,000 | 1,614 |
| Foreign debt securities | NA | NA |
| Equity securities | $88,000 | 1,405 |
| 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 | $288,000 | 6,006 |
| Certificates of participation in pools of residential mortgages | $288,000 | 5,668 |
| Issued or guaranteed by U.S. | $287,000 | 5,652 |
| Privately issued | $1,000 | 189 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $324,000 | 2,987 |
| Available-for-sale securities (fair market value) | $877,000 | 7,253 |
| Total debt securities | $1,113,000 | 7,762 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $2,414,000 | 7,582 |
| U.S. Government securities | $303,000 | 7,847 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $303,000 | 7,769 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $1,199,000 | 2,147 |
| 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 | $1,199,000 | 1,457 |
| Foreign debt securities | NA | NA |
| Equity securities | $912,000 | 1,081 |
| 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 | $303,000 | 6,013 |
| Certificates of participation in pools of residential mortgages | $303,000 | 5,668 |
| Issued or guaranteed by U.S. | $303,000 | 5,643 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,068,000 | 2,521 |
| Available-for-sale securities (fair market value) | $1,346,000 | 7,190 |
| Total debt securities | $1,502,000 | 7,726 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $2,143,000 | 7,661 |
| U.S. Government securities | $326,000 | 7,883 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $326,000 | 7,807 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $703,000 | 2,406 |
| 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 | $703,000 | 1,701 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,114,000 | 1,003 |
| 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 | $326,000 | 5,993 |
| Certificates of participation in pools of residential mortgages | $326,000 | 5,629 |
| Issued or guaranteed by U.S. | $326,000 | 5,600 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,095,000 | 2,544 |
| Available-for-sale securities (fair market value) | $1,048,000 | 7,303 |
| Total debt securities | $1,029,000 | 7,863 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $2,463,000 | 7,675 |
| U.S. Government securities | $346,000 | 7,981 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $346,000 | 7,884 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $703,000 | 2,236 |
| 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 | $703,000 | 1,584 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,414,000 | 886 |
| 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 | $346,000 | 5,862 |
| Certificates of participation in pools of residential mortgages | $346,000 | 5,482 |
| Issued or guaranteed by U.S. | $346,000 | 5,461 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,115,000 | 2,609 |
| Available-for-sale securities (fair market value) | $1,348,000 | 7,278 |
| Total debt securities | $1,049,000 | 7,944 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $2,613,000 | 7,676 |
| U.S. Government securities | $370,000 | 8,034 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $370,000 | 7,928 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $702,000 | 2,177 |
| 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 | $702,000 | 1,550 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,541,000 | 839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $370,000 | 5,781 |
| Certificates of participation in pools of residential mortgages | $370,000 | 5,372 |
| Issued or guaranteed by U.S. | $370,000 | 5,353 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $882,000 | 2,804 |
| Available-for-sale securities (fair market value) | $1,731,000 | 7,207 |
| Total debt securities | $1,072,000 | 7,984 |
| 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 | $3,642,000 | 7,498 |
| U.S. Government securities | $1,388,000 | 7,800 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,388,000 | 7,691 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $701,000 | 2,120 |
| 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 | $701,000 | 1,513 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,553,000 | 835 |
| 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 | $388,000 | 5,770 |
| Certificates of participation in pools of residential mortgages | $388,000 | 5,370 |
| Issued or guaranteed by U.S. | $388,000 | 5,352 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,899,000 | 2,413 |
| Available-for-sale securities (fair market value) | $1,743,000 | 7,240 |
| Total debt securities | $2,089,000 | 7,798 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $5,146,000 | 7,188 |
| U.S. Government securities | $2,911,000 | 7,387 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,911,000 | 7,257 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $705,000 | 2,123 |
| Privately issued residential mortgage-backed securities | $4,000 | 1,342 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $701,000 | 1,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,530,000 | 862 |
| 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 | $415,000 | 5,742 |
| Certificates of participation in pools of residential mortgages | $415,000 | 5,350 |
| Issued or guaranteed by U.S. | $411,000 | 5,336 |
| Privately issued | $4,000 | 214 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,426,000 | 2,072 |
| Available-for-sale securities (fair market value) | $1,720,000 | 7,272 |
| Total debt securities | $3,616,000 | 7,509 |
| 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 | $6,046,000 | 7,014 |
| U.S. Government securities | $3,425,000 | 7,264 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,425,000 | 7,136 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $700,000 | 2,143 |
| 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 | $700,000 | 1,581 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,921,000 | 822 |
| 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 | $425,000 | 5,755 |
| Certificates of participation in pools of residential mortgages | $425,000 | 5,349 |
| Issued or guaranteed by U.S. | $425,000 | 5,329 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,185,000 | 1,959 |
| Available-for-sale securities (fair market value) | $1,861,000 | 7,272 |
| Total debt securities | $4,125,000 | 7,420 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $6,051,000 | 7,091 |
| U.S. Government securities | $3,457,000 | 7,341 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,457,000 | 7,206 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $700,000 | 2,163 |
| 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 | $700,000 | 1,602 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,894,000 | 835 |
| 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 | $457,000 | 5,732 |
| Certificates of participation in pools of residential mortgages | $457,000 | 5,326 |
| Issued or guaranteed by U.S. | $457,000 | 5,303 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,217,000 | 2,007 |
| Available-for-sale securities (fair market value) | $1,834,000 | 7,331 |
| Total debt securities | $4,157,000 | 7,485 |
| 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 | $5,225,000 | 7,312 |
| U.S. Government securities | $3,487,000 | 7,355 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,487,000 | 7,213 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,738,000 | 838 |
| 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 | $487,000 | 5,726 |
| Certificates of participation in pools of residential mortgages | $487,000 | 5,324 |
| Issued or guaranteed by U.S. | $487,000 | 5,302 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,263,000 | 2,025 |
| Available-for-sale securities (fair market value) | $962,000 | 7,596 |
| Total debt securities | $3,487,000 | 7,679 |
| 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 | $5,318,000 | 7,341 |
| U.S. Government securities | $3,512,000 | 7,394 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,512,000 | 7,250 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,806,000 | 857 |
| 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 | $512,000 | 5,729 |
| Certificates of participation in pools of residential mortgages | $512,000 | 5,316 |
| Issued or guaranteed by U.S. | $512,000 | 5,297 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,288,000 | 2,038 |
| Available-for-sale securities (fair market value) | $1,030,000 | 7,596 |
| Total debt securities | $3,512,000 | 7,723 |
| 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 | $5,418,000 | 7,364 |
| U.S. Government securities | $3,539,000 | 7,409 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,539,000 | 7,262 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,879,000 | 871 |
| 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 | $540,000 | 5,761 |
| Certificates of participation in pools of residential mortgages | $540,000 | 5,325 |
| Issued or guaranteed by U.S. | $540,000 | 5,304 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,315,000 | 2,072 |
| Available-for-sale securities (fair market value) | $1,103,000 | 7,622 |
| Total debt securities | $3,539,000 | 7,763 |
| 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 | $5,301,000 | 7,417 |
| U.S. Government securities | $3,579,000 | 7,426 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,579,000 | 7,280 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,722,000 | 899 |
| 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 | $580,000 | 5,769 |
| Certificates of participation in pools of residential mortgages | $580,000 | 5,321 |
| Issued or guaranteed by U.S. | $580,000 | 5,302 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,355,000 | 2,079 |
| Available-for-sale securities (fair market value) | $946,000 | 7,708 |
| Total debt securities | $3,579,000 | 7,770 |
| 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 | $6,622,000 | 7,141 |
| U.S. Government securities | $4,590,000 | 7,132 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,590,000 | 6,982 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,032,000 | 847 |
| 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 | $891,000 | 5,596 |
| Certificates of participation in pools of residential mortgages | $891,000 | 5,130 |
| Issued or guaranteed by U.S. | $891,000 | 5,109 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,366,000 | 1,934 |
| Available-for-sale securities (fair market value) | $1,256,000 | 7,646 |
| Total debt securities | $4,590,000 | 7,560 |
| 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 | $6,604,000 | 7,208 |
| U.S. Government securities | $4,673,000 | 7,171 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,673,000 | 7,007 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,931,000 | 912 |
| 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 | $974,000 | 5,609 |
| Certificates of participation in pools of residential mortgages | $974,000 | 5,111 |
| Issued or guaranteed by U.S. | $974,000 | 5,097 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,449,000 | 1,947 |
| Available-for-sale securities (fair market value) | $1,155,000 | 7,740 |
| Total debt securities | $4,673,000 | 7,612 |
| 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 | $7,427,000 | 7,022 |
| U.S. Government securities | $4,756,000 | 7,180 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,756,000 | 7,022 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $750,000 | 2,515 |
| 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 | $750,000 | 2,104 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,921,000 | 956 |
| 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 | $1,057,000 | 5,597 |
| Certificates of participation in pools of residential mortgages | $1,057,000 | 5,080 |
| Issued or guaranteed by U.S. | $1,057,000 | 5,067 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,532,000 | 1,957 |
| Available-for-sale securities (fair market value) | $1,895,000 | 7,602 |
| Total debt securities | $5,506,000 | 7,439 |
| 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 | $7,476,000 | 7,057 |
| U.S. Government securities | $4,585,000 | 7,253 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,585,000 | 7,102 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $1,001,000 | 2,350 |
| 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 | $1,001,000 | 1,980 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,890,000 | 975 |
| 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 | $1,136,000 | 5,544 |
| Certificates of participation in pools of residential mortgages | $1,136,000 | 5,025 |
| Issued or guaranteed by U.S. | $1,136,000 | 5,015 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,362,000 | 2,000 |
| Available-for-sale securities (fair market value) | $2,114,000 | 7,570 |
| Total debt securities | $5,586,000 | 7,473 |
| 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 | $7,805,000 | 7,078 |
| U.S. Government securities | $4,714,000 | 7,301 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,714,000 | 7,142 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $1,252,000 | 2,246 |
| 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 | $1,252,000 | 1,882 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,839,000 | 1,014 |
| 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 | $1,265,000 | 5,550 |
| Certificates of participation in pools of residential mortgages | $1,265,000 | 5,020 |
| Issued or guaranteed by U.S. | $1,265,000 | 5,007 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,492,000 | 1,993 |
| Available-for-sale securities (fair market value) | $2,313,000 | 7,593 |
| Total debt securities | $5,966,000 | 7,438 |
| 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 | $7,991,000 | 6,997 |
| U.S. Government securities | $4,389,000 | 7,368 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,389,000 | 7,215 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $1,833,000 | 2,066 |
| 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 | $1,833,000 | 1,717 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,769,000 | 1,097 |
| 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 | $1,438,000 | 5,500 |
| Certificates of participation in pools of residential mortgages | $1,438,000 | 4,953 |
| Issued or guaranteed by U.S. | $1,438,000 | 4,938 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,168,000 | 2,020 |
| Available-for-sale securities (fair market value) | $2,823,000 | 7,465 |
| Total debt securities | $6,222,000 | 7,375 |
| 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 | $7,466,000 | 7,206 |
| U.S. Government securities | $2,993,000 | 7,914 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,993,000 | 7,728 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $2,717,000 | 1,770 |
| 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 | $2,717,000 | 1,490 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,756,000 | 1,091 |
| 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 | $1,541,000 | 5,448 |
| Certificates of participation in pools of residential mortgages | $1,541,000 | 4,891 |
| Issued or guaranteed by U.S. | $1,541,000 | 4,872 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,776,000 | 2,320 |
| Available-for-sale securities (fair market value) | $3,690,000 | 7,322 |
| Total debt securities | $5,710,000 | 7,568 |
| 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 | $8,392,000 | 6,914 |
| U.S. Government securities | $3,232,000 | 7,735 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,232,000 | 7,548 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $3,479,000 | 1,639 |
| Privately issued residential mortgage-backed securities | $8,000 | 1,203 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,471,000 | 1,371 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,681,000 | 1,158 |
| 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 | $1,786,000 | 5,321 |
| Certificates of participation in pools of residential mortgages | $1,786,000 | 4,735 |
| Issued or guaranteed by U.S. | $1,778,000 | 4,722 |
| Privately issued | $8,000 | 244 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,913,000 | 2,284 |
| Available-for-sale securities (fair market value) | $4,479,000 | 7,077 |
| Total debt securities | $6,711,000 | 7,262 |
| 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 | $9,002,000 | 6,726 |
| U.S. Government securities | $3,893,000 | 7,478 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,893,000 | 7,296 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $3,478,000 | 1,728 |
| 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 | $3,478,000 | 1,442 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,631,000 | 1,185 |
| 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 | $2,188,000 | 5,208 |
| Certificates of participation in pools of residential mortgages | $2,188,000 | 4,554 |
| Issued or guaranteed by U.S. | $2,188,000 | 4,536 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,562,000 | 2,162 |
| Available-for-sale securities (fair market value) | $4,440,000 | 7,099 |
| Total debt securities | $7,371,000 | 7,023 |
| 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 | $9,320,000 | 6,642 |
| U.S. Government securities | $4,251,000 | 7,425 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,251,000 | 7,227 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $3,484,000 | 1,728 |
| 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 | $3,484,000 | 1,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,585,000 | 1,178 |
| 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 | $2,545,000 | 5,074 |
| Certificates of participation in pools of residential mortgages | $2,545,000 | 4,398 |
| Issued or guaranteed by U.S. | $2,545,000 | 4,380 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,051,000 | 2,115 |
| Available-for-sale securities (fair market value) | $4,269,000 | 7,157 |
| Total debt securities | $7,735,000 | 6,955 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $9,897,000 | 6,537 |
| U.S. Government securities | $4,506,000 | 7,341 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,506,000 | 7,139 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $3,740,000 | 1,634 |
| 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 | $3,740,000 | 1,394 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,651,000 | 1,186 |
| 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 | $2,798,000 | 4,959 |
| Certificates of participation in pools of residential mortgages | $2,798,000 | 4,253 |
| Issued or guaranteed by U.S. | $2,798,000 | 4,239 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,310,000 | 2,123 |
| Available-for-sale securities (fair market value) | $4,587,000 | 7,071 |
| Total debt securities | $8,246,000 | 6,857 |
| 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 | $5,966,000 | 7,633 |
| U.S. Government securities | $250,000 | 9,177 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $250,000 | 9,033 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $3,226,000 | 1,803 |
| 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 | $3,226,000 | 1,483 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,490,000 | 947 |
| 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 | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $650,000 | 4,119 |
| Available-for-sale securities (fair market value) | $5,316,000 | 6,887 |
| Total debt securities | $3,476,000 | 8,331 |
| 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 | $4,060,000 | 8,676 |
| U.S. Government securities | $250,000 | 9,534 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $250,000 | 9,347 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $1,698,000 | 2,070 |
| 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 | $1,698,000 | 1,775 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,112,000 | 1,530 |
| 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) | $199,000 | 5,297 |
| Available-for-sale securities (fair market value) | $3,861,000 | 7,608 |
| Total debt securities | $1,948,000 | 9,191 |
| 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 | $1,754,000 | 9,706 |
| U.S. Government securities | $0 | 9,980 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 9,793 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,754,000 | 1,655 |
| 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) | $9,000 | 6,069 |
| Available-for-sale securities (fair market value) | $1,745,000 | 8,518 |
| Total debt securities | $0 | 10,026 |
| 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 | $2,153,000 | 9,745 |
| U.S. Government securities | $76,000 | 10,150 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $76,000 | 9,847 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,077,000 | 1,481 |
| 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 | $76,000 | 7,608 |
| Certificates of participation in pools of residential mortgages | $76,000 | 7,107 |
| Issued or guaranteed by U.S. | $76,000 | 7,089 |
| 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) | $85,000 | 6,429 |
| Available-for-sale securities (fair market value) | $2,068,000 | 8,454 |
| Total debt securities | $76,000 | 10,207 |
| 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 | $2,813,000 | 10,046 |
| U.S. Government securities | $110,000 | 10,635 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $110,000 | 10,213 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,703,000 | 1,198 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $110,000 | 7,853 |
| Certificates of participation in pools of residential mortgages | $110,000 | 7,241 |
| Issued or guaranteed by U.S. | $110,000 | 7,214 |
| 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) | $1,118,000 | 6,194 |
| Available-for-sale securities (fair market value) | $1,695,000 | 8,866 |
| Total debt securities | $110,000 | 10,678 |
| 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 | $3,093,000 | 10,511 |
| U.S. Government securities | $1,644,000 | 10,735 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,644,000 | 9,701 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,452,000 | 1,842 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $3,000 | 281 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $155,000 | 8,292 |
| Certificates of participation in pools of residential mortgages | $155,000 | 7,628 |
| Issued or guaranteed by U.S. | $155,000 | 7,609 |
| 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) | $2,662,000 | 5,854 |
| Available-for-sale securities (fair market value) | $431,000 | 9,871 |
| Total debt securities | $1,644,000 | 10,883 |
| 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 | $2,041,000 | 11,363 |
| U.S. Government securities | $680,000 | 11,563 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $680,000 | 10,719 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,365,000 | 1,814 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $4,000 | 296 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $180,000 | 8,736 |
| Certificates of participation in pools of residential mortgages | $180,000 | 7,925 |
| Issued or guaranteed by U.S. | $180,000 | 7,893 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,020,000 | 7,357 |
| Available-for-sale securities (fair market value) | $1,021,000 | 9,953 |
| Total debt securities | $680,000 | 11,610 |
| 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 | $5,053,000 | 10,834 |
| U.S. Government securities | $2,915,000 | 11,305 |
| U.S. Treasury securities | $1,000,000 | 9,595 |
| U.S. Government agency obligations | $1,915,000 | 10,040 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,146,000 | 1,225 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $8,000 | 339 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $265,000 | 9,058 |
| Certificates of participation in pools of residential mortgages | $265,000 | 8,097 |
| Issued or guaranteed by U.S. | $265,000 | 8,072 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,035,000 | 9,292 |
| Available-for-sale securities (fair market value) | $2,018,000 | 8,841 |
| Total debt securities | $2,915,000 | 11,639 |
| 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 | $4,979,000 | 11,291 |
| U.S. Government securities | $2,973,000 | 11,670 |
| U.S. Treasury securities | $1,000,000 | 10,019 |
| U.S. Government agency obligations | $1,973,000 | 10,294 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,019,000 | 1,401 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $13,000 | 289 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $323,000 | 9,613 |
| Certificates of participation in pools of residential mortgages | $323,000 | 8,571 |
| Issued or guaranteed by U.S. | $323,000 | 8,514 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $2,973,000 | 12,058 |
| 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 | $5,258,000 | 11,449 |
| U.S. Government securities | $2,624,000 | 12,319 |
| U.S. Treasury securities | $500,000 | 11,335 |
| U.S. Government agency obligations | $2,124,000 | 10,385 |
| Securities issued by states & political subdivisions | $619,000 | 7,386 |
| Other domestic debt securities | $9,000 | 7,402 |
| 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 | $9,000 | 5,764 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,019,000 | 1,256 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $13,000 | 421 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $474,000 | 9,856 |
| Certificates of participation in pools of residential mortgages | $474,000 | 8,665 |
| Issued or guaranteed by U.S. | $474,000 | 8,601 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $3,252,000 | 12,340 |
| 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 |