Home > Sound Community Bank > Securities
Sound Community Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $10,452,000 | 3,992 |
| U.S. Government securities | $4,221,000 | 4,023 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $4,221,000 | 3,731 |
| Securities issued by states & political subdivisions | $6,231,000 | 2,788 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,946 |
| Mortgage-backed securities | $4,221,000 | 3,088 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,007,000 | 3,013 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,214,000 | 1,840 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $2,165,000 | 1,377 |
| Available-for-sale securities (fair market value) | $8,287,000 | 3,823 |
| Total debt securities | $10,453,000 | 3,969 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $10,154,000 | 4,020 |
| U.S. Government securities | $4,297,000 | 4,044 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $4,297,000 | 3,738 |
| Securities issued by states & political subdivisions | $5,857,000 | 2,845 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,957 |
| Mortgage-backed securities | $4,297,000 | 3,074 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,037,000 | 3,014 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,260,000 | 1,807 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $2,174,000 | 1,399 |
| Available-for-sale securities (fair market value) | $7,980,000 | 3,840 |
| Total debt securities | $10,153,000 | 3,996 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $10,581,000 | 4,035 |
| U.S. Government securities | $4,445,000 | 4,077 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $4,445,000 | 3,773 |
| Securities issued by states & political subdivisions | $6,136,000 | 2,862 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,969 |
| Mortgage-backed securities | $4,445,000 | 3,088 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,083,000 | 3,033 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,362,000 | 1,804 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $2,183,000 | 1,417 |
| Available-for-sale securities (fair market value) | $8,398,000 | 3,856 |
| Total debt securities | $10,580,000 | 4,013 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $10,792,000 | 4,104 |
| U.S. Government securities | $4,620,000 | 4,138 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $4,620,000 | 3,770 |
| Securities issued by states & political subdivisions | $6,172,000 | 2,911 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,989 |
| Mortgage-backed securities | $4,620,000 | 3,119 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,114,000 | 3,061 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,506,000 | 1,815 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $2,191,000 | 1,455 |
| Available-for-sale securities (fair market value) | $8,601,000 | 3,919 |
| Total debt securities | $10,791,000 | 4,079 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $12,406,000 | 4,072 |
| U.S. Government securities | $6,280,000 | 4,036 |
| U.S. Treasury securities | $1,594,000 | 2,589 |
| U.S. Government agency obligations | $4,686,000 | 3,767 |
| Securities issued by states & political subdivisions | $6,126,000 | 2,953 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,972 |
| Mortgage-backed securities | $4,686,000 | 3,148 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,125,000 | 3,084 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,561,000 | 1,822 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $2,199,000 | 1,461 |
| Available-for-sale securities (fair market value) | $10,207,000 | 3,864 |
| Total debt securities | $12,405,000 | 4,050 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $12,602,000 | 4,084 |
| U.S. Government securities | $4,268,000 | 4,220 |
| U.S. Treasury securities | $1,580,000 | 2,613 |
| U.S. Government agency obligations | $2,688,000 | 4,008 |
| Securities issued by states & political subdivisions | $6,191,000 | 2,962 |
| Other domestic debt securities | $2,143,000 | 1,772 |
| Privately issued residential mortgage-backed securities | $2,143,000 | 454 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,998 |
| Mortgage-backed securities | $4,831,000 | 3,148 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,845 |
| Privately issued | $2,143,000 | 138 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,688,000 | 1,814 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $2,207,000 | 1,441 |
| Available-for-sale securities (fair market value) | $10,395,000 | 3,892 |
| Total debt securities | $12,597,000 | 4,060 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $11,597,000 | 4,155 |
| U.S. Government securities | $2,920,000 | 4,329 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $2,920,000 | 4,005 |
| Securities issued by states & political subdivisions | $6,470,000 | 2,989 |
| Other domestic debt securities | $2,207,000 | 1,664 |
| Privately issued residential mortgage-backed securities | $2,207,000 | 456 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,021 |
| Mortgage-backed securities | $5,127,000 | 3,174 |
| Certificates of participation in pools of residential mortgages | $2,207,000 | 3,205 |
| Issued or guaranteed by U.S. | $0 | 3,877 |
| Privately issued | $2,207,000 | 142 |
| Collaterized mortgage obligations | $2,920,000 | 1,875 |
| CMOs issued by government agencies or sponsored agencies | $2,920,000 | 1,798 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $2,215,000 | 1,373 |
| Available-for-sale securities (fair market value) | $9,382,000 | 3,972 |
| Total debt securities | $11,596,000 | 4,138 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $12,446,000 | 4,076 |
| U.S. Government securities | $3,169,000 | 4,245 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $3,169,000 | 3,958 |
| Securities issued by states & political subdivisions | $6,983,000 | 2,957 |
| Other domestic debt securities | $2,294,000 | 1,636 |
| Privately issued residential mortgage-backed securities | $2,294,000 | 430 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,045 |
| Mortgage-backed securities | $5,463,000 | 3,142 |
| Certificates of participation in pools of residential mortgages | $2,294,000 | 3,200 |
| Issued or guaranteed by U.S. | $0 | 3,898 |
| Privately issued | $2,294,000 | 139 |
| Collaterized mortgage obligations | $3,169,000 | 1,840 |
| CMOs issued by government agencies or sponsored agencies | $3,169,000 | 1,770 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $2,223,000 | 1,271 |
| Available-for-sale securities (fair market value) | $10,223,000 | 3,914 |
| Total debt securities | $12,446,000 | 4,061 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $8,419,000 | 4,219 |
| U.S. Government securities | $1,490,000 | 4,341 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $1,490,000 | 4,160 |
| Securities issued by states & political subdivisions | $6,067,000 | 3,080 |
| Other domestic debt securities | $862,000 | 1,923 |
| Privately issued residential mortgage-backed securities | $862,000 | 483 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,071 |
| Mortgage-backed securities | $2,352,000 | 3,493 |
| Certificates of participation in pools of residential mortgages | $862,000 | 3,527 |
| Issued or guaranteed by U.S. | $0 | 3,918 |
| Privately issued | $862,000 | 180 |
| Collaterized mortgage obligations | $1,490,000 | 2,155 |
| CMOs issued by government agencies or sponsored agencies | $1,490,000 | 2,100 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $8,419,000 | 3,993 |
| Total debt securities | $8,419,000 | 4,197 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $7,059,000 | 4,310 |
| U.S. Government securities | $2,689,000 | 4,233 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $2,689,000 | 4,042 |
| Securities issued by states & political subdivisions | $4,370,000 | 3,293 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,110 |
| Mortgage-backed securities | $2,689,000 | 3,485 |
| Certificates of participation in pools of residential mortgages | $941,000 | 3,545 |
| Issued or guaranteed by U.S. | $941,000 | 3,456 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $1,748,000 | 2,119 |
| CMOs issued by government agencies or sponsored agencies | $1,748,000 | 2,067 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $7,059,000 | 4,081 |
| Total debt securities | $7,059,000 | 4,286 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $7,526,000 | 4,297 |
| U.S. Government securities | $3,121,000 | 4,189 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $3,121,000 | 3,993 |
| Securities issued by states & political subdivisions | $4,405,000 | 3,299 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,151 |
| Mortgage-backed securities | $3,121,000 | 3,436 |
| Certificates of participation in pools of residential mortgages | $1,030,000 | 3,534 |
| Issued or guaranteed by U.S. | $1,030,000 | 3,438 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $2,091,000 | 1,999 |
| CMOs issued by government agencies or sponsored agencies | $2,091,000 | 1,951 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $7,526,000 | 4,062 |
| Total debt securities | $7,526,000 | 4,274 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $9,078,000 | 4,156 |
| U.S. Government securities | $3,719,000 | 4,056 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $3,719,000 | 3,884 |
| Securities issued by states & political subdivisions | $5,359,000 | 3,156 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,172 |
| Mortgage-backed securities | $3,719,000 | 3,336 |
| Certificates of participation in pools of residential mortgages | $1,131,000 | 3,497 |
| Issued or guaranteed by U.S. | $1,131,000 | 3,406 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $2,588,000 | 1,872 |
| CMOs issued by government agencies or sponsored agencies | $2,588,000 | 1,824 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $9,078,000 | 3,918 |
| Total debt securities | $9,077,000 | 4,131 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $10,218,000 | 4,020 |
| U.S. Government securities | $4,805,000 | 3,818 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $4,805,000 | 3,673 |
| Securities issued by states & political subdivisions | $5,413,000 | 3,130 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,195 |
| Mortgage-backed securities | $4,805,000 | 3,179 |
| Certificates of participation in pools of residential mortgages | $1,244,000 | 3,445 |
| Issued or guaranteed by U.S. | $1,244,000 | 3,361 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $3,561,000 | 1,732 |
| CMOs issued by government agencies or sponsored agencies | $3,561,000 | 1,686 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $10,218,000 | 3,788 |
| Total debt securities | $10,220,000 | 3,990 |
| 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 | $13,296,000 | 3,765 |
| U.S. Government securities | $8,043,000 | 3,456 |
| U.S. Treasury securities | $1,976,000 | 844 |
| U.S. Government agency obligations | $6,067,000 | 3,521 |
| Securities issued by states & political subdivisions | $5,253,000 | 3,060 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,211 |
| Mortgage-backed securities | $6,067,000 | 3,025 |
| Certificates of participation in pools of residential mortgages | $853,000 | 3,577 |
| Issued or guaranteed by U.S. | $853,000 | 3,484 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $5,214,000 | 1,539 |
| CMOs issued by government agencies or sponsored agencies | $5,214,000 | 1,500 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $13,296,000 | 3,534 |
| Total debt securities | $13,296,000 | 3,742 |
| 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 | $10,197,000 | 3,987 |
| U.S. Government securities | $5,834,000 | 3,729 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $5,834,000 | 3,565 |
| Securities issued by states & political subdivisions | $4,363,000 | 3,153 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,254 |
| Mortgage-backed securities | $5,834,000 | 3,055 |
| Certificates of participation in pools of residential mortgages | $1,026,000 | 3,517 |
| Issued or guaranteed by U.S. | $1,026,000 | 3,426 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $4,808,000 | 1,626 |
| CMOs issued by government agencies or sponsored agencies | $4,808,000 | 1,586 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $10,197,000 | 3,745 |
| Total debt securities | $10,197,000 | 3,964 |
| 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 | $11,236,000 | 3,914 |
| U.S. Government securities | $6,929,000 | 3,642 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $6,929,000 | 3,489 |
| Securities issued by states & political subdivisions | $4,307,000 | 3,116 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,281 |
| Mortgage-backed securities | $6,929,000 | 2,938 |
| Certificates of participation in pools of residential mortgages | $1,243,000 | 3,456 |
| Issued or guaranteed by U.S. | $1,243,000 | 3,355 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $5,686,000 | 1,542 |
| CMOs issued by government agencies or sponsored agencies | $5,686,000 | 1,500 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $11,236,000 | 3,669 |
| Total debt securities | $11,235,000 | 3,892 |
| 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 | $9,306,000 | 4,141 |
| U.S. Government securities | $5,936,000 | 3,851 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $5,936,000 | 3,684 |
| Securities issued by states & political subdivisions | $3,370,000 | 3,279 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,345 |
| Mortgage-backed securities | $5,936,000 | 3,025 |
| Certificates of participation in pools of residential mortgages | $1,354,000 | 3,402 |
| Issued or guaranteed by U.S. | $1,354,000 | 3,307 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $4,582,000 | 1,644 |
| CMOs issued by government agencies or sponsored agencies | $4,582,000 | 1,605 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $9,306,000 | 3,879 |
| Total debt securities | $9,305,000 | 4,114 |
| 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 | $7,841,000 | 4,335 |
| U.S. Government securities | $4,458,000 | 4,116 |
| U.S. Treasury securities | $52,000 | 1,422 |
| U.S. Government agency obligations | $4,406,000 | 3,967 |
| Securities issued by states & political subdivisions | $3,383,000 | 3,305 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,426 |
| Mortgage-backed securities | $4,406,000 | 3,229 |
| Certificates of participation in pools of residential mortgages | $1,526,000 | 3,365 |
| Issued or guaranteed by U.S. | $1,526,000 | 3,265 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $2,880,000 | 1,948 |
| CMOs issued by government agencies or sponsored agencies | $2,880,000 | 1,902 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $7,841,000 | 4,084 |
| Total debt securities | $7,840,000 | 4,311 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $4,964,000 | 4,629 |
| U.S. Government securities | $1,588,000 | 4,652 |
| U.S. Treasury securities | $52,000 | 1,460 |
| U.S. Government agency obligations | $1,536,000 | 4,516 |
| Securities issued by states & political subdivisions | $3,376,000 | 3,346 |
| 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 | $0 | 4,470 |
| Mortgage-backed securities | $1,536,000 | 3,716 |
| Certificates of participation in pools of residential mortgages | $578,000 | 3,732 |
| Issued or guaranteed by U.S. | $578,000 | 3,659 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $958,000 | 2,379 |
| CMOs issued by government agencies or sponsored agencies | $958,000 | 2,335 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $4,964,000 | 4,375 |
| Total debt securities | $4,964,000 | 4,609 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $4,955,000 | 4,690 |
| U.S. Government securities | $1,602,000 | 4,696 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $1,602,000 | 4,552 |
| Securities issued by states & political subdivisions | $3,353,000 | 3,423 |
| 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 | $0 | 4,517 |
| Mortgage-backed securities | $1,602,000 | 3,730 |
| Certificates of participation in pools of residential mortgages | $616,000 | 3,749 |
| Issued or guaranteed by U.S. | $616,000 | 3,667 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $986,000 | 2,371 |
| CMOs issued by government agencies or sponsored agencies | $986,000 | 2,326 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $4,955,000 | 4,425 |
| Total debt securities | $4,955,000 | 4,671 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $4,958,000 | 4,727 |
| U.S. Government securities | $1,641,000 | 4,726 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $1,641,000 | 4,581 |
| Securities issued by states & political subdivisions | $3,317,000 | 3,495 |
| 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 | $0 | 4,567 |
| Mortgage-backed securities | $1,641,000 | 3,735 |
| Certificates of participation in pools of residential mortgages | $641,000 | 3,770 |
| Issued or guaranteed by U.S. | $641,000 | 3,704 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,000,000 | 2,373 |
| CMOs issued by government agencies or sponsored agencies | $1,000,000 | 2,326 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $4,958,000 | 4,466 |
| Total debt securities | $4,959,000 | 4,708 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $5,011,000 | 4,783 |
| U.S. Government securities | $1,705,000 | 4,790 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $1,705,000 | 4,644 |
| Securities issued by states & political subdivisions | $3,306,000 | 3,522 |
| 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 | $0 | 4,627 |
| Mortgage-backed securities | $1,705,000 | 3,766 |
| Certificates of participation in pools of residential mortgages | $687,000 | 3,803 |
| Issued or guaranteed by U.S. | $687,000 | 3,778 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,018,000 | 2,365 |
| CMOs issued by government agencies or sponsored agencies | $1,018,000 | 2,314 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $5,011,000 | 4,512 |
| Total debt securities | $5,010,000 | 4,764 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $5,118,000 | 4,834 |
| U.S. Government securities | $1,054,000 | 4,951 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $1,054,000 | 4,813 |
| Securities issued by states & political subdivisions | $3,339,000 | 3,567 |
| Other domestic debt securities | $725,000 | 1,771 |
| Privately issued residential mortgage-backed securities | $725,000 | 544 |
| 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 | $0 | 4,680 |
| Mortgage-backed securities | $1,779,000 | 3,795 |
| Certificates of participation in pools of residential mortgages | $725,000 | 3,842 |
| Issued or guaranteed by U.S. | $0 | 4,304 |
| Privately issued | $725,000 | 294 |
| Collaterized mortgage obligations | $1,054,000 | 2,372 |
| CMOs issued by government agencies or sponsored agencies | $1,054,000 | 2,321 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $5,118,000 | 4,555 |
| Total debt securities | $5,118,000 | 4,814 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $5,268,000 | 4,874 |
| U.S. Government securities | $1,927,000 | 4,860 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $1,927,000 | 4,728 |
| Securities issued by states & political subdivisions | $3,341,000 | 3,609 |
| 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 | $0 | 4,746 |
| Mortgage-backed securities | $1,927,000 | 3,788 |
| Certificates of participation in pools of residential mortgages | $775,000 | 3,872 |
| Issued or guaranteed by U.S. | $775,000 | 3,865 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,152,000 | 2,345 |
| CMOs issued by government agencies or sponsored agencies | $1,152,000 | 2,286 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $5,268,000 | 4,598 |
| Total debt securities | $5,269,000 | 4,853 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $5,435,000 | 4,929 |
| U.S. Government securities | $2,066,000 | 4,864 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $2,066,000 | 4,743 |
| Securities issued by states & political subdivisions | $3,369,000 | 3,669 |
| 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 | $0 | 4,818 |
| Mortgage-backed securities | $2,066,000 | 3,795 |
| Certificates of participation in pools of residential mortgages | $824,000 | 3,893 |
| Issued or guaranteed by U.S. | $824,000 | 3,887 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,242,000 | 2,303 |
| CMOs issued by government agencies or sponsored agencies | $1,242,000 | 2,244 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $5,435,000 | 4,644 |
| Total debt securities | $5,433,000 | 4,904 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $5,688,000 | 4,968 |
| U.S. Government securities | $2,271,000 | 4,884 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $2,271,000 | 4,770 |
| Securities issued by states & political subdivisions | $3,417,000 | 3,713 |
| 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 | $0 | 4,886 |
| Mortgage-backed securities | $2,271,000 | 3,810 |
| Certificates of participation in pools of residential mortgages | $904,000 | 3,903 |
| Issued or guaranteed by U.S. | $904,000 | 3,897 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,367,000 | 2,291 |
| CMOs issued by government agencies or sponsored agencies | $1,367,000 | 2,231 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $5,688,000 | 4,681 |
| Total debt securities | $5,688,000 | 4,943 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $6,200,000 | 4,956 |
| U.S. Government securities | $2,454,000 | 4,914 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $2,454,000 | 4,794 |
| Securities issued by states & political subdivisions | $3,428,000 | 3,754 |
| Other domestic debt securities | $318,000 | 1,864 |
| Privately issued residential mortgage-backed securities | $318,000 | 400 |
| 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 | $0 | 4,931 |
| Mortgage-backed securities | $2,772,000 | 3,750 |
| Certificates of participation in pools of residential mortgages | $955,000 | 3,922 |
| Issued or guaranteed by U.S. | $955,000 | 3,915 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,817,000 | 2,180 |
| CMOs issued by government agencies or sponsored agencies | $1,499,000 | 2,210 |
| Privately issued | $318,000 | 376 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $6,200,000 | 4,662 |
| Total debt securities | $6,200,000 | 4,935 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $6,359,000 | 4,996 |
| U.S. Government securities | $2,663,000 | 4,926 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $2,663,000 | 4,809 |
| Securities issued by states & political subdivisions | $3,374,000 | 3,803 |
| Other domestic debt securities | $322,000 | 1,928 |
| Privately issued residential mortgage-backed securities | $322,000 | 428 |
| 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 | $0 | 4,985 |
| Mortgage-backed securities | $2,985,000 | 3,762 |
| Certificates of participation in pools of residential mortgages | $1,057,000 | 3,943 |
| Issued or guaranteed by U.S. | $1,057,000 | 3,938 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,928,000 | 2,168 |
| CMOs issued by government agencies or sponsored agencies | $1,606,000 | 2,202 |
| Privately issued | $322,000 | 405 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $6,359,000 | 4,688 |
| Total debt securities | $6,359,000 | 4,972 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $6,604,000 | 4,999 |
| U.S. Government securities | $2,905,000 | 4,904 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,905,000 | 4,790 |
| Securities issued by states & political subdivisions | $3,352,000 | 3,834 |
| Other domestic debt securities | $347,000 | 1,946 |
| Privately issued residential mortgage-backed securities | $347,000 | 444 |
| 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 | $0 | 5,033 |
| Mortgage-backed securities | $3,252,000 | 3,730 |
| Certificates of participation in pools of residential mortgages | $1,133,000 | 3,945 |
| Issued or guaranteed by U.S. | $1,133,000 | 3,937 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,119,000 | 2,108 |
| CMOs issued by government agencies or sponsored agencies | $1,772,000 | 2,151 |
| Privately issued | $347,000 | 419 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $6,604,000 | 4,676 |
| Total debt securities | $6,603,000 | 4,975 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $6,995,000 | 5,016 |
| U.S. Government securities | $3,140,000 | 4,897 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $3,140,000 | 4,788 |
| Securities issued by states & political subdivisions | $3,501,000 | 3,813 |
| Other domestic debt securities | $354,000 | 1,949 |
| Privately issued residential mortgage-backed securities | $354,000 | 444 |
| 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 | $0 | 5,116 |
| Mortgage-backed securities | $3,494,000 | 3,711 |
| Certificates of participation in pools of residential mortgages | $1,180,000 | 3,972 |
| Issued or guaranteed by U.S. | $1,180,000 | 3,968 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,314,000 | 2,094 |
| CMOs issued by government agencies or sponsored agencies | $1,960,000 | 2,121 |
| Privately issued | $354,000 | 422 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $6,995,000 | 4,682 |
| Total debt securities | $6,995,000 | 4,995 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $7,393,000 | 5,031 |
| U.S. Government securities | $3,471,000 | 4,959 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $3,471,000 | 4,844 |
| Securities issued by states & political subdivisions | $3,543,000 | 3,848 |
| Other domestic debt securities | $379,000 | 1,975 |
| Privately issued residential mortgage-backed securities | $379,000 | 457 |
| 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 | $0 | 5,199 |
| Mortgage-backed securities | $3,850,000 | 3,684 |
| Certificates of participation in pools of residential mortgages | $1,289,000 | 3,970 |
| Issued or guaranteed by U.S. | $1,289,000 | 3,965 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,561,000 | 2,057 |
| CMOs issued by government agencies or sponsored agencies | $2,182,000 | 2,069 |
| Privately issued | $379,000 | 433 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $7,393,000 | 4,696 |
| Total debt securities | $7,393,000 | 5,007 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $6,286,000 | 5,215 |
| U.S. Government securities | $3,766,000 | 4,997 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $3,766,000 | 4,887 |
| Securities issued by states & political subdivisions | $2,105,000 | 4,192 |
| Other domestic debt securities | $415,000 | 1,971 |
| Privately issued residential mortgage-backed securities | $415,000 | 449 |
| 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 | $0 | 5,255 |
| Mortgage-backed securities | $4,181,000 | 3,644 |
| Certificates of participation in pools of residential mortgages | $1,335,000 | 3,983 |
| Issued or guaranteed by U.S. | $1,335,000 | 3,979 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,846,000 | 1,999 |
| CMOs issued by government agencies or sponsored agencies | $2,431,000 | 2,034 |
| Privately issued | $415,000 | 428 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $6,286,000 | 4,870 |
| Total debt securities | $6,286,000 | 5,196 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $6,696,000 | 5,227 |
| U.S. Government securities | $4,171,000 | 4,990 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $4,171,000 | 4,873 |
| Securities issued by states & political subdivisions | $2,097,000 | 4,226 |
| Other domestic debt securities | $428,000 | 1,950 |
| Privately issued residential mortgage-backed securities | $428,000 | 446 |
| 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 | $0 | 5,301 |
| Mortgage-backed securities | $4,599,000 | 3,577 |
| Certificates of participation in pools of residential mortgages | $1,390,000 | 3,993 |
| Issued or guaranteed by U.S. | $1,390,000 | 3,989 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,209,000 | 1,940 |
| CMOs issued by government agencies or sponsored agencies | $2,781,000 | 1,980 |
| Privately issued | $428,000 | 427 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $6,696,000 | 4,878 |
| Total debt securities | $6,695,000 | 5,207 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $7,140,000 | 5,273 |
| U.S. Government securities | $4,608,000 | 5,012 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $4,608,000 | 4,902 |
| Securities issued by states & political subdivisions | $2,064,000 | 4,294 |
| Other domestic debt securities | $468,000 | 1,952 |
| Privately issued residential mortgage-backed securities | $468,000 | 448 |
| 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 | $0 | 5,371 |
| Mortgage-backed securities | $5,076,000 | 3,539 |
| Certificates of participation in pools of residential mortgages | $1,441,000 | 4,022 |
| Issued or guaranteed by U.S. | $1,441,000 | 4,017 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $3,635,000 | 1,882 |
| CMOs issued by government agencies or sponsored agencies | $3,167,000 | 1,902 |
| Privately issued | $468,000 | 427 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $7,140,000 | 4,912 |
| Total debt securities | $7,141,000 | 5,252 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $7,901,000 | 5,284 |
| U.S. Government securities | $5,369,000 | 5,000 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $5,369,000 | 4,886 |
| Securities issued by states & political subdivisions | $2,049,000 | 4,321 |
| Other domestic debt securities | $483,000 | 1,960 |
| Privately issued residential mortgage-backed securities | $483,000 | 461 |
| 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 | $0 | 5,428 |
| Mortgage-backed securities | $5,852,000 | 3,490 |
| Certificates of participation in pools of residential mortgages | $0 | 5,073 |
| Issued or guaranteed by U.S. | $0 | 5,069 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,852,000 | 1,599 |
| CMOs issued by government agencies or sponsored agencies | $5,369,000 | 1,596 |
| Privately issued | $483,000 | 439 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $7,901,000 | 4,920 |
| Total debt securities | $7,900,000 | 5,262 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $8,717,000 | 5,254 |
| U.S. Government securities | $6,134,000 | 4,958 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $6,134,000 | 4,854 |
| Securities issued by states & political subdivisions | $2,087,000 | 4,329 |
| Other domestic debt securities | $496,000 | 2,007 |
| Privately issued residential mortgage-backed securities | $496,000 | 490 |
| 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 | $0 | 5,487 |
| Mortgage-backed securities | $6,630,000 | 3,431 |
| Certificates of participation in pools of residential mortgages | $0 | 5,132 |
| Issued or guaranteed by U.S. | $0 | 5,123 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $6,630,000 | 1,560 |
| CMOs issued by government agencies or sponsored agencies | $6,134,000 | 1,541 |
| Privately issued | $496,000 | 464 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $8,717,000 | 4,885 |
| Total debt securities | $8,717,000 | 5,235 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $11,553,000 | 5,045 |
| U.S. Government securities | $7,125,000 | 4,872 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $7,125,000 | 4,758 |
| Securities issued by states & political subdivisions | $2,083,000 | 4,397 |
| Other domestic debt securities | $2,345,000 | 1,262 |
| Privately issued residential mortgage-backed securities | $2,345,000 | 285 |
| 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 | $0 | 5,563 |
| Mortgage-backed securities | $9,470,000 | 3,115 |
| Certificates of participation in pools of residential mortgages | $0 | 5,212 |
| Issued or guaranteed by U.S. | $0 | 5,203 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $9,470,000 | 1,362 |
| CMOs issued by government agencies or sponsored agencies | $7,125,000 | 1,477 |
| Privately issued | $2,345,000 | 268 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $11,553,000 | 4,665 |
| Total debt securities | $11,553,000 | 5,023 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $12,944,000 | 5,003 |
| U.S. Government securities | $8,364,000 | 4,770 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $8,364,000 | 4,655 |
| Securities issued by states & political subdivisions | $2,075,000 | 4,437 |
| Other domestic debt securities | $2,505,000 | 1,268 |
| Privately issued residential mortgage-backed securities | $2,505,000 | 289 |
| 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 | $0 | 5,639 |
| Mortgage-backed securities | $10,869,000 | 3,018 |
| Certificates of participation in pools of residential mortgages | $1,726,000 | 4,249 |
| Issued or guaranteed by U.S. | $1,726,000 | 4,245 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $9,143,000 | 1,409 |
| CMOs issued by government agencies or sponsored agencies | $6,638,000 | 1,542 |
| Privately issued | $2,505,000 | 274 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $12,944,000 | 4,616 |
| Total debt securities | $12,944,000 | 4,982 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $14,082,000 | 4,972 |
| U.S. Government securities | $9,451,000 | 4,678 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $9,451,000 | 4,566 |
| Securities issued by states & political subdivisions | $2,048,000 | 4,490 |
| Other domestic debt securities | $2,583,000 | 1,280 |
| Privately issued residential mortgage-backed securities | $2,583,000 | 284 |
| 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 | $0 | 5,698 |
| Mortgage-backed securities | $12,034,000 | 2,946 |
| Certificates of participation in pools of residential mortgages | $1,780,000 | 4,283 |
| Issued or guaranteed by U.S. | $1,780,000 | 4,280 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $10,254,000 | 1,343 |
| CMOs issued by government agencies or sponsored agencies | $7,671,000 | 1,463 |
| Privately issued | $2,583,000 | 272 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $14,082,000 | 4,572 |
| Total debt securities | $14,081,000 | 4,949 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $14,730,000 | 4,953 |
| U.S. Government securities | $10,341,000 | 4,605 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $10,341,000 | 4,506 |
| Securities issued by states & political subdivisions | $1,996,000 | 4,519 |
| Other domestic debt securities | $2,393,000 | 1,356 |
| Privately issued residential mortgage-backed securities | $2,393,000 | 316 |
| 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 | $0 | 5,749 |
| Mortgage-backed securities | $12,734,000 | 2,889 |
| Certificates of participation in pools of residential mortgages | $1,831,000 | 4,303 |
| Issued or guaranteed by U.S. | $1,831,000 | 4,299 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $10,903,000 | 1,298 |
| CMOs issued by government agencies or sponsored agencies | $8,510,000 | 1,405 |
| Privately issued | $2,393,000 | 304 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $14,730,000 | 4,560 |
| Total debt securities | $14,730,000 | 4,928 |
| 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 | $15,421,000 | 4,887 |
| U.S. Government securities | $11,071,000 | 4,505 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $11,071,000 | 4,407 |
| Securities issued by states & political subdivisions | $1,931,000 | 4,578 |
| Other domestic debt securities | $2,419,000 | 1,392 |
| Privately issued residential mortgage-backed securities | $2,419,000 | 331 |
| 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 | $0 | 5,833 |
| Mortgage-backed securities | $13,490,000 | 2,824 |
| Certificates of participation in pools of residential mortgages | $1,880,000 | 4,309 |
| Issued or guaranteed by U.S. | $1,880,000 | 4,304 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $11,610,000 | 1,259 |
| CMOs issued by government agencies or sponsored agencies | $9,191,000 | 1,354 |
| Privately issued | $2,419,000 | 316 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $15,421,000 | 4,499 |
| Total debt securities | $15,420,000 | 4,862 |
| 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 | $16,638,000 | 4,822 |
| U.S. Government securities | $12,202,000 | 4,377 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $12,202,000 | 4,277 |
| Securities issued by states & political subdivisions | $1,948,000 | 4,581 |
| Other domestic debt securities | $2,488,000 | 1,408 |
| Privately issued residential mortgage-backed securities | $2,488,000 | 344 |
| 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 | $12,165,000 | 2,973 |
| Mortgage-backed securities | $14,690,000 | 2,737 |
| Certificates of participation in pools of residential mortgages | $1,952,000 | 4,308 |
| Issued or guaranteed by U.S. | $1,952,000 | 4,301 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $12,738,000 | 1,218 |
| CMOs issued by government agencies or sponsored agencies | $10,250,000 | 1,292 |
| Privately issued | $2,488,000 | 327 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $16,638,000 | 4,440 |
| Total debt securities | $16,638,000 | 4,786 |
| 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 | $16,965,000 | 4,793 |
| U.S. Government securities | $14,290,000 | 4,112 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $14,290,000 | 4,012 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $2,675,000 | 1,395 |
| Privately issued residential mortgage-backed securities | $2,675,000 | 344 |
| 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 | $14,158,000 | 2,719 |
| Mortgage-backed securities | $16,965,000 | 2,573 |
| Certificates of participation in pools of residential mortgages | $2,079,000 | 4,240 |
| Issued or guaranteed by U.S. | $2,079,000 | 4,235 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $14,886,000 | 1,144 |
| CMOs issued by government agencies or sponsored agencies | $12,211,000 | 1,186 |
| Privately issued | $2,675,000 | 327 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $16,965,000 | 4,419 |
| Total debt securities | $16,964,000 | 4,761 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $19,712,000 | 4,538 |
| U.S. Government securities | $17,016,000 | 3,835 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $17,016,000 | 3,740 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $2,696,000 | 1,398 |
| Privately issued residential mortgage-backed securities | $2,696,000 | 373 |
| 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 | $7,977,000 | 3,676 |
| Mortgage-backed securities | $19,712,000 | 2,416 |
| Certificates of participation in pools of residential mortgages | $2,208,000 | 4,236 |
| Issued or guaranteed by U.S. | $2,208,000 | 4,232 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $17,504,000 | 1,085 |
| CMOs issued by government agencies or sponsored agencies | $14,808,000 | 1,118 |
| Privately issued | $2,696,000 | 359 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $19,712,000 | 4,190 |
| Total debt securities | $19,713,000 | 4,509 |
| 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 | $23,673,000 | 4,149 |
| U.S. Government securities | $20,127,000 | 3,483 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $20,127,000 | 3,397 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $3,546,000 | 1,207 |
| Privately issued residential mortgage-backed securities | $2,772,000 | 384 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $774,000 | 1,630 |
| 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 | $54,000 | 6,018 |
| Mortgage-backed securities | $22,899,000 | 2,233 |
| Certificates of participation in pools of residential mortgages | $2,309,000 | 4,219 |
| Issued or guaranteed by U.S. | $2,309,000 | 4,218 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $20,590,000 | 993 |
| CMOs issued by government agencies or sponsored agencies | $17,818,000 | 1,010 |
| Privately issued | $2,772,000 | 372 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $23,673,000 | 3,825 |
| Total debt securities | $23,673,000 | 4,119 |
| 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 | $21,662,000 | 4,384 |
| U.S. Government securities | $57,000 | 6,795 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $57,000 | 6,710 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $21,605,000 | 441 |
| Privately issued residential mortgage-backed securities | $20,834,000 | 134 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $771,000 | 1,687 |
| 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 | $57,000 | 6,105 |
| Mortgage-backed securities | $20,891,000 | 2,457 |
| Certificates of participation in pools of residential mortgages | $0 | 5,717 |
| Issued or guaranteed by U.S. | $0 | 5,706 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $20,891,000 | 1,035 |
| CMOs issued by government agencies or sponsored agencies | $57,000 | 3,544 |
| Privately issued | $20,834,000 | 127 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $21,662,000 | 4,029 |
| Total debt securities | $21,662,000 | 4,347 |
| 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 | $9,801,000 | 5,714 |
| U.S. Government securities | $58,000 | 6,867 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $58,000 | 6,782 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $9,743,000 | 745 |
| Privately issued residential mortgage-backed securities | $8,975,000 | 250 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $768,000 | 1,684 |
| 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 | $58,000 | 6,182 |
| Mortgage-backed securities | $9,033,000 | 3,613 |
| Certificates of participation in pools of residential mortgages | $0 | 5,754 |
| Issued or guaranteed by U.S. | $0 | 5,744 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $9,033,000 | 1,679 |
| CMOs issued by government agencies or sponsored agencies | $58,000 | 3,548 |
| Privately issued | $8,975,000 | 244 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $9,801,000 | 5,327 |
| Total debt securities | $9,801,000 | 5,687 |
| 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 | $3,785,000 | 6,547 |
| U.S. Government securities | $0 | 6,997 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $0 | 6,911 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $3,785,000 | 1,212 |
| Privately issued residential mortgage-backed securities | $3,035,000 | 459 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $750,000 | 1,686 |
| 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 | $58,000 | 6,212 |
| Mortgage-backed securities | $3,035,000 | 4,687 |
| Certificates of participation in pools of residential mortgages | $0 | 5,796 |
| Issued or guaranteed by U.S. | $0 | 5,788 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,035,000 | 2,528 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $3,035,000 | 440 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $3,785,000 | 6,122 |
| Total debt securities | $3,785,000 | 6,518 |
| 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 | $2,994,000 | 6,691 |
| U.S. Government securities | $59,000 | 6,970 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $59,000 | 6,881 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $2,935,000 | 1,354 |
| Privately issued residential mortgage-backed securities | $2,933,000 | 526 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000 | 2,121 |
| 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 | $2,992,000 | 4,656 |
| Certificates of participation in pools of residential mortgages | $2,992,000 | 4,133 |
| Issued or guaranteed by U.S. | $59,000 | 5,486 |
| Privately issued | $2,933,000 | 42 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,000 | 2,885 |
| Available-for-sale securities (fair market value) | $2,991,000 | 6,232 |
| Total debt securities | $2,994,000 | 6,659 |
| 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 | $3,140,000 | 6,737 |
| U.S. Government securities | $61,000 | 7,051 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $61,000 | 6,960 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $3,079,000 | 1,338 |
| Privately issued residential mortgage-backed securities | $3,077,000 | 544 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000 | 2,093 |
| 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 | $3,138,000 | 4,588 |
| Certificates of participation in pools of residential mortgages | $3,138,000 | 4,036 |
| Issued or guaranteed by U.S. | $61,000 | 5,494 |
| Privately issued | $3,077,000 | 54 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,000 | 2,925 |
| Available-for-sale securities (fair market value) | $3,137,000 | 6,268 |
| Total debt securities | $3,140,000 | 6,701 |
| 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 | $3,333,000 | 6,790 |
| U.S. Government securities | $61,000 | 7,138 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $61,000 | 7,036 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $3,272,000 | 1,246 |
| Privately issued residential mortgage-backed securities | $3,270,000 | 542 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000 | 2,027 |
| 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 | $3,331,000 | 4,518 |
| Certificates of participation in pools of residential mortgages | $3,331,000 | 3,951 |
| Issued or guaranteed by U.S. | $61,000 | 5,517 |
| Privately issued | $3,270,000 | 52 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,000 | 2,981 |
| Available-for-sale securities (fair market value) | $3,330,000 | 6,312 |
| Total debt securities | $3,333,000 | 6,755 |
| 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 | $3,644,000 | 6,783 |
| U.S. Government securities | $61,000 | 7,188 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $61,000 | 7,093 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $3,583,000 | 1,223 |
| Privately issued residential mortgage-backed securities | $3,581,000 | 555 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000 | 2,069 |
| 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 | $3,642,000 | 4,386 |
| Certificates of participation in pools of residential mortgages | $3,642,000 | 3,793 |
| Issued or guaranteed by U.S. | $61,000 | 5,531 |
| Privately issued | $3,581,000 | 48 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,000 | 2,996 |
| Available-for-sale securities (fair market value) | $3,641,000 | 6,304 |
| Total debt securities | $3,644,000 | 6,746 |
| 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 | $4,543,000 | 6,618 |
| U.S. Government securities | $61,000 | 7,233 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $61,000 | 7,133 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $4,482,000 | 1,160 |
| Privately issued residential mortgage-backed securities | $4,480,000 | 535 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000 | 2,082 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,541,000 | 4,100 |
| Certificates of participation in pools of residential mortgages | $4,541,000 | 3,461 |
| Issued or guaranteed by U.S. | $61,000 | 5,526 |
| Privately issued | $4,480,000 | 46 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,000 | 3,029 |
| Available-for-sale securities (fair market value) | $4,540,000 | 6,111 |
| Total debt securities | $4,543,000 | 6,583 |
| 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 | $4,657,000 | 6,621 |
| U.S. Government securities | $61,000 | 7,313 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $61,000 | 7,215 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $4,596,000 | 1,196 |
| Privately issued residential mortgage-backed securities | $4,594,000 | 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 | $2,000 | 2,140 |
| 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 | $4,655,000 | 4,098 |
| Certificates of participation in pools of residential mortgages | $4,655,000 | 3,420 |
| Issued or guaranteed by U.S. | $61,000 | 5,557 |
| Privately issued | $4,594,000 | 48 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $50,000 | 2,964 |
| Available-for-sale securities (fair market value) | $4,607,000 | 6,117 |
| Total debt securities | $4,657,000 | 6,587 |
| 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 | $4,330,000 | 6,767 |
| U.S. Government securities | $61,000 | 7,402 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $61,000 | 7,308 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $4,269,000 | 1,241 |
| Privately issued residential mortgage-backed securities | $4,267,000 | 637 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000 | 2,107 |
| 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 | $4,328,000 | 4,168 |
| Certificates of participation in pools of residential mortgages | $4,328,000 | 3,514 |
| Issued or guaranteed by U.S. | $61,000 | 5,610 |
| Privately issued | $4,267,000 | 51 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,000 | 3,171 |
| Available-for-sale securities (fair market value) | $4,327,000 | 6,250 |
| Total debt securities | $4,330,000 | 6,721 |
| 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 | $12,386,000 | 5,396 |
| U.S. Government securities | $61,000 | 7,504 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $61,000 | 7,405 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $12,325,000 | 702 |
| Privately issued residential mortgage-backed securities | $12,323,000 | 401 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000 | 2,129 |
| 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 | $12,384,000 | 2,915 |
| Certificates of participation in pools of residential mortgages | $4,944,000 | 3,476 |
| Issued or guaranteed by U.S. | $61,000 | 5,719 |
| Privately issued | $4,883,000 | 48 |
| Collaterized mortgage obligations | $7,440,000 | 1,580 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $7,440,000 | 502 |
| 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) | $3,000 | 3,221 |
| Available-for-sale securities (fair market value) | $12,383,000 | 4,944 |
| Total debt securities | $12,386,000 | 5,354 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $9,901,000 | 5,819 |
| U.S. Government securities | $61,000 | 7,540 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $61,000 | 7,441 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $9,840,000 | 856 |
| Privately issued residential mortgage-backed securities | $9,838,000 | 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 | $2,000 | 2,178 |
| 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 | $9,899,000 | 3,280 |
| Certificates of participation in pools of residential mortgages | $61,000 | 5,789 |
| Issued or guaranteed by U.S. | $61,000 | 5,775 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $9,838,000 | 1,379 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $9,838,000 | 472 |
| 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) | $2,000 | 3,293 |
| Available-for-sale securities (fair market value) | $9,899,000 | 5,335 |
| Total debt securities | $9,901,000 | 5,782 |
| 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 | $35,696,000 | 3,108 |
| U.S. Government securities | $11,447,000 | 4,715 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,447,000 | 4,624 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $24,249,000 | 506 |
| Privately issued residential mortgage-backed securities | $24,247,000 | 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 | $2,000 | 2,279 |
| 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 | $35,694,000 | 1,577 |
| Certificates of participation in pools of residential mortgages | $11,447,000 | 2,485 |
| Issued or guaranteed by U.S. | $11,447,000 | 2,475 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $24,247,000 | 817 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $24,247,000 | 298 |
| 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) | $2,000 | 3,388 |
| Available-for-sale securities (fair market value) | $35,694,000 | 2,785 |
| Total debt securities | $35,696,000 | 3,076 |
| 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 | $21,937,000 | 4,207 |
| U.S. Government securities | $0 | 7,759 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 7,687 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $21,937,000 | 559 |
| Privately issued residential mortgage-backed securities | $21,935,000 | 334 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000 | 2,385 |
| 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 | $21,935,000 | 2,232 |
| Certificates of participation in pools of residential mortgages | $0 | 6,269 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $21,935,000 | 861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $21,935,000 | 323 |
| 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) | $1,000 | 3,448 |
| Available-for-sale securities (fair market value) | $21,936,000 | 3,785 |
| Total debt securities | $21,937,000 | 4,165 |
| 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 | $12,429,000 | 5,473 |
| U.S. Government securities | $0 | 7,829 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 7,762 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $12,429,000 | 758 |
| Privately issued residential mortgage-backed securities | $12,427,000 | 475 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000 | 2,511 |
| 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 | $12,427,000 | 3,099 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $12,427,000 | 1,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $12,427,000 | 453 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,000 | 3,479 |
| Available-for-sale securities (fair market value) | $12,427,000 | 4,992 |
| Total debt securities | $12,429,000 | 5,426 |
| 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 | $8,932,000 | 6,128 |
| U.S. Government securities | $0 | 7,896 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 7,832 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $8,932,000 | 894 |
| Privately issued residential mortgage-backed securities | $8,930,000 | 532 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000 | 2,439 |
| 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 | $8,930,000 | 3,506 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $8,930,000 | 1,389 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $8,930,000 | 504 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $8,932,000 | 5,596 |
| Total debt securities | $8,932,000 | 6,081 |
| 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 | $8,828,000 | 6,114 |
| U.S. Government securities | $0 | 7,941 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 7,874 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $8,828,000 | 880 |
| Privately issued residential mortgage-backed securities | $8,826,000 | 538 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000 | 2,407 |
| 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 | $8,826,000 | 3,434 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $8,826,000 | 1,343 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $8,826,000 | 511 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $8,828,000 | 5,564 |
| Total debt securities | $8,828,000 | 6,072 |
| 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 | $8,327,000 | 6,260 |
| U.S. Government securities | $0 | 7,997 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 7,934 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $8,327,000 | 954 |
| Privately issued residential mortgage-backed securities | $8,325,000 | 557 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000 | 2,397 |
| 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 | $8,325,000 | 3,512 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $8,325,000 | 1,379 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $8,325,000 | 528 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,000 | 3,553 |
| Available-for-sale securities (fair market value) | $8,325,000 | 5,722 |
| Total debt securities | $8,327,000 | 6,200 |
| 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 | $4,964,000 | 7,022 |
| U.S. Government securities | $0 | 8,032 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 7,976 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $4,964,000 | 1,207 |
| Privately issued residential mortgage-backed securities | $4,964,000 | 664 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,964,000 | 4,116 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $4,964,000 | 1,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $4,964,000 | 628 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $4,964,000 | 6,439 |
| Total debt securities | $4,964,000 | 6,959 |
| 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 | $73,000 | 8,193 |
| U.S. Government securities | $0 | 8,104 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 8,029 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $73,000 | 2,889 |
| Privately issued residential mortgage-backed securities | $71,000 | 1,345 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000 | 2,237 |
| 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 | $71,000 | 6,238 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $71,000 | 3,432 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $71,000 | 1,269 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,000 | 3,647 |
| Available-for-sale securities (fair market value) | $71,000 | 7,607 |
| Total debt securities | $73,000 | 8,151 |
| 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 | $116,000 | 8,227 |
| U.S. Government securities | $0 | 8,160 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 8,083 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $116,000 | 2,776 |
| Privately issued residential mortgage-backed securities | $114,000 | 1,290 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000 | 2,212 |
| 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 | $114,000 | 6,103 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $114,000 | 3,319 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $114,000 | 1,216 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,000 | 3,699 |
| Available-for-sale securities (fair market value) | $114,000 | 7,617 |
| Total debt securities | $116,000 | 8,185 |
| 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 | $117,000 | 8,276 |
| U.S. Government securities | $0 | 8,206 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 8,127 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $117,000 | 2,724 |
| Privately issued residential mortgage-backed securities | $117,000 | 1,244 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $117,000 | 6,109 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $117,000 | 3,296 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $117,000 | 1,166 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $117,000 | 7,652 |
| Total debt securities | $117,000 | 8,237 |
| 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 | $128,000 | 8,305 |
| U.S. Government securities | $0 | 8,244 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 8,164 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $128,000 | 2,742 |
| Privately issued residential mortgage-backed securities | $126,000 | 1,200 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000 | 2,222 |
| 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 | $126,000 | 6,108 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $126,000 | 3,259 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $126,000 | 1,113 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,000 | 3,821 |
| Available-for-sale securities (fair market value) | $126,000 | 7,671 |
| Total debt securities | $128,000 | 8,265 |
| 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 | $172,000 | 8,349 |
| U.S. Government securities | $0 | 8,295 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 8,217 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $172,000 | 2,742 |
| Privately issued residential mortgage-backed securities | $170,000 | 1,166 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000 | 2,294 |
| 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 | $170,000 | 6,052 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $170,000 | 3,206 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $170,000 | 1,088 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,000 | 3,907 |
| Available-for-sale securities (fair market value) | $170,000 | 7,712 |
| Total debt securities | $172,000 | 8,306 |
| 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 | $189,000 | 8,424 |
| U.S. Government securities | $0 | 8,377 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 8,301 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $189,000 | 2,771 |
| Privately issued residential mortgage-backed securities | $187,000 | 1,140 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000 | 2,340 |
| 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 | $187,000 | 6,058 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $187,000 | 3,148 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $187,000 | 1,053 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,000 | 3,999 |
| Available-for-sale securities (fair market value) | $187,000 | 7,767 |
| Total debt securities | $189,000 | 8,382 |
| 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 | $197,000 | 8,469 |
| U.S. Government securities | $0 | 8,430 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 8,348 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $197,000 | 2,818 |
| Privately issued residential mortgage-backed securities | $195,000 | 1,125 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000 | 2,422 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $195,000 | 6,087 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $195,000 | 3,145 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $195,000 | 1,041 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,000 | 4,052 |
| Available-for-sale securities (fair market value) | $195,000 | 7,804 |
| Total debt securities | $197,000 | 8,428 |
| 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 | $216,000 | 8,501 |
| U.S. Government securities | $0 | 8,475 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 8,395 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $216,000 | 2,845 |
| Privately issued residential mortgage-backed securities | $214,000 | 1,091 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000 | 2,531 |
| 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 | $214,000 | 6,103 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $214,000 | 3,134 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $214,000 | 1,015 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,000 | 4,118 |
| Available-for-sale securities (fair market value) | $214,000 | 7,826 |
| Total debt securities | $216,000 | 8,459 |
| 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 | $224,000 | 8,555 |
| U.S. Government securities | $0 | 8,522 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 8,437 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $224,000 | 2,920 |
| Privately issued residential mortgage-backed securities | $222,000 | 1,058 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000 | 2,654 |
| 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 | $222,000 | 6,160 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $222,000 | 3,143 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $222,000 | 977 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,000 | 4,199 |
| Available-for-sale securities (fair market value) | $222,000 | 7,865 |
| Total debt securities | $224,000 | 8,508 |
| 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 | $227,000 | 8,589 |
| U.S. Government securities | $0 | 8,563 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 8,485 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $227,000 | 2,972 |
| Privately issued residential mortgage-backed securities | $225,000 | 1,044 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000 | 2,727 |
| 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 | $225,000 | 6,185 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $225,000 | 3,167 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $225,000 | 962 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,000 | 4,270 |
| Available-for-sale securities (fair market value) | $225,000 | 7,903 |
| Total debt securities | $227,000 | 8,540 |
| 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 | $773,000 | 8,507 |
| U.S. Government securities | $291,000 | 8,467 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $291,000 | 8,360 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $472,000 | 2,747 |
| 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 | $472,000 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,000 | 2,002 |
| 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 | $291,000 | 6,153 |
| Certificates of participation in pools of residential mortgages | $291,000 | 5,753 |
| Issued or guaranteed by U.S. | $291,000 | 5,728 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $472,000 | 3,562 |
| Available-for-sale securities (fair market value) | $301,000 | 7,890 |
| Total debt securities | $763,000 | 8,467 |
| 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 | $1,004,000 | 8,514 |
| U.S. Government securities | $522,000 | 8,465 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $522,000 | 8,348 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $472,000 | 2,807 |
| 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 | $472,000 | 2,366 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,000 | 2,052 |
| 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 | $522,000 | 5,965 |
| Certificates of participation in pools of residential mortgages | $522,000 | 5,528 |
| Issued or guaranteed by U.S. | $522,000 | 5,508 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $482,000 | 3,583 |
| Available-for-sale securities (fair market value) | $522,000 | 7,896 |
| Total debt securities | $994,000 | 8,483 |
| 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 | $3,953,000 | 7,915 |
| U.S. Government securities | $3,471,000 | 7,582 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,471,000 | 7,422 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $472,000 | 2,839 |
| 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 | $472,000 | 2,415 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,000 | 2,088 |
| 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 | $3,471,000 | 4,435 |
| Certificates of participation in pools of residential mortgages | $3,471,000 | 3,831 |
| Issued or guaranteed by U.S. | $3,471,000 | 3,822 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $482,000 | 3,630 |
| Available-for-sale securities (fair market value) | $3,471,000 | 7,223 |
| Total debt securities | $3,943,000 | 7,854 |
| 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 | $8,450,000 | 6,832 |
| U.S. Government securities | $7,966,000 | 6,217 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,966,000 | 6,069 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $472,000 | 2,879 |
| 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 | $472,000 | 2,475 |
| Foreign debt securities | NA | NA |
| Equity securities | $12,000 | 2,112 |
| 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 | $7,966,000 | 3,288 |
| Certificates of participation in pools of residential mortgages | $7,966,000 | 2,694 |
| Issued or guaranteed by U.S. | $7,966,000 | 2,686 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $472,000 | 3,716 |
| Available-for-sale securities (fair market value) | $7,978,000 | 6,164 |
| Total debt securities | $8,438,000 | 6,775 |
| 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 | $3,145,000 | 8,209 |
| U.S. Government securities | $2,661,000 | 7,977 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,661,000 | 7,807 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $472,000 | 2,982 |
| 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 | $472,000 | 2,587 |
| Foreign debt securities | NA | NA |
| Equity securities | $12,000 | 2,159 |
| 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 | $2,661,000 | 4,847 |
| Certificates of participation in pools of residential mortgages | $2,661,000 | 4,237 |
| Issued or guaranteed by U.S. | $2,661,000 | 4,226 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $382,000 | 3,862 |
| Available-for-sale securities (fair market value) | $2,763,000 | 7,485 |
| Total debt securities | $3,133,000 | 8,156 |
| 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 | $4,724,000 | 7,818 |
| U.S. Government securities | $4,239,000 | 7,410 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,239,000 | 7,255 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $472,000 | 3,072 |
| 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 | $472,000 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $13,000 | 2,179 |
| 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 | $4,239,000 | 4,308 |
| Certificates of participation in pools of residential mortgages | $4,239,000 | 3,687 |
| Issued or guaranteed by U.S. | $4,239,000 | 3,679 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $472,000 | 3,795 |
| Available-for-sale securities (fair market value) | $4,252,000 | 7,135 |
| Total debt securities | $4,711,000 | 7,743 |
| 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 | $6,146,000 | 7,517 |
| U.S. Government securities | $5,658,000 | 7,048 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,658,000 | 6,852 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $472,000 | 3,154 |
| 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 | $472,000 | 2,823 |
| 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 | $5,658,000 | 3,878 |
| Certificates of participation in pools of residential mortgages | $5,658,000 | 3,253 |
| Issued or guaranteed by U.S. | $5,658,000 | 3,241 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $318,000 | 4,019 |
| Available-for-sale securities (fair market value) | $5,828,000 | 6,788 |
| Total debt securities | $6,130,000 | 7,445 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $10,422,000 | 6,463 |
| U.S. Government securities | $9,934,000 | 5,641 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,934,000 | 5,478 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $472,000 | 3,266 |
| 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 | $472,000 | 2,926 |
| 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 | $9,934,000 | 2,999 |
| Certificates of participation in pools of residential mortgages | $9,934,000 | 2,403 |
| Issued or guaranteed by U.S. | $9,934,000 | 2,393 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $472,000 | 3,902 |
| Available-for-sale securities (fair market value) | $9,950,000 | 5,821 |
| Total debt securities | $10,406,000 | 6,369 |
| 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 | $13,939,000 | 5,682 |
| U.S. Government securities | $13,449,000 | 4,805 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,449,000 | 4,640 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $472,000 | 3,321 |
| 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 | $472,000 | 2,968 |
| Foreign debt securities | NA | NA |
| Equity securities | $18,000 | 2,256 |
| 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 | $13,449,000 | 2,600 |
| Certificates of participation in pools of residential mortgages | $13,449,000 | 1,987 |
| Issued or guaranteed by U.S. | $13,449,000 | 1,978 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $472,000 | 3,937 |
| Available-for-sale securities (fair market value) | $13,467,000 | 5,055 |
| Total debt securities | $13,921,000 | 5,587 |
| 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 |