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Security Federal Bank, Securities
| 2020-12-31 | Rank | |
| Total securities | $10,179,000 | 4,023 |
| U.S. Government securities | $2,427,000 | 4,155 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $2,427,000 | 4,015 |
| Securities issued by states & political subdivisions | $7,752,000 | 2,841 |
| 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 | $3,934,000 | 3,291 |
| Mortgage-backed securities | $2,177,000 | 3,551 |
| Certificates of participation in pools of residential mortgages | $1,413,000 | 3,398 |
| Issued or guaranteed by U.S. | $1,413,000 | 3,310 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $502,000 | 2,507 |
| CMOs issued by government agencies or sponsored agencies | $502,000 | 2,454 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $262,000 | 1,880 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $262,000 | 1,301 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $10,179,000 | 3,792 |
| Total debt securities | $10,179,000 | 3,993 |
| 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 | $10,265,000 | 3,998 |
| U.S. Government securities | $2,803,000 | 4,121 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $2,803,000 | 3,966 |
| Securities issued by states & political subdivisions | $7,462,000 | 2,783 |
| 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 | $3,983,000 | 3,309 |
| Mortgage-backed securities | $2,553,000 | 3,500 |
| Certificates of participation in pools of residential mortgages | $1,635,000 | 3,321 |
| Issued or guaranteed by U.S. | $1,635,000 | 3,231 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $631,000 | 2,475 |
| CMOs issued by government agencies or sponsored agencies | $631,000 | 2,423 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $287,000 | 1,862 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $287,000 | 1,263 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $10,265,000 | 3,762 |
| Total debt securities | $10,266,000 | 3,974 |
| 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 | $8,599,000 | 4,115 |
| U.S. Government securities | $3,098,000 | 4,093 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $3,098,000 | 3,936 |
| Securities issued by states & political subdivisions | $5,501,000 | 2,994 |
| 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 | $4,057,000 | 3,331 |
| Mortgage-backed securities | $2,943,000 | 3,445 |
| Certificates of participation in pools of residential mortgages | $1,847,000 | 3,271 |
| Issued or guaranteed by U.S. | $1,847,000 | 3,178 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $770,000 | 2,426 |
| CMOs issued by government agencies or sponsored agencies | $770,000 | 2,386 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $326,000 | 1,839 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $326,000 | 1,236 |
| Held to maturity securities (book value) | $251,000 | 1,496 |
| Available-for-sale securities (fair market value) | $8,348,000 | 3,893 |
| Total debt securities | $8,599,000 | 4,089 |
| 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 | $9,269,000 | 4,091 |
| U.S. Government securities | $3,255,000 | 4,134 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $3,255,000 | 3,971 |
| Securities issued by states & political subdivisions | $6,014,000 | 2,847 |
| 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 | $4,287,000 | 3,281 |
| Mortgage-backed securities | $3,255,000 | 3,388 |
| Certificates of participation in pools of residential mortgages | $2,007,000 | 3,241 |
| Issued or guaranteed by U.S. | $2,007,000 | 3,143 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $924,000 | 2,382 |
| CMOs issued by government agencies or sponsored agencies | $924,000 | 2,331 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $324,000 | 1,814 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $324,000 | 1,209 |
| Held to maturity securities (book value) | $252,000 | 1,509 |
| Available-for-sale securities (fair market value) | $9,017,000 | 3,865 |
| Total debt securities | $9,268,000 | 4,064 |
| 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 | $9,727,000 | 4,106 |
| U.S. Government securities | $3,532,000 | 4,174 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $3,532,000 | 4,004 |
| Securities issued by states & political subdivisions | $6,195,000 | 2,798 |
| 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 | $4,437,000 | 3,305 |
| Mortgage-backed securities | $3,532,000 | 3,348 |
| Certificates of participation in pools of residential mortgages | $2,162,000 | 3,166 |
| Issued or guaranteed by U.S. | $2,162,000 | 3,072 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,013,000 | 2,350 |
| CMOs issued by government agencies or sponsored agencies | $1,013,000 | 2,304 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $357,000 | 1,780 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $357,000 | 1,171 |
| Held to maturity securities (book value) | $253,000 | 1,557 |
| Available-for-sale securities (fair market value) | $9,474,000 | 3,867 |
| Total debt securities | $9,727,000 | 4,081 |
| 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 | $10,110,000 | 4,125 |
| U.S. Government securities | $3,897,000 | 4,201 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $3,897,000 | 4,036 |
| Securities issued by states & political subdivisions | $6,213,000 | 2,817 |
| 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 | $4,489,000 | 3,362 |
| Mortgage-backed securities | $3,897,000 | 3,305 |
| Certificates of participation in pools of residential mortgages | $2,358,000 | 3,123 |
| Issued or guaranteed by U.S. | $2,358,000 | 3,022 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,156,000 | 2,326 |
| CMOs issued by government agencies or sponsored agencies | $1,156,000 | 2,283 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $383,000 | 1,752 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $383,000 | 1,136 |
| Held to maturity securities (book value) | $255,000 | 1,629 |
| Available-for-sale securities (fair market value) | $9,855,000 | 3,883 |
| Total debt securities | $10,109,000 | 4,100 |
| 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 | $11,020,000 | 4,102 |
| U.S. Government securities | $4,814,000 | 4,132 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $4,814,000 | 3,973 |
| Securities issued by states & political subdivisions | $6,206,000 | 2,886 |
| 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 | $4,521,000 | 3,405 |
| Mortgage-backed securities | $4,265,000 | 3,239 |
| Certificates of participation in pools of residential mortgages | $2,602,000 | 3,085 |
| Issued or guaranteed by U.S. | $2,602,000 | 2,998 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,282,000 | 2,272 |
| CMOs issued by government agencies or sponsored agencies | $1,282,000 | 2,225 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $381,000 | 1,734 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $381,000 | 1,113 |
| Held to maturity securities (book value) | $256,000 | 1,671 |
| Available-for-sale securities (fair market value) | $10,764,000 | 3,857 |
| Total debt securities | $11,020,000 | 4,082 |
| Structured notes | ||
| Amortized cost | $550,000 | 726 |
| Fair value | $549,000 | 726 |
| 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 | $12,827,000 | 4,015 |
| U.S. Government securities | $5,714,000 | 4,069 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $5,714,000 | 3,914 |
| Securities issued by states & political subdivisions | $7,113,000 | 2,787 |
| 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 | $4,388,000 | 3,476 |
| Mortgage-backed securities | $4,472,000 | 3,232 |
| Certificates of participation in pools of residential mortgages | $2,712,000 | 3,085 |
| Issued or guaranteed by U.S. | $2,712,000 | 2,992 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,389,000 | 2,250 |
| CMOs issued by government agencies or sponsored agencies | $1,389,000 | 2,200 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $371,000 | 1,670 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $371,000 | 1,032 |
| Held to maturity securities (book value) | $257,000 | 1,697 |
| Available-for-sale securities (fair market value) | $12,570,000 | 3,779 |
| Total debt securities | $12,827,000 | 3,993 |
| Structured notes | ||
| Amortized cost | $550,000 | 737 |
| Fair value | $544,000 | 736 |
| 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 | $14,114,000 | 3,952 |
| U.S. Government securities | $7,074,000 | 3,925 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $7,074,000 | 3,761 |
| Securities issued by states & political subdivisions | $7,040,000 | 2,859 |
| 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 | $8,060,000 | 2,980 |
| Mortgage-backed securities | $4,742,000 | 3,198 |
| Certificates of participation in pools of residential mortgages | $2,919,000 | 3,054 |
| Issued or guaranteed by U.S. | $2,919,000 | 2,989 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,454,000 | 2,228 |
| CMOs issued by government agencies or sponsored agencies | $1,454,000 | 2,177 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $369,000 | 1,632 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $369,000 | 989 |
| Held to maturity securities (book value) | $258,000 | 1,742 |
| Available-for-sale securities (fair market value) | $13,856,000 | 3,709 |
| Total debt securities | $14,108,000 | 3,930 |
| Structured notes | ||
| Amortized cost | $550,000 | 758 |
| Fair value | $539,000 | 760 |
| 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 | $14,195,000 | 3,977 |
| U.S. Government securities | $7,236,000 | 3,953 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $7,236,000 | 3,792 |
| Securities issued by states & political subdivisions | $6,959,000 | 2,902 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $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 | $7,919,000 | 3,008 |
| Mortgage-backed securities | $4,934,000 | 3,196 |
| Certificates of participation in pools of residential mortgages | $3,069,000 | 3,061 |
| Issued or guaranteed by U.S. | $3,069,000 | 3,036 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,502,000 | 2,212 |
| CMOs issued by government agencies or sponsored agencies | $1,502,000 | 2,162 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $363,000 | 1,627 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $363,000 | 989 |
| Held to maturity securities (book value) | $259,000 | 1,773 |
| Available-for-sale securities (fair market value) | $13,936,000 | 3,728 |
| Total debt securities | $14,194,000 | 3,955 |
| Structured notes | ||
| Amortized cost | $550,000 | 740 |
| Fair value | $530,000 | 742 |
| 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 | $14,705,000 | 4,005 |
| U.S. Government securities | $5,554,000 | 4,212 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $5,554,000 | 4,061 |
| Securities issued by states & political subdivisions | $7,146,000 | 2,931 |
| Other domestic debt securities | $2,005,000 | 1,342 |
| Privately issued residential mortgage-backed securities | $2,005,000 | 399 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $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 | $7,966,000 | 3,048 |
| Mortgage-backed securities | $5,242,000 | 3,179 |
| Certificates of participation in pools of residential mortgages | $3,267,000 | 3,060 |
| Issued or guaranteed by U.S. | $1,262,000 | 3,439 |
| Privately issued | $2,005,000 | 214 |
| Collaterized mortgage obligations | $1,595,000 | 2,206 |
| CMOs issued by government agencies or sponsored agencies | $1,595,000 | 2,152 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $380,000 | 1,590 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $380,000 | 980 |
| Held to maturity securities (book value) | $387,000 | 1,751 |
| Available-for-sale securities (fair market value) | $14,318,000 | 3,754 |
| Total debt securities | $14,705,000 | 3,979 |
| Structured notes | ||
| Amortized cost | $550,000 | 741 |
| Fair value | $533,000 | 742 |
| 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 | $13,221,000 | 4,179 |
| U.S. Government securities | $6,241,000 | 4,181 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $6,241,000 | 4,038 |
| Securities issued by states & political subdivisions | $6,980,000 | 2,987 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $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 | $8,127,000 | 3,062 |
| Mortgage-backed securities | $4,610,000 | 3,317 |
| Certificates of participation in pools of residential mortgages | $3,464,000 | 3,070 |
| Issued or guaranteed by U.S. | $3,464,000 | 3,064 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,146,000 | 2,346 |
| CMOs issued by government agencies or sponsored agencies | $1,146,000 | 2,287 |
| 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) | $486,000 | 1,743 |
| Available-for-sale securities (fair market value) | $12,735,000 | 3,934 |
| Total debt securities | $13,222,000 | 4,154 |
| Structured notes | ||
| Amortized cost | $550,000 | 711 |
| Fair value | $538,000 | 712 |
| 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 | $8,665,000 | 4,639 |
| U.S. Government securities | $3,504,000 | 4,620 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $3,504,000 | 4,488 |
| Securities issued by states & political subdivisions | $5,161,000 | 3,357 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $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 | $6,576,000 | 3,325 |
| Mortgage-backed securities | $2,958,000 | 3,626 |
| Certificates of participation in pools of residential mortgages | $2,716,000 | 3,279 |
| Issued or guaranteed by U.S. | $2,716,000 | 3,274 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $242,000 | 2,776 |
| CMOs issued by government agencies or sponsored agencies | $242,000 | 2,704 |
| 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) | $487,000 | 1,768 |
| Available-for-sale securities (fair market value) | $8,178,000 | 4,400 |
| Total debt securities | $8,664,000 | 4,615 |
| Structured notes | ||
| Amortized cost | $550,000 | 717 |
| Fair value | $546,000 | 718 |
| 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 | $12,095,000 | 4,367 |
| U.S. Government securities | $3,417,000 | 4,691 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $3,417,000 | 4,563 |
| Securities issued by states & political subdivisions | $8,678,000 | 2,873 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $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 | $8,851,000 | 3,050 |
| Mortgage-backed securities | $3,167,000 | 3,641 |
| Certificates of participation in pools of residential mortgages | $2,907,000 | 3,284 |
| Issued or guaranteed by U.S. | $2,907,000 | 3,281 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $260,000 | 2,780 |
| CMOs issued by government agencies or sponsored agencies | $260,000 | 2,711 |
| 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) | $488,000 | 1,825 |
| Available-for-sale securities (fair market value) | $11,607,000 | 4,125 |
| Total debt securities | $12,095,000 | 4,343 |
| Structured notes | ||
| Amortized cost | $250,000 | 880 |
| Fair value | $250,000 | 883 |
| 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 | $12,456,000 | 4,383 |
| U.S. Government securities | $3,755,000 | 4,688 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $3,755,000 | 4,562 |
| Securities issued by states & political subdivisions | $8,701,000 | 2,899 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $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 | $8,952,000 | 3,058 |
| Mortgage-backed securities | $3,506,000 | 3,612 |
| Certificates of participation in pools of residential mortgages | $3,235,000 | 3,242 |
| Issued or guaranteed by U.S. | $3,235,000 | 3,239 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $271,000 | 2,804 |
| CMOs issued by government agencies or sponsored agencies | $271,000 | 2,729 |
| 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) | $489,000 | 1,851 |
| Available-for-sale securities (fair market value) | $11,967,000 | 4,134 |
| Total debt securities | $12,456,000 | 4,362 |
| Structured notes | ||
| Amortized cost | $250,000 | 947 |
| Fair value | $249,000 | 959 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $12,602,000 | 4,412 |
| U.S. Government securities | $3,883,000 | 4,737 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $3,883,000 | 4,605 |
| Securities issued by states & political subdivisions | $8,719,000 | 2,932 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,896,000 | 3,245 |
| Mortgage-backed securities | $3,387,000 | 3,685 |
| Certificates of participation in pools of residential mortgages | $3,101,000 | 3,340 |
| Issued or guaranteed by U.S. | $3,101,000 | 3,337 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $286,000 | 2,838 |
| CMOs issued by government agencies or sponsored agencies | $286,000 | 2,761 |
| 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) | $662,000 | 1,821 |
| Available-for-sale securities (fair market value) | $11,940,000 | 4,163 |
| Total debt securities | $12,601,000 | 4,391 |
| Structured notes | ||
| Amortized cost | $500,000 | 851 |
| Fair value | $497,000 | 878 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $12,840,000 | 4,410 |
| U.S. Government securities | $4,154,000 | 4,695 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $4,154,000 | 4,574 |
| Securities issued by states & political subdivisions | $8,686,000 | 2,966 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,072,000 | 3,214 |
| Mortgage-backed securities | $3,661,000 | 3,651 |
| Certificates of participation in pools of residential mortgages | $3,363,000 | 3,300 |
| Issued or guaranteed by U.S. | $3,363,000 | 3,296 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $298,000 | 2,835 |
| CMOs issued by government agencies or sponsored agencies | $298,000 | 2,744 |
| 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) | $664,000 | 1,843 |
| Available-for-sale securities (fair market value) | $12,176,000 | 4,143 |
| Total debt securities | $12,839,000 | 4,388 |
| Structured notes | ||
| Amortized cost | $500,000 | 851 |
| Fair value | $494,000 | 884 |
| 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 | $12,961,000 | 4,414 |
| U.S. Government securities | $4,359,000 | 4,702 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $4,359,000 | 4,585 |
| Securities issued by states & political subdivisions | $8,602,000 | 2,979 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,924,000 | 3,275 |
| Mortgage-backed securities | $4,108,000 | 3,611 |
| Certificates of participation in pools of residential mortgages | $3,786,000 | 3,237 |
| Issued or guaranteed by U.S. | $3,786,000 | 3,236 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $322,000 | 2,850 |
| CMOs issued by government agencies or sponsored agencies | $322,000 | 2,762 |
| 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) | $664,000 | 1,854 |
| Available-for-sale securities (fair market value) | $12,297,000 | 4,161 |
| Total debt securities | $12,961,000 | 4,392 |
| Structured notes | ||
| Amortized cost | $250,000 | 987 |
| Fair value | $251,000 | 989 |
| 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 | $12,282,000 | 4,558 |
| U.S. Government securities | $4,946,000 | 4,702 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $4,946,000 | 4,580 |
| Securities issued by states & political subdivisions | $7,336,000 | 3,155 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,997,000 | 3,318 |
| Mortgage-backed securities | $4,694,000 | 3,537 |
| Certificates of participation in pools of residential mortgages | $4,350,000 | 3,161 |
| Issued or guaranteed by U.S. | $4,350,000 | 3,157 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $344,000 | 2,882 |
| CMOs issued by government agencies or sponsored agencies | $344,000 | 2,781 |
| 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) | $666,000 | 1,895 |
| Available-for-sale securities (fair market value) | $11,616,000 | 4,281 |
| Total debt securities | $12,282,000 | 4,531 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,134 |
| Fair value | $252,000 | 1,136 |
| 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 | $15,100,000 | 4,357 |
| U.S. Government securities | $5,540,000 | 4,703 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $5,540,000 | 4,590 |
| Securities issued by states & political subdivisions | $9,560,000 | 2,849 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,402,000 | 3,437 |
| Mortgage-backed securities | $4,967,000 | 3,509 |
| Certificates of participation in pools of residential mortgages | $4,615,000 | 3,123 |
| Issued or guaranteed by U.S. | $4,615,000 | 3,122 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $352,000 | 2,897 |
| CMOs issued by government agencies or sponsored agencies | $352,000 | 2,805 |
| 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) | $757,000 | 1,907 |
| Available-for-sale securities (fair market value) | $14,343,000 | 4,092 |
| Total debt securities | $15,099,000 | 4,336 |
| Structured notes | ||
| Amortized cost | $573,000 | 1,113 |
| Fair value | $573,000 | 1,114 |
| 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 | $15,074,000 | 4,424 |
| U.S. Government securities | $5,556,000 | 4,750 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $5,556,000 | 4,635 |
| Securities issued by states & political subdivisions | $9,518,000 | 2,868 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,136,000 | 3,515 |
| Mortgage-backed securities | $4,096,000 | 3,683 |
| Certificates of participation in pools of residential mortgages | $3,739,000 | 3,319 |
| Issued or guaranteed by U.S. | $3,739,000 | 3,316 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $357,000 | 2,929 |
| CMOs issued by government agencies or sponsored agencies | $357,000 | 2,840 |
| 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) | $758,000 | 1,942 |
| Available-for-sale securities (fair market value) | $14,316,000 | 4,142 |
| Total debt securities | $15,074,000 | 4,404 |
| Structured notes | ||
| Amortized cost | $1,460,000 | 906 |
| Fair value | $1,460,000 | 902 |
| 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 | $14,534,000 | 4,557 |
| U.S. Government securities | $5,346,000 | 4,900 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $5,346,000 | 4,784 |
| Securities issued by states & political subdivisions | $9,188,000 | 2,937 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,730,000 | 3,635 |
| Mortgage-backed securities | $3,769,000 | 3,787 |
| Certificates of participation in pools of residential mortgages | $3,385,000 | 3,438 |
| Issued or guaranteed by U.S. | $3,385,000 | 3,434 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $384,000 | 2,970 |
| CMOs issued by government agencies or sponsored agencies | $384,000 | 2,876 |
| 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) | $759,000 | 1,954 |
| Available-for-sale securities (fair market value) | $13,775,000 | 4,267 |
| Total debt securities | $14,535,000 | 4,535 |
| Structured notes | ||
| Amortized cost | $1,209,000 | 1,087 |
| Fair value | $1,219,000 | 1,085 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $13,610,000 | 4,721 |
| U.S. Government securities | $6,016,000 | 4,903 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $6,016,000 | 4,788 |
| Securities issued by states & political subdivisions | $7,594,000 | 3,173 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,664,000 | 4,071 |
| Mortgage-backed securities | $4,211,000 | 3,778 |
| Certificates of participation in pools of residential mortgages | $3,812,000 | 3,420 |
| Issued or guaranteed by U.S. | $3,812,000 | 3,417 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $399,000 | 3,008 |
| CMOs issued by government agencies or sponsored agencies | $399,000 | 2,914 |
| 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) | $1,040,000 | 1,903 |
| Available-for-sale securities (fair market value) | $12,570,000 | 4,450 |
| Total debt securities | $13,610,000 | 4,698 |
| Structured notes | ||
| Amortized cost | $889,000 | 1,443 |
| Fair value | $892,000 | 1,442 |
| 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 | $14,062,000 | 4,746 |
| U.S. Government securities | $6,588,000 | 4,885 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $6,588,000 | 4,782 |
| Securities issued by states & political subdivisions | $7,474,000 | 3,187 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,629,000 | 4,131 |
| Mortgage-backed securities | $4,510,000 | 3,788 |
| Certificates of participation in pools of residential mortgages | $4,089,000 | 3,436 |
| Issued or guaranteed by U.S. | $4,089,000 | 3,434 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $421,000 | 3,034 |
| CMOs issued by government agencies or sponsored agencies | $421,000 | 2,935 |
| 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) | $1,127,000 | 1,885 |
| Available-for-sale securities (fair market value) | $12,935,000 | 4,482 |
| Total debt securities | $14,062,000 | 4,721 |
| Structured notes | ||
| Amortized cost | $1,138,000 | 1,314 |
| Fair value | $1,149,000 | 1,310 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $11,934,000 | 5,008 |
| U.S. Government securities | $5,540,000 | 5,132 |
| U.S. Treasury securities | $994,000 | 1,064 |
| U.S. Government agency obligations | $4,546,000 | 5,185 |
| Securities issued by states & political subdivisions | $6,394,000 | 3,397 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,340,000 | 4,267 |
| Mortgage-backed securities | $3,411,000 | 4,078 |
| Certificates of participation in pools of residential mortgages | $2,981,000 | 3,783 |
| Issued or guaranteed by U.S. | $2,981,000 | 3,778 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $430,000 | 3,080 |
| CMOs issued by government agencies or sponsored agencies | $430,000 | 2,984 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $2,122,000 | 1,730 |
| Available-for-sale securities (fair market value) | $9,812,000 | 4,844 |
| Total debt securities | $11,933,000 | 4,988 |
| Structured notes | ||
| Amortized cost | $489,000 | 1,890 |
| Fair value | $497,000 | 1,813 |
| 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 | $11,994,000 | 5,097 |
| U.S. Government securities | $5,642,000 | 5,205 |
| U.S. Treasury securities | $981,000 | 1,100 |
| U.S. Government agency obligations | $4,661,000 | 5,249 |
| Securities issued by states & political subdivisions | $6,352,000 | 3,431 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,932,000 | 4,697 |
| Mortgage-backed securities | $3,537,000 | 4,120 |
| Certificates of participation in pools of residential mortgages | $3,094,000 | 3,827 |
| Issued or guaranteed by U.S. | $3,094,000 | 3,825 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $443,000 | 3,127 |
| CMOs issued by government agencies or sponsored agencies | $443,000 | 3,014 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $2,110,000 | 1,753 |
| Available-for-sale securities (fair market value) | $9,884,000 | 4,929 |
| Total debt securities | $11,994,000 | 5,073 |
| Structured notes | ||
| Amortized cost | $488,000 | 1,995 |
| Fair value | $489,000 | 1,963 |
| 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 | $11,966,000 | 5,184 |
| U.S. Government securities | $5,768,000 | 5,282 |
| U.S. Treasury securities | $969,000 | 1,061 |
| U.S. Government agency obligations | $4,799,000 | 5,306 |
| Securities issued by states & political subdivisions | $6,198,000 | 3,500 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,629,000 | 4,810 |
| Mortgage-backed securities | $3,672,000 | 4,175 |
| Certificates of participation in pools of residential mortgages | $3,220,000 | 3,844 |
| Issued or guaranteed by U.S. | $3,220,000 | 3,844 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $452,000 | 3,154 |
| CMOs issued by government agencies or sponsored agencies | $452,000 | 3,047 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $2,099,000 | 1,768 |
| Available-for-sale securities (fair market value) | $9,867,000 | 4,982 |
| Total debt securities | $11,966,000 | 5,161 |
| Structured notes | ||
| Amortized cost | $487,000 | 2,034 |
| Fair value | $488,000 | 2,001 |
| 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 | $9,643,000 | 5,444 |
| U.S. Government securities | $3,433,000 | 5,665 |
| U.S. Treasury securities | $957,000 | 934 |
| U.S. Government agency obligations | $2,476,000 | 5,762 |
| Securities issued by states & political subdivisions | $6,210,000 | 3,526 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,530,000 | 4,865 |
| Mortgage-backed securities | $2,088,000 | 4,568 |
| Certificates of participation in pools of residential mortgages | $1,626,000 | 4,359 |
| Issued or guaranteed by U.S. | $1,626,000 | 4,355 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $462,000 | 3,168 |
| CMOs issued by government agencies or sponsored agencies | $462,000 | 3,060 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $2,171,000 | 1,758 |
| Available-for-sale securities (fair market value) | $7,472,000 | 5,281 |
| Total debt securities | $9,643,000 | 5,421 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $7,856,000 | 5,678 |
| U.S. Government securities | $3,519,000 | 5,689 |
| U.S. Treasury securities | $945,000 | 880 |
| U.S. Government agency obligations | $2,574,000 | 5,782 |
| Securities issued by states & political subdivisions | $4,337,000 | 3,908 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,628,000 | 5,181 |
| Mortgage-backed securities | $2,180,000 | 4,580 |
| Certificates of participation in pools of residential mortgages | $1,710,000 | 4,358 |
| Issued or guaranteed by U.S. | $1,710,000 | 4,352 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $470,000 | 3,157 |
| CMOs issued by government agencies or sponsored agencies | $470,000 | 3,040 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $2,160,000 | 1,752 |
| Available-for-sale securities (fair market value) | $5,696,000 | 5,532 |
| Total debt securities | $7,853,000 | 5,655 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $3,643,000 | 6,234 |
| U.S. Government securities | $2,343,000 | 5,992 |
| U.S. Treasury securities | $933,000 | 874 |
| U.S. Government agency obligations | $1,410,000 | 6,101 |
| Securities issued by states & political subdivisions | $1,300,000 | 4,831 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,698,000 | 5,207 |
| Mortgage-backed securities | $1,010,000 | 4,948 |
| Certificates of participation in pools of residential mortgages | $979,000 | 4,657 |
| Issued or guaranteed by U.S. | $979,000 | 4,653 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $31,000 | 3,563 |
| CMOs issued by government agencies or sponsored agencies | $31,000 | 3,415 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $2,233,000 | 1,712 |
| Available-for-sale securities (fair market value) | $1,410,000 | 6,110 |
| Total debt securities | $3,643,000 | 6,206 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $3,864,000 | 6,228 |
| U.S. Government securities | $2,563,000 | 5,966 |
| U.S. Treasury securities | $921,000 | 901 |
| U.S. Government agency obligations | $1,642,000 | 6,055 |
| Securities issued by states & political subdivisions | $1,301,000 | 4,822 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,626,000 | 5,245 |
| Mortgage-backed securities | $1,211,000 | 4,894 |
| Certificates of participation in pools of residential mortgages | $1,175,000 | 4,561 |
| Issued or guaranteed by U.S. | $1,175,000 | 4,557 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $36,000 | 3,580 |
| CMOs issued by government agencies or sponsored agencies | $36,000 | 3,425 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $2,222,000 | 1,657 |
| Available-for-sale securities (fair market value) | $1,642,000 | 6,116 |
| Total debt securities | $3,864,000 | 6,197 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $4,046,000 | 6,250 |
| U.S. Government securities | $2,664,000 | 5,984 |
| U.S. Treasury securities | $909,000 | 918 |
| U.S. Government agency obligations | $1,755,000 | 6,073 |
| Securities issued by states & political subdivisions | $1,382,000 | 4,785 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,422,000 | 5,379 |
| Mortgage-backed securities | $1,309,000 | 4,914 |
| Certificates of participation in pools of residential mortgages | $1,268,000 | 4,559 |
| Issued or guaranteed by U.S. | $1,268,000 | 4,557 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $41,000 | 3,614 |
| CMOs issued by government agencies or sponsored agencies | $41,000 | 3,446 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $2,291,000 | 1,605 |
| Available-for-sale securities (fair market value) | $1,755,000 | 6,150 |
| Total debt securities | $4,046,000 | 6,221 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $4,120,000 | 6,285 |
| U.S. Government securities | $2,737,000 | 6,002 |
| U.S. Treasury securities | $898,000 | 896 |
| U.S. Government agency obligations | $1,839,000 | 6,111 |
| Securities issued by states & political subdivisions | $1,383,000 | 4,809 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,447,000 | 5,408 |
| Mortgage-backed securities | $1,380,000 | 4,924 |
| Certificates of participation in pools of residential mortgages | $1,334,000 | 4,568 |
| Issued or guaranteed by U.S. | $1,334,000 | 4,567 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $46,000 | 3,640 |
| CMOs issued by government agencies or sponsored agencies | $46,000 | 3,480 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $2,281,000 | 1,623 |
| Available-for-sale securities (fair market value) | $1,839,000 | 6,189 |
| Total debt securities | $4,119,000 | 6,258 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $3,287,000 | 6,482 |
| U.S. Government securities | $1,823,000 | 6,338 |
| U.S. Treasury securities | $886,000 | 854 |
| U.S. Government agency obligations | $937,000 | 6,450 |
| Securities issued by states & political subdivisions | $1,464,000 | 4,779 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $987,000 | 5,680 |
| Mortgage-backed securities | $685,000 | 5,281 |
| Certificates of participation in pools of residential mortgages | $590,000 | 5,018 |
| Issued or guaranteed by U.S. | $590,000 | 5,013 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $95,000 | 3,661 |
| CMOs issued by government agencies or sponsored agencies | $95,000 | 3,493 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $2,069,000 | 1,680 |
| Available-for-sale securities (fair market value) | $1,218,000 | 6,356 |
| Total debt securities | $3,281,000 | 6,450 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $2,677,000 | 6,634 |
| U.S. Government securities | $1,060,000 | 6,571 |
| U.S. Treasury securities | $875,000 | 830 |
| U.S. Government agency obligations | $185,000 | 6,731 |
| Securities issued by states & political subdivisions | $1,463,000 | 4,771 |
| Other domestic debt securities | $154,000 | 2,705 |
| 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 | $154,000 | 2,094 |
| 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 | $993,000 | 5,754 |
| Mortgage-backed securities | $185,000 | 5,580 |
| Certificates of participation in pools of residential mortgages | $81,000 | 5,428 |
| Issued or guaranteed by U.S. | $81,000 | 5,417 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $104,000 | 3,670 |
| CMOs issued by government agencies or sponsored agencies | $104,000 | 3,497 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $2,058,000 | 1,682 |
| Available-for-sale securities (fair market value) | $619,000 | 6,526 |
| Total debt securities | $2,676,000 | 6,600 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $2,764,000 | 6,688 |
| U.S. Government securities | $1,073,000 | 6,653 |
| U.S. Treasury securities | $864,000 | 905 |
| U.S. Government agency obligations | $209,000 | 6,776 |
| Securities issued by states & political subdivisions | $1,535,000 | 4,692 |
| Other domestic debt securities | $156,000 | 2,694 |
| 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 | $156,000 | 2,093 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,001,000 | 5,759 |
| Mortgage-backed securities | $209,000 | 5,588 |
| Certificates of participation in pools of residential mortgages | $94,000 | 5,443 |
| Issued or guaranteed by U.S. | $94,000 | 5,435 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $115,000 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $115,000 | 3,511 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $2,124,000 | 1,694 |
| Available-for-sale securities (fair market value) | $640,000 | 6,569 |
| Total debt securities | $2,764,000 | 6,652 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $2,503,000 | 6,753 |
| U.S. Government securities | $1,088,000 | 6,675 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,088,000 | 6,583 |
| Securities issued by states & political subdivisions | $1,260,000 | 4,804 |
| Other domestic debt securities | $155,000 | 2,683 |
| 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 | $155,000 | 2,016 |
| 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 | $235,000 | 5,568 |
| Certificates of participation in pools of residential mortgages | $108,000 | 5,414 |
| Issued or guaranteed by U.S. | $108,000 | 5,400 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $127,000 | 3,638 |
| CMOs issued by government agencies or sponsored agencies | $127,000 | 3,370 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,113,000 | 1,757 |
| Available-for-sale securities (fair market value) | $390,000 | 6,632 |
| Total debt securities | $2,503,000 | 6,718 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $2,596,000 | 6,805 |
| U.S. Government securities | $1,102,000 | 6,751 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,102,000 | 6,650 |
| Securities issued by states & political subdivisions | $1,342,000 | 4,747 |
| Other domestic debt securities | $152,000 | 2,668 |
| 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 | $152,000 | 1,984 |
| 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 | $260,000 | 5,582 |
| Certificates of participation in pools of residential mortgages | $120,000 | 5,408 |
| Issued or guaranteed by U.S. | $120,000 | 5,392 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $140,000 | 3,632 |
| CMOs issued by government agencies or sponsored agencies | $140,000 | 3,360 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,184,000 | 1,762 |
| Available-for-sale securities (fair market value) | $412,000 | 6,696 |
| Total debt securities | $2,596,000 | 6,770 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $2,616,000 | 6,888 |
| U.S. Government securities | $1,119,000 | 6,839 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,119,000 | 6,738 |
| Securities issued by states & political subdivisions | $1,342,000 | 4,717 |
| Other domestic debt securities | $155,000 | 2,621 |
| 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 | $155,000 | 1,913 |
| 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 | $287,000 | 5,576 |
| Certificates of participation in pools of residential mortgages | $135,000 | 5,406 |
| Issued or guaranteed by U.S. | $135,000 | 5,394 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $152,000 | 3,620 |
| CMOs issued by government agencies or sponsored agencies | $152,000 | 3,334 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,174,000 | 1,806 |
| Available-for-sale securities (fair market value) | $442,000 | 6,753 |
| Total debt securities | $2,616,000 | 6,854 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $2,708,000 | 6,924 |
| U.S. Government securities | $1,136,000 | 6,880 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,136,000 | 6,766 |
| Securities issued by states & political subdivisions | $1,416,000 | 4,676 |
| Other domestic debt securities | $156,000 | 2,673 |
| 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 | $156,000 | 1,956 |
| 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 | $315,000 | 5,540 |
| Certificates of participation in pools of residential mortgages | $150,000 | 5,379 |
| Issued or guaranteed by U.S. | $150,000 | 5,365 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $165,000 | 3,570 |
| CMOs issued by government agencies or sponsored agencies | $165,000 | 3,279 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,237,000 | 1,819 |
| Available-for-sale securities (fair market value) | $471,000 | 6,800 |
| Total debt securities | $2,708,000 | 6,886 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $2,761,000 | 6,939 |
| U.S. Government securities | $1,163,000 | 6,890 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,163,000 | 6,766 |
| Securities issued by states & political subdivisions | $1,416,000 | 4,683 |
| Other domestic debt securities | $155,000 | 2,823 |
| 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 | $155,000 | 1,967 |
| Foreign debt securities | NA | NA |
| Equity securities | $27,000 | 1,166 |
| 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 | $352,000 | 5,530 |
| Certificates of participation in pools of residential mortgages | $168,000 | 5,340 |
| Issued or guaranteed by U.S. | $168,000 | 5,327 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $184,000 | 3,541 |
| CMOs issued by government agencies or sponsored agencies | $184,000 | 3,236 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,254,000 | 1,826 |
| Available-for-sale securities (fair market value) | $507,000 | 6,820 |
| Total debt securities | $2,734,000 | 6,908 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $1,710,000 | 7,176 |
| U.S. Government securities | $390,000 | 7,188 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $390,000 | 7,091 |
| Securities issued by states & political subdivisions | $1,166,000 | 4,752 |
| Other domestic debt securities | $154,000 | 2,906 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $154,000 | 2,008 |
| 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 | $390,000 | 5,566 |
| Certificates of participation in pools of residential mortgages | $186,000 | 5,346 |
| Issued or guaranteed by U.S. | $186,000 | 5,333 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $204,000 | 3,505 |
| CMOs issued by government agencies or sponsored agencies | $204,000 | 3,190 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,167,000 | 2,142 |
| Available-for-sale securities (fair market value) | $543,000 | 6,875 |
| Total debt securities | $1,710,000 | 7,146 |
| 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 | $2,552,000 | 7,111 |
| U.S. Government securities | $1,236,000 | 7,048 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,236,000 | 6,941 |
| Securities issued by states & political subdivisions | $1,166,000 | 4,739 |
| Other domestic debt securities | $150,000 | 2,902 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $150,000 | 1,966 |
| 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 | $446,000 | 5,551 |
| Certificates of participation in pools of residential mortgages | $223,000 | 5,359 |
| Issued or guaranteed by U.S. | $223,000 | 5,347 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $223,000 | 3,404 |
| CMOs issued by government agencies or sponsored agencies | $223,000 | 3,090 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,956,000 | 2,016 |
| Available-for-sale securities (fair market value) | $596,000 | 6,933 |
| Total debt securities | $2,552,000 | 7,071 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $2,905,000 | 7,113 |
| U.S. Government securities | $1,516,000 | 7,064 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,516,000 | 6,955 |
| Securities issued by states & political subdivisions | $1,237,000 | 4,688 |
| Other domestic debt securities | $152,000 | 2,957 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $152,000 | 1,990 |
| 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 | $535,000 | 5,591 |
| Certificates of participation in pools of residential mortgages | $291,000 | 5,398 |
| Issued or guaranteed by U.S. | $291,000 | 5,387 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $244,000 | 3,372 |
| CMOs issued by government agencies or sponsored agencies | $244,000 | 3,042 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,105,000 | 2,001 |
| Available-for-sale securities (fair market value) | $800,000 | 6,964 |
| Total debt securities | $2,905,000 | 7,072 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $2,904,000 | 7,138 |
| U.S. Government securities | $1,609,000 | 7,072 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,609,000 | 6,970 |
| Securities issued by states & political subdivisions | $1,237,000 | 4,725 |
| Other domestic debt securities | $58,000 | 3,123 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $58,000 | 2,134 |
| 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 | $636,000 | 5,604 |
| Certificates of participation in pools of residential mortgages | $374,000 | 5,397 |
| Issued or guaranteed by U.S. | $374,000 | 5,384 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $262,000 | 3,374 |
| CMOs issued by government agencies or sponsored agencies | $262,000 | 3,033 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,008,000 | 2,040 |
| Available-for-sale securities (fair market value) | $896,000 | 6,990 |
| Total debt securities | $2,904,000 | 7,100 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $2,687,000 | 7,257 |
| U.S. Government securities | $1,676,000 | 7,122 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,676,000 | 7,028 |
| Securities issued by states & political subdivisions | $957,000 | 4,961 |
| Other domestic debt securities | $54,000 | 3,228 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $54,000 | 2,236 |
| 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 | $711,000 | 5,639 |
| Certificates of participation in pools of residential mortgages | $428,000 | 5,428 |
| Issued or guaranteed by U.S. | $428,000 | 5,412 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $283,000 | 3,371 |
| CMOs issued by government agencies or sponsored agencies | $283,000 | 3,023 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,718,000 | 2,203 |
| Available-for-sale securities (fair market value) | $969,000 | 7,049 |
| Total debt securities | $2,687,000 | 7,216 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $2,748,000 | 7,275 |
| U.S. Government securities | $1,744,000 | 7,140 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,744,000 | 7,048 |
| Securities issued by states & political subdivisions | $957,000 | 4,956 |
| Other domestic debt securities | $47,000 | 3,322 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $47,000 | 2,345 |
| 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 | $787,000 | 5,650 |
| Certificates of participation in pools of residential mortgages | $483,000 | 5,441 |
| Issued or guaranteed by U.S. | $483,000 | 5,423 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $304,000 | 3,356 |
| CMOs issued by government agencies or sponsored agencies | $304,000 | 2,997 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,708,000 | 2,225 |
| Available-for-sale securities (fair market value) | $1,040,000 | 7,069 |
| Total debt securities | $2,748,000 | 7,234 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $2,876,000 | 7,326 |
| U.S. Government securities | $1,830,000 | 7,224 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,830,000 | 7,136 |
| Securities issued by states & political subdivisions | $1,025,000 | 4,829 |
| Other domestic debt securities | $21,000 | 3,283 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,000 | 2,489 |
| 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 | $882,000 | 5,673 |
| Certificates of participation in pools of residential mortgages | $554,000 | 5,454 |
| Issued or guaranteed by U.S. | $554,000 | 5,438 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $328,000 | 3,361 |
| CMOs issued by government agencies or sponsored agencies | $328,000 | 2,997 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,767,000 | 2,239 |
| Available-for-sale securities (fair market value) | $1,109,000 | 7,100 |
| Total debt securities | $2,876,000 | 7,281 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $2,974,000 | 7,379 |
| U.S. Government securities | $1,882,000 | 7,302 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,882,000 | 7,211 |
| Securities issued by states & political subdivisions | $1,025,000 | 4,798 |
| Other domestic debt securities | $67,000 | 3,161 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $67,000 | 2,383 |
| 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 | $942,000 | 5,647 |
| Certificates of participation in pools of residential mortgages | $599,000 | 5,430 |
| Issued or guaranteed by U.S. | $599,000 | 5,413 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $343,000 | 3,299 |
| CMOs issued by government agencies or sponsored agencies | $343,000 | 2,977 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,758,000 | 2,259 |
| Available-for-sale securities (fair market value) | $1,216,000 | 7,122 |
| Total debt securities | $2,974,000 | 7,338 |
| 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 | $3,095,000 | 7,367 |
| U.S. Government securities | $2,005,000 | 7,315 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,005,000 | 7,222 |
| Securities issued by states & political subdivisions | $1,025,000 | 4,790 |
| Other domestic debt securities | $65,000 | 3,120 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $65,000 | 2,351 |
| 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 | $986,000 | 5,592 |
| Certificates of participation in pools of residential mortgages | $630,000 | 5,405 |
| Issued or guaranteed by U.S. | $630,000 | 5,389 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $356,000 | 3,231 |
| CMOs issued by government agencies or sponsored agencies | $356,000 | 2,890 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,748,000 | 2,284 |
| Available-for-sale securities (fair market value) | $1,347,000 | 7,139 |
| Total debt securities | $3,095,000 | 7,326 |
| 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 | $3,312,000 | 7,391 |
| U.S. Government securities | $2,191,000 | 7,297 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,191,000 | 7,209 |
| Securities issued by states & political subdivisions | $1,025,000 | 4,825 |
| Other domestic debt securities | $96,000 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $96,000 | 2,330 |
| 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 | $1,180,000 | 5,497 |
| Certificates of participation in pools of residential mortgages | $804,000 | 5,312 |
| Issued or guaranteed by U.S. | $804,000 | 5,289 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $376,000 | 3,225 |
| CMOs issued by government agencies or sponsored agencies | $376,000 | 2,888 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,740,000 | 2,285 |
| Available-for-sale securities (fair market value) | $1,572,000 | 7,139 |
| Total debt securities | $3,312,000 | 7,336 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $2,928,000 | 7,499 |
| U.S. Government securities | $2,823,000 | 7,135 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,823,000 | 7,032 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $105,000 | 2,987 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $105,000 | 2,245 |
| 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 | $1,310,000 | 5,394 |
| Certificates of participation in pools of residential mortgages | $903,000 | 5,194 |
| Issued or guaranteed by U.S. | $903,000 | 5,168 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $407,000 | 3,183 |
| CMOs issued by government agencies or sponsored agencies | $407,000 | 2,840 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $704,000 | 2,760 |
| Available-for-sale securities (fair market value) | $2,224,000 | 7,023 |
| Total debt securities | $2,928,000 | 7,446 |
| 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 | $4,618,000 | 7,173 |
| U.S. Government securities | $4,491,000 | 6,761 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,491,000 | 6,651 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $127,000 | 2,809 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $127,000 | 2,105 |
| 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 | $1,374,000 | 5,159 |
| Certificates of participation in pools of residential mortgages | $949,000 | 4,979 |
| Issued or guaranteed by U.S. | $949,000 | 4,957 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $425,000 | 3,070 |
| CMOs issued by government agencies or sponsored agencies | $425,000 | 2,748 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $695,000 | 2,840 |
| Available-for-sale securities (fair market value) | $3,923,000 | 6,709 |
| Total debt securities | $4,618,000 | 7,117 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $4,900,000 | 7,157 |
| U.S. Government securities | $4,760,000 | 6,754 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,760,000 | 6,642 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $140,000 | 2,760 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $140,000 | 2,075 |
| 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 | $1,425,000 | 5,030 |
| Certificates of participation in pools of residential mortgages | $983,000 | 4,825 |
| Issued or guaranteed by U.S. | $983,000 | 4,809 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $442,000 | 3,015 |
| CMOs issued by government agencies or sponsored agencies | $442,000 | 2,694 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $687,000 | 2,904 |
| Available-for-sale securities (fair market value) | $4,213,000 | 6,656 |
| Total debt securities | $4,900,000 | 7,112 |
| 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 | $5,336,000 | 7,098 |
| U.S. Government securities | $5,187,000 | 6,669 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,187,000 | 6,544 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $149,000 | 2,703 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $149,000 | 2,035 |
| 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 | $1,497,000 | 4,981 |
| Certificates of participation in pools of residential mortgages | $1,032,000 | 4,775 |
| Issued or guaranteed by U.S. | $1,032,000 | 4,761 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $465,000 | 2,962 |
| CMOs issued by government agencies or sponsored agencies | $465,000 | 2,656 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $678,000 | 2,941 |
| Available-for-sale securities (fair market value) | $4,658,000 | 6,592 |
| Total debt securities | $5,336,000 | 7,059 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $5,934,000 | 7,019 |
| U.S. Government securities | $5,783,000 | 6,537 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,783,000 | 6,412 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $151,000 | 2,720 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $151,000 | 2,074 |
| 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 | $1,597,000 | 4,941 |
| Certificates of participation in pools of residential mortgages | $1,095,000 | 4,728 |
| Issued or guaranteed by U.S. | $1,095,000 | 4,708 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $502,000 | 2,881 |
| CMOs issued by government agencies or sponsored agencies | $502,000 | 2,590 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $669,000 | 2,989 |
| Available-for-sale securities (fair market value) | $5,265,000 | 6,477 |
| Total debt securities | $5,934,000 | 6,975 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $6,094,000 | 7,005 |
| U.S. Government securities | $5,842,000 | 6,562 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,842,000 | 6,431 |
| Securities issued by states & political subdivisions | $100,000 | 6,052 |
| Other domestic debt securities | $152,000 | 2,753 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $152,000 | 2,134 |
| 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 | $1,683,000 | 4,894 |
| Certificates of participation in pools of residential mortgages | $1,149,000 | 4,685 |
| Issued or guaranteed by U.S. | $1,149,000 | 4,668 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $534,000 | 2,828 |
| CMOs issued by government agencies or sponsored agencies | $534,000 | 2,551 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $762,000 | 2,993 |
| Available-for-sale securities (fair market value) | $5,332,000 | 6,490 |
| Total debt securities | $6,094,000 | 6,960 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $6,362,000 | 7,030 |
| U.S. Government securities | $6,114,000 | 6,535 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,114,000 | 6,405 |
| Securities issued by states & political subdivisions | $100,000 | 6,125 |
| Other domestic debt securities | $148,000 | 2,805 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $148,000 | 2,181 |
| 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 | $1,773,000 | 4,843 |
| Certificates of participation in pools of residential mortgages | $1,201,000 | 4,663 |
| Issued or guaranteed by U.S. | $1,201,000 | 4,638 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $572,000 | 2,775 |
| CMOs issued by government agencies or sponsored agencies | $572,000 | 2,502 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $754,000 | 3,060 |
| Available-for-sale securities (fair market value) | $5,608,000 | 6,468 |
| Total debt securities | $6,362,000 | 6,976 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $6,388,000 | 7,049 |
| U.S. Government securities | $6,140,000 | 6,533 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,140,000 | 6,401 |
| Securities issued by states & political subdivisions | $100,000 | 6,173 |
| Other domestic debt securities | $137,000 | 2,879 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $137,000 | 2,264 |
| Foreign debt securities | NA | NA |
| Equity securities | $11,000 | 1,899 |
| 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 | $1,854,000 | 4,803 |
| Certificates of participation in pools of residential mortgages | $1,245,000 | 4,658 |
| Issued or guaranteed by U.S. | $1,245,000 | 4,634 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $609,000 | 2,739 |
| CMOs issued by government agencies or sponsored agencies | $609,000 | 2,459 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $756,000 | 3,090 |
| Available-for-sale securities (fair market value) | $5,632,000 | 6,474 |
| Total debt securities | $6,377,000 | 6,994 |
| 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 | $6,509,000 | 7,078 |
| U.S. Government securities | $6,281,000 | 6,555 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,281,000 | 6,414 |
| Securities issued by states & political subdivisions | $100,000 | 6,194 |
| Other domestic debt securities | $128,000 | 2,967 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $128,000 | 2,378 |
| 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 | $1,991,000 | 4,760 |
| Certificates of participation in pools of residential mortgages | $1,327,000 | 4,625 |
| Issued or guaranteed by U.S. | $1,327,000 | 4,606 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $664,000 | 2,709 |
| CMOs issued by government agencies or sponsored agencies | $664,000 | 2,423 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $737,000 | 3,157 |
| Available-for-sale securities (fair market value) | $5,772,000 | 6,494 |
| Total debt securities | $6,509,000 | 7,021 |
| 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 | $6,965,000 | 7,008 |
| U.S. Government securities | $6,638,000 | 6,463 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,638,000 | 6,324 |
| Securities issued by states & political subdivisions | $200,000 | 6,046 |
| Other domestic debt securities | $127,000 | 3,069 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $127,000 | 2,503 |
| 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 | $2,137,000 | 4,725 |
| Certificates of participation in pools of residential mortgages | $1,409,000 | 4,616 |
| Issued or guaranteed by U.S. | $1,409,000 | 4,597 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $728,000 | 2,665 |
| CMOs issued by government agencies or sponsored agencies | $728,000 | 2,389 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $829,000 | 3,180 |
| Available-for-sale securities (fair market value) | $6,136,000 | 6,453 |
| Total debt securities | $6,965,000 | 6,948 |
| 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 | $7,163,000 | 6,973 |
| U.S. Government securities | $6,833,000 | 6,402 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,833,000 | 6,278 |
| Securities issued by states & political subdivisions | $200,000 | 6,092 |
| Other domestic debt securities | $130,000 | 3,118 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $130,000 | 2,567 |
| 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 | $2,325,000 | 4,677 |
| Certificates of participation in pools of residential mortgages | $1,521,000 | 4,598 |
| Issued or guaranteed by U.S. | $1,521,000 | 4,579 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $804,000 | 2,639 |
| CMOs issued by government agencies or sponsored agencies | $804,000 | 2,360 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $821,000 | 3,228 |
| Available-for-sale securities (fair market value) | $6,342,000 | 6,407 |
| Total debt securities | $7,163,000 | 6,913 |
| 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 | $7,444,000 | 6,963 |
| U.S. Government securities | $7,107,000 | 6,375 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,107,000 | 6,248 |
| Securities issued by states & political subdivisions | $200,000 | 6,100 |
| Other domestic debt securities | $137,000 | 3,157 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $137,000 | 2,632 |
| 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 | $2,564,000 | 4,658 |
| Certificates of participation in pools of residential mortgages | $1,663,000 | 4,580 |
| Issued or guaranteed by U.S. | $1,663,000 | 4,559 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $901,000 | 2,650 |
| CMOs issued by government agencies or sponsored agencies | $901,000 | 2,384 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $813,000 | 3,280 |
| Available-for-sale securities (fair market value) | $6,631,000 | 6,354 |
| Total debt securities | $7,444,000 | 6,901 |
| 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 | $8,114,000 | 6,857 |
| U.S. Government securities | $7,761,000 | 6,248 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,761,000 | 6,101 |
| Securities issued by states & political subdivisions | $200,000 | 6,134 |
| Other domestic debt securities | $137,000 | 3,208 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $137,000 | 2,711 |
| Foreign debt securities | NA | NA |
| Equity securities | $16,000 | 2,026 |
| 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 | $2,770,000 | 4,649 |
| Certificates of participation in pools of residential mortgages | $1,754,000 | 4,596 |
| Issued or guaranteed by U.S. | $1,754,000 | 4,581 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,016,000 | 2,608 |
| CMOs issued by government agencies or sponsored agencies | $1,016,000 | 2,354 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $820,000 | 3,326 |
| Available-for-sale securities (fair market value) | $7,294,000 | 6,262 |
| Total debt securities | $8,098,000 | 6,806 |
| 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 | $8,795,000 | 6,719 |
| U.S. Government securities | $8,071,000 | 6,148 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,071,000 | 6,006 |
| Securities issued by states & political subdivisions | $300,000 | 5,974 |
| Other domestic debt securities | $408,000 | 2,899 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $408,000 | 2,463 |
| Foreign debt securities | NA | NA |
| Equity securities | $16,000 | 2,065 |
| 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 | $3,026,000 | 4,605 |
| Certificates of participation in pools of residential mortgages | $1,873,000 | 4,550 |
| Issued or guaranteed by U.S. | $1,873,000 | 4,534 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,153,000 | 2,576 |
| CMOs issued by government agencies or sponsored agencies | $1,153,000 | 2,324 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $914,000 | 3,300 |
| Available-for-sale securities (fair market value) | $7,881,000 | 6,142 |
| Total debt securities | $8,779,000 | 6,663 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $7,802,000 | 6,980 |
| U.S. Government securities | $7,374,000 | 6,401 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,374,000 | 6,237 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $412,000 | 2,936 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $412,000 | 2,522 |
| Foreign debt securities | NA | NA |
| Equity securities | $16,000 | 2,092 |
| 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 | $3,281,000 | 4,536 |
| Certificates of participation in pools of residential mortgages | $1,987,000 | 4,523 |
| Issued or guaranteed by U.S. | $1,987,000 | 4,508 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,294,000 | 2,521 |
| CMOs issued by government agencies or sponsored agencies | $1,294,000 | 2,278 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $607,000 | 3,576 |
| Available-for-sale securities (fair market value) | $7,195,000 | 6,331 |
| Total debt securities | $7,786,000 | 6,923 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $8,501,000 | 6,896 |
| U.S. Government securities | $7,427,000 | 6,460 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,427,000 | 6,291 |
| Securities issued by states & political subdivisions | $645,000 | 5,536 |
| Other domestic debt securities | $413,000 | 3,023 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $413,000 | 2,623 |
| Foreign debt securities | NA | NA |
| Equity securities | $16,000 | 2,135 |
| 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 | $3,529,000 | 4,512 |
| Certificates of participation in pools of residential mortgages | $2,080,000 | 4,516 |
| Issued or guaranteed by U.S. | $2,080,000 | 4,500 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,449,000 | 2,497 |
| CMOs issued by government agencies or sponsored agencies | $1,449,000 | 2,260 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,244,000 | 3,177 |
| Available-for-sale securities (fair market value) | $7,257,000 | 6,403 |
| Total debt securities | $8,485,000 | 6,830 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $7,280,000 | 7,192 |
| U.S. Government securities | $6,198,000 | 6,773 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,198,000 | 6,612 |
| Securities issued by states & political subdivisions | $645,000 | 5,542 |
| Other domestic debt securities | $421,000 | 3,116 |
| 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 | $421,000 | 2,701 |
| Foreign debt securities | NA | NA |
| Equity securities | $16,000 | 2,157 |
| 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 | $2,697,000 | 4,889 |
| Certificates of participation in pools of residential mortgages | $1,597,000 | 4,839 |
| Issued or guaranteed by U.S. | $1,597,000 | 4,825 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,100,000 | 2,699 |
| CMOs issued by government agencies or sponsored agencies | $1,100,000 | 2,446 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,236,000 | 3,180 |
| Available-for-sale securities (fair market value) | $6,044,000 | 6,686 |
| Total debt securities | $7,264,000 | 7,104 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $7,405,000 | 7,219 |
| U.S. Government securities | $6,172,000 | 6,861 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,172,000 | 6,682 |
| Securities issued by states & political subdivisions | $645,000 | 5,593 |
| Other domestic debt securities | $572,000 | 2,925 |
| 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 | $572,000 | 2,595 |
| Foreign debt securities | NA | NA |
| Equity securities | $16,000 | 2,210 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,875,000 | 4,777 |
| Certificates of participation in pools of residential mortgages | $1,656,000 | 4,815 |
| Issued or guaranteed by U.S. | $1,656,000 | 4,797 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,219,000 | 2,645 |
| CMOs issued by government agencies or sponsored agencies | $1,219,000 | 2,513 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,229,000 | 3,222 |
| Available-for-sale securities (fair market value) | $6,176,000 | 6,695 |
| Total debt securities | $7,389,000 | 7,145 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $8,567,000 | 6,870 |
| U.S. Government securities | $7,327,000 | 6,368 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,327,000 | 6,187 |
| Securities issued by states & political subdivisions | $645,000 | 5,636 |
| Other domestic debt securities | $579,000 | 3,041 |
| 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 | $579,000 | 2,709 |
| Foreign debt securities | NA | NA |
| Equity securities | $16,000 | 2,266 |
| 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 | $3,112,000 | 4,684 |
| Certificates of participation in pools of residential mortgages | $1,727,000 | 4,775 |
| Issued or guaranteed by U.S. | $1,727,000 | 4,753 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,385,000 | 2,603 |
| CMOs issued by government agencies or sponsored agencies | $1,385,000 | 2,464 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,222,000 | 3,281 |
| Available-for-sale securities (fair market value) | $7,345,000 | 6,364 |
| Total debt securities | $8,551,000 | 6,788 |
| 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 | $7,281,000 | 7,139 |
| U.S. Government securities | $5,433,000 | 6,945 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,433,000 | 6,758 |
| Securities issued by states & political subdivisions | $1,260,000 | 4,949 |
| Other domestic debt securities | $572,000 | 3,129 |
| 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 | $572,000 | 2,775 |
| Foreign debt securities | NA | NA |
| Equity securities | $16,000 | 2,261 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,197,000 | 5,206 |
| Certificates of participation in pools of residential mortgages | $849,000 | 5,503 |
| Issued or guaranteed by U.S. | $849,000 | 5,482 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,348,000 | 2,806 |
| CMOs issued by government agencies or sponsored agencies | $1,348,000 | 2,649 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,830,000 | 2,988 |
| Available-for-sale securities (fair market value) | $5,451,000 | 6,825 |
| Total debt securities | $7,265,000 | 7,047 |
| 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 | $4,601,000 | 7,926 |
| U.S. Government securities | $4,316,000 | 7,406 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,316,000 | 7,205 |
| Securities issued by states & political subdivisions | $13,000 | 6,789 |
| Other domestic debt securities | $256,000 | 3,587 |
| 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 | $256,000 | 3,180 |
| Foreign debt securities | NA | NA |
| Equity securities | $16,000 | 2,266 |
| 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 | $1,736,000 | 5,477 |
| Certificates of participation in pools of residential mortgages | $382,000 | 5,995 |
| Issued or guaranteed by U.S. | $382,000 | 5,976 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,354,000 | 2,903 |
| CMOs issued by government agencies or sponsored agencies | $1,354,000 | 2,767 |
| 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) | $576,000 | 3,844 |
| Available-for-sale securities (fair market value) | $4,025,000 | 7,226 |
| Total debt securities | $4,585,000 | 7,853 |
| 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 | $5,473,000 | 7,679 |
| U.S. Government securities | $5,404,000 | 7,004 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,404,000 | 6,801 |
| Securities issued by states & political subdivisions | $53,000 | 6,717 |
| 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 | $16,000 | 2,261 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,396,000 | 5,125 |
| Certificates of participation in pools of residential mortgages | $412,000 | 5,938 |
| Issued or guaranteed by U.S. | $412,000 | 5,918 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,984,000 | 2,630 |
| CMOs issued by government agencies or sponsored agencies | $1,984,000 | 2,513 |
| 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) | $609,000 | 3,908 |
| Available-for-sale securities (fair market value) | $4,864,000 | 6,995 |
| Total debt securities | $5,457,000 | 7,601 |
| 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 | $4,263,000 | 8,160 |
| U.S. Government securities | $4,042,000 | 7,638 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,042,000 | 7,384 |
| Securities issued by states & political subdivisions | $205,000 | 6,500 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $16,000 | 2,220 |
| 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 | $2,932,000 | 4,750 |
| Certificates of participation in pools of residential mortgages | $572,000 | 5,625 |
| Issued or guaranteed by U.S. | $572,000 | 5,604 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $2,360,000 | 2,575 |
| CMOs issued by government agencies or sponsored agencies | $2,360,000 | 2,419 |
| 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) | $734,000 | 4,047 |
| Available-for-sale securities (fair market value) | $3,529,000 | 7,449 |
| Total debt securities | $4,247,000 | 8,059 |
| 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 | $3,667,000 | 8,800 |
| U.S. Government securities | $3,268,000 | 8,496 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,268,000 | 8,152 |
| Securities issued by states & political subdivisions | $383,000 | 6,299 |
| 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 | $16,000 | 7,822 |
| 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 | $1,659,000 | 5,001 |
| Certificates of participation in pools of residential mortgages | $736,000 | 5,092 |
| Issued or guaranteed by U.S. | $736,000 | 5,078 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $923,000 | 2,936 |
| CMOs issued by government agencies or sponsored agencies | $923,000 | 2,788 |
| 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) | $886,000 | 4,561 |
| Available-for-sale securities (fair market value) | $2,781,000 | 7,928 |
| Total debt securities | $3,651,000 | 8,694 |
| 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 | $4,321,000 | 8,911 |
| U.S. Government securities | $3,752,000 | 8,617 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,752,000 | 8,113 |
| Securities issued by states & political subdivisions | $553,000 | 6,297 |
| 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 | $16,000 | 7,835 |
| 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 | $2,183,000 | 4,966 |
| Certificates of participation in pools of residential mortgages | $852,000 | 5,226 |
| Issued or guaranteed by U.S. | $852,000 | 5,216 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,331,000 | 2,790 |
| CMOs issued by government agencies or sponsored agencies | $1,331,000 | 2,650 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,033,000 | 4,826 |
| Available-for-sale securities (fair market value) | $3,288,000 | 7,986 |
| Total debt securities | $4,305,000 | 8,809 |
| 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 | $5,502,000 | 8,582 |
| U.S. Government securities | $4,768,000 | 8,151 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,768,000 | 7,334 |
| Securities issued by states & political subdivisions | $718,000 | 6,199 |
| 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 | $16,000 | 7,731 |
| 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 | $3,502,000 | 4,482 |
| Certificates of participation in pools of residential mortgages | $1,090,000 | 5,140 |
| Issued or guaranteed by U.S. | $1,090,000 | 5,123 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $2,412,000 | 2,460 |
| CMOs issued by government agencies or sponsored agencies | $2,412,000 | 2,336 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,174,000 | 5,291 |
| Available-for-sale securities (fair market value) | $4,328,000 | 7,608 |
| Total debt securities | $5,486,000 | 8,469 |
| 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 | $6,272,000 | 8,722 |
| U.S. Government securities | $6,097,000 | 8,040 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,097,000 | 6,765 |
| Securities issued by states & political subdivisions | $159,000 | 7,640 |
| 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 | $16,000 | 7,754 |
| 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 | $5,030,000 | 3,818 |
| Certificates of participation in pools of residential mortgages | $1,371,000 | 4,945 |
| Issued or guaranteed by U.S. | $1,371,000 | 4,926 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $3,659,000 | 2,026 |
| CMOs issued by government agencies or sponsored agencies | $3,659,000 | 1,948 |
| 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) | $594,000 | 6,676 |
| Available-for-sale securities (fair market value) | $5,678,000 | 7,195 |
| Total debt securities | $6,256,000 | 8,601 |
| 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 | $7,096,000 | 8,946 |
| U.S. Government securities | $6,763,000 | 8,357 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,763,000 | 6,805 |
| Securities issued by states & political subdivisions | $317,000 | 7,540 |
| 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 | $16,000 | 7,852 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $0 | 312 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,768,000 | 3,916 |
| Certificates of participation in pools of residential mortgages | $1,592,000 | 5,103 |
| Issued or guaranteed by U.S. | $1,592,000 | 5,086 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $4,176,000 | 2,160 |
| CMOs issued by government agencies or sponsored agencies | $4,176,000 | 2,046 |
| 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) | $731,000 | 7,238 |
| Available-for-sale securities (fair market value) | $6,365,000 | 7,229 |
| Total debt securities | $7,080,000 | 8,853 |
| 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 | $8,729,000 | 8,726 |
| U.S. Government securities | $8,424,000 | 7,981 |
| U.S. Treasury securities | $1,125,000 | 8,216 |
| U.S. Government agency obligations | $7,299,000 | 6,565 |
| Securities issued by states & political subdivisions | $289,000 | 7,912 |
| 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 | $16,000 | 7,942 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 335 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,299,000 | 3,713 |
| Certificates of participation in pools of residential mortgages | $1,863,000 | 5,046 |
| Issued or guaranteed by U.S. | $1,863,000 | 5,013 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $5,436,000 | 2,068 |
| CMOs issued by government agencies or sponsored agencies | $5,436,000 | 1,964 |
| 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) | $683,000 | 7,651 |
| Available-for-sale securities (fair market value) | $8,046,000 | 6,778 |
| Total debt securities | $8,713,000 | 8,621 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $9,967,000 | 8,769 |
| U.S. Government securities | $9,651,000 | 7,896 |
| U.S. Treasury securities | $1,424,000 | 9,054 |
| U.S. Government agency obligations | $8,227,000 | 6,079 |
| Securities issued by states & political subdivisions | $316,000 | 8,229 |
| 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 | $0 | 406 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,227,000 | 3,635 |
| Certificates of participation in pools of residential mortgages | $1,930,000 | 5,278 |
| Issued or guaranteed by U.S. | $1,930,000 | 5,250 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $6,297,000 | 1,992 |
| CMOs issued by government agencies or sponsored agencies | $6,297,000 | 1,892 |
| 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) | $6,045,000 | 7,420 |
| Available-for-sale securities (fair market value) | $3,922,000 | 7,503 |
| Total debt securities | $9,967,000 | 8,656 |
| 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 | $11,045,000 | 8,691 |
| U.S. Government securities | $10,957,000 | 7,616 |
| U.S. Treasury securities | $1,447,000 | 9,309 |
| U.S. Government agency obligations | $9,510,000 | 5,748 |
| Securities issued by states & political subdivisions | $88,000 | 9,404 |
| 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 | $0 | 401 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,510,000 | 3,747 |
| Certificates of participation in pools of residential mortgages | $2,091,000 | 5,649 |
| Issued or guaranteed by U.S. | $2,091,000 | 5,605 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $7,419,000 | 2,069 |
| CMOs issued by government agencies or sponsored agencies | $7,419,000 | 1,940 |
| 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 | $11,045,000 | 8,549 |
| 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 | $10,028,000 | 9,130 |
| U.S. Government securities | $9,392,000 | 8,338 |
| U.S. Treasury securities | $1,234,000 | 9,950 |
| U.S. Government agency obligations | $8,158,000 | 6,266 |
| Securities issued by states & political subdivisions | $145,000 | 9,031 |
| Other domestic debt securities | $491,000 | 5,161 |
| 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 | $491,000 | 3,930 |
| 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 | $0 | 574 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,158,000 | 4,209 |
| Certificates of participation in pools of residential mortgages | $2,482,000 | 5,621 |
| Issued or guaranteed by U.S. | $2,482,000 | 5,557 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $5,676,000 | 2,451 |
| CMOs issued by government agencies or sponsored agencies | $5,676,000 | 2,208 |
| 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 | $10,028,000 | 9,005 |
| 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 |