Home > Merrimac Savings Bank > Securities
Merrimac Savings Bank, Securities
| 2015-09-30 | Rank | |
| Total securities | $11,952,000 | 4,790 |
| U.S. Government securities | $5,834,000 | 4,808 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $5,834,000 | 4,694 |
| Securities issued by states & political subdivisions | $5,870,000 | 3,437 |
| Other domestic debt securities | $248,000 | 2,076 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $248,000 | 1,680 |
| 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 | $3,835,000 | 3,778 |
| Certificates of participation in pools of residential mortgages | $2,665,000 | 3,641 |
| Issued or guaranteed by U.S. | $2,665,000 | 3,639 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,170,000 | 2,548 |
| CMOs issued by government agencies or sponsored agencies | $1,170,000 | 2,478 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $11,952,000 | 4,425 |
| Total debt securities | $11,951,000 | 4,764 |
| 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 | $15,420,000 | 4,566 |
| U.S. Government securities | $8,329,000 | 4,542 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $8,329,000 | 4,433 |
| Securities issued by states & political subdivisions | $6,842,000 | 3,277 |
| Other domestic debt securities | $249,000 | 2,096 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $249,000 | 1,704 |
| 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 | $4,731,000 | 3,680 |
| Certificates of participation in pools of residential mortgages | $2,972,000 | 3,641 |
| Issued or guaranteed by U.S. | $2,972,000 | 3,638 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,759,000 | 2,403 |
| CMOs issued by government agencies or sponsored agencies | $1,759,000 | 2,327 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $15,420,000 | 4,205 |
| Total debt securities | $15,419,000 | 4,549 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,794 |
| Fair value | $247,000 | 1,826 |
| 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 | $26,865,000 | 3,729 |
| U.S. Government securities | $13,431,000 | 3,959 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $13,431,000 | 3,838 |
| Securities issued by states & political subdivisions | $13,184,000 | 2,447 |
| Other domestic debt securities | $250,000 | 2,149 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $250,000 | 1,730 |
| 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 | $9,407,000 | 3,069 |
| Certificates of participation in pools of residential mortgages | $6,548,000 | 2,964 |
| Issued or guaranteed by U.S. | $6,548,000 | 2,962 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $2,859,000 | 2,120 |
| CMOs issued by government agencies or sponsored agencies | $2,859,000 | 2,053 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $26,865,000 | 3,401 |
| Total debt securities | $26,865,000 | 3,703 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,664 |
| Fair value | $501,000 | 1,680 |
| 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 | $27,248,000 | 3,729 |
| U.S. Government securities | $12,528,000 | 4,114 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $12,528,000 | 3,999 |
| Securities issued by states & political subdivisions | $14,464,000 | 2,325 |
| Other domestic debt securities | $256,000 | 2,160 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $256,000 | 1,737 |
| 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 | $8,638,000 | 3,204 |
| Certificates of participation in pools of residential mortgages | $6,798,000 | 2,977 |
| Issued or guaranteed by U.S. | $6,798,000 | 2,976 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,840,000 | 2,460 |
| CMOs issued by government agencies or sponsored agencies | $1,840,000 | 2,383 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $27,248,000 | 3,412 |
| Total debt securities | $27,248,000 | 3,703 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,752 |
| Fair value | $496,000 | 1,829 |
| 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 | $26,780,000 | 3,849 |
| U.S. Government securities | $10,443,000 | 4,486 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $10,443,000 | 4,372 |
| Securities issued by states & political subdivisions | $16,081,000 | 2,163 |
| Other domestic debt securities | $256,000 | 2,221 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $256,000 | 1,766 |
| 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 | $6,232,000 | 3,640 |
| Certificates of participation in pools of residential mortgages | $4,712,000 | 3,434 |
| Issued or guaranteed by U.S. | $4,712,000 | 3,432 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,520,000 | 2,622 |
| CMOs issued by government agencies or sponsored agencies | $1,520,000 | 2,532 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $26,780,000 | 3,510 |
| Total debt securities | $26,780,000 | 3,823 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,762 |
| Fair value | $732,000 | 1,778 |
| 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 | $26,437,000 | 3,910 |
| U.S. Government securities | $9,372,000 | 4,689 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $9,372,000 | 4,577 |
| Securities issued by states & political subdivisions | $16,815,000 | 2,109 |
| Other domestic debt securities | $250,000 | 2,291 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $250,000 | 1,838 |
| 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 | $4,909,000 | 3,918 |
| Certificates of participation in pools of residential mortgages | $3,323,000 | 3,822 |
| Issued or guaranteed by U.S. | $3,323,000 | 3,822 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,586,000 | 2,624 |
| CMOs issued by government agencies or sponsored agencies | $1,586,000 | 2,538 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $26,437,000 | 3,567 |
| Total debt securities | $26,438,000 | 3,882 |
| Structured notes | ||
| Amortized cost | $838,000 | 1,774 |
| Fair value | $812,000 | 1,780 |
| 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 | $24,078,000 | 4,134 |
| U.S. Government securities | $8,679,000 | 4,835 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $8,679,000 | 4,733 |
| Securities issued by states & political subdivisions | $15,150,000 | 2,283 |
| Other domestic debt securities | $249,000 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $249,000 | 1,902 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,749 |
| Mortgage-backed securities | $3,877,000 | 4,170 |
| Certificates of participation in pools of residential mortgages | $2,941,000 | 3,971 |
| Issued or guaranteed by U.S. | $2,941,000 | 3,969 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $936,000 | 2,917 |
| CMOs issued by government agencies or sponsored agencies | $936,000 | 2,822 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $24,078,000 | 3,766 |
| Total debt securities | $24,077,000 | 4,103 |
| Structured notes | ||
| Amortized cost | $1,092,000 | 1,560 |
| Fair value | $1,048,000 | 1,566 |
| 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 | $23,594,000 | 4,179 |
| U.S. Government securities | $7,260,000 | 5,044 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $7,260,000 | 4,941 |
| Securities issued by states & political subdivisions | $16,094,000 | 2,183 |
| Other domestic debt securities | $240,000 | 2,430 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $240,000 | 1,951 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,833 |
| Mortgage-backed securities | $2,615,000 | 4,466 |
| Certificates of participation in pools of residential mortgages | $1,920,000 | 4,293 |
| Issued or guaranteed by U.S. | $1,920,000 | 4,288 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $695,000 | 3,038 |
| CMOs issued by government agencies or sponsored agencies | $695,000 | 2,928 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $23,594,000 | 3,819 |
| Total debt securities | $23,596,000 | 4,147 |
| Structured notes | ||
| Amortized cost | $1,097,000 | 1,548 |
| Fair value | $1,023,000 | 1,565 |
| 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 | $22,330,000 | 4,295 |
| U.S. Government securities | $6,814,000 | 5,166 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $6,814,000 | 5,072 |
| Securities issued by states & political subdivisions | $15,278,000 | 2,269 |
| Other domestic debt securities | $238,000 | 2,497 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $238,000 | 1,998 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $2,187,000 | 4,618 |
| Certificates of participation in pools of residential mortgages | $2,049,000 | 4,280 |
| Issued or guaranteed by U.S. | $2,049,000 | 4,273 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $138,000 | 3,433 |
| CMOs issued by government agencies or sponsored agencies | $138,000 | 3,300 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $22,330,000 | 3,938 |
| Total debt securities | $22,330,000 | 4,263 |
| Structured notes | ||
| Amortized cost | $1,106,000 | 1,531 |
| Fair value | $1,049,000 | 1,544 |
| 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 | $23,869,000 | 4,167 |
| U.S. Government securities | $7,254,000 | 5,096 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $7,254,000 | 4,982 |
| Securities issued by states & political subdivisions | $16,389,000 | 2,156 |
| Other domestic debt securities | $226,000 | 2,571 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $226,000 | 2,047 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $2,511,000 | 4,548 |
| Certificates of participation in pools of residential mortgages | $2,339,000 | 4,165 |
| Issued or guaranteed by U.S. | $2,339,000 | 4,159 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $172,000 | 3,426 |
| CMOs issued by government agencies or sponsored agencies | $172,000 | 3,288 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $23,869,000 | 3,828 |
| Total debt securities | $23,869,000 | 4,137 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,048 |
| Fair value | $467,000 | 2,067 |
| 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 | $24,482,000 | 4,136 |
| U.S. Government securities | $7,341,000 | 5,130 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $7,341,000 | 5,018 |
| Securities issued by states & political subdivisions | $16,911,000 | 2,088 |
| Other domestic debt securities | $230,000 | 2,567 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $230,000 | 2,021 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $2,755,000 | 4,548 |
| Certificates of participation in pools of residential mortgages | $2,539,000 | 4,146 |
| Issued or guaranteed by U.S. | $2,539,000 | 4,142 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $216,000 | 3,437 |
| CMOs issued by government agencies or sponsored agencies | $216,000 | 3,288 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $24,482,000 | 3,817 |
| Total debt securities | $24,480,000 | 4,107 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,588 |
| Fair value | $997,000 | 1,721 |
| 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 | $24,597,000 | 4,072 |
| U.S. Government securities | $7,428,000 | 5,104 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $7,428,000 | 5,003 |
| Securities issued by states & political subdivisions | $16,939,000 | 2,072 |
| Other domestic debt securities | $230,000 | 2,557 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $230,000 | 1,985 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $3,011,000 | 4,515 |
| Certificates of participation in pools of residential mortgages | $2,751,000 | 4,102 |
| Issued or guaranteed by U.S. | $2,751,000 | 4,100 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $260,000 | 3,441 |
| CMOs issued by government agencies or sponsored agencies | $260,000 | 3,296 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $24,597,000 | 3,750 |
| Total debt securities | $24,597,000 | 4,043 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,878 |
| Fair value | $749,000 | 1,892 |
| 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 | $19,206,000 | 4,613 |
| U.S. Government securities | $6,290,000 | 5,456 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $6,290,000 | 5,344 |
| Securities issued by states & political subdivisions | $12,686,000 | 2,453 |
| Other domestic debt securities | $230,000 | 2,649 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $230,000 | 2,061 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $2,992,000 | 4,627 |
| Certificates of participation in pools of residential mortgages | $2,686,000 | 4,249 |
| Issued or guaranteed by U.S. | $2,686,000 | 4,247 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $306,000 | 3,496 |
| CMOs issued by government agencies or sponsored agencies | $306,000 | 3,343 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $19,206,000 | 4,263 |
| Total debt securities | $19,206,000 | 4,578 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,501 |
| Fair value | $250,000 | 2,514 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $15,681,000 | 4,996 |
| U.S. Government securities | $5,518,000 | 5,674 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $5,518,000 | 5,568 |
| Securities issued by states & political subdivisions | $9,917,000 | 2,768 |
| Other domestic debt securities | $246,000 | 2,624 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $246,000 | 2,039 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $2,396,000 | 4,800 |
| Certificates of participation in pools of residential mortgages | $2,038,000 | 4,476 |
| Issued or guaranteed by U.S. | $2,038,000 | 4,474 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $358,000 | 3,467 |
| CMOs issued by government agencies or sponsored agencies | $358,000 | 3,312 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $15,681,000 | 4,622 |
| Total debt securities | $15,679,000 | 4,968 |
| Structured notes | ||
| Amortized cost | $1,062,000 | 1,936 |
| Fair value | $1,062,000 | 1,938 |
| 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 | $13,050,000 | 5,359 |
| U.S. Government securities | $6,690,000 | 5,564 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $6,690,000 | 5,453 |
| Securities issued by states & political subdivisions | $6,086,000 | 3,360 |
| Other domestic debt securities | $246,000 | 2,616 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $246,000 | 2,041 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $28,000 | 1,075 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $2,606,000 | 4,793 |
| Certificates of participation in pools of residential mortgages | $2,194,000 | 4,442 |
| Issued or guaranteed by U.S. | $2,194,000 | 4,439 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $412,000 | 3,463 |
| CMOs issued by government agencies or sponsored agencies | $412,000 | 3,301 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $13,050,000 | 4,957 |
| Total debt securities | $13,022,000 | 5,328 |
| Structured notes | ||
| Amortized cost | $2,250,000 | 1,623 |
| Fair value | $2,240,000 | 1,628 |
| 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 | $18,639,000 | 4,684 |
| U.S. Government securities | $6,816,000 | 5,524 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $6,816,000 | 5,423 |
| Securities issued by states & political subdivisions | $11,550,000 | 2,421 |
| Other domestic debt securities | $246,000 | 2,606 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $246,000 | 1,962 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $27,000 | 1,082 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,507,000 | 5,291 |
| Mortgage-backed securities | $1,757,000 | 4,970 |
| Certificates of participation in pools of residential mortgages | $1,561,000 | 4,606 |
| Issued or guaranteed by U.S. | $1,561,000 | 4,599 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $196,000 | 3,575 |
| CMOs issued by government agencies or sponsored agencies | $196,000 | 3,311 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $18,639,000 | 4,293 |
| Total debt securities | $18,613,000 | 4,652 |
| Structured notes | ||
| Amortized cost | $2,749,000 | 1,453 |
| Fair value | $2,751,000 | 1,457 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $15,617,000 | 5,006 |
| U.S. Government securities | $6,053,000 | 5,662 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $6,053,000 | 5,548 |
| Securities issued by states & political subdivisions | $9,278,000 | 2,688 |
| Other domestic debt securities | $246,000 | 2,588 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $246,000 | 1,931 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $40,000 | 1,091 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,507,000 | 5,288 |
| Mortgage-backed securities | $1,972,000 | 4,889 |
| Certificates of participation in pools of residential mortgages | $1,737,000 | 4,506 |
| Issued or guaranteed by U.S. | $1,737,000 | 4,493 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $235,000 | 3,533 |
| CMOs issued by government agencies or sponsored agencies | $235,000 | 3,263 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $15,617,000 | 4,588 |
| Total debt securities | $15,578,000 | 4,982 |
| Structured notes | ||
| Amortized cost | $1,499,000 | 2,042 |
| Fair value | $1,501,000 | 2,039 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $17,175,000 | 4,883 |
| U.S. Government securities | $7,342,000 | 5,529 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $7,342,000 | 5,423 |
| Securities issued by states & political subdivisions | $9,485,000 | 2,598 |
| Other domestic debt securities | $246,000 | 2,531 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $246,000 | 1,861 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $102,000 | 1,002 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,285,000 | 5,414 |
| Mortgage-backed securities | $2,025,000 | 4,861 |
| Certificates of participation in pools of residential mortgages | $1,746,000 | 4,477 |
| Issued or guaranteed by U.S. | $1,746,000 | 4,467 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $279,000 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $279,000 | 3,218 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $17,175,000 | 4,473 |
| Total debt securities | $17,072,000 | 4,860 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 2,035 |
| Fair value | $1,982,000 | 2,065 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $16,265,000 | 4,986 |
| U.S. Government securities | $6,604,000 | 5,693 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $6,604,000 | 5,568 |
| Securities issued by states & political subdivisions | $9,354,000 | 2,575 |
| Other domestic debt securities | $239,000 | 2,587 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $239,000 | 1,904 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $68,000 | 1,075 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,526,000 | 5,358 |
| Mortgage-backed securities | $1,319,000 | 5,059 |
| Certificates of participation in pools of residential mortgages | $1,296,000 | 4,642 |
| Issued or guaranteed by U.S. | $1,296,000 | 4,634 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $23,000 | 3,742 |
| CMOs issued by government agencies or sponsored agencies | $23,000 | 3,446 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $16,265,000 | 4,570 |
| Total debt securities | $16,199,000 | 4,962 |
| Structured notes | ||
| Amortized cost | $2,499,000 | 1,863 |
| Fair value | $2,462,000 | 1,863 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $14,227,000 | 5,123 |
| U.S. Government securities | $5,011,000 | 5,913 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $5,011,000 | 5,781 |
| Securities issued by states & political subdivisions | $8,942,000 | 2,631 |
| Other domestic debt securities | $250,000 | 2,713 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $250,000 | 1,892 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $24,000 | 1,178 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,528,000 | 5,403 |
| Mortgage-backed securities | $1,405,000 | 4,991 |
| Certificates of participation in pools of residential mortgages | $1,380,000 | 4,504 |
| Issued or guaranteed by U.S. | $1,380,000 | 4,499 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $25,000 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $25,000 | 3,423 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $14,227,000 | 4,696 |
| Total debt securities | $14,204,000 | 5,088 |
| Structured notes | ||
| Amortized cost | $999,000 | 2,495 |
| Fair value | $973,000 | 2,498 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $13,902,000 | 5,120 |
| U.S. Government securities | $6,320,000 | 5,590 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $6,320,000 | 5,468 |
| Securities issued by states & political subdivisions | $7,315,000 | 2,847 |
| Other domestic debt securities | $250,000 | 2,799 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $250,000 | 1,919 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $17,000 | 1,259 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,924,000 | 5,344 |
| Mortgage-backed securities | $1,497,000 | 4,994 |
| Certificates of participation in pools of residential mortgages | $1,470,000 | 4,454 |
| Issued or guaranteed by U.S. | $1,470,000 | 4,447 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $27,000 | 3,733 |
| CMOs issued by government agencies or sponsored agencies | $27,000 | 3,408 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $13,902,000 | 4,678 |
| Total debt securities | $13,886,000 | 5,083 |
| Structured notes | ||
| Amortized cost | $2,250,000 | 1,790 |
| Fair value | $2,259,000 | 1,794 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $14,361,000 | 5,066 |
| U.S. Government securities | $9,575,000 | 5,010 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $9,575,000 | 4,896 |
| Securities issued by states & political subdivisions | $4,259,000 | 3,496 |
| Other domestic debt securities | $513,000 | 2,529 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $513,000 | 1,628 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $14,000 | 1,342 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,006,000 | 5,352 |
| Mortgage-backed securities | $421,000 | 5,573 |
| Certificates of participation in pools of residential mortgages | $393,000 | 5,180 |
| Issued or guaranteed by U.S. | $393,000 | 5,169 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $28,000 | 3,657 |
| CMOs issued by government agencies or sponsored agencies | $28,000 | 3,335 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $14,361,000 | 4,645 |
| Total debt securities | $14,348,000 | 5,035 |
| Structured notes | ||
| Amortized cost | $2,750,000 | 1,733 |
| Fair value | $2,767,000 | 1,735 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $12,864,000 | 5,324 |
| U.S. Government securities | $8,207,000 | 5,376 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $8,207,000 | 5,263 |
| Securities issued by states & political subdivisions | $4,083,000 | 3,531 |
| Other domestic debt securities | $523,000 | 2,568 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $523,000 | 1,626 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $51,000 | 1,245 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,979,000 | 5,043 |
| Mortgage-backed securities | $779,000 | 5,442 |
| Certificates of participation in pools of residential mortgages | $748,000 | 5,049 |
| Issued or guaranteed by U.S. | $748,000 | 5,039 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $31,000 | 3,649 |
| CMOs issued by government agencies or sponsored agencies | $31,000 | 3,306 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $12,864,000 | 4,875 |
| Total debt securities | $12,814,000 | 5,288 |
| Structured notes | ||
| Amortized cost | $3,250,000 | 1,344 |
| Fair value | $3,241,000 | 1,349 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $12,182,000 | 5,413 |
| U.S. Government securities | $7,526,000 | 5,476 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $7,526,000 | 5,379 |
| Securities issued by states & political subdivisions | $4,099,000 | 3,545 |
| Other domestic debt securities | $513,000 | 2,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $513,000 | 1,685 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $44,000 | 1,302 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,001,000 | 5,063 |
| Mortgage-backed securities | $832,000 | 5,479 |
| Certificates of participation in pools of residential mortgages | $799,000 | 5,091 |
| Issued or guaranteed by U.S. | $799,000 | 5,083 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $33,000 | 3,660 |
| CMOs issued by government agencies or sponsored agencies | $33,000 | 3,305 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $12,182,000 | 4,962 |
| Total debt securities | $12,138,000 | 5,377 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,166 |
| Fair value | $2,930,000 | 1,253 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $11,421,000 | 5,578 |
| U.S. Government securities | $7,282,000 | 5,576 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $7,282,000 | 5,485 |
| Securities issued by states & political subdivisions | $3,547,000 | 3,720 |
| Other domestic debt securities | $508,000 | 2,754 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $508,000 | 1,793 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $84,000 | 1,286 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,358,000 | 4,956 |
| Mortgage-backed securities | $947,000 | 5,500 |
| Certificates of participation in pools of residential mortgages | $911,000 | 5,108 |
| Issued or guaranteed by U.S. | $911,000 | 5,096 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $36,000 | 3,658 |
| CMOs issued by government agencies or sponsored agencies | $36,000 | 3,294 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $11,421,000 | 5,114 |
| Total debt securities | $11,337,000 | 5,548 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,082 |
| Fair value | $1,981,000 | 1,197 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $12,296,000 | 5,437 |
| U.S. Government securities | $6,573,000 | 5,757 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $6,573,000 | 5,674 |
| Securities issued by states & political subdivisions | $5,179,000 | 3,162 |
| Other domestic debt securities | $479,000 | 2,864 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $479,000 | 1,903 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $65,000 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,358,000 | 4,982 |
| Mortgage-backed securities | $963,000 | 5,553 |
| Certificates of participation in pools of residential mortgages | $925,000 | 5,152 |
| Issued or guaranteed by U.S. | $925,000 | 5,137 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $38,000 | 3,659 |
| CMOs issued by government agencies or sponsored agencies | $38,000 | 3,286 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $12,296,000 | 4,965 |
| Total debt securities | $12,231,000 | 5,398 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 744 |
| Fair value | $1,963,000 | 832 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $7,155,000 | 6,421 |
| U.S. Government securities | $4,058,000 | 6,554 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $4,058,000 | 6,469 |
| Securities issued by states & political subdivisions | $2,671,000 | 3,943 |
| Other domestic debt securities | $375,000 | 2,887 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $375,000 | 2,092 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $51,000 | 1,370 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,510,000 | 5,346 |
| Mortgage-backed securities | $4,058,000 | 4,587 |
| Certificates of participation in pools of residential mortgages | $3,666,000 | 4,154 |
| Issued or guaranteed by U.S. | $3,666,000 | 4,141 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $392,000 | 3,304 |
| CMOs issued by government agencies or sponsored agencies | $392,000 | 2,945 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $7,155,000 | 5,887 |
| Total debt securities | $7,102,000 | 6,393 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $6,701,000 | 6,562 |
| U.S. Government securities | $4,768,000 | 6,473 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $4,768,000 | 6,379 |
| Securities issued by states & political subdivisions | $1,376,000 | 4,564 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $557,000 | 901 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,207,000 | 5,507 |
| Mortgage-backed securities | $4,267,000 | 4,493 |
| Certificates of participation in pools of residential mortgages | $3,861,000 | 4,063 |
| Issued or guaranteed by U.S. | $3,861,000 | 4,051 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $406,000 | 3,240 |
| CMOs issued by government agencies or sponsored agencies | $406,000 | 2,920 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $6,701,000 | 6,012 |
| Total debt securities | $6,144,000 | 6,644 |
| Structured notes | ||
| Amortized cost | $499,000 | 1,417 |
| Fair value | $501,000 | 1,382 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $7,186,000 | 6,445 |
| U.S. Government securities | $5,299,000 | 6,299 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $5,299,000 | 6,210 |
| Securities issued by states & political subdivisions | $1,286,000 | 4,606 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $601,000 | 878 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,418,000 | 5,464 |
| Mortgage-backed securities | $4,305,000 | 4,403 |
| Certificates of participation in pools of residential mortgages | $3,894,000 | 3,978 |
| Issued or guaranteed by U.S. | $3,894,000 | 3,967 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $411,000 | 3,169 |
| CMOs issued by government agencies or sponsored agencies | $411,000 | 2,834 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $7,186,000 | 5,875 |
| Total debt securities | $6,585,000 | 6,533 |
| Structured notes | ||
| Amortized cost | $998,000 | 1,049 |
| Fair value | $994,000 | 1,003 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $8,324,000 | 6,261 |
| U.S. Government securities | $5,464,000 | 6,300 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $5,464,000 | 6,218 |
| Securities issued by states & political subdivisions | $1,371,000 | 4,580 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $1,489,000 | 868 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,515,000 | 5,849 |
| Mortgage-backed securities | $4,464,000 | 4,350 |
| Certificates of participation in pools of residential mortgages | $4,040,000 | 3,948 |
| Issued or guaranteed by U.S. | $4,040,000 | 3,932 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $424,000 | 3,169 |
| CMOs issued by government agencies or sponsored agencies | $424,000 | 2,835 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $8,324,000 | 5,723 |
| Total debt securities | $6,834,000 | 6,509 |
| Structured notes | ||
| Amortized cost | $997,000 | 1,110 |
| Fair value | $1,000,000 | 1,039 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $8,401,000 | 6,259 |
| U.S. Government securities | $5,263,000 | 6,392 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $5,263,000 | 6,301 |
| Securities issued by states & political subdivisions | $1,417,000 | 4,580 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $1,721,000 | 866 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,553,000 | 5,826 |
| Mortgage-backed securities | $4,262,000 | 4,328 |
| Certificates of participation in pools of residential mortgages | $3,822,000 | 3,905 |
| Issued or guaranteed by U.S. | $3,822,000 | 3,891 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $440,000 | 3,157 |
| CMOs issued by government agencies or sponsored agencies | $440,000 | 2,815 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $8,401,000 | 5,698 |
| Total debt securities | $6,680,000 | 6,556 |
| Structured notes | ||
| Amortized cost | $997,000 | 1,200 |
| Fair value | $1,001,000 | 1,168 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $9,296,000 | 6,157 |
| U.S. Government securities | $6,620,000 | 6,114 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $6,620,000 | 6,005 |
| Securities issued by states & political subdivisions | $1,392,000 | 4,607 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $1,284,000 | 905 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,500,000 | 5,915 |
| Mortgage-backed securities | $4,371,000 | 4,014 |
| Certificates of participation in pools of residential mortgages | $3,926,000 | 3,559 |
| Issued or guaranteed by U.S. | $3,926,000 | 3,544 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $445,000 | 3,046 |
| CMOs issued by government agencies or sponsored agencies | $445,000 | 2,723 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $9,296,000 | 5,570 |
| Total debt securities | $8,012,000 | 6,367 |
| Structured notes | ||
| Amortized cost | $997,000 | 1,655 |
| Fair value | $999,000 | 1,636 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $9,367,000 | 6,211 |
| U.S. Government securities | $9,112,000 | 5,549 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $9,112,000 | 5,441 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $255,000 | 1,408 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,490,000 | 5,950 |
| Mortgage-backed securities | $3,948,000 | 3,998 |
| Certificates of participation in pools of residential mortgages | $3,493,000 | 3,555 |
| Issued or guaranteed by U.S. | $3,493,000 | 3,539 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $455,000 | 2,996 |
| CMOs issued by government agencies or sponsored agencies | $455,000 | 2,674 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $9,367,000 | 5,612 |
| Total debt securities | $9,112,000 | 6,188 |
| Structured notes | ||
| Amortized cost | $2,196,000 | 1,177 |
| Fair value | $2,179,000 | 1,181 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $9,431,000 | 6,211 |
| U.S. Government securities | $9,174,000 | 5,586 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $9,174,000 | 5,477 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $257,000 | 1,411 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,456,000 | 6,021 |
| Mortgage-backed securities | $4,095,000 | 3,902 |
| Certificates of participation in pools of residential mortgages | $3,634,000 | 3,461 |
| Issued or guaranteed by U.S. | $3,634,000 | 3,447 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $461,000 | 2,975 |
| CMOs issued by government agencies or sponsored agencies | $461,000 | 2,669 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $9,431,000 | 5,591 |
| Total debt securities | $9,174,000 | 6,208 |
| Structured notes | ||
| Amortized cost | $2,196,000 | 1,246 |
| Fair value | $2,137,000 | 1,251 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $9,619,000 | 6,219 |
| U.S. Government securities | $9,234,000 | 5,593 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $9,234,000 | 5,473 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $385,000 | 1,325 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,474,000 | 6,023 |
| Mortgage-backed securities | $4,366,000 | 3,810 |
| Certificates of participation in pools of residential mortgages | $3,884,000 | 3,359 |
| Issued or guaranteed by U.S. | $3,884,000 | 3,341 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $482,000 | 2,922 |
| CMOs issued by government agencies or sponsored agencies | $482,000 | 2,631 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $9,619,000 | 5,562 |
| Total debt securities | $9,233,000 | 6,228 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $9,739,000 | 6,223 |
| U.S. Government securities | $9,355,000 | 5,627 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $9,355,000 | 5,500 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $384,000 | 1,364 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,464,000 | 6,047 |
| Mortgage-backed securities | $4,519,000 | 3,777 |
| Certificates of participation in pools of residential mortgages | $4,028,000 | 3,307 |
| Issued or guaranteed by U.S. | $4,028,000 | 3,293 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $491,000 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $491,000 | 2,607 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $9,739,000 | 5,579 |
| Total debt securities | $9,355,000 | 6,245 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $9,932,000 | 6,220 |
| U.S. Government securities | $9,564,000 | 5,613 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $9,564,000 | 5,492 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $368,000 | 1,412 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,435,000 | 6,105 |
| Mortgage-backed securities | $4,723,000 | 3,702 |
| Certificates of participation in pools of residential mortgages | $4,218,000 | 3,250 |
| Issued or guaranteed by U.S. | $4,218,000 | 3,234 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $505,000 | 2,829 |
| CMOs issued by government agencies or sponsored agencies | $505,000 | 2,554 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $9,932,000 | 5,541 |
| Total debt securities | $9,564,000 | 6,239 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $9,938,000 | 6,242 |
| U.S. Government securities | $9,597,000 | 5,621 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $9,597,000 | 5,494 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $341,000 | 1,440 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,435,000 | 6,137 |
| Mortgage-backed securities | $4,851,000 | 3,650 |
| Certificates of participation in pools of residential mortgages | $4,338,000 | 3,223 |
| Issued or guaranteed by U.S. | $4,338,000 | 3,211 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $513,000 | 2,821 |
| CMOs issued by government agencies or sponsored agencies | $513,000 | 2,533 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $9,938,000 | 5,556 |
| Total debt securities | $9,600,000 | 6,251 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $10,271,000 | 6,217 |
| U.S. Government securities | $9,903,000 | 5,598 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $9,903,000 | 5,468 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $368,000 | 1,452 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,456,000 | 6,128 |
| Mortgage-backed securities | $5,121,000 | 3,614 |
| Certificates of participation in pools of residential mortgages | $4,591,000 | 3,185 |
| Issued or guaranteed by U.S. | $4,591,000 | 3,172 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $530,000 | 2,809 |
| CMOs issued by government agencies or sponsored agencies | $530,000 | 2,512 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $10,271,000 | 5,515 |
| Total debt securities | $9,902,000 | 6,244 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $10,596,000 | 6,204 |
| U.S. Government securities | $10,234,000 | 5,521 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $10,234,000 | 5,379 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $362,000 | 1,477 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $984,000 | 6,448 |
| Mortgage-backed securities | $5,402,000 | 3,589 |
| Certificates of participation in pools of residential mortgages | $4,850,000 | 3,155 |
| Issued or guaranteed by U.S. | $4,850,000 | 3,144 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $552,000 | 2,791 |
| CMOs issued by government agencies or sponsored agencies | $552,000 | 2,513 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $10,596,000 | 5,491 |
| Total debt securities | $10,234,000 | 6,213 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $10,981,000 | 6,142 |
| U.S. Government securities | $10,611,000 | 5,414 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $10,611,000 | 5,276 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $370,000 | 1,485 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $5,750,000 | 3,531 |
| Certificates of participation in pools of residential mortgages | $5,176,000 | 3,096 |
| Issued or guaranteed by U.S. | $5,176,000 | 3,082 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $574,000 | 2,806 |
| CMOs issued by government agencies or sponsored agencies | $574,000 | 2,518 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $10,981,000 | 5,418 |
| Total debt securities | $10,611,000 | 6,138 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $11,568,000 | 6,053 |
| U.S. Government securities | $11,147,000 | 5,341 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $11,147,000 | 5,191 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $421,000 | 1,472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $6,224,000 | 3,504 |
| Certificates of participation in pools of residential mortgages | $5,622,000 | 3,046 |
| Issued or guaranteed by U.S. | $5,622,000 | 3,033 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $602,000 | 2,832 |
| CMOs issued by government agencies or sponsored agencies | $602,000 | 2,558 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $11,568,000 | 5,318 |
| Total debt securities | $11,147,000 | 6,064 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $14,391,000 | 5,585 |
| U.S. Government securities | $13,685,000 | 4,873 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $13,685,000 | 4,726 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $300,000 | 2,961 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $300,000 | 2,499 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $406,000 | 1,516 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $8,573,000 | 3,100 |
| Certificates of participation in pools of residential mortgages | $7,959,000 | 2,621 |
| Issued or guaranteed by U.S. | $7,959,000 | 2,613 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $614,000 | 2,865 |
| CMOs issued by government agencies or sponsored agencies | $614,000 | 2,599 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $14,391,000 | 4,895 |
| Total debt securities | $13,985,000 | 5,586 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $10,402,000 | 6,374 |
| U.S. Government securities | $9,658,000 | 5,769 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $9,658,000 | 5,615 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $303,000 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $303,000 | 2,543 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $441,000 | 1,528 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $4,789,000 | 4,002 |
| Certificates of participation in pools of residential mortgages | $4,654,000 | 3,419 |
| Issued or guaranteed by U.S. | $4,654,000 | 3,408 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $135,000 | 3,424 |
| CMOs issued by government agencies or sponsored agencies | $135,000 | 3,118 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $10,402,000 | 5,629 |
| Total debt securities | $9,959,000 | 6,412 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $11,206,000 | 6,255 |
| U.S. Government securities | $10,481,000 | 5,595 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $10,481,000 | 5,432 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $306,000 | 3,026 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $306,000 | 2,601 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $419,000 | 1,552 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $5,088,000 | 3,919 |
| Certificates of participation in pools of residential mortgages | $4,937,000 | 3,346 |
| Issued or guaranteed by U.S. | $4,937,000 | 3,339 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $151,000 | 3,404 |
| CMOs issued by government agencies or sponsored agencies | $151,000 | 3,105 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $11,206,000 | 5,491 |
| Total debt securities | $10,786,000 | 6,267 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $12,162,000 | 6,128 |
| U.S. Government securities | $10,682,000 | 5,618 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $10,682,000 | 5,459 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $1,082,000 | 2,328 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,082,000 | 1,952 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $398,000 | 1,614 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $5,397,000 | 3,902 |
| Certificates of participation in pools of residential mortgages | $5,202,000 | 3,337 |
| Issued or guaranteed by U.S. | $5,202,000 | 3,330 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $195,000 | 3,419 |
| CMOs issued by government agencies or sponsored agencies | $195,000 | 3,131 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $12,162,000 | 5,382 |
| Total debt securities | $11,764,000 | 6,135 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $14,240,000 | 5,706 |
| U.S. Government securities | $12,405,000 | 5,148 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $12,405,000 | 5,009 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $1,403,000 | 2,268 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,403,000 | 1,903 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $432,000 | 1,620 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $6,232,000 | 3,735 |
| Certificates of participation in pools of residential mortgages | $5,954,000 | 3,173 |
| Issued or guaranteed by U.S. | $5,954,000 | 3,162 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $278,000 | 3,374 |
| CMOs issued by government agencies or sponsored agencies | $278,000 | 3,085 |
| 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) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $14,240,000 | 5,011 |
| Total debt securities | $13,806,000 | 5,688 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $18,015,000 | 5,101 |
| U.S. Government securities | $15,535,000 | 4,581 |
| U.S. Treasury securities | $201,000 | 2,072 |
| U.S. Government agency obligations | $15,334,000 | 4,484 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $1,996,000 | 2,030 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,996,000 | 1,765 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $484,000 | 1,596 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $8,638,000 | 3,242 |
| Certificates of participation in pools of residential mortgages | $8,301,000 | 2,697 |
| Issued or guaranteed by U.S. | $8,301,000 | 2,683 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $337,000 | 3,344 |
| CMOs issued by government agencies or sponsored agencies | $337,000 | 3,183 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $18,015,000 | 4,458 |
| Total debt securities | $17,531,000 | 5,091 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $16,634,000 | 5,251 |
| U.S. Government securities | $13,953,000 | 4,740 |
| U.S. Treasury securities | $203,000 | 2,132 |
| U.S. Government agency obligations | $13,750,000 | 4,618 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $2,220,000 | 2,020 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,220,000 | 1,741 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $461,000 | 1,684 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $7,566,000 | 3,429 |
| Certificates of participation in pools of residential mortgages | $6,866,000 | 2,950 |
| Issued or guaranteed by U.S. | $6,866,000 | 2,936 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $700,000 | 3,032 |
| CMOs issued by government agencies or sponsored agencies | $700,000 | 2,886 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $16,634,000 | 4,601 |
| Total debt securities | $16,173,000 | 5,237 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $15,265,000 | 5,429 |
| U.S. Government securities | $11,516,000 | 5,194 |
| U.S. Treasury securities | $205,000 | 2,154 |
| U.S. Government agency obligations | $11,311,000 | 5,075 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $3,287,000 | 1,772 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,287,000 | 1,491 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $462,000 | 1,699 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $7,557,000 | 3,490 |
| Certificates of participation in pools of residential mortgages | $6,056,000 | 3,159 |
| Issued or guaranteed by U.S. | $6,056,000 | 3,147 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,501,000 | 2,738 |
| CMOs issued by government agencies or sponsored agencies | $1,501,000 | 2,586 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $15,265,000 | 4,738 |
| Total debt securities | $14,802,000 | 5,421 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $15,378,000 | 5,426 |
| U.S. Government securities | $11,533,000 | 5,225 |
| U.S. Treasury securities | $509,000 | 1,878 |
| U.S. Government agency obligations | $11,024,000 | 5,182 |
| Securities issued by states & political subdivisions | $45,000 | 6,710 |
| Other domestic debt securities | $3,348,000 | 1,751 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,348,000 | 1,472 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $452,000 | 1,712 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $7,691,000 | 3,475 |
| Certificates of participation in pools of residential mortgages | $5,383,000 | 3,312 |
| Issued or guaranteed by U.S. | $5,383,000 | 3,301 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,308,000 | 2,455 |
| CMOs issued by government agencies or sponsored agencies | $2,308,000 | 2,322 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $15,378,000 | 4,713 |
| Total debt securities | $14,924,000 | 5,402 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $13,511,000 | 5,746 |
| U.S. Government securities | $10,114,000 | 5,559 |
| U.S. Treasury securities | $514,000 | 1,970 |
| U.S. Government agency obligations | $9,600,000 | 5,499 |
| Securities issued by states & political subdivisions | $46,000 | 6,738 |
| Other domestic debt securities | $3,106,000 | 1,806 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,106,000 | 1,545 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $245,000 | 1,884 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $7,388,000 | 3,516 |
| Certificates of participation in pools of residential mortgages | $4,786,000 | 3,474 |
| Issued or guaranteed by U.S. | $4,786,000 | 3,460 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $2,602,000 | 2,408 |
| CMOs issued by government agencies or sponsored agencies | $2,602,000 | 2,292 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $13,511,000 | 4,986 |
| Total debt securities | $13,266,000 | 5,700 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $11,222,000 | 6,201 |
| U.S. Government securities | $8,363,000 | 5,977 |
| U.S. Treasury securities | $1,023,000 | 1,936 |
| U.S. Government agency obligations | $7,340,000 | 6,095 |
| Securities issued by states & political subdivisions | $92,000 | 6,820 |
| Other domestic debt securities | $2,408,000 | 2,088 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,408,000 | 1,760 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $359,000 | 1,721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $3,465,000 | 4,505 |
| Certificates of participation in pools of residential mortgages | $3,465,000 | 3,677 |
| Issued or guaranteed by U.S. | $3,465,000 | 3,663 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $11,222,000 | 5,323 |
| Total debt securities | $10,863,000 | 6,206 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $10,723,000 | 6,579 |
| U.S. Government securities | $8,096,000 | 6,474 |
| U.S. Treasury securities | $1,807,000 | 2,079 |
| U.S. Government agency obligations | $6,289,000 | 6,842 |
| Securities issued by states & political subdivisions | $111,000 | 6,935 |
| Other domestic debt securities | $1,833,000 | 2,009 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,833,000 | 1,723 |
| Foreign debt securities | NA | NA |
| Equity securities | $683,000 | 3,182 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| 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) | $589,000 | 4,827 |
| Available-for-sale securities (fair market value) | $10,134,000 | 5,697 |
| Total debt securities | $10,040,000 | 6,634 |
| Structured notes | ||
| Amortized cost | $589,000 | 509 |
| Fair value | $634,000 | 499 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $12,825,000 | 6,327 |
| U.S. Government securities | $9,866,000 | 6,139 |
| U.S. Treasury securities | $2,723,000 | 2,335 |
| U.S. Government agency obligations | $7,143,000 | 6,592 |
| Securities issued by states & political subdivisions | $111,000 | 7,269 |
| Other domestic debt securities | $1,891,000 | 1,913 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,891,000 | 1,594 |
| Foreign debt securities | NA | NA |
| Equity securities | $957,000 | 2,504 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $12,825,000 | 5,189 |
| Total debt securities | $11,868,000 | 6,455 |
| Structured notes | ||
| Amortized cost | $927,000 | 632 |
| Fair value | $823,000 | 652 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $12,165,000 | 6,493 |
| U.S. Government securities | $9,161,000 | 6,357 |
| U.S. Treasury securities | $3,599,000 | 2,784 |
| U.S. Government agency obligations | $5,562,000 | 6,929 |
| Securities issued by states & political subdivisions | $114,000 | 7,514 |
| Other domestic debt securities | $1,830,000 | 1,807 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,830,000 | 1,477 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,060,000 | 2,241 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $12,165,000 | 5,224 |
| Total debt securities | $11,105,000 | 6,647 |
| Structured notes | ||
| Amortized cost | $760,000 | 828 |
| Fair value | $774,000 | 822 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $10,553,000 | 7,240 |
| U.S. Government securities | $8,465,000 | 7,056 |
| U.S. Treasury securities | $2,347,000 | 4,820 |
| U.S. Government agency obligations | $6,118,000 | 6,751 |
| Securities issued by states & political subdivisions | $188,000 | 7,569 |
| Other domestic debt securities | $1,001,000 | 1,838 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,001,000 | 1,460 |
| Foreign debt securities | NA | NA |
| Equity securities | $899,000 | 2,496 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $10,553,000 | 5,575 |
| Total debt securities | $9,654,000 | 7,409 |
| Structured notes | ||
| Amortized cost | $1,845,000 | 826 |
| Fair value | $1,827,000 | 824 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $10,078,000 | 7,926 |
| U.S. Government securities | $8,104,000 | 7,769 |
| U.S. Treasury securities | $2,519,000 | 5,434 |
| U.S. Government agency obligations | $5,585,000 | 7,324 |
| Securities issued by states & political subdivisions | $136,000 | 8,133 |
| Other domestic debt securities | $1,031,000 | 2,005 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,031,000 | 1,509 |
| Foreign debt securities | NA | NA |
| Equity securities | $807,000 | 2,649 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| 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 | 8,064 |
| Available-for-sale securities (fair market value) | $10,078,000 | 5,988 |
| Total debt securities | $9,214,000 | 8,081 |
| Structured notes | ||
| Amortized cost | $1,867,000 | 1,193 |
| Fair value | $1,878,000 | 1,175 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $9,005,000 | 8,649 |
| U.S. Government securities | $6,797,000 | 8,722 |
| U.S. Treasury securities | $2,596,000 | 6,405 |
| U.S. Government agency obligations | $4,201,000 | 8,195 |
| Securities issued by states & political subdivisions | $184,000 | 8,317 |
| Other domestic debt securities | $1,085,000 | 2,385 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,085,000 | 1,846 |
| Foreign debt securities | NA | NA |
| Equity securities | $939,000 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| 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 | 8,463 |
| Available-for-sale securities (fair market value) | $9,005,000 | 6,471 |
| Total debt securities | $7,834,000 | 8,953 |
| Structured notes | ||
| Amortized cost | $975,000 | 2,897 |
| Fair value | $1,001,000 | 2,565 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $6,438,000 | 10,183 |
| U.S. Government securities | $4,628,000 | 10,348 |
| U.S. Treasury securities | $2,923,000 | 7,248 |
| U.S. Government agency obligations | $1,705,000 | 10,210 |
| Securities issued by states & political subdivisions | $124,000 | 8,952 |
| Other domestic debt securities | $1,234,000 | 2,543 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,234,000 | 2,003 |
| Foreign debt securities | NA | NA |
| Equity securities | $452,000 | 3,279 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| 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 | 11,523 |
| Available-for-sale securities (fair market value) | $6,438,000 | 6,147 |
| Total debt securities | $6,064,000 | 10,253 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $8,141,000 | 9,823 |
| U.S. Government securities | $5,880,000 | 10,002 |
| U.S. Treasury securities | $3,850,000 | 6,608 |
| U.S. Government agency obligations | $2,030,000 | 10,193 |
| Securities issued by states & political subdivisions | $252,000 | 8,641 |
| Other domestic debt securities | $1,621,000 | 2,654 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,621,000 | 2,012 |
| Foreign debt securities | NA | NA |
| Equity securities | $388,000 | 3,465 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,569 |
| Mortgage-backed securities | $100,000 | 10,264 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $100,000 | 6,641 |
| CMOs issued by government agencies or sponsored agencies | $100,000 | 6,283 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $7,753,000 | 9,838 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $11,398,000 | 8,615 |
| U.S. Government securities | $7,180,000 | 9,455 |
| U.S. Treasury securities | $4,621,000 | 6,073 |
| U.S. Government agency obligations | $2,559,000 | 9,943 |
| Securities issued by states & political subdivisions | $304,000 | 8,321 |
| Other domestic debt securities | $3,575,000 | 2,094 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,575,000 | 1,475 |
| Foreign debt securities | NA | NA |
| Equity securities | $339,000 | 3,160 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,910 |
| Mortgage-backed securities | $226,000 | 10,408 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $226,000 | 6,565 |
| CMOs issued by government agencies or sponsored agencies | $226,000 | 6,095 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $11,059,000 | 8,603 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |