Home > Ladysmith Federal Savings and Loan Association > Securities
Ladysmith Federal Savings and Loan Association, Securities
| 2023-12-31 | Rank | |
| Total securities | $14,987,000 | 3,780 |
| U.S. Government securities | $5,536,000 | 3,923 |
| U.S. Treasury securities | $472,000 | 2,684 |
| U.S. Government agency obligations | $5,064,000 | 3,657 |
| Securities issued by states & political subdivisions | $9,451,000 | 2,500 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| 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 | $426,000 | 3,857 |
| Mortgage-backed securities | $3,506,000 | 3,177 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,378,000 | 2,961 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,128,000 | 2,128 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $14,987,000 | 3,527 |
| Total debt securities | $14,988,000 | 3,758 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $13,543,000 | 3,857 |
| U.S. Government securities | $5,339,000 | 3,961 |
| U.S. Treasury securities | $463,000 | 2,748 |
| U.S. Government agency obligations | $4,876,000 | 3,680 |
| Securities issued by states & political subdivisions | $8,204,000 | 2,612 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| 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 | $426,000 | 3,869 |
| Mortgage-backed securities | $3,416,000 | 3,181 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,317,000 | 2,973 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,099,000 | 2,110 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $13,543,000 | 3,590 |
| Total debt securities | $13,543,000 | 3,837 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $14,931,000 | 3,836 |
| U.S. Government securities | $5,665,000 | 3,984 |
| U.S. Treasury securities | $460,000 | 2,777 |
| U.S. Government agency obligations | $5,205,000 | 3,690 |
| Securities issued by states & political subdivisions | $9,266,000 | 2,572 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| 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 | $427,000 | 3,866 |
| Mortgage-backed securities | $3,691,000 | 3,173 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,505,000 | 2,973 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,186,000 | 2,090 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $14,931,000 | 3,563 |
| Total debt securities | $14,931,000 | 3,815 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $16,646,000 | 3,848 |
| U.S. Government securities | $5,814,000 | 4,040 |
| U.S. Treasury securities | $463,000 | 2,843 |
| U.S. Government agency obligations | $5,351,000 | 3,694 |
| Securities issued by states & political subdivisions | $10,832,000 | 2,483 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| 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 | $427,000 | 3,878 |
| Mortgage-backed securities | $3,841,000 | 3,212 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,599,000 | 2,997 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,242,000 | 2,107 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $16,646,000 | 3,571 |
| Total debt securities | $16,647,000 | 3,824 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $16,431,000 | 3,891 |
| U.S. Government securities | $5,841,000 | 4,063 |
| U.S. Treasury securities | $457,000 | 2,885 |
| U.S. Government agency obligations | $5,384,000 | 3,691 |
| Securities issued by states & political subdivisions | $10,590,000 | 2,543 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| 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 | $179,000 | 3,911 |
| Mortgage-backed securities | $3,888,000 | 3,231 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,888,000 | 2,803 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $16,431,000 | 3,610 |
| Total debt securities | $16,421,000 | 3,867 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $16,841,000 | 3,891 |
| U.S. Government securities | $6,111,000 | 4,066 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $6,111,000 | 3,648 |
| Securities issued by states & political subdivisions | $10,730,000 | 2,533 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| 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 | $179,000 | 3,934 |
| Mortgage-backed securities | $4,027,000 | 3,240 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,709,000 | 3,013 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,318,000 | 2,119 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $16,841,000 | 3,613 |
| Total debt securities | $16,838,000 | 3,867 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $17,340,000 | 3,892 |
| U.S. Government securities | $7,087,000 | 3,994 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $7,087,000 | 3,589 |
| Securities issued by states & political subdivisions | $10,253,000 | 2,636 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| 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 | $1,006,000 | 3,751 |
| Mortgage-backed securities | $4,650,000 | 3,230 |
| Certificates of participation in pools of residential mortgages | $2,906,000 | 3,107 |
| Issued or guaranteed by U.S. | $2,906,000 | 3,015 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $1,744,000 | 2,107 |
| CMOs issued by government agencies or sponsored agencies | $1,744,000 | 2,031 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $17,340,000 | 3,633 |
| Total debt securities | $17,340,000 | 3,875 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $16,782,000 | 3,874 |
| U.S. Government securities | $7,343,000 | 3,906 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $7,343,000 | 3,555 |
| Securities issued by states & political subdivisions | $9,439,000 | 2,705 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| 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 | $1,007,000 | 3,777 |
| Mortgage-backed securities | $3,178,000 | 3,383 |
| Certificates of participation in pools of residential mortgages | $3,178,000 | 3,082 |
| Issued or guaranteed by U.S. | $3,178,000 | 2,997 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $16,782,000 | 3,629 |
| Total debt securities | $16,774,000 | 3,857 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $15,085,000 | 3,890 |
| U.S. Government securities | $4,262,000 | 4,059 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $4,262,000 | 3,816 |
| Securities issued by states & political subdivisions | $10,823,000 | 2,629 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,007,000 | 3,806 |
| Mortgage-backed securities | $2,482,000 | 3,472 |
| Certificates of participation in pools of residential mortgages | $2,482,000 | 3,172 |
| Issued or guaranteed by U.S. | $2,482,000 | 3,070 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $15,085,000 | 3,680 |
| Total debt securities | $15,085,000 | 3,874 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $20,531,000 | 3,624 |
| U.S. Government securities | $10,464,000 | 3,508 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $10,464,000 | 3,272 |
| Securities issued by states & political subdivisions | $10,067,000 | 2,672 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,009,000 | 3,842 |
| Mortgage-backed securities | $3,649,000 | 3,369 |
| Certificates of participation in pools of residential mortgages | $3,649,000 | 3,013 |
| Issued or guaranteed by U.S. | $3,649,000 | 2,929 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $20,531,000 | 3,410 |
| Total debt securities | $20,531,000 | 3,602 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $17,302,000 | 3,744 |
| U.S. Government securities | $8,206,000 | 3,654 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $8,206,000 | 3,432 |
| Securities issued by states & political subdivisions | $9,096,000 | 2,763 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,009,000 | 3,864 |
| Mortgage-backed securities | $1,762,000 | 3,639 |
| Certificates of participation in pools of residential mortgages | $1,762,000 | 3,354 |
| Issued or guaranteed by U.S. | $1,762,000 | 3,256 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $17,302,000 | 3,516 |
| Total debt securities | $17,302,000 | 3,721 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $10,415,000 | 4,059 |
| U.S. Government securities | $2,454,000 | 4,227 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $2,454,000 | 4,074 |
| Securities issued by states & political subdivisions | $7,961,000 | 2,842 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $990,000 | 3,897 |
| Mortgage-backed securities | $2,019,000 | 3,576 |
| Certificates of participation in pools of residential mortgages | $2,019,000 | 3,258 |
| Issued or guaranteed by U.S. | $2,019,000 | 3,164 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $10,415,000 | 3,833 |
| Total debt securities | $10,424,000 | 4,034 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $11,141,000 | 3,947 |
| U.S. Government securities | $2,770,000 | 4,100 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $2,770,000 | 3,958 |
| Securities issued by states & political subdivisions | $8,371,000 | 2,774 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,195 |
| Mortgage-backed securities | $2,322,000 | 3,522 |
| Certificates of participation in pools of residential mortgages | $2,322,000 | 3,166 |
| Issued or guaranteed by U.S. | $2,322,000 | 3,082 |
| 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) | $11,141,000 | 3,725 |
| Total debt securities | $11,140,000 | 3,920 |
| 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 | $10,381,000 | 3,981 |
| U.S. Government securities | $2,586,000 | 4,146 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $2,586,000 | 3,997 |
| Securities issued by states & political subdivisions | $7,795,000 | 2,732 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,211 |
| Mortgage-backed securities | $2,586,000 | 3,497 |
| Certificates of participation in pools of residential mortgages | $2,586,000 | 3,099 |
| Issued or guaranteed by U.S. | $2,586,000 | 3,009 |
| 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) | $10,381,000 | 3,748 |
| Total debt securities | $10,381,000 | 3,957 |
| 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 | $7,829,000 | 4,174 |
| U.S. Government securities | $2,054,000 | 4,270 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $2,054,000 | 4,123 |
| Securities issued by states & political subdivisions | $5,775,000 | 2,952 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,254 |
| Mortgage-backed securities | $2,054,000 | 3,590 |
| Certificates of participation in pools of residential mortgages | $2,054,000 | 3,202 |
| Issued or guaranteed by U.S. | $2,054,000 | 3,116 |
| 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) | $7,829,000 | 3,931 |
| Total debt securities | $7,829,000 | 4,148 |
| 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 | $5,067,000 | 4,429 |
| U.S. Government securities | $1,258,000 | 4,463 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $1,258,000 | 4,344 |
| Securities issued by states & political subdivisions | $3,809,000 | 3,195 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,281 |
| Mortgage-backed securities | $1,258,000 | 3,763 |
| Certificates of participation in pools of residential mortgages | $1,258,000 | 3,445 |
| Issued or guaranteed by U.S. | $1,258,000 | 3,344 |
| 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) | $5,067,000 | 4,183 |
| Total debt securities | $5,067,000 | 4,405 |
| 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 | $4,961,000 | 4,501 |
| U.S. Government securities | $1,337,000 | 4,542 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $1,337,000 | 4,402 |
| Securities issued by states & political subdivisions | $3,624,000 | 3,235 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,345 |
| Mortgage-backed securities | $1,337,000 | 3,751 |
| Certificates of participation in pools of residential mortgages | $1,337,000 | 3,408 |
| Issued or guaranteed by U.S. | $1,337,000 | 3,312 |
| 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) | $4,961,000 | 4,252 |
| Total debt securities | $4,961,000 | 4,480 |
| 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 | $4,297,000 | 4,647 |
| U.S. Government securities | $1,444,000 | 4,620 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $1,444,000 | 4,480 |
| Securities issued by states & political subdivisions | $2,853,000 | 3,412 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,426 |
| Mortgage-backed securities | $1,444,000 | 3,742 |
| Certificates of participation in pools of residential mortgages | $1,444,000 | 3,395 |
| Issued or guaranteed by U.S. | $1,444,000 | 3,296 |
| 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) | $4,297,000 | 4,397 |
| Total debt securities | $4,288,000 | 4,629 |
| 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 | $4,757,000 | 4,647 |
| U.S. Government securities | $1,803,000 | 4,610 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $1,803,000 | 4,462 |
| Securities issued by states & political subdivisions | $2,954,000 | 3,436 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $604,000 | 4,274 |
| Mortgage-backed securities | $1,553,000 | 3,712 |
| Certificates of participation in pools of residential mortgages | $1,553,000 | 3,361 |
| Issued or guaranteed by U.S. | $1,553,000 | 3,279 |
| 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) | $4,757,000 | 4,395 |
| Total debt securities | $4,757,000 | 4,628 |
| 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 | $6,215,000 | 4,577 |
| U.S. Government securities | $1,893,000 | 4,651 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $1,893,000 | 4,501 |
| Securities issued by states & political subdivisions | $4,322,000 | 3,236 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,095,000 | 4,170 |
| Mortgage-backed securities | $1,644,000 | 3,716 |
| Certificates of participation in pools of residential mortgages | $1,644,000 | 3,353 |
| Issued or guaranteed by U.S. | $1,644,000 | 3,273 |
| 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) | $6,215,000 | 4,309 |
| Total debt securities | $6,214,000 | 4,555 |
| 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 | $5,640,000 | 4,676 |
| U.S. Government securities | $1,635,000 | 4,729 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $1,635,000 | 4,584 |
| Securities issued by states & political subdivisions | $4,005,000 | 3,363 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,077,000 | 4,220 |
| Mortgage-backed securities | $1,389,000 | 3,795 |
| Certificates of participation in pools of residential mortgages | $1,389,000 | 3,462 |
| Issued or guaranteed by U.S. | $1,389,000 | 3,392 |
| 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) | $5,640,000 | 4,408 |
| Total debt securities | $5,639,000 | 4,657 |
| 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 | $6,894,000 | 4,610 |
| U.S. Government securities | $1,696,000 | 4,791 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $1,696,000 | 4,647 |
| Securities issued by states & political subdivisions | $4,998,000 | 3,224 |
| Other domestic debt securities | $200,000 | 1,875 |
| 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 | $200,000 | 1,496 |
| 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 | $3,249,000 | 3,772 |
| Mortgage-backed securities | $1,456,000 | 3,824 |
| Certificates of participation in pools of residential mortgages | $1,456,000 | 3,483 |
| Issued or guaranteed by U.S. | $1,456,000 | 3,455 |
| 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) | $6,894,000 | 4,341 |
| Total debt securities | $6,894,000 | 4,590 |
| Structured notes | ||
| Amortized cost | $200,000 | 903 |
| Fair value | $200,000 | 903 |
| 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 | $7,015,000 | 4,650 |
| U.S. Government securities | $1,799,000 | 4,804 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $1,799,000 | 4,660 |
| Securities issued by states & political subdivisions | $4,766,000 | 3,310 |
| Other domestic debt securities | $450,000 | 1,916 |
| 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 | $450,000 | 1,394 |
| 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 | $3,262,000 | 3,798 |
| Mortgage-backed securities | $1,555,000 | 3,845 |
| Certificates of participation in pools of residential mortgages | $1,555,000 | 3,504 |
| Issued or guaranteed by U.S. | $1,555,000 | 3,342 |
| 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) | $7,015,000 | 4,382 |
| Total debt securities | $7,024,000 | 4,627 |
| Structured notes | ||
| Amortized cost | $200,000 | 907 |
| Fair value | $200,000 | 909 |
| 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 | $7,122,000 | 4,697 |
| U.S. Government securities | $1,904,000 | 4,866 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $1,904,000 | 4,733 |
| Securities issued by states & political subdivisions | $4,768,000 | 3,355 |
| Other domestic debt securities | $450,000 | 1,747 |
| 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 | $450,000 | 1,438 |
| 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 | $2,781,000 | 3,966 |
| Mortgage-backed securities | $1,659,000 | 3,843 |
| Certificates of participation in pools of residential mortgages | $1,659,000 | 3,514 |
| Issued or guaranteed by U.S. | $1,659,000 | 3,508 |
| 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) | $7,122,000 | 4,421 |
| Total debt securities | $7,121,000 | 4,677 |
| Structured notes | ||
| Amortized cost | $200,000 | 874 |
| Fair value | $200,000 | 877 |
| 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 | $7,306,000 | 4,739 |
| U.S. Government securities | $2,034,000 | 4,869 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $2,034,000 | 4,747 |
| Securities issued by states & political subdivisions | $4,822,000 | 3,410 |
| Other domestic debt securities | $450,000 | 1,748 |
| 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 | $450,000 | 1,452 |
| 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 | $2,785,000 | 4,025 |
| Mortgage-backed securities | $1,786,000 | 3,860 |
| Certificates of participation in pools of residential mortgages | $1,786,000 | 3,524 |
| Issued or guaranteed by U.S. | $1,786,000 | 3,516 |
| 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) | $7,306,000 | 4,471 |
| Total debt securities | $7,305,000 | 4,715 |
| Structured notes | ||
| Amortized cost | $200,000 | 884 |
| Fair value | $200,000 | 887 |
| 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 | $8,909,000 | 4,665 |
| U.S. Government securities | $3,208,000 | 4,723 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $3,208,000 | 4,597 |
| Securities issued by states & political subdivisions | $5,251,000 | 3,381 |
| Other domestic debt securities | $450,000 | 1,777 |
| 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 | $450,000 | 1,487 |
| 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 | $2,819,000 | 4,082 |
| Mortgage-backed securities | $2,958,000 | 3,677 |
| Certificates of participation in pools of residential mortgages | $2,958,000 | 3,263 |
| Issued or guaranteed by U.S. | $2,958,000 | 3,260 |
| 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) | $8,909,000 | 4,375 |
| Total debt securities | $8,910,000 | 4,641 |
| Structured notes | ||
| Amortized cost | $200,000 | 917 |
| Fair value | $200,000 | 920 |
| 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 | $9,528,000 | 4,649 |
| U.S. Government securities | $4,376,000 | 4,600 |
| U.S. Treasury securities | $505,000 | 1,195 |
| U.S. Government agency obligations | $3,871,000 | 4,547 |
| Securities issued by states & political subdivisions | $4,702,000 | 3,512 |
| Other domestic debt securities | $450,000 | 1,811 |
| 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 | $450,000 | 1,514 |
| 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 | $2,847,000 | 4,115 |
| Mortgage-backed securities | $2,819,000 | 3,740 |
| Certificates of participation in pools of residential mortgages | $2,819,000 | 3,353 |
| Issued or guaranteed by U.S. | $2,819,000 | 3,349 |
| 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) | $9,528,000 | 4,361 |
| Total debt securities | $9,529,000 | 4,625 |
| Structured notes | ||
| Amortized cost | $200,000 | 980 |
| Fair value | $200,000 | 983 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $9,586,000 | 4,691 |
| U.S. Government securities | $4,918,000 | 4,575 |
| U.S. Treasury securities | $502,000 | 1,231 |
| U.S. Government agency obligations | $4,416,000 | 4,523 |
| Securities issued by states & political subdivisions | $4,218,000 | 3,636 |
| Other domestic debt securities | $450,000 | 1,877 |
| 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 | $450,000 | 1,555 |
| 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 | $3,522,000 | 3,982 |
| Mortgage-backed securities | $3,115,000 | 3,734 |
| Certificates of participation in pools of residential mortgages | $3,115,000 | 3,336 |
| Issued or guaranteed by U.S. | $3,115,000 | 3,333 |
| 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) | $9,586,000 | 4,386 |
| Total debt securities | $9,586,000 | 4,668 |
| Structured notes | ||
| Amortized cost | $200,000 | 1,066 |
| Fair value | $200,000 | 1,069 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $8,460,000 | 4,823 |
| U.S. Government securities | $3,603,000 | 4,766 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $3,603,000 | 4,643 |
| Securities issued by states & political subdivisions | $4,407,000 | 3,629 |
| Other domestic debt securities | $450,000 | 1,898 |
| 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 | $450,000 | 1,561 |
| 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 | $3,481,000 | 4,022 |
| Mortgage-backed securities | $3,300,000 | 3,720 |
| Certificates of participation in pools of residential mortgages | $3,300,000 | 3,314 |
| Issued or guaranteed by U.S. | $3,300,000 | 3,310 |
| 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) | $8,460,000 | 4,504 |
| Total debt securities | $8,460,000 | 4,798 |
| Structured notes | ||
| Amortized cost | $200,000 | 1,058 |
| Fair value | $200,000 | 1,063 |
| 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 | $8,087,000 | 4,895 |
| U.S. Government securities | $3,916,000 | 4,771 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $3,916,000 | 4,655 |
| Securities issued by states & political subdivisions | $3,471,000 | 3,818 |
| Other domestic debt securities | $700,000 | 1,726 |
| 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 | $700,000 | 1,414 |
| 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 | $3,694,000 | 4,033 |
| Mortgage-backed securities | $3,612,000 | 3,698 |
| Certificates of participation in pools of residential mortgages | $3,612,000 | 3,278 |
| Issued or guaranteed by U.S. | $3,612,000 | 3,277 |
| 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) | $8,087,000 | 4,560 |
| Total debt securities | $8,087,000 | 4,872 |
| Structured notes | ||
| Amortized cost | $200,000 | 1,047 |
| Fair value | $200,000 | 1,051 |
| 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 | $8,882,000 | 4,882 |
| U.S. Government securities | $4,691,000 | 4,744 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $4,691,000 | 4,622 |
| Securities issued by states & political subdivisions | $3,491,000 | 3,857 |
| Other domestic debt securities | $700,000 | 1,758 |
| 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 | $700,000 | 1,423 |
| 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 | $3,277,000 | 4,199 |
| Mortgage-backed securities | $3,885,000 | 3,676 |
| Certificates of participation in pools of residential mortgages | $3,885,000 | 3,257 |
| Issued or guaranteed by U.S. | $3,885,000 | 3,253 |
| 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) | $8,882,000 | 4,535 |
| Total debt securities | $8,882,000 | 4,856 |
| Structured notes | ||
| Amortized cost | $200,000 | 1,184 |
| Fair value | $200,000 | 1,189 |
| 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 | $10,133,000 | 4,817 |
| U.S. Government securities | $5,449,000 | 4,719 |
| U.S. Treasury securities | $508,000 | 1,131 |
| U.S. Government agency obligations | $4,941,000 | 4,693 |
| Securities issued by states & political subdivisions | $3,984,000 | 3,756 |
| Other domestic debt securities | $700,000 | 1,774 |
| 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 | $700,000 | 1,432 |
| 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 | $3,468,000 | 4,210 |
| Mortgage-backed securities | $4,134,000 | 3,656 |
| Certificates of participation in pools of residential mortgages | $4,134,000 | 3,226 |
| Issued or guaranteed by U.S. | $4,134,000 | 3,225 |
| 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) | $10,133,000 | 4,466 |
| Total debt securities | $10,133,000 | 4,793 |
| Structured notes | ||
| Amortized cost | $200,000 | 1,371 |
| Fair value | $200,000 | 1,375 |
| 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 | $8,583,000 | 5,044 |
| U.S. Government securities | $4,041,000 | 5,008 |
| U.S. Treasury securities | $503,000 | 1,202 |
| U.S. Government agency obligations | $3,538,000 | 4,991 |
| Securities issued by states & political subdivisions | $3,842,000 | 3,816 |
| Other domestic debt securities | $700,000 | 1,764 |
| 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 | $700,000 | 1,430 |
| 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 | $3,237,000 | 4,294 |
| Mortgage-backed securities | $2,732,000 | 3,955 |
| Certificates of participation in pools of residential mortgages | $2,732,000 | 3,580 |
| Issued or guaranteed by U.S. | $2,732,000 | 3,576 |
| 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) | $8,583,000 | 4,688 |
| Total debt securities | $8,583,000 | 5,023 |
| Structured notes | ||
| Amortized cost | $700,000 | 1,202 |
| Fair value | $700,000 | 1,204 |
| 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 | $9,472,000 | 5,055 |
| U.S. Government securities | $4,265,000 | 5,069 |
| U.S. Treasury securities | $508,000 | 1,130 |
| U.S. Government agency obligations | $3,757,000 | 5,050 |
| Securities issued by states & political subdivisions | $4,507,000 | 3,717 |
| Other domestic debt securities | $700,000 | 1,777 |
| 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 | $700,000 | 1,425 |
| 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 | $3,457,000 | 4,314 |
| Mortgage-backed securities | $2,948,000 | 3,964 |
| Certificates of participation in pools of residential mortgages | $2,948,000 | 3,568 |
| Issued or guaranteed by U.S. | $2,948,000 | 3,564 |
| 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) | $9,472,000 | 4,691 |
| Total debt securities | $9,471,000 | 5,032 |
| Structured notes | ||
| Amortized cost | $700,000 | 1,364 |
| Fair value | $701,000 | 1,366 |
| 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 | $10,983,000 | 4,961 |
| U.S. Government securities | $4,974,000 | 5,066 |
| U.S. Treasury securities | $505,000 | 1,163 |
| U.S. Government agency obligations | $4,469,000 | 5,040 |
| Securities issued by states & political subdivisions | $5,309,000 | 3,561 |
| Other domestic debt securities | $700,000 | 1,788 |
| 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 | $700,000 | 1,434 |
| 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 | $3,437,000 | 4,375 |
| Mortgage-backed securities | $3,166,000 | 3,986 |
| Certificates of participation in pools of residential mortgages | $3,166,000 | 3,592 |
| Issued or guaranteed by U.S. | $3,166,000 | 3,588 |
| 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) | $10,983,000 | 4,603 |
| Total debt securities | $10,983,000 | 4,944 |
| Structured notes | ||
| Amortized cost | $700,000 | 1,514 |
| Fair value | $695,000 | 1,516 |
| 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 | $11,828,000 | 4,960 |
| U.S. Government securities | $5,273,000 | 5,096 |
| U.S. Treasury securities | $507,000 | 1,142 |
| U.S. Government agency obligations | $4,766,000 | 5,071 |
| Securities issued by states & political subdivisions | $5,854,000 | 3,456 |
| Other domestic debt securities | $701,000 | 1,838 |
| 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 | $701,000 | 1,468 |
| 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 | $3,335,000 | 4,450 |
| Mortgage-backed securities | $3,454,000 | 3,989 |
| Certificates of participation in pools of residential mortgages | $3,454,000 | 3,582 |
| Issued or guaranteed by U.S. | $3,454,000 | 3,578 |
| 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) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $11,828,000 | 4,587 |
| Total debt securities | $11,827,000 | 4,938 |
| Structured notes | ||
| Amortized cost | $700,000 | 1,600 |
| Fair value | $701,000 | 1,601 |
| 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 | $12,897,000 | 4,915 |
| U.S. Government securities | $5,496,000 | 5,142 |
| U.S. Treasury securities | $502,000 | 1,190 |
| U.S. Government agency obligations | $4,994,000 | 5,114 |
| Securities issued by states & political subdivisions | $6,701,000 | 3,339 |
| Other domestic debt securities | $700,000 | 1,856 |
| 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 | $700,000 | 1,483 |
| 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 | $3,499,000 | 4,471 |
| Mortgage-backed securities | $3,692,000 | 4,007 |
| Certificates of participation in pools of residential mortgages | $3,692,000 | 3,582 |
| Issued or guaranteed by U.S. | $3,692,000 | 3,576 |
| 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) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $12,897,000 | 4,534 |
| Total debt securities | $12,895,000 | 4,894 |
| Structured notes | ||
| Amortized cost | $700,000 | 1,683 |
| Fair value | $695,000 | 1,687 |
| 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 | $13,825,000 | 4,928 |
| U.S. Government securities | $6,092,000 | 5,124 |
| U.S. Treasury securities | $499,000 | 1,226 |
| U.S. Government agency obligations | $5,593,000 | 5,099 |
| Securities issued by states & political subdivisions | $7,033,000 | 3,316 |
| Other domestic debt securities | $700,000 | 1,914 |
| 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 | $700,000 | 1,511 |
| 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 | $3,149,000 | 4,623 |
| Mortgage-backed securities | $4,300,000 | 3,976 |
| Certificates of participation in pools of residential mortgages | $4,300,000 | 3,538 |
| Issued or guaranteed by U.S. | $4,300,000 | 3,537 |
| 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) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $13,825,000 | 4,537 |
| Total debt securities | $13,824,000 | 4,902 |
| Structured notes | ||
| Amortized cost | $700,000 | 1,788 |
| Fair value | $687,000 | 1,798 |
| 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 | $15,635,000 | 4,816 |
| U.S. Government securities | $7,409,000 | 4,993 |
| U.S. Treasury securities | $502,000 | 1,158 |
| U.S. Government agency obligations | $6,907,000 | 4,978 |
| Securities issued by states & political subdivisions | $7,526,000 | 3,278 |
| Other domestic debt securities | $700,000 | 1,963 |
| 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 | $700,000 | 1,561 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,361,000 | 4,598 |
| Mortgage-backed securities | $4,611,000 | 3,969 |
| Certificates of participation in pools of residential mortgages | $4,611,000 | 3,515 |
| Issued or guaranteed by U.S. | $4,611,000 | 3,515 |
| 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) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $15,635,000 | 4,416 |
| Total debt securities | $15,635,000 | 4,794 |
| Structured notes | ||
| Amortized cost | $1,200,000 | 1,524 |
| Fair value | $1,187,000 | 1,524 |
| 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 | $12,798,000 | 5,147 |
| U.S. Government securities | $5,646,000 | 5,321 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $5,646,000 | 5,209 |
| Securities issued by states & political subdivisions | $6,452,000 | 3,487 |
| Other domestic debt securities | $700,000 | 2,024 |
| 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 | $700,000 | 1,602 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,532,000 | 4,569 |
| Mortgage-backed securities | $4,368,000 | 4,059 |
| Certificates of participation in pools of residential mortgages | $4,368,000 | 3,611 |
| Issued or guaranteed by U.S. | $4,368,000 | 3,610 |
| 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) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $12,798,000 | 4,745 |
| Total debt securities | $12,798,000 | 5,123 |
| Structured notes | ||
| Amortized cost | $700,000 | 1,876 |
| Fair value | $673,000 | 1,885 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $12,634,000 | 5,174 |
| U.S. Government securities | $5,886,000 | 5,280 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $5,886,000 | 5,176 |
| Securities issued by states & political subdivisions | $6,048,000 | 3,553 |
| Other domestic debt securities | $700,000 | 2,074 |
| 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 | $700,000 | 1,637 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,312,000 | 4,659 |
| Mortgage-backed securities | $4,624,000 | 4,030 |
| Certificates of participation in pools of residential mortgages | $4,624,000 | 3,551 |
| Issued or guaranteed by U.S. | $4,624,000 | 3,548 |
| 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) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $12,634,000 | 4,777 |
| Total debt securities | $12,633,000 | 5,143 |
| Structured notes | ||
| Amortized cost | $700,000 | 1,862 |
| Fair value | $661,000 | 1,876 |
| 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 | $12,760,000 | 5,205 |
| U.S. Government securities | $5,696,000 | 5,364 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $5,696,000 | 5,257 |
| Securities issued by states & political subdivisions | $6,364,000 | 3,516 |
| Other domestic debt securities | $700,000 | 2,126 |
| 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 | $700,000 | 1,674 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,058,000 | 4,784 |
| Mortgage-backed securities | $4,418,000 | 4,105 |
| Certificates of participation in pools of residential mortgages | $4,418,000 | 3,610 |
| Issued or guaranteed by U.S. | $4,418,000 | 3,606 |
| 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) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $12,760,000 | 4,818 |
| Total debt securities | $12,760,000 | 5,177 |
| Structured notes | ||
| Amortized cost | $700,000 | 1,859 |
| Fair value | $673,000 | 1,865 |
| 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 | $12,726,000 | 5,224 |
| U.S. Government securities | $5,865,000 | 5,330 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $5,865,000 | 5,221 |
| Securities issued by states & political subdivisions | $6,161,000 | 3,547 |
| Other domestic debt securities | $700,000 | 2,187 |
| 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 | $700,000 | 1,716 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,414,000 | 4,683 |
| Mortgage-backed securities | $4,899,000 | 4,035 |
| Certificates of participation in pools of residential mortgages | $4,899,000 | 3,492 |
| Issued or guaranteed by U.S. | $4,899,000 | 3,489 |
| 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) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $12,726,000 | 4,843 |
| Total debt securities | $12,726,000 | 5,189 |
| Structured notes | ||
| Amortized cost | $700,000 | 1,829 |
| Fair value | $675,000 | 1,840 |
| 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 | $13,349,000 | 5,184 |
| U.S. Government securities | $6,583,000 | 5,262 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $6,583,000 | 5,149 |
| Securities issued by states & political subdivisions | $6,066,000 | 3,568 |
| Other domestic debt securities | $700,000 | 2,181 |
| 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 | $700,000 | 1,683 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,618,000 | 4,673 |
| Mortgage-backed securities | $5,584,000 | 3,969 |
| Certificates of participation in pools of residential mortgages | $5,584,000 | 3,392 |
| Issued or guaranteed by U.S. | $5,584,000 | 3,387 |
| 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) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $13,349,000 | 4,810 |
| Total debt securities | $13,349,000 | 5,147 |
| Structured notes | ||
| Amortized cost | $1,200,000 | 1,518 |
| Fair value | $1,200,000 | 1,521 |
| 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 | $14,328,000 | 5,039 |
| U.S. Government securities | $7,220,000 | 5,139 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $7,220,000 | 5,037 |
| Securities issued by states & political subdivisions | $6,408,000 | 3,452 |
| Other domestic debt securities | $700,000 | 2,181 |
| 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 | $700,000 | 1,660 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,394,000 | 4,731 |
| Mortgage-backed securities | $6,217,000 | 3,867 |
| Certificates of participation in pools of residential mortgages | $6,217,000 | 3,263 |
| Issued or guaranteed by U.S. | $6,217,000 | 3,261 |
| 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) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $14,328,000 | 4,666 |
| Total debt securities | $14,329,000 | 5,008 |
| Structured notes | ||
| Amortized cost | $1,200,000 | 1,556 |
| Fair value | $1,203,000 | 1,557 |
| 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 | $16,025,000 | 4,936 |
| U.S. Government securities | $7,979,000 | 5,117 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $7,979,000 | 5,022 |
| Securities issued by states & political subdivisions | $7,346,000 | 3,252 |
| Other domestic debt securities | $700,000 | 2,236 |
| 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 | $700,000 | 1,711 |
| 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 | $4,055,000 | 4,592 |
| Mortgage-backed securities | $6,974,000 | 3,872 |
| Certificates of participation in pools of residential mortgages | $6,974,000 | 3,278 |
| Issued or guaranteed by U.S. | $6,974,000 | 3,277 |
| 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) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $16,025,000 | 4,561 |
| Total debt securities | $16,025,000 | 4,906 |
| Structured notes | ||
| Amortized cost | $1,200,000 | 1,687 |
| Fair value | $1,205,000 | 1,688 |
| 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 | $15,919,000 | 4,963 |
| U.S. Government securities | $8,640,000 | 5,098 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $8,640,000 | 5,009 |
| Securities issued by states & political subdivisions | $6,579,000 | 3,346 |
| Other domestic debt securities | $700,000 | 2,236 |
| 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 | $700,000 | 1,711 |
| 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 | $4,378,000 | 4,531 |
| Mortgage-backed securities | $7,635,000 | 3,799 |
| Certificates of participation in pools of residential mortgages | $7,635,000 | 3,183 |
| Issued or guaranteed by U.S. | $7,635,000 | 3,183 |
| 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) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $15,919,000 | 4,593 |
| Total debt securities | $15,917,000 | 4,934 |
| Structured notes | ||
| Amortized cost | $1,200,000 | 1,887 |
| Fair value | $1,205,000 | 1,889 |
| 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 | $15,716,000 | 5,046 |
| U.S. Government securities | $9,888,000 | 5,006 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $9,888,000 | 4,908 |
| Securities issued by states & political subdivisions | $5,128,000 | 3,593 |
| Other domestic debt securities | $700,000 | 2,222 |
| 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 | $700,000 | 1,704 |
| 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 | $2,974,000 | 5,006 |
| Mortgage-backed securities | $8,399,000 | 3,723 |
| Certificates of participation in pools of residential mortgages | $8,399,000 | 3,054 |
| Issued or guaranteed by U.S. | $8,399,000 | 3,052 |
| 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) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $15,716,000 | 4,646 |
| Total debt securities | $15,715,000 | 5,020 |
| Structured notes | ||
| Amortized cost | $1,700,000 | 1,882 |
| Fair value | $1,689,000 | 1,885 |
| 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 | $16,580,000 | 4,917 |
| U.S. Government securities | $10,926,000 | 4,788 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,926,000 | 4,691 |
| Securities issued by states & political subdivisions | $4,954,000 | 3,609 |
| Other domestic debt securities | $700,000 | 2,191 |
| 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 | $700,000 | 1,619 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,926,000 | 3,567 |
| Certificates of participation in pools of residential mortgages | $8,926,000 | 2,868 |
| Issued or guaranteed by U.S. | $8,926,000 | 2,868 |
| 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) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $16,580,000 | 4,504 |
| Total debt securities | $16,580,000 | 4,891 |
| 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 | $17,213,000 | 4,803 |
| U.S. Government securities | $12,310,000 | 4,537 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,310,000 | 4,442 |
| Securities issued by states & political subdivisions | $4,203,000 | 3,730 |
| Other domestic debt securities | $700,000 | 2,180 |
| 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 | $700,000 | 1,576 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,310,000 | 3,465 |
| Certificates of participation in pools of residential mortgages | $9,310,000 | 2,765 |
| Issued or guaranteed by U.S. | $9,310,000 | 2,761 |
| 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) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $17,213,000 | 4,403 |
| Total debt securities | $17,213,000 | 4,774 |
| 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 | $17,294,000 | 4,863 |
| U.S. Government securities | $12,678,000 | 4,618 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,678,000 | 4,499 |
| Securities issued by states & political subdivisions | $3,916,000 | 3,762 |
| Other domestic debt securities | $700,000 | 2,127 |
| 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 | $700,000 | 1,495 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,174,000 | 3,745 |
| Certificates of participation in pools of residential mortgages | $7,174,000 | 3,063 |
| Issued or guaranteed by U.S. | $7,174,000 | 3,058 |
| 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) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $17,294,000 | 4,456 |
| Total debt securities | $17,294,000 | 4,821 |
| 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 | $17,228,000 | 4,866 |
| U.S. Government securities | $12,611,000 | 4,620 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,611,000 | 4,500 |
| Securities issued by states & political subdivisions | $3,917,000 | 3,726 |
| Other domestic debt securities | $700,000 | 2,174 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $700,000 | 1,541 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,104,000 | 4,056 |
| Certificates of participation in pools of residential mortgages | $5,104,000 | 3,433 |
| Issued or guaranteed by U.S. | $5,104,000 | 3,425 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $17,228,000 | 4,460 |
| Total debt securities | $17,228,000 | 4,828 |
| 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 | $16,449,000 | 4,848 |
| U.S. Government securities | $12,362,000 | 4,484 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,362,000 | 4,364 |
| Securities issued by states & political subdivisions | $3,387,000 | 3,890 |
| Other domestic debt securities | $700,000 | 2,306 |
| 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 | $700,000 | 1,549 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,852,000 | 4,030 |
| Certificates of participation in pools of residential mortgages | $4,852,000 | 3,384 |
| Issued or guaranteed by U.S. | $4,852,000 | 3,378 |
| 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) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $16,449,000 | 4,432 |
| Total debt securities | $16,449,000 | 4,812 |
| 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 | $13,684,000 | 5,147 |
| U.S. Government securities | $10,649,000 | 4,711 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,649,000 | 4,587 |
| Securities issued by states & political subdivisions | $2,332,000 | 4,212 |
| Other domestic debt securities | $703,000 | 2,381 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,451 |
| 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 | 1,564 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,139,000 | 4,481 |
| Certificates of participation in pools of residential mortgages | $3,136,000 | 3,831 |
| Issued or guaranteed by U.S. | $3,136,000 | 3,822 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,000 | 3,815 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $3,000 | 1,382 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $13,684,000 | 4,715 |
| Total debt securities | $13,684,000 | 5,113 |
| 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 | $12,496,000 | 5,316 |
| U.S. Government securities | $10,164,000 | 4,891 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,164,000 | 4,777 |
| Securities issued by states & political subdivisions | $1,606,000 | 4,476 |
| Other domestic debt securities | $726,000 | 2,370 |
| Privately issued residential mortgage-backed securities | $26,000 | 1,438 |
| 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 | 1,519 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,924,000 | 4,524 |
| Certificates of participation in pools of residential mortgages | $2,898,000 | 3,956 |
| Issued or guaranteed by U.S. | $2,898,000 | 3,948 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $26,000 | 3,662 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $26,000 | 1,372 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $12,496,000 | 4,877 |
| Total debt securities | $12,496,000 | 5,281 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $10,159,000 | 5,762 |
| U.S. Government securities | $8,814,000 | 5,257 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,814,000 | 5,147 |
| Securities issued by states & political subdivisions | $600,000 | 5,133 |
| Other domestic debt securities | $745,000 | 2,409 |
| Privately issued residential mortgage-backed securities | $45,000 | 1,454 |
| 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 | 1,538 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,590,000 | 4,721 |
| Certificates of participation in pools of residential mortgages | $2,545,000 | 4,202 |
| Issued or guaranteed by U.S. | $2,545,000 | 4,196 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $45,000 | 3,621 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $45,000 | 1,391 |
| 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) | $700,000 | 2,464 |
| Available-for-sale securities (fair market value) | $9,459,000 | 5,414 |
| Total debt securities | $10,159,000 | 5,721 |
| 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 | $9,540,000 | 5,882 |
| U.S. Government securities | $8,456,000 | 5,281 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,456,000 | 5,180 |
| Securities issued by states & political subdivisions | $500,000 | 5,286 |
| Other domestic debt securities | $584,000 | 2,573 |
| Privately issued residential mortgage-backed securities | $84,000 | 1,469 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 1,718 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,818,000 | 4,740 |
| Certificates of participation in pools of residential mortgages | $2,734,000 | 4,229 |
| Issued or guaranteed by U.S. | $2,734,000 | 4,222 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $84,000 | 3,571 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $84,000 | 1,396 |
| 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) | $252,000 | 2,855 |
| Available-for-sale securities (fair market value) | $9,288,000 | 5,443 |
| Total debt securities | $9,540,000 | 5,846 |
| 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 | $5,113,000 | 6,777 |
| U.S. Government securities | $4,345,000 | 6,338 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,345,000 | 6,245 |
| Securities issued by states & political subdivisions | $130,000 | 5,736 |
| Other domestic debt securities | $638,000 | 2,645 |
| Privately issued residential mortgage-backed securities | $138,000 | 1,487 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 1,813 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,758,000 | 4,839 |
| Certificates of participation in pools of residential mortgages | $2,620,000 | 4,369 |
| Issued or guaranteed by U.S. | $2,620,000 | 4,362 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $138,000 | 3,509 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $138,000 | 1,418 |
| 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) | $500,000 | 2,700 |
| Available-for-sale securities (fair market value) | $4,613,000 | 6,342 |
| Total debt securities | $5,113,000 | 6,733 |
| 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 | $4,924,000 | 6,813 |
| U.S. Government securities | $4,076,000 | 6,433 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,076,000 | 6,342 |
| Securities issued by states & political subdivisions | $130,000 | 5,786 |
| Other domestic debt securities | $718,000 | 2,628 |
| Privately issued residential mortgage-backed securities | $218,000 | 1,470 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 1,846 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,067,000 | 4,789 |
| Certificates of participation in pools of residential mortgages | $2,849,000 | 4,357 |
| Issued or guaranteed by U.S. | $2,849,000 | 4,344 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $218,000 | 3,436 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $218,000 | 1,404 |
| 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) | $500,000 | 2,751 |
| Available-for-sale securities (fair market value) | $4,424,000 | 6,384 |
| Total debt securities | $4,924,000 | 6,778 |
| 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 | $5,622,000 | 6,746 |
| U.S. Government securities | $4,673,000 | 6,383 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,673,000 | 6,301 |
| Securities issued by states & political subdivisions | $130,000 | 5,734 |
| Other domestic debt securities | $819,000 | 2,494 |
| Privately issued residential mortgage-backed securities | $319,000 | 1,437 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 1,912 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,492,000 | 4,743 |
| Certificates of participation in pools of residential mortgages | $3,173,000 | 4,330 |
| Issued or guaranteed by U.S. | $3,173,000 | 4,319 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $319,000 | 3,375 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $319,000 | 1,377 |
| 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) | $500,000 | 2,800 |
| Available-for-sale securities (fair market value) | $5,122,000 | 6,280 |
| Total debt securities | $5,622,000 | 6,707 |
| 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 | $6,274,000 | 6,657 |
| U.S. Government securities | $5,276,000 | 6,320 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,276,000 | 6,237 |
| Securities issued by states & political subdivisions | $130,000 | 5,698 |
| Other domestic debt securities | $868,000 | 2,401 |
| Privately issued residential mortgage-backed securities | $368,000 | 1,364 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 1,872 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,644,000 | 4,676 |
| Certificates of participation in pools of residential mortgages | $3,276,000 | 4,262 |
| Issued or guaranteed by U.S. | $3,276,000 | 4,250 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $368,000 | 3,276 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $368,000 | 1,304 |
| 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) | $500,000 | 2,828 |
| Available-for-sale securities (fair market value) | $5,774,000 | 6,193 |
| Total debt securities | $6,274,000 | 6,618 |
| 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 | $6,515,000 | 6,588 |
| U.S. Government securities | $5,434,000 | 6,260 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,434,000 | 6,171 |
| Securities issued by states & political subdivisions | $185,000 | 5,653 |
| Other domestic debt securities | $896,000 | 2,342 |
| Privately issued residential mortgage-backed securities | $396,000 | 1,337 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 1,841 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,830,000 | 4,542 |
| Certificates of participation in pools of residential mortgages | $3,434,000 | 4,143 |
| Issued or guaranteed by U.S. | $3,434,000 | 4,131 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $396,000 | 3,181 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $396,000 | 1,278 |
| 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) | $500,000 | 2,836 |
| Available-for-sale securities (fair market value) | $6,015,000 | 6,109 |
| Total debt securities | $6,515,000 | 6,545 |
| 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 | $5,667,000 | 6,835 |
| U.S. Government securities | $5,055,000 | 6,424 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,055,000 | 6,340 |
| Securities issued by states & political subdivisions | $185,000 | 5,703 |
| Other domestic debt securities | $427,000 | 2,732 |
| Privately issued residential mortgage-backed securities | $427,000 | 1,311 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,982,000 | 4,496 |
| Certificates of participation in pools of residential mortgages | $3,555,000 | 4,109 |
| Issued or guaranteed by U.S. | $3,555,000 | 4,094 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $427,000 | 3,167 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $427,000 | 1,246 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $5,667,000 | 6,246 |
| Total debt securities | $5,667,000 | 6,772 |
| 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 | $6,176,000 | 6,729 |
| U.S. Government securities | $5,519,000 | 6,308 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,519,000 | 6,212 |
| Securities issued by states & political subdivisions | $185,000 | 5,705 |
| Other domestic debt securities | $472,000 | 2,646 |
| Privately issued residential mortgage-backed securities | $472,000 | 1,278 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,517,000 | 4,243 |
| Certificates of participation in pools of residential mortgages | $4,045,000 | 3,827 |
| Issued or guaranteed by U.S. | $4,045,000 | 3,813 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $472,000 | 3,122 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $472,000 | 1,212 |
| 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) | $61,000 | 3,404 |
| Available-for-sale securities (fair market value) | $6,115,000 | 6,175 |
| Total debt securities | $6,176,000 | 6,655 |
| 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 | $6,344,000 | 6,771 |
| U.S. Government securities | $5,642,000 | 6,393 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,642,000 | 6,292 |
| Securities issued by states & political subdivisions | $185,000 | 5,736 |
| Other domestic debt securities | $517,000 | 2,354 |
| Privately issued residential mortgage-backed securities | $517,000 | 1,148 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,685,000 | 3,922 |
| Certificates of participation in pools of residential mortgages | $4,168,000 | 3,473 |
| Issued or guaranteed by U.S. | $4,168,000 | 3,460 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $517,000 | 2,965 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $517,000 | 1,092 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $6,344,000 | 6,153 |
| Total debt securities | $6,344,000 | 6,714 |
| 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 | $7,916,000 | 6,506 |
| U.S. Government securities | $7,035,000 | 6,073 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,035,000 | 5,966 |
| Securities issued by states & political subdivisions | $335,000 | 5,537 |
| Other domestic debt securities | $546,000 | 2,268 |
| Privately issued residential mortgage-backed securities | $546,000 | 1,104 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,857,000 | 3,727 |
| Certificates of participation in pools of residential mortgages | $4,311,000 | 3,265 |
| Issued or guaranteed by U.S. | $4,311,000 | 3,251 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $546,000 | 2,895 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $546,000 | 1,049 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $7,916,000 | 5,889 |
| Total debt securities | $7,916,000 | 6,449 |
| 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 | $8,104,000 | 6,479 |
| U.S. Government securities | $7,178,000 | 6,053 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,178,000 | 5,944 |
| Securities issued by states & political subdivisions | $335,000 | 5,564 |
| Other domestic debt securities | $591,000 | 2,184 |
| Privately issued residential mortgage-backed securities | $591,000 | 1,048 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,045,000 | 3,628 |
| Certificates of participation in pools of residential mortgages | $4,454,000 | 3,155 |
| Issued or guaranteed by U.S. | $4,454,000 | 3,143 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $591,000 | 2,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $591,000 | 991 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $8,104,000 | 5,845 |
| Total debt securities | $8,104,000 | 6,423 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $7,512,000 | 6,657 |
| U.S. Government securities | $6,536,000 | 6,309 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,536,000 | 6,181 |
| Securities issued by states & political subdivisions | $335,000 | 5,615 |
| Other domestic debt securities | $641,000 | 2,171 |
| Privately issued residential mortgage-backed securities | $641,000 | 1,002 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,427,000 | 3,516 |
| Certificates of participation in pools of residential mortgages | $4,786,000 | 3,058 |
| Issued or guaranteed by U.S. | $4,786,000 | 3,043 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $641,000 | 2,773 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $641,000 | 939 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $7,512,000 | 5,989 |
| Total debt securities | $7,512,000 | 6,597 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $7,783,000 | 6,641 |
| U.S. Government securities | $6,758,000 | 6,296 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,758,000 | 6,166 |
| Securities issued by states & political subdivisions | $335,000 | 5,659 |
| Other domestic debt securities | $690,000 | 2,158 |
| Privately issued residential mortgage-backed securities | $690,000 | 966 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,698,000 | 3,439 |
| Certificates of participation in pools of residential mortgages | $5,008,000 | 2,993 |
| Issued or guaranteed by U.S. | $5,008,000 | 2,979 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $690,000 | 2,731 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $690,000 | 912 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $7,783,000 | 5,977 |
| Total debt securities | $7,783,000 | 6,578 |
| 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 | $8,084,000 | 6,624 |
| U.S. Government securities | $6,877,000 | 6,309 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,877,000 | 6,183 |
| Securities issued by states & political subdivisions | $495,000 | 5,519 |
| Other domestic debt securities | $712,000 | 2,154 |
| Privately issued residential mortgage-backed securities | $712,000 | 941 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,839,000 | 3,399 |
| Certificates of participation in pools of residential mortgages | $5,127,000 | 2,966 |
| Issued or guaranteed by U.S. | $5,127,000 | 2,952 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $712,000 | 2,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $712,000 | 877 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $8,084,000 | 5,936 |
| Total debt securities | $8,084,000 | 6,566 |
| 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 | $8,390,000 | 6,588 |
| U.S. Government securities | $7,157,000 | 6,232 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,157,000 | 6,102 |
| Securities issued by states & political subdivisions | $495,000 | 5,539 |
| Other domestic debt securities | $738,000 | 2,163 |
| Privately issued residential mortgage-backed securities | $738,000 | 911 |
| 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 | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,145,000 | 3,328 |
| Certificates of participation in pools of residential mortgages | $5,407,000 | 2,907 |
| Issued or guaranteed by U.S. | $5,407,000 | 2,895 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $738,000 | 2,657 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $738,000 | 854 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $8,390,000 | 5,875 |
| Total debt securities | $8,390,000 | 6,531 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $8,320,000 | 6,661 |
| U.S. Government securities | $7,062,000 | 6,318 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,062,000 | 6,173 |
| Securities issued by states & political subdivisions | $495,000 | 5,569 |
| Other domestic debt securities | $763,000 | 2,197 |
| Privately issued residential mortgage-backed securities | $763,000 | 903 |
| 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 | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,575,000 | 3,271 |
| Certificates of participation in pools of residential mortgages | $5,812,000 | 2,868 |
| Issued or guaranteed by U.S. | $5,812,000 | 2,854 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $763,000 | 2,652 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $763,000 | 847 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $8,320,000 | 5,946 |
| Total debt securities | $8,320,000 | 6,609 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $8,798,000 | 6,582 |
| U.S. Government securities | $7,492,000 | 6,200 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,492,000 | 6,066 |
| Securities issued by states & political subdivisions | $495,000 | 5,587 |
| Other domestic debt securities | $811,000 | 2,255 |
| Privately issued residential mortgage-backed securities | $811,000 | 859 |
| 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 | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,076,000 | 3,193 |
| Certificates of participation in pools of residential mortgages | $6,265,000 | 2,795 |
| Issued or guaranteed by U.S. | $6,265,000 | 2,785 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $811,000 | 2,622 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $811,000 | 804 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $8,798,000 | 5,862 |
| Total debt securities | $8,798,000 | 6,525 |
| 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 | $9,338,000 | 6,481 |
| U.S. Government securities | $8,007,000 | 6,058 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,007,000 | 5,921 |
| Securities issued by states & political subdivisions | $495,000 | 5,619 |
| Other domestic debt securities | $836,000 | 2,275 |
| Privately issued residential mortgage-backed securities | $836,000 | 836 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,616,000 | 3,109 |
| Certificates of participation in pools of residential mortgages | $6,780,000 | 2,719 |
| Issued or guaranteed by U.S. | $6,780,000 | 2,707 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $836,000 | 2,620 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $836,000 | 782 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $9,338,000 | 5,744 |
| Total debt securities | $9,338,000 | 6,419 |
| 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 | $12,835,000 | 5,799 |
| U.S. Government securities | $11,277,000 | 5,313 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,277,000 | 5,160 |
| Securities issued by states & political subdivisions | $692,000 | 5,385 |
| Other domestic debt securities | $866,000 | 2,327 |
| Privately issued residential mortgage-backed securities | $866,000 | 809 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,816,000 | 2,978 |
| Certificates of participation in pools of residential mortgages | $7,950,000 | 2,560 |
| Issued or guaranteed by U.S. | $7,950,000 | 2,551 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $866,000 | 2,666 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $866,000 | 756 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $12,835,000 | 5,088 |
| Total debt securities | $12,835,000 | 5,735 |
| 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 | $14,042,000 | 5,645 |
| U.S. Government securities | $12,484,000 | 5,111 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,484,000 | 4,966 |
| Securities issued by states & political subdivisions | $670,000 | 5,420 |
| Other domestic debt securities | $888,000 | 2,386 |
| Privately issued residential mortgage-backed securities | $888,000 | 795 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,045,000 | 2,868 |
| Certificates of participation in pools of residential mortgages | $9,157,000 | 2,432 |
| Issued or guaranteed by U.S. | $9,157,000 | 2,424 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $888,000 | 2,702 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $888,000 | 741 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $14,042,000 | 4,951 |
| Total debt securities | $14,042,000 | 5,572 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $11,505,000 | 6,181 |
| U.S. Government securities | $10,422,000 | 5,600 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,422,000 | 5,442 |
| Securities issued by states & political subdivisions | $184,000 | 6,197 |
| Other domestic debt securities | $899,000 | 2,419 |
| Privately issued residential mortgage-backed securities | $899,000 | 787 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,721,000 | 2,826 |
| Certificates of participation in pools of residential mortgages | $9,822,000 | 2,381 |
| Issued or guaranteed by U.S. | $9,822,000 | 2,375 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $899,000 | 2,735 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $899,000 | 734 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $11,505,000 | 5,420 |
| Total debt securities | $11,505,000 | 6,115 |
| 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 | $11,509,000 | 6,198 |
| U.S. Government securities | $9,836,000 | 5,740 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,836,000 | 5,583 |
| Securities issued by states & political subdivisions | $186,000 | 6,242 |
| Other domestic debt securities | $1,487,000 | 2,043 |
| Privately issued residential mortgage-backed securities | $1,487,000 | 640 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,719,000 | 2,839 |
| Certificates of participation in pools of residential mortgages | $9,232,000 | 2,476 |
| Issued or guaranteed by U.S. | $9,232,000 | 2,467 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,487,000 | 2,416 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $1,487,000 | 594 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $11,509,000 | 5,428 |
| Total debt securities | $11,509,000 | 6,127 |
| 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 | $11,287,000 | 6,303 |
| U.S. Government securities | $10,181,000 | 5,720 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,181,000 | 5,559 |
| Securities issued by states & political subdivisions | $174,000 | 6,305 |
| Other domestic debt securities | $932,000 | 2,538 |
| Privately issued residential mortgage-backed securities | $932,000 | 716 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,513,000 | 2,911 |
| Certificates of participation in pools of residential mortgages | $9,581,000 | 2,463 |
| Issued or guaranteed by U.S. | $9,581,000 | 2,455 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $932,000 | 2,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $932,000 | 668 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $11,287,000 | 5,553 |
| Total debt securities | $11,287,000 | 6,228 |
| 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 | $11,999,000 | 6,133 |
| U.S. Government securities | $11,249,000 | 5,440 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,249,000 | 5,294 |
| Securities issued by states & political subdivisions | $182,000 | 6,288 |
| Other domestic debt securities | $568,000 | 2,873 |
| Privately issued residential mortgage-backed securities | $568,000 | 825 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,717,000 | 2,778 |
| Certificates of participation in pools of residential mortgages | $11,149,000 | 2,257 |
| Issued or guaranteed by U.S. | $11,149,000 | 2,247 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $568,000 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $568,000 | 767 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $11,999,000 | 5,410 |
| Total debt securities | $11,999,000 | 6,050 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $12,697,000 | 6,064 |
| U.S. Government securities | $12,511,000 | 5,195 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,511,000 | 5,038 |
| Securities issued by states & political subdivisions | $186,000 | 6,357 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,411,000 | 2,686 |
| Certificates of participation in pools of residential mortgages | $11,956,000 | 2,198 |
| Issued or guaranteed by U.S. | $11,956,000 | 2,182 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $455,000 | 3,239 |
| CMOs issued by government agencies or sponsored agencies | $455,000 | 3,090 |
| 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) | $276,000 | 4,074 |
| Available-for-sale securities (fair market value) | $12,421,000 | 5,381 |
| Total debt securities | $12,697,000 | 5,972 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $10,848,000 | 6,363 |
| U.S. Government securities | $10,673,000 | 5,462 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,673,000 | 5,301 |
| Securities issued by states & political subdivisions | $175,000 | 6,420 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,573,000 | 2,898 |
| Certificates of participation in pools of residential mortgages | $9,891,000 | 2,407 |
| Issued or guaranteed by U.S. | $9,891,000 | 2,397 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $682,000 | 3,056 |
| CMOs issued by government agencies or sponsored agencies | $682,000 | 2,906 |
| 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) | $175,000 | 4,255 |
| Available-for-sale securities (fair market value) | $10,673,000 | 5,673 |
| Total debt securities | $10,848,000 | 6,272 |
| 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 | $9,301,000 | 6,660 |
| U.S. Government securities | $9,301,000 | 5,730 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,301,000 | 5,552 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,193,000 | 3,182 |
| Certificates of participation in pools of residential mortgages | $8,779,000 | 2,580 |
| Issued or guaranteed by U.S. | $8,779,000 | 2,567 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $414,000 | 3,542 |
| CMOs issued by government agencies or sponsored agencies | $414,000 | 3,375 |
| 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) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $9,301,000 | 5,897 |
| Total debt securities | $9,301,000 | 6,557 |
| 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 | $6,748,000 | 7,342 |
| U.S. Government securities | $6,748,000 | 6,531 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,748,000 | 6,337 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,640,000 | 3,721 |
| Certificates of participation in pools of residential mortgages | $6,037,000 | 3,126 |
| Issued or guaranteed by U.S. | $6,037,000 | 3,113 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $603,000 | 3,423 |
| CMOs issued by government agencies or sponsored agencies | $603,000 | 3,265 |
| 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) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $6,748,000 | 6,517 |
| Total debt securities | $6,748,000 | 7,246 |
| 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 | $1,061,000 | 8,893 |
| U.S. Government securities | $1,061,000 | 8,658 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,061,000 | 8,502 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $952,000 | 5,967 |
| Certificates of participation in pools of residential mortgages | $790,000 | 5,548 |
| Issued or guaranteed by U.S. | $790,000 | 5,530 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $162,000 | 4,013 |
| CMOs issued by government agencies or sponsored agencies | $162,000 | 3,841 |
| 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) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $1,061,000 | 8,072 |
| Total debt securities | $1,061,000 | 8,820 |
| 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 | $1,872,000 | 8,893 |
| U.S. Government securities | $1,872,000 | 8,558 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,872,000 | 8,358 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,301,000 | 5,692 |
| Certificates of participation in pools of residential mortgages | $1,030,000 | 5,173 |
| Issued or guaranteed by U.S. | $1,030,000 | 5,149 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $271,000 | 4,000 |
| CMOs issued by government agencies or sponsored agencies | $271,000 | 3,825 |
| 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) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $1,872,000 | 7,970 |
| Total debt securities | $1,872,000 | 8,818 |
| 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 | $5,626,000 | 8,144 |
| U.S. Government securities | $5,626,000 | 7,466 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,626,000 | 7,122 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,733,000 | 4,943 |
| Certificates of participation in pools of residential mortgages | $1,365,000 | 4,458 |
| Issued or guaranteed by U.S. | $1,365,000 | 4,438 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $368,000 | 3,523 |
| CMOs issued by government agencies or sponsored agencies | $368,000 | 3,358 |
| 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) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $5,626,000 | 7,030 |
| Total debt securities | $5,626,000 | 8,008 |
| 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 | $6,352,000 | 8,216 |
| U.S. Government securities | $6,352,000 | 7,452 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,352,000 | 6,927 |
| 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 | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,515,000 | 4,754 |
| Certificates of participation in pools of residential mortgages | $1,583,000 | 4,510 |
| Issued or guaranteed by U.S. | $1,583,000 | 4,497 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $932,000 | 3,109 |
| CMOs issued by government agencies or sponsored agencies | $932,000 | 2,960 |
| 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) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $6,352,000 | 6,983 |
| Total debt securities | $6,352,000 | 8,101 |
| 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 | $6,382,000 | 8,249 |
| U.S. Government securities | $6,382,000 | 7,397 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,382,000 | 6,565 |
| 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 | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,041,000 | 4,243 |
| Certificates of participation in pools of residential mortgages | $2,393,000 | 4,127 |
| Issued or guaranteed by U.S. | $2,393,000 | 4,107 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,648,000 | 2,816 |
| CMOs issued by government agencies or sponsored agencies | $1,648,000 | 2,682 |
| 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) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $6,382,000 | 6,865 |
| Total debt securities | $6,382,000 | 8,123 |
| 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 | $7,458,000 | 8,276 |
| U.S. Government securities | $7,458,000 | 7,468 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,458,000 | 6,171 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,481,000 | 4,024 |
| Certificates of participation in pools of residential mortgages | $2,396,000 | 4,102 |
| Issued or guaranteed by U.S. | $2,396,000 | 4,087 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $2,085,000 | 2,665 |
| CMOs issued by government agencies or sponsored agencies | $2,085,000 | 2,548 |
| 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) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $7,458,000 | 6,545 |
| Total debt securities | $7,458,000 | 8,151 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $7,691,000 | 8,725 |
| U.S. Government securities | $7,616,000 | 8,011 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,616,000 | 6,430 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-75,000 | 987 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,050,000 | 3,831 |
| Certificates of participation in pools of residential mortgages | $2,427,000 | 4,439 |
| Issued or guaranteed by U.S. | $2,427,000 | 4,420 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $3,623,000 | 2,317 |
| CMOs issued by government agencies or sponsored agencies | $3,623,000 | 2,212 |
| 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) | $75,000 | 7,924 |
| Available-for-sale securities (fair market value) | $7,616,000 | 6,752 |
| Total debt securities | $7,616,000 | 8,654 |
| 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 | $8,004,000 | 8,993 |
| U.S. Government securities | $7,895,000 | 8,218 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $7,895,000 | 6,305 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-109,000 | 1,100 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,514,000 | 3,967 |
| Certificates of participation in pools of residential mortgages | $2,384,000 | 4,605 |
| Issued or guaranteed by U.S. | $2,384,000 | 4,579 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $4,130,000 | 2,412 |
| CMOs issued by government agencies or sponsored agencies | $4,130,000 | 2,285 |
| 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) | $109,000 | 8,254 |
| Available-for-sale securities (fair market value) | $7,895,000 | 6,819 |
| Total debt securities | $7,895,000 | 8,924 |
| 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 | $7,037,000 | 9,913 |
| U.S. Government securities | $6,940,000 | 9,164 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $6,940,000 | 6,687 |
| 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 | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-97,000 | 1,161 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,260,000 | 4,609 |
| Certificates of participation in pools of residential mortgages | $2,371,000 | 4,877 |
| Issued or guaranteed by U.S. | $2,371,000 | 4,849 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $2,889,000 | 3,098 |
| CMOs issued by government agencies or sponsored agencies | $2,889,000 | 2,946 |
| 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) | $97,000 | 11,420 |
| Available-for-sale securities (fair market value) | $6,940,000 | 5,913 |
| Total debt securities | $6,940,000 | 9,855 |
| 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 | $6,729,000 | 10,438 |
| U.S. Government securities | $6,626,000 | 9,621 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $6,626,000 | 7,003 |
| 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 | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-103,000 | 1,228 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,276,000 | 5,129 |
| Certificates of participation in pools of residential mortgages | $3,223,000 | 4,729 |
| Issued or guaranteed by U.S. | $3,223,000 | 4,689 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $2,053,000 | 3,987 |
| CMOs issued by government agencies or sponsored agencies | $2,053,000 | 3,795 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $6,626,000 | 10,355 |
| 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 | $8,531,000 | 9,778 |
| U.S. Government securities | $8,383,000 | 8,815 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $8,383,000 | 6,162 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $-148,000 | 1,528 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,783,000 | 4,345 |
| Certificates of participation in pools of residential mortgages | $6,783,000 | 3,293 |
| Issued or guaranteed by U.S. | $6,783,000 | 3,248 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,000,000 | 5,060 |
| CMOs issued by government agencies or sponsored agencies | $1,000,000 | 4,684 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $8,383,000 | 9,728 |
| 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 |