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Southbridge Savings Bank, Securities
| 2017-03-31 | Rank | |
| Total securities | $16,133,000 | 4,141 |
| U.S. Government securities | $6,249,000 | 4,391 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $6,249,000 | 4,258 |
| Securities issued by states & political subdivisions | $9,884,000 | 2,793 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,985 |
| Mortgage-backed securities | $5,506,000 | 3,333 |
| Certificates of participation in pools of residential mortgages | $5,506,000 | 2,851 |
| Issued or guaranteed by U.S. | $5,506,000 | 2,848 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $16,133,000 | 3,836 |
| Total debt securities | $16,132,000 | 4,117 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $16,448,000 | 4,122 |
| U.S. Government securities | $6,565,000 | 4,344 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $6,565,000 | 4,203 |
| Securities issued by states & political subdivisions | $9,883,000 | 2,812 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,033 |
| Mortgage-backed securities | $5,783,000 | 3,305 |
| Certificates of participation in pools of residential mortgages | $5,783,000 | 2,830 |
| Issued or guaranteed by U.S. | $5,783,000 | 2,826 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $16,448,000 | 3,805 |
| Total debt securities | $16,448,000 | 4,095 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $17,399,000 | 4,066 |
| U.S. Government securities | $7,157,000 | 4,262 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $7,157,000 | 4,147 |
| Securities issued by states & political subdivisions | $10,242,000 | 2,773 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,116 |
| Mortgage-backed securities | $6,350,000 | 3,237 |
| Certificates of participation in pools of residential mortgages | $6,350,000 | 2,747 |
| Issued or guaranteed by U.S. | $6,350,000 | 2,744 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $17,399,000 | 3,738 |
| Total debt securities | $17,399,000 | 4,042 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $17,899,000 | 4,084 |
| U.S. Government securities | $7,544,000 | 4,304 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $7,544,000 | 4,181 |
| Securities issued by states & political subdivisions | $10,355,000 | 2,766 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,199 |
| Mortgage-backed securities | $6,723,000 | 3,225 |
| Certificates of participation in pools of residential mortgages | $6,723,000 | 2,753 |
| Issued or guaranteed by U.S. | $6,723,000 | 2,748 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $17,899,000 | 3,756 |
| Total debt securities | $17,899,000 | 4,063 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $19,854,000 | 4,007 |
| U.S. Government securities | $7,883,000 | 4,355 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $7,883,000 | 4,236 |
| Securities issued by states & political subdivisions | $11,971,000 | 2,558 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,255 |
| Mortgage-backed securities | $7,063,000 | 3,189 |
| Certificates of participation in pools of residential mortgages | $7,063,000 | 2,701 |
| Issued or guaranteed by U.S. | $7,063,000 | 2,697 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $19,854,000 | 3,672 |
| Total debt securities | $19,854,000 | 3,982 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $20,519,000 | 3,993 |
| U.S. Government securities | $10,206,000 | 4,073 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $10,206,000 | 3,938 |
| Securities issued by states & political subdivisions | $10,313,000 | 2,773 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,301 |
| Mortgage-backed securities | $9,339,000 | 2,914 |
| Certificates of participation in pools of residential mortgages | $9,339,000 | 2,413 |
| Issued or guaranteed by U.S. | $9,339,000 | 2,410 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $20,519,000 | 3,653 |
| Total debt securities | $20,519,000 | 3,967 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $21,099,000 | 4,020 |
| U.S. Government securities | $10,779,000 | 4,084 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $10,779,000 | 3,954 |
| Securities issued by states & political subdivisions | $10,320,000 | 2,796 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,371 |
| Mortgage-backed securities | $9,896,000 | 2,891 |
| Certificates of participation in pools of residential mortgages | $9,896,000 | 2,377 |
| Issued or guaranteed by U.S. | $9,896,000 | 2,375 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $21,099,000 | 3,679 |
| Total debt securities | $21,099,000 | 3,997 |
| 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 | $21,537,000 | 4,071 |
| U.S. Government securities | $11,263,000 | 4,134 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $11,263,000 | 4,008 |
| Securities issued by states & political subdivisions | $10,274,000 | 2,817 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,428 |
| Mortgage-backed securities | $10,292,000 | 2,928 |
| Certificates of participation in pools of residential mortgages | $10,292,000 | 2,395 |
| Issued or guaranteed by U.S. | $10,292,000 | 2,394 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $21,537,000 | 3,723 |
| Total debt securities | $21,537,000 | 4,049 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $21,892,000 | 4,089 |
| U.S. Government securities | $12,000,000 | 4,122 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $12,000,000 | 4,003 |
| Securities issued by states & political subdivisions | $9,892,000 | 2,846 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,487 |
| Mortgage-backed securities | $10,950,000 | 2,900 |
| Certificates of participation in pools of residential mortgages | $10,950,000 | 2,346 |
| Issued or guaranteed by U.S. | $10,950,000 | 2,346 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $21,892,000 | 3,737 |
| Total debt securities | $21,892,000 | 4,066 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $22,405,000 | 4,102 |
| U.S. Government securities | $12,522,000 | 4,116 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $12,522,000 | 4,001 |
| Securities issued by states & political subdivisions | $9,883,000 | 2,847 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,563 |
| Mortgage-backed securities | $11,417,000 | 2,894 |
| Certificates of participation in pools of residential mortgages | $11,417,000 | 2,341 |
| Issued or guaranteed by U.S. | $11,417,000 | 2,339 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $22,405,000 | 3,742 |
| Total debt securities | $22,405,000 | 4,078 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $22,816,000 | 4,160 |
| U.S. Government securities | $12,949,000 | 4,161 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $12,949,000 | 4,048 |
| Securities issued by states & political subdivisions | $9,867,000 | 2,889 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $11,820,000 | 2,913 |
| Certificates of participation in pools of residential mortgages | $11,820,000 | 2,380 |
| Issued or guaranteed by U.S. | $11,820,000 | 2,376 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $22,816,000 | 3,798 |
| Total debt securities | $22,815,000 | 4,135 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $23,295,000 | 4,160 |
| U.S. Government securities | $13,474,000 | 4,177 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $13,474,000 | 4,067 |
| Securities issued by states & political subdivisions | $9,821,000 | 2,911 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,698 |
| Mortgage-backed securities | $12,312,000 | 2,919 |
| Certificates of participation in pools of residential mortgages | $12,312,000 | 2,368 |
| Issued or guaranteed by U.S. | $12,312,000 | 2,366 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $23,295,000 | 3,803 |
| Total debt securities | $23,295,000 | 4,137 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $23,638,000 | 4,170 |
| U.S. Government securities | $13,838,000 | 4,158 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $13,838,000 | 4,061 |
| Securities issued by states & political subdivisions | $9,656,000 | 2,954 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $144,000 | 907 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,749 |
| Mortgage-backed securities | $12,563,000 | 2,910 |
| Certificates of participation in pools of residential mortgages | $12,563,000 | 2,360 |
| Issued or guaranteed by U.S. | $12,563,000 | 2,358 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $23,638,000 | 3,799 |
| Total debt securities | $23,495,000 | 4,149 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $35,429,000 | 3,368 |
| U.S. Government securities | $13,623,000 | 4,177 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $13,623,000 | 4,072 |
| Securities issued by states & political subdivisions | $9,104,000 | 3,035 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $12,702,000 | 135 |
| 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 | $12,837,000 | 2,883 |
| Certificates of participation in pools of residential mortgages | $12,837,000 | 2,333 |
| Issued or guaranteed by U.S. | $12,837,000 | 2,333 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $35,429,000 | 3,084 |
| Total debt securities | $22,725,000 | 4,200 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $33,143,000 | 3,513 |
| U.S. Government securities | $12,348,000 | 4,364 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $12,348,000 | 4,263 |
| Securities issued by states & political subdivisions | $8,924,000 | 3,074 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $11,871,000 | 142 |
| 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 | $11,533,000 | 3,042 |
| Certificates of participation in pools of residential mortgages | $11,533,000 | 2,471 |
| Issued or guaranteed by U.S. | $11,533,000 | 2,469 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $33,143,000 | 3,229 |
| Total debt securities | $21,272,000 | 4,357 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $33,188,000 | 3,491 |
| U.S. Government securities | $13,147,000 | 4,253 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $13,147,000 | 4,154 |
| Securities issued by states & political subdivisions | $9,006,000 | 3,051 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $11,035,000 | 145 |
| 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 | $12,263,000 | 2,986 |
| Certificates of participation in pools of residential mortgages | $12,263,000 | 2,378 |
| Issued or guaranteed by U.S. | $12,263,000 | 2,377 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $33,188,000 | 3,216 |
| Total debt securities | $22,155,000 | 4,276 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $33,312,000 | 3,524 |
| U.S. Government securities | $12,917,000 | 4,317 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $12,917,000 | 4,211 |
| Securities issued by states & political subdivisions | $9,409,000 | 2,960 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $10,986,000 | 150 |
| 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 | $11,957,000 | 3,058 |
| Certificates of participation in pools of residential mortgages | $11,957,000 | 2,417 |
| Issued or guaranteed by U.S. | $11,957,000 | 2,416 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $33,312,000 | 3,261 |
| Total debt securities | $22,326,000 | 4,273 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $32,860,000 | 3,505 |
| U.S. Government securities | $14,339,000 | 4,083 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $14,339,000 | 3,984 |
| Securities issued by states & political subdivisions | $8,276,000 | 3,106 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $10,245,000 | 153 |
| 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 | $13,372,000 | 2,943 |
| Certificates of participation in pools of residential mortgages | $13,372,000 | 2,283 |
| Issued or guaranteed by U.S. | $13,372,000 | 2,282 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $32,860,000 | 3,247 |
| Total debt securities | $22,615,000 | 4,220 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $28,748,000 | 3,787 |
| U.S. Government securities | $13,536,000 | 4,298 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $13,536,000 | 4,202 |
| Securities issued by states & political subdivisions | $6,319,000 | 3,453 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $8,893,000 | 173 |
| 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 | $10,460,000 | 3,386 |
| Certificates of participation in pools of residential mortgages | $10,460,000 | 2,718 |
| Issued or guaranteed by U.S. | $10,460,000 | 2,715 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $28,748,000 | 3,501 |
| Total debt securities | $19,855,000 | 4,524 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $28,961,000 | 3,784 |
| U.S. Government securities | $14,518,000 | 4,222 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $14,518,000 | 4,137 |
| Securities issued by states & political subdivisions | $6,212,000 | 3,416 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $8,231,000 | 176 |
| 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 | $11,414,000 | 3,312 |
| Certificates of participation in pools of residential mortgages | $11,414,000 | 2,662 |
| Issued or guaranteed by U.S. | $11,414,000 | 2,661 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $28,961,000 | 3,517 |
| Total debt securities | $20,730,000 | 4,487 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $30,847,000 | 3,682 |
| U.S. Government securities | $14,949,000 | 4,281 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $14,949,000 | 4,185 |
| Securities issued by states & political subdivisions | $7,155,000 | 3,148 |
| Other domestic debt securities | $0 | 2,874 |
| 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 | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $8,743,000 | 162 |
| 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 | $11,783,000 | 3,283 |
| Certificates of participation in pools of residential mortgages | $11,783,000 | 2,614 |
| Issued or guaranteed by U.S. | $11,783,000 | 2,611 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $30,847,000 | 3,418 |
| Total debt securities | $22,104,000 | 4,397 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $24,008,000 | 4,189 |
| U.S. Government securities | $10,010,000 | 4,945 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $10,010,000 | 4,848 |
| Securities issued by states & political subdivisions | $6,006,000 | 3,344 |
| Other domestic debt securities | $0 | 2,876 |
| 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 | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $7,992,000 | 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 | 5,916 |
| Mortgage-backed securities | $8,000,000 | 3,702 |
| Certificates of participation in pools of residential mortgages | $8,000,000 | 3,016 |
| Issued or guaranteed by U.S. | $8,000,000 | 3,016 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $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) | $24,008,000 | 3,841 |
| Total debt securities | $16,016,000 | 4,961 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| 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 | $17,919,000 | 4,726 |
| U.S. Government securities | $5,329,000 | 5,816 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $5,329,000 | 5,703 |
| Securities issued by states & political subdivisions | $5,878,000 | 3,328 |
| Other domestic debt securities | $0 | 2,858 |
| 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 | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $6,712,000 | 190 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,942 |
| Mortgage-backed securities | $5,329,000 | 4,125 |
| Certificates of participation in pools of residential mortgages | $5,329,000 | 3,481 |
| Issued or guaranteed by U.S. | $5,329,000 | 3,476 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $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) | $17,919,000 | 4,324 |
| Total debt securities | $11,207,000 | 5,522 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| 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 | $18,915,000 | 4,695 |
| U.S. Government securities | $5,480,000 | 5,916 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $5,480,000 | 5,791 |
| Securities issued by states & political subdivisions | $5,729,000 | 3,329 |
| Other domestic debt securities | $0 | 2,821 |
| 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 | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $7,706,000 | 177 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,008 |
| Mortgage-backed securities | $5,480,000 | 4,056 |
| Certificates of participation in pools of residential mortgages | $5,480,000 | 3,415 |
| Issued or guaranteed by U.S. | $5,480,000 | 3,406 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $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) | $18,915,000 | 4,302 |
| Total debt securities | $11,209,000 | 5,626 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| 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 | $18,959,000 | 4,666 |
| U.S. Government securities | $5,577,000 | 5,904 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $5,577,000 | 5,773 |
| Securities issued by states & political subdivisions | $5,559,000 | 3,339 |
| Other domestic debt securities | $0 | 2,880 |
| 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 | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $7,823,000 | 180 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,043 |
| Mortgage-backed securities | $5,577,000 | 3,964 |
| Certificates of participation in pools of residential mortgages | $5,577,000 | 3,325 |
| Issued or guaranteed by U.S. | $5,577,000 | 3,318 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $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) | $18,959,000 | 4,267 |
| Total debt securities | $11,136,000 | 5,593 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| 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 | $18,589,000 | 4,576 |
| U.S. Government securities | $7,803,000 | 5,298 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $7,803,000 | 5,185 |
| Securities issued by states & political subdivisions | $3,661,000 | 3,813 |
| Other domestic debt securities | $0 | 3,063 |
| 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 | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $7,125,000 | 189 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,121 |
| Mortgage-backed securities | $3,788,000 | 4,289 |
| Certificates of participation in pools of residential mortgages | $3,788,000 | 3,657 |
| Issued or guaranteed by U.S. | $3,788,000 | 3,646 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $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) | $18,589,000 | 4,193 |
| Total debt securities | $11,464,000 | 5,471 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| 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 | $20,364,000 | 4,315 |
| U.S. Government securities | $10,017,000 | 4,837 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $10,017,000 | 4,718 |
| Securities issued by states & political subdivisions | $3,977,000 | 3,634 |
| Other domestic debt securities | $417,000 | 2,663 |
| 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 | $417,000 | 1,805 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $5,953,000 | 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 | 6,199 |
| Mortgage-backed securities | $3,985,000 | 4,263 |
| Certificates of participation in pools of residential mortgages | $3,985,000 | 3,595 |
| Issued or guaranteed by U.S. | $3,985,000 | 3,585 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $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) | $20,364,000 | 3,946 |
| Total debt securities | $14,411,000 | 5,013 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| 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 | $20,547,000 | 4,319 |
| U.S. Government securities | $10,289,000 | 4,868 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $10,289,000 | 4,753 |
| Securities issued by states & political subdivisions | $3,920,000 | 3,590 |
| Other domestic debt securities | $796,000 | 2,321 |
| 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 | $796,000 | 1,475 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $5,542,000 | 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 | 6,254 |
| Mortgage-backed securities | $4,260,000 | 4,190 |
| Certificates of participation in pools of residential mortgages | $4,260,000 | 3,538 |
| Issued or guaranteed by U.S. | $4,260,000 | 3,530 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $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) | $20,547,000 | 3,926 |
| Total debt securities | $15,005,000 | 4,958 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| 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 | $22,653,000 | 4,158 |
| U.S. Government securities | $9,730,000 | 5,069 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $9,730,000 | 4,965 |
| Securities issued by states & political subdivisions | $4,634,000 | 3,360 |
| Other domestic debt securities | $1,752,000 | 1,855 |
| 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 | $1,752,000 | 1,089 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $6,537,000 | 211 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,343 |
| Mortgage-backed securities | $5,704,000 | 3,941 |
| Certificates of participation in pools of residential mortgages | $5,704,000 | 3,288 |
| Issued or guaranteed by U.S. | $5,704,000 | 3,281 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $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) | $22,653,000 | 3,773 |
| Total debt securities | $16,116,000 | 4,854 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| 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 | $21,930,000 | 4,206 |
| U.S. Government securities | $8,486,000 | 5,276 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $8,486,000 | 5,177 |
| Securities issued by states & political subdivisions | $4,655,000 | 3,357 |
| Other domestic debt securities | $2,083,000 | 1,792 |
| 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 | $2,083,000 | 1,021 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $6,706,000 | 218 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,398 |
| Mortgage-backed securities | $6,465,000 | 3,854 |
| Certificates of participation in pools of residential mortgages | $6,465,000 | 3,193 |
| Issued or guaranteed by U.S. | $6,465,000 | 3,184 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $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) | $21,930,000 | 3,817 |
| Total debt securities | $15,224,000 | 4,937 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| 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 | $22,818,000 | 4,125 |
| U.S. Government securities | $8,917,000 | 5,218 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $8,917,000 | 5,121 |
| Securities issued by states & political subdivisions | $4,881,000 | 3,299 |
| Other domestic debt securities | $2,098,000 | 1,872 |
| 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 | $2,098,000 | 1,078 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $6,922,000 | 252 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,412 |
| Mortgage-backed securities | $6,897,000 | 3,839 |
| Certificates of participation in pools of residential mortgages | $6,897,000 | 3,178 |
| Issued or guaranteed by U.S. | $6,897,000 | 3,168 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $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) | $22,818,000 | 3,732 |
| Total debt securities | $15,896,000 | 4,899 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| 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 | $28,212,000 | 3,587 |
| U.S. Government securities | $9,885,000 | 5,004 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $9,885,000 | 4,907 |
| Securities issued by states & political subdivisions | $4,479,000 | 3,383 |
| Other domestic debt securities | $7,558,000 | 1,071 |
| 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 | $7,558,000 | 488 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $6,290,000 | 300 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,462 |
| Mortgage-backed securities | $7,887,000 | 3,689 |
| Certificates of participation in pools of residential mortgages | $7,887,000 | 3,059 |
| Issued or guaranteed by U.S. | $7,887,000 | 3,047 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $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) | $28,212,000 | 3,224 |
| Total debt securities | $21,922,000 | 4,166 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| 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 | $32,338,000 | 3,283 |
| U.S. Government securities | $12,856,000 | 4,554 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $12,856,000 | 4,474 |
| Securities issued by states & political subdivisions | $4,422,000 | 3,313 |
| Other domestic debt securities | $9,768,000 | 891 |
| 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 | $9,768,000 | 400 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $5,292,000 | 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 | 6,516 |
| Mortgage-backed securities | $8,810,000 | 3,600 |
| Certificates of participation in pools of residential mortgages | $8,810,000 | 2,953 |
| Issued or guaranteed by U.S. | $8,810,000 | 2,939 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $32,338,000 | 2,912 |
| Total debt securities | $27,046,000 | 3,674 |
| 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 | $34,286,000 | 3,137 |
| U.S. Government securities | $10,894,000 | 4,964 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $10,894,000 | 4,874 |
| Securities issued by states & political subdivisions | $4,550,000 | 3,229 |
| Other domestic debt securities | $12,673,000 | 728 |
| 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 | $12,673,000 | 318 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $6,169,000 | 285 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,541 |
| Mortgage-backed securities | $6,814,000 | 3,899 |
| Certificates of participation in pools of residential mortgages | $6,814,000 | 3,283 |
| Issued or guaranteed by U.S. | $6,814,000 | 3,270 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $34,286,000 | 2,782 |
| Total debt securities | $28,117,000 | 3,554 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| 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 | $38,412,000 | 2,828 |
| U.S. Government securities | $10,761,000 | 4,935 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $10,761,000 | 4,850 |
| Securities issued by states & political subdivisions | $4,281,000 | 3,311 |
| Other domestic debt securities | $15,951,000 | 613 |
| 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 | $15,951,000 | 259 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $7,419,000 | 236 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,576 |
| Mortgage-backed securities | $6,735,000 | 3,816 |
| Certificates of participation in pools of residential mortgages | $6,735,000 | 3,223 |
| Issued or guaranteed by U.S. | $6,735,000 | 3,212 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $38,412,000 | 2,495 |
| Total debt securities | $30,993,000 | 3,279 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| 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 | $52,364,000 | 2,215 |
| U.S. Government securities | $10,895,000 | 4,957 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $10,895,000 | 4,877 |
| Securities issued by states & political subdivisions | $4,610,000 | 3,224 |
| Other domestic debt securities | $20,551,000 | 539 |
| 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 | $20,551,000 | 248 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $16,308,000 | 181 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,612 |
| Mortgage-backed securities | $6,845,000 | 3,793 |
| Certificates of participation in pools of residential mortgages | $6,845,000 | 3,199 |
| Issued or guaranteed by U.S. | $6,845,000 | 3,184 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $52,364,000 | 1,945 |
| Total debt securities | $36,056,000 | 2,957 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| 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 | $50,568,000 | 2,298 |
| U.S. Government securities | $11,369,000 | 4,874 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $11,369,000 | 4,784 |
| Securities issued by states & political subdivisions | $3,960,000 | 3,446 |
| Other domestic debt securities | $22,133,000 | 503 |
| 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 | $22,133,000 | 229 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $13,106,000 | 248 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,633 |
| Mortgage-backed securities | $7,273,000 | 3,612 |
| Certificates of participation in pools of residential mortgages | $7,273,000 | 2,988 |
| Issued or guaranteed by U.S. | $7,273,000 | 2,976 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $50,568,000 | 2,019 |
| Total debt securities | $37,462,000 | 2,871 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| 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 | $48,941,000 | 2,343 |
| U.S. Government securities | $11,443,000 | 4,963 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $11,443,000 | 4,866 |
| Securities issued by states & political subdivisions | $3,972,000 | 3,426 |
| Other domestic debt securities | $19,667,000 | 520 |
| 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 | $19,667,000 | 257 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $13,859,000 | 220 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,689 |
| Mortgage-backed securities | $7,418,000 | 3,312 |
| Certificates of participation in pools of residential mortgages | $7,418,000 | 2,679 |
| Issued or guaranteed by U.S. | $7,418,000 | 2,666 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $48,941,000 | 2,039 |
| Total debt securities | $35,082,000 | 3,019 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| 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 | $54,880,000 | 2,098 |
| U.S. Government securities | $24,453,000 | 3,159 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $24,453,000 | 3,091 |
| Securities issued by states & political subdivisions | $3,954,000 | 3,426 |
| Other domestic debt securities | $15,434,000 | 576 |
| 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 | $15,434,000 | 295 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $11,039,000 | 263 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,710 |
| Mortgage-backed securities | $7,532,000 | 3,128 |
| Certificates of participation in pools of residential mortgages | $7,532,000 | 2,500 |
| Issued or guaranteed by U.S. | $7,532,000 | 2,488 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $54,880,000 | 1,818 |
| Total debt securities | $43,841,000 | 2,529 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| 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 | $54,547,000 | 2,103 |
| U.S. Government securities | $24,423,000 | 3,158 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $24,423,000 | 3,080 |
| Securities issued by states & political subdivisions | $3,886,000 | 3,441 |
| Other domestic debt securities | $15,432,000 | 553 |
| 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 | $15,432,000 | 278 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $10,806,000 | 256 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,778 |
| Mortgage-backed securities | $7,659,000 | 3,048 |
| Certificates of participation in pools of residential mortgages | $7,659,000 | 2,419 |
| Issued or guaranteed by U.S. | $7,659,000 | 2,407 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $54,547,000 | 1,812 |
| Total debt securities | $43,741,000 | 2,513 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| 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 | $56,378,000 | 2,051 |
| U.S. Government securities | $24,852,000 | 3,129 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $24,852,000 | 3,041 |
| Securities issued by states & political subdivisions | $3,992,000 | 3,422 |
| Other domestic debt securities | $17,480,000 | 516 |
| 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 | $17,480,000 | 262 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $10,054,000 | 280 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $8,050,000 | 2,951 |
| Certificates of participation in pools of residential mortgages | $8,050,000 | 2,348 |
| Issued or guaranteed by U.S. | $8,050,000 | 2,340 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $56,378,000 | 1,762 |
| Total debt securities | $46,324,000 | 2,406 |
| 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 | $55,706,000 | 2,107 |
| U.S. Government securities | $24,945,000 | 3,168 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $24,945,000 | 3,079 |
| Securities issued by states & political subdivisions | $2,706,000 | 3,946 |
| Other domestic debt securities | $17,992,000 | 508 |
| 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 | $17,992,000 | 269 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $10,063,000 | 282 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $8,209,000 | 2,909 |
| Certificates of participation in pools of residential mortgages | $8,209,000 | 2,330 |
| Issued or guaranteed by U.S. | $8,209,000 | 2,317 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $55,706,000 | 1,815 |
| Total debt securities | $45,643,000 | 2,469 |
| 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 | $53,140,000 | 2,228 |
| U.S. Government securities | $23,611,000 | 3,314 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $23,611,000 | 3,221 |
| Securities issued by states & political subdivisions | $2,027,000 | 4,285 |
| Other domestic debt securities | $17,922,000 | 521 |
| 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 | $17,922,000 | 275 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $9,580,000 | 294 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $4,892,000 | 3,646 |
| Certificates of participation in pools of residential mortgages | $4,892,000 | 3,036 |
| Issued or guaranteed by U.S. | $4,892,000 | 3,020 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $53,140,000 | 1,900 |
| Total debt securities | $43,560,000 | 2,589 |
| 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 | $52,675,000 | 2,233 |
| U.S. Government securities | $24,045,000 | 3,306 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $24,045,000 | 3,195 |
| Securities issued by states & political subdivisions | $1,942,000 | 4,344 |
| Other domestic debt securities | $17,700,000 | 532 |
| 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 | $17,700,000 | 278 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $8,988,000 | 310 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $1,116,000 | 5,230 |
| Certificates of participation in pools of residential mortgages | $1,116,000 | 4,755 |
| Issued or guaranteed by U.S. | $1,116,000 | 4,732 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $52,675,000 | 1,900 |
| Total debt securities | $43,687,000 | 2,583 |
| 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 | $56,129,000 | 2,128 |
| U.S. Government securities | $24,169,000 | 3,326 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $24,169,000 | 3,204 |
| Securities issued by states & political subdivisions | $1,943,000 | 4,371 |
| Other domestic debt securities | $19,701,000 | 507 |
| 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 | $19,701,000 | 273 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $10,316,000 | 281 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $1,141,000 | 5,266 |
| Certificates of participation in pools of residential mortgages | $1,141,000 | 4,767 |
| Issued or guaranteed by U.S. | $1,141,000 | 4,748 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $56,129,000 | 1,808 |
| Total debt securities | $45,813,000 | 2,512 |
| 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 | $57,988,000 | 2,076 |
| U.S. Government securities | $26,272,000 | 3,118 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $26,272,000 | 3,017 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $19,641,000 | 518 |
| 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 | $19,641,000 | 281 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $12,075,000 | 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 | 7,036 |
| Mortgage-backed securities | $1,165,000 | 5,306 |
| Certificates of participation in pools of residential mortgages | $1,165,000 | 4,793 |
| Issued or guaranteed by U.S. | $1,165,000 | 4,774 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $57,988,000 | 1,758 |
| Total debt securities | $45,912,000 | 2,505 |
| 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 | $56,272,000 | 2,103 |
| U.S. Government securities | $26,447,000 | 3,049 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $26,447,000 | 2,954 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $19,956,000 | 519 |
| 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 | $19,956,000 | 282 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $9,869,000 | 303 |
| 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 | $1,243,000 | 5,298 |
| Certificates of participation in pools of residential mortgages | $1,243,000 | 4,781 |
| Issued or guaranteed by U.S. | $1,243,000 | 4,762 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $56,272,000 | 1,768 |
| Total debt securities | $46,401,000 | 2,458 |
| 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 | $54,031,000 | 2,198 |
| U.S. Government securities | $23,996,000 | 3,343 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $23,996,000 | 3,226 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $20,220,000 | 524 |
| 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 | $20,220,000 | 286 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $9,815,000 | 308 |
| 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 | $1,554,000 | 5,184 |
| Certificates of participation in pools of residential mortgages | $1,554,000 | 4,654 |
| Issued or guaranteed by U.S. | $1,554,000 | 4,633 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $54,031,000 | 1,844 |
| Total debt securities | $44,216,000 | 2,570 |
| 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 | $55,091,000 | 2,212 |
| U.S. Government securities | $23,843,000 | 3,423 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $23,843,000 | 3,292 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $21,142,000 | 517 |
| 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 | $21,142,000 | 295 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $10,106,000 | 302 |
| 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 | $1,552,000 | 5,262 |
| Certificates of participation in pools of residential mortgages | $1,552,000 | 4,713 |
| Issued or guaranteed by U.S. | $1,552,000 | 4,697 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $55,091,000 | 1,860 |
| Total debt securities | $44,985,000 | 2,558 |
| 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 | $54,764,000 | 2,235 |
| U.S. Government securities | $21,579,000 | 3,682 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $21,579,000 | 3,554 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $22,952,000 | 514 |
| 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 | $22,952,000 | 287 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $10,233,000 | 318 |
| 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 | $517,000 | 6,012 |
| Certificates of participation in pools of residential mortgages | $517,000 | 5,568 |
| Issued or guaranteed by U.S. | $517,000 | 5,549 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $54,764,000 | 1,872 |
| Total debt securities | $44,531,000 | 2,608 |
| 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 | $52,697,000 | 2,302 |
| U.S. Government securities | $17,370,000 | 4,186 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $17,370,000 | 4,051 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $25,371,000 | 466 |
| 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 | $25,371,000 | 264 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $9,956,000 | 340 |
| 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 | $229,000 | 6,406 |
| Certificates of participation in pools of residential mortgages | $229,000 | 5,990 |
| Issued or guaranteed by U.S. | $229,000 | 5,975 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $52,697,000 | 1,948 |
| Total debt securities | $42,741,000 | 2,690 |
| 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 | $63,420,000 | 1,973 |
| U.S. Government securities | $21,285,000 | 3,760 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $21,285,000 | 3,622 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $28,238,000 | 436 |
| 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 | $28,238,000 | 250 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $13,897,000 | 270 |
| 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 | $255,000 | 6,439 |
| Certificates of participation in pools of residential mortgages | $255,000 | 6,020 |
| Issued or guaranteed by U.S. | $255,000 | 6,007 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $63,420,000 | 1,665 |
| Total debt securities | $49,523,000 | 2,424 |
| 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 | $65,038,000 | 1,938 |
| U.S. Government securities | $21,576,000 | 3,651 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $21,576,000 | 3,531 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $29,164,000 | 449 |
| 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 | $29,164,000 | 267 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $14,298,000 | 302 |
| 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 | $320,000 | 6,372 |
| Certificates of participation in pools of residential mortgages | $320,000 | 5,935 |
| Issued or guaranteed by U.S. | $320,000 | 5,917 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $65,038,000 | 1,647 |
| Total debt securities | $50,740,000 | 2,341 |
| 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 | $63,392,000 | 2,030 |
| U.S. Government securities | $23,722,000 | 3,478 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $23,722,000 | 3,349 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $29,892,000 | 417 |
| 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 | $29,892,000 | 277 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $9,778,000 | 399 |
| 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 | $359,000 | 6,370 |
| Certificates of participation in pools of residential mortgages | $359,000 | 5,933 |
| Issued or guaranteed by U.S. | $359,000 | 5,912 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| 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) | $63,392,000 | 1,715 |
| Total debt securities | $53,614,000 | 2,289 |
| 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 | $68,034,000 | 1,868 |
| U.S. Government securities | $23,990,000 | 3,347 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $23,990,000 | 3,218 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $32,656,000 | 404 |
| 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 | $32,656,000 | 269 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $11,388,000 | 366 |
| 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 | $430,000 | 6,335 |
| Certificates of participation in pools of residential mortgages | $430,000 | 5,891 |
| Issued or guaranteed by U.S. | $430,000 | 5,864 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| 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) | $68,034,000 | 1,585 |
| Total debt securities | $56,646,000 | 2,158 |
| 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 | $61,201,000 | 2,026 |
| U.S. Government securities | $16,159,000 | 4,257 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $16,159,000 | 4,101 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $33,016,000 | 414 |
| 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 | $33,016,000 | 275 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $12,026,000 | 362 |
| 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 | $642,000 | 6,189 |
| Certificates of participation in pools of residential mortgages | $642,000 | 5,688 |
| Issued or guaranteed by U.S. | $642,000 | 5,667 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| 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) | $61,201,000 | 1,713 |
| Total debt securities | $49,175,000 | 2,363 |
| 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 | $58,252,000 | 2,067 |
| U.S. Government securities | $16,385,000 | 4,274 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $16,385,000 | 4,096 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $26,722,000 | 486 |
| 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 | $26,722,000 | 334 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $15,145,000 | 307 |
| 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 | $768,000 | 6,119 |
| Certificates of participation in pools of residential mortgages | $768,000 | 5,584 |
| Issued or guaranteed by U.S. | $768,000 | 5,565 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| 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) | $58,252,000 | 1,752 |
| Total debt securities | $43,107,000 | 2,594 |
| 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 | $55,456,000 | 2,135 |
| U.S. Government securities | $19,733,000 | 3,745 |
| U.S. Treasury securities | $1,010,000 | 1,652 |
| U.S. Government agency obligations | $18,723,000 | 3,706 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $20,166,000 | 589 |
| 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 | $20,166,000 | 424 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $15,557,000 | 283 |
| 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 | $984,000 | 5,946 |
| Certificates of participation in pools of residential mortgages | $984,000 | 5,365 |
| Issued or guaranteed by U.S. | $984,000 | 5,347 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| 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) | $55,456,000 | 1,798 |
| Total debt securities | $39,899,000 | 2,737 |
| 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 | $58,163,000 | 1,926 |
| U.S. Government securities | $24,468,000 | 3,002 |
| U.S. Treasury securities | $2,051,000 | 1,374 |
| U.S. Government agency obligations | $22,417,000 | 3,055 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $15,987,000 | 689 |
| 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 | $15,987,000 | 506 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $17,708,000 | 247 |
| 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 | $1,987,000 | 5,276 |
| Certificates of participation in pools of residential mortgages | $1,987,000 | 4,495 |
| Issued or guaranteed by U.S. | $1,987,000 | 4,475 |
| 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) | $58,163,000 | 1,589 |
| Total debt securities | $40,455,000 | 2,555 |
| 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 | $56,442,000 | 1,952 |
| U.S. Government securities | $35,803,000 | 2,245 |
| U.S. Treasury securities | $3,020,000 | 1,500 |
| U.S. Government agency obligations | $32,783,000 | 2,250 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $4,691,000 | 1,249 |
| 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 | $4,691,000 | 1,041 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $15,948,000 | 345 |
| 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 | $3,586,000 | 3,895 |
| Certificates of participation in pools of residential mortgages | $3,586,000 | 3,131 |
| Issued or guaranteed by U.S. | $3,586,000 | 3,116 |
| 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) | $1,511,000 | 4,138 |
| Available-for-sale securities (fair market value) | $54,931,000 | 1,556 |
| Total debt securities | $40,494,000 | 2,558 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| 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 | $60,513,000 | 1,896 |
| U.S. Government securities | $40,695,000 | 2,059 |
| U.S. Treasury securities | $6,967,000 | 1,202 |
| U.S. Government agency obligations | $33,728,000 | 2,216 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $2,130,000 | 1,781 |
| 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 | $2,130,000 | 1,469 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $17,688,000 | 330 |
| 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 | $5,311,000 | 3,485 |
| Certificates of participation in pools of residential mortgages | $5,311,000 | 2,696 |
| Issued or guaranteed by U.S. | $5,311,000 | 2,685 |
| 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) | $2,012,000 | 4,222 |
| Available-for-sale securities (fair market value) | $58,501,000 | 1,485 |
| Total debt securities | $42,825,000 | 2,549 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| 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 | $60,105,000 | 1,930 |
| U.S. Government securities | $42,101,000 | 2,080 |
| U.S. Treasury securities | $10,150,000 | 1,268 |
| U.S. Government agency obligations | $31,951,000 | 2,240 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $2,271,000 | 1,621 |
| 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 | $2,271,000 | 1,317 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $15,733,000 | 353 |
| 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 | $8,273,000 | 3,008 |
| Certificates of participation in pools of residential mortgages | $8,273,000 | 2,234 |
| Issued or guaranteed by U.S. | $8,273,000 | 2,217 |
| 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) | $2,012,000 | 4,741 |
| Available-for-sale securities (fair market value) | $58,093,000 | 1,507 |
| Total debt securities | $44,372,000 | 2,490 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| 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 | $55,758,000 | 2,071 |
| U.S. Government securities | $41,383,000 | 2,182 |
| U.S. Treasury securities | $12,097,000 | 1,531 |
| U.S. Government agency obligations | $29,286,000 | 2,351 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $1,103,000 | 1,738 |
| 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 | $1,103,000 | 1,374 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $13,272,000 | 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 | 8,806 |
| Mortgage-backed securities | $10,345,000 | 2,582 |
| Certificates of participation in pools of residential mortgages | $10,345,000 | 1,899 |
| Issued or guaranteed by U.S. | $10,345,000 | 1,885 |
| 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) | $5,009,000 | 4,142 |
| Available-for-sale securities (fair market value) | $50,749,000 | 1,573 |
| Total debt securities | $42,486,000 | 2,587 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| 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 | $62,022,000 | 1,959 |
| U.S. Government securities | $51,925,000 | 1,880 |
| U.S. Treasury securities | $11,530,000 | 1,972 |
| U.S. Government agency obligations | $40,395,000 | 1,806 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $2,111,000 | 1,460 |
| 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 | $2,111,000 | 1,071 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $7,986,000 | 501 |
| 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 | $11,492,000 | 2,691 |
| Certificates of participation in pools of residential mortgages | $11,492,000 | 1,966 |
| Issued or guaranteed by U.S. | $11,492,000 | 1,951 |
| 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) | $62,022,000 | 1,305 |
| Total debt securities | $54,300,000 | 2,180 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| 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 | $60,951,000 | 2,045 |
| U.S. Government securities | $49,772,000 | 2,022 |
| U.S. Treasury securities | $12,600,000 | 2,179 |
| U.S. Government agency obligations | $37,172,000 | 1,895 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $3,643,000 | 1,290 |
| 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 | $3,643,000 | 972 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $7,536,000 | 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 | 9,636 |
| Mortgage-backed securities | $9,814,000 | 3,127 |
| Certificates of participation in pools of residential mortgages | $9,814,000 | 2,199 |
| Issued or guaranteed by U.S. | $9,814,000 | 2,173 |
| 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) | $60,951,000 | 1,388 |
| Total debt securities | $53,178,000 | 2,290 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| 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 | $54,193,000 | 2,430 |
| U.S. Government securities | $46,176,000 | 2,273 |
| U.S. Treasury securities | $26,904,000 | 1,305 |
| U.S. Government agency obligations | $19,272,000 | 3,286 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $2,432,000 | 1,829 |
| 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 | $2,432,000 | 1,422 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $5,585,000 | 585 |
| 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 | $4,608,000 | 4,890 |
| Certificates of participation in pools of residential mortgages | $4,608,000 | 3,532 |
| Issued or guaranteed by U.S. | $4,608,000 | 3,510 |
| 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) | $21,486,000 | 3,259 |
| Available-for-sale securities (fair market value) | $32,707,000 | 1,761 |
| Total debt securities | $49,997,000 | 2,560 |
| 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 | $57,187,000 | 2,403 |
| U.S. Government securities | $48,666,000 | 2,266 |
| U.S. Treasury securities | $33,047,000 | 1,123 |
| U.S. Government agency obligations | $15,619,000 | 4,037 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $6,150,000 | 1,215 |
| 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 | $6,150,000 | 897 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $2,371,000 | 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 | $0 | 10,569 |
| Mortgage-backed securities | $4,186,000 | 5,715 |
| Certificates of participation in pools of residential mortgages | $4,186,000 | 4,172 |
| Issued or guaranteed by U.S. | $4,186,000 | 4,133 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| 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 | $54,816,000 | 2,456 |
| 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 | $55,875,000 | 2,434 |
| U.S. Government securities | $44,947,000 | 2,405 |
| U.S. Treasury securities | $35,538,000 | 1,050 |
| U.S. Government agency obligations | $9,409,000 | 5,758 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $8,676,000 | 1,141 |
| 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 | $8,676,000 | 793 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $2,252,000 | 1,147 |
| 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 | $3,326,000 | 6,514 |
| Certificates of participation in pools of residential mortgages | $3,326,000 | 4,925 |
| Issued or guaranteed by U.S. | $3,326,000 | 4,870 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| 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 | $53,623,000 | 2,474 |
| 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 |