Home > Barre Savings Bank > Securities
Barre Savings Bank, Securities
| 2016-03-31 | Rank | |
| Total securities | $18,220,000 | 4,123 |
| U.S. Government securities | $5,282,000 | 4,739 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $5,282,000 | 4,627 |
| Securities issued by states & political subdivisions | $5,843,000 | 3,386 |
| Other domestic debt securities | $3,131,000 | 1,105 |
| Privately issued residential mortgage-backed securities | $3,131,000 | 217 |
| 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 | $3,964,000 | 271 |
| 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 | $8,413,000 | 3,014 |
| Certificates of participation in pools of residential mortgages | $3,064,000 | 3,469 |
| Issued or guaranteed by U.S. | $3,064,000 | 3,466 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $5,349,000 | 1,583 |
| CMOs issued by government agencies or sponsored agencies | $2,218,000 | 2,094 |
| Privately issued | $3,131,000 | 208 |
| 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) | $18,220,000 | 3,787 |
| Total debt securities | $14,256,000 | 4,420 |
| 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 | $18,036,000 | 4,184 |
| U.S. Government securities | $5,492,000 | 4,761 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $5,492,000 | 4,646 |
| Securities issued by states & political subdivisions | $5,753,000 | 3,421 |
| Other domestic debt securities | $3,195,000 | 1,073 |
| Privately issued residential mortgage-backed securities | $3,195,000 | 211 |
| 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 | $3,596,000 | 296 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,189,000 | 4,568 |
| Mortgage-backed securities | $8,687,000 | 2,990 |
| Certificates of participation in pools of residential mortgages | $3,222,000 | 3,439 |
| Issued or guaranteed by U.S. | $3,222,000 | 3,436 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $5,465,000 | 1,589 |
| CMOs issued by government agencies or sponsored agencies | $2,270,000 | 2,099 |
| Privately issued | $3,195,000 | 201 |
| 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) | $18,036,000 | 3,837 |
| Total debt securities | $14,440,000 | 4,463 |
| 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 | $19,166,000 | 4,166 |
| U.S. Government securities | $7,793,000 | 4,510 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $7,793,000 | 4,397 |
| Securities issued by states & political subdivisions | $4,711,000 | 3,675 |
| Other domestic debt securities | $3,316,000 | 1,069 |
| Privately issued residential mortgage-backed securities | $3,316,000 | 212 |
| 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 | $3,346,000 | 310 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,290,000 | 4,610 |
| Mortgage-backed securities | $11,109,000 | 2,773 |
| Certificates of participation in pools of residential mortgages | $5,427,000 | 3,002 |
| Issued or guaranteed by U.S. | $5,427,000 | 2,999 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $5,682,000 | 1,569 |
| CMOs issued by government agencies or sponsored agencies | $2,366,000 | 2,078 |
| Privately issued | $3,316,000 | 202 |
| 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) | $19,166,000 | 3,809 |
| Total debt securities | $15,820,000 | 4,417 |
| 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 | $19,910,000 | 4,182 |
| U.S. Government securities | $8,106,000 | 4,584 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $8,106,000 | 4,480 |
| Securities issued by states & political subdivisions | $4,408,000 | 3,738 |
| Other domestic debt securities | $4,123,000 | 970 |
| Privately issued residential mortgage-backed securities | $4,123,000 | 200 |
| 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 | $3,273,000 | 311 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,321,000 | 4,644 |
| Mortgage-backed securities | $12,229,000 | 2,729 |
| Certificates of participation in pools of residential mortgages | $5,687,000 | 3,039 |
| Issued or guaranteed by U.S. | $5,687,000 | 3,036 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,542,000 | 1,527 |
| CMOs issued by government agencies or sponsored agencies | $2,419,000 | 2,125 |
| Privately issued | $4,123,000 | 189 |
| 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) | $19,910,000 | 3,833 |
| Total debt securities | $16,637,000 | 4,436 |
| 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 | $20,564,000 | 4,194 |
| U.S. Government securities | $8,039,000 | 4,661 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $8,039,000 | 4,549 |
| Securities issued by states & political subdivisions | $4,194,000 | 3,785 |
| Other domestic debt securities | $5,023,000 | 864 |
| Privately issued residential mortgage-backed securities | $4,470,000 | 201 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $553,000 | 1,510 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $3,308,000 | 313 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,419,000 | 4,694 |
| Mortgage-backed securities | $12,509,000 | 2,742 |
| Certificates of participation in pools of residential mortgages | $5,528,000 | 3,123 |
| Issued or guaranteed by U.S. | $5,528,000 | 3,121 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $6,981,000 | 1,525 |
| CMOs issued by government agencies or sponsored agencies | $2,511,000 | 2,129 |
| Privately issued | $4,470,000 | 189 |
| 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) | $20,564,000 | 3,840 |
| Total debt securities | $17,256,000 | 4,427 |
| 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 | $20,813,000 | 4,224 |
| U.S. Government securities | $8,339,000 | 4,662 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $8,339,000 | 4,542 |
| Securities issued by states & political subdivisions | $3,307,000 | 4,039 |
| Other domestic debt securities | $5,846,000 | 801 |
| Privately issued residential mortgage-backed securities | $5,291,000 | 186 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $555,000 | 1,527 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $3,321,000 | 313 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,471,000 | 4,746 |
| Mortgage-backed securities | $13,630,000 | 2,683 |
| Certificates of participation in pools of residential mortgages | $5,760,000 | 3,139 |
| Issued or guaranteed by U.S. | $5,760,000 | 3,136 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $7,870,000 | 1,471 |
| CMOs issued by government agencies or sponsored agencies | $2,579,000 | 2,165 |
| Privately issued | $5,291,000 | 175 |
| 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) | $20,813,000 | 3,866 |
| Total debt securities | $17,492,000 | 4,474 |
| 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 | $22,927,000 | 4,152 |
| U.S. Government securities | $8,566,000 | 4,742 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $8,566,000 | 4,626 |
| Securities issued by states & political subdivisions | $4,797,000 | 3,743 |
| Other domestic debt securities | $5,994,000 | 814 |
| Privately issued residential mortgage-backed securities | $5,435,000 | 199 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $559,000 | 1,567 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $3,570,000 | 307 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,497,000 | 4,789 |
| Mortgage-backed securities | $14,001,000 | 2,720 |
| Certificates of participation in pools of residential mortgages | $5,969,000 | 3,176 |
| Issued or guaranteed by U.S. | $5,969,000 | 3,173 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $8,032,000 | 1,492 |
| CMOs issued by government agencies or sponsored agencies | $2,597,000 | 2,194 |
| Privately issued | $5,435,000 | 190 |
| 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) | $22,927,000 | 3,788 |
| Total debt securities | $19,357,000 | 4,396 |
| 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 | $23,141,000 | 4,176 |
| U.S. Government securities | $8,933,000 | 4,754 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $8,933,000 | 4,642 |
| Securities issued by states & political subdivisions | $4,801,000 | 3,774 |
| Other domestic debt securities | $5,786,000 | 849 |
| Privately issued residential mortgage-backed securities | $5,220,000 | 209 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $566,000 | 1,611 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $3,621,000 | 312 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,530,000 | 4,828 |
| Mortgage-backed securities | $14,153,000 | 2,747 |
| Certificates of participation in pools of residential mortgages | $6,278,000 | 3,191 |
| Issued or guaranteed by U.S. | $6,278,000 | 3,189 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $7,875,000 | 1,514 |
| CMOs issued by government agencies or sponsored agencies | $2,655,000 | 2,221 |
| Privately issued | $5,220,000 | 200 |
| 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) | $23,141,000 | 3,817 |
| Total debt securities | $19,520,000 | 4,438 |
| 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 | $21,530,000 | 4,336 |
| U.S. Government securities | $9,124,000 | 4,760 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $9,124,000 | 4,659 |
| Securities issued by states & political subdivisions | $4,111,000 | 3,950 |
| Other domestic debt securities | $4,862,000 | 972 |
| Privately issued residential mortgage-backed securities | $4,295,000 | 232 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $567,000 | 1,650 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $3,433,000 | 325 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $115,000 | 5,697 |
| Mortgage-backed securities | $13,419,000 | 2,818 |
| Certificates of participation in pools of residential mortgages | $6,476,000 | 3,171 |
| Issued or guaranteed by U.S. | $6,476,000 | 3,171 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $6,943,000 | 1,609 |
| CMOs issued by government agencies or sponsored agencies | $2,648,000 | 2,213 |
| Privately issued | $4,295,000 | 225 |
| 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) | $21,530,000 | 3,963 |
| Total debt securities | $18,097,000 | 4,621 |
| 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 | $21,519,000 | 4,341 |
| U.S. Government securities | $9,447,000 | 4,694 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $9,447,000 | 4,598 |
| Securities issued by states & political subdivisions | $4,070,000 | 3,983 |
| Other domestic debt securities | $4,967,000 | 991 |
| Privately issued residential mortgage-backed securities | $4,398,000 | 251 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $569,000 | 1,690 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $3,035,000 | 349 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $124,000 | 5,776 |
| Mortgage-backed securities | $13,845,000 | 2,790 |
| Certificates of participation in pools of residential mortgages | $6,732,000 | 3,144 |
| Issued or guaranteed by U.S. | $6,732,000 | 3,142 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $7,113,000 | 1,605 |
| CMOs issued by government agencies or sponsored agencies | $2,715,000 | 2,183 |
| Privately issued | $4,398,000 | 241 |
| 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) | $1,000 | 2,638 |
| Available-for-sale securities (fair market value) | $21,518,000 | 3,976 |
| Total debt securities | $18,484,000 | 4,578 |
| 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 | $22,529,000 | 4,277 |
| U.S. Government securities | $9,392,000 | 4,756 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $9,392,000 | 4,658 |
| Securities issued by states & political subdivisions | $5,079,000 | 3,763 |
| Other domestic debt securities | $5,091,000 | 1,016 |
| Privately issued residential mortgage-backed securities | $4,521,000 | 267 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $570,000 | 1,725 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $2,967,000 | 370 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $136,000 | 5,837 |
| Mortgage-backed securities | $13,401,000 | 2,855 |
| Certificates of participation in pools of residential mortgages | $6,109,000 | 3,265 |
| Issued or guaranteed by U.S. | $6,109,000 | 3,261 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $7,292,000 | 1,606 |
| CMOs issued by government agencies or sponsored agencies | $2,771,000 | 2,197 |
| Privately issued | $4,521,000 | 254 |
| 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) | $1,000 | 2,641 |
| Available-for-sale securities (fair market value) | $22,528,000 | 3,920 |
| Total debt securities | $19,562,000 | 4,514 |
| 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 | $23,483,000 | 4,197 |
| U.S. Government securities | $10,415,000 | 4,599 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $10,415,000 | 4,499 |
| Securities issued by states & political subdivisions | $5,100,000 | 3,759 |
| Other domestic debt securities | $5,202,000 | 1,020 |
| Privately issued residential mortgage-backed securities | $4,636,000 | 271 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $566,000 | 1,772 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $2,766,000 | 388 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $622,000 | 5,653 |
| Mortgage-backed securities | $14,539,000 | 2,767 |
| Certificates of participation in pools of residential mortgages | $6,981,000 | 3,096 |
| Issued or guaranteed by U.S. | $6,981,000 | 3,093 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $7,558,000 | 1,607 |
| CMOs issued by government agencies or sponsored agencies | $2,922,000 | 2,212 |
| Privately issued | $4,636,000 | 256 |
| 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) | $99,000 | 2,396 |
| Available-for-sale securities (fair market value) | $23,384,000 | 3,863 |
| Total debt securities | $20,717,000 | 4,406 |
| 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 | $23,843,000 | 4,183 |
| U.S. Government securities | $10,653,000 | 4,626 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $10,653,000 | 4,528 |
| Securities issued by states & political subdivisions | $5,234,000 | 3,730 |
| Other domestic debt securities | $5,457,000 | 1,001 |
| Privately issued residential mortgage-backed securities | $4,871,000 | 278 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $586,000 | 1,743 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $2,499,000 | 415 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $714,000 | 5,674 |
| Mortgage-backed securities | $14,508,000 | 2,814 |
| Certificates of participation in pools of residential mortgages | $6,552,000 | 3,214 |
| Issued or guaranteed by U.S. | $6,552,000 | 3,213 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $7,956,000 | 1,627 |
| CMOs issued by government agencies or sponsored agencies | $3,085,000 | 2,205 |
| Privately issued | $4,871,000 | 269 |
| 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) | $113,000 | 2,369 |
| Available-for-sale securities (fair market value) | $23,730,000 | 3,872 |
| Total debt securities | $21,344,000 | 4,369 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $23,926,000 | 4,131 |
| U.S. Government securities | $13,306,000 | 4,242 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $13,306,000 | 4,135 |
| Securities issued by states & political subdivisions | $5,265,000 | 3,694 |
| Other domestic debt securities | $2,561,000 | 1,408 |
| Privately issued residential mortgage-backed securities | $2,561,000 | 399 |
| 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 | $2,794,000 | 387 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $802,000 | 5,660 |
| Mortgage-backed securities | $14,845,000 | 2,797 |
| Certificates of participation in pools of residential mortgages | $9,101,000 | 2,784 |
| Issued or guaranteed by U.S. | $9,101,000 | 2,782 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $5,744,000 | 1,938 |
| CMOs issued by government agencies or sponsored agencies | $3,183,000 | 2,245 |
| Privately issued | $2,561,000 | 386 |
| 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) | $130,000 | 2,376 |
| Available-for-sale securities (fair market value) | $23,796,000 | 3,816 |
| Total debt securities | $21,132,000 | 4,349 |
| 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 | $23,178,000 | 4,236 |
| U.S. Government securities | $11,740,000 | 4,547 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $11,740,000 | 4,449 |
| Securities issued by states & political subdivisions | $5,305,000 | 3,669 |
| Other domestic debt securities | $2,995,000 | 1,356 |
| Privately issued residential mortgage-backed securities | $2,995,000 | 407 |
| 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 | $3,138,000 | 361 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,045,000 | 5,627 |
| Mortgage-backed securities | $13,707,000 | 3,041 |
| Certificates of participation in pools of residential mortgages | $11,082,000 | 2,651 |
| Issued or guaranteed by U.S. | $10,712,000 | 2,694 |
| Privately issued | $370,000 | 59 |
| Collaterized mortgage obligations | $2,625,000 | 2,577 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $2,625,000 | 418 |
| 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) | $158,000 | 2,417 |
| Available-for-sale securities (fair market value) | $23,020,000 | 3,910 |
| Total debt securities | $20,040,000 | 4,507 |
| 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 | $25,000,000 | 4,113 |
| U.S. Government securities | $15,425,000 | 4,132 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $15,425,000 | 4,041 |
| Securities issued by states & political subdivisions | $4,794,000 | 3,735 |
| Other domestic debt securities | $1,779,000 | 1,715 |
| Privately issued residential mortgage-backed securities | $1,779,000 | 536 |
| 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 | $3,002,000 | 358 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,320,000 | 5,590 |
| Mortgage-backed securities | $16,174,000 | 2,833 |
| Certificates of participation in pools of residential mortgages | $14,823,000 | 2,309 |
| Issued or guaranteed by U.S. | $14,395,000 | 2,344 |
| Privately issued | $428,000 | 61 |
| Collaterized mortgage obligations | $1,351,000 | 2,994 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $1,351,000 | 576 |
| 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) | $181,000 | 2,419 |
| Available-for-sale securities (fair market value) | $24,819,000 | 3,813 |
| Total debt securities | $21,998,000 | 4,368 |
| 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 | $25,580,000 | 4,084 |
| U.S. Government securities | $16,626,000 | 4,079 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $16,626,000 | 3,990 |
| Securities issued by states & political subdivisions | $4,152,000 | 3,830 |
| Other domestic debt securities | $1,791,000 | 1,695 |
| Privately issued residential mortgage-backed securities | $1,791,000 | 573 |
| 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 | $3,011,000 | 348 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,813,000 | 5,441 |
| Mortgage-backed securities | $17,385,000 | 2,759 |
| Certificates of participation in pools of residential mortgages | $16,019,000 | 2,190 |
| Issued or guaranteed by U.S. | $15,594,000 | 2,224 |
| Privately issued | $425,000 | 63 |
| Collaterized mortgage obligations | $1,366,000 | 3,021 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $1,366,000 | 614 |
| 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) | $206,000 | 2,443 |
| Available-for-sale securities (fair market value) | $25,374,000 | 3,781 |
| Total debt securities | $22,569,000 | 4,349 |
| 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 | $25,519,000 | 4,045 |
| U.S. Government securities | $16,526,000 | 4,022 |
| U.S. Treasury securities | $1,050,000 | 754 |
| U.S. Government agency obligations | $15,476,000 | 4,067 |
| Securities issued by states & political subdivisions | $3,664,000 | 3,938 |
| Other domestic debt securities | $1,846,000 | 1,656 |
| Privately issued residential mortgage-backed securities | $1,846,000 | 630 |
| 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 | $3,483,000 | 298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,067,000 | 5,078 |
| Mortgage-backed securities | $16,285,000 | 2,764 |
| Certificates of participation in pools of residential mortgages | $14,897,000 | 2,184 |
| Issued or guaranteed by U.S. | $14,439,000 | 2,223 |
| Privately issued | $458,000 | 83 |
| Collaterized mortgage obligations | $1,388,000 | 2,975 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $1,388,000 | 665 |
| 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) | $236,000 | 2,515 |
| Available-for-sale securities (fair market value) | $25,283,000 | 3,732 |
| Total debt securities | $22,036,000 | 4,341 |
| 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 | $24,746,000 | 4,043 |
| U.S. Government securities | $17,921,000 | 3,813 |
| U.S. Treasury securities | $1,052,000 | 788 |
| U.S. Government agency obligations | $16,869,000 | 3,855 |
| Securities issued by states & political subdivisions | $2,235,000 | 4,361 |
| Other domestic debt securities | $1,353,000 | 1,816 |
| Privately issued residential mortgage-backed securities | $851,000 | 841 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $502,000 | 1,692 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $3,237,000 | 319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,359,000 | 4,991 |
| Mortgage-backed securities | $14,679,000 | 2,842 |
| Certificates of participation in pools of residential mortgages | $14,285,000 | 2,167 |
| Issued or guaranteed by U.S. | $13,828,000 | 2,212 |
| Privately issued | $457,000 | 94 |
| Collaterized mortgage obligations | $394,000 | 3,436 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $394,000 | 947 |
| 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) | $270,000 | 2,508 |
| Available-for-sale securities (fair market value) | $24,476,000 | 3,731 |
| Total debt securities | $21,509,000 | 4,316 |
| 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 | $25,248,000 | 4,029 |
| U.S. Government securities | $18,360,000 | 3,853 |
| U.S. Treasury securities | $1,038,000 | 858 |
| U.S. Government agency obligations | $17,322,000 | 3,879 |
| Securities issued by states & political subdivisions | $2,044,000 | 4,430 |
| Other domestic debt securities | $1,427,000 | 1,730 |
| Privately issued residential mortgage-backed securities | $400,000 | 1,022 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $517,000 | 164 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $510,000 | 1,590 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $3,417,000 | 318 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,630,000 | 4,946 |
| Mortgage-backed securities | $13,679,000 | 2,901 |
| Certificates of participation in pools of residential mortgages | $13,279,000 | 2,220 |
| Issued or guaranteed by U.S. | $13,279,000 | 2,216 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $400,000 | 3,417 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $400,000 | 970 |
| 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) | $306,000 | 2,516 |
| Available-for-sale securities (fair market value) | $24,942,000 | 3,731 |
| Total debt securities | $21,831,000 | 4,336 |
| 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 | $20,966,000 | 4,434 |
| U.S. Government securities | $14,133,000 | 4,362 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $14,133,000 | 4,239 |
| Securities issued by states & political subdivisions | $2,025,000 | 4,415 |
| Other domestic debt securities | $1,444,000 | 1,781 |
| Privately issued residential mortgage-backed securities | $416,000 | 1,056 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $512,000 | 166 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $516,000 | 1,624 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $3,364,000 | 322 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,151,000 | 4,789 |
| Mortgage-backed securities | $11,828,000 | 3,023 |
| Certificates of participation in pools of residential mortgages | $11,412,000 | 2,375 |
| Issued or guaranteed by U.S. | $11,412,000 | 2,370 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $416,000 | 3,365 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $416,000 | 1,004 |
| 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) | $343,000 | 2,496 |
| Available-for-sale securities (fair market value) | $20,623,000 | 4,103 |
| Total debt securities | $17,602,000 | 4,780 |
| 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 | $19,350,000 | 4,477 |
| U.S. Government securities | $13,460,000 | 4,309 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $13,460,000 | 4,179 |
| Securities issued by states & political subdivisions | $1,503,000 | 4,633 |
| Other domestic debt securities | $955,000 | 2,178 |
| Privately issued residential mortgage-backed securities | $434,000 | 1,102 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $521,000 | 1,627 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $3,432,000 | 320 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,574,000 | 4,651 |
| Mortgage-backed securities | $11,097,000 | 3,031 |
| Certificates of participation in pools of residential mortgages | $10,663,000 | 2,372 |
| Issued or guaranteed by U.S. | $10,663,000 | 2,367 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $434,000 | 3,340 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $434,000 | 1,046 |
| 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) | $391,000 | 2,491 |
| Available-for-sale securities (fair market value) | $18,959,000 | 4,140 |
| Total debt securities | $15,918,000 | 4,875 |
| 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 | $18,939,000 | 4,482 |
| U.S. Government securities | $14,359,000 | 4,132 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $14,359,000 | 4,018 |
| Securities issued by states & political subdivisions | $120,000 | 5,672 |
| Other domestic debt securities | $987,000 | 2,227 |
| Privately issued residential mortgage-backed securities | $460,000 | 1,165 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $527,000 | 1,642 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $3,473,000 | 339 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,074,000 | 4,537 |
| Mortgage-backed securities | $8,412,000 | 3,369 |
| Certificates of participation in pools of residential mortgages | $7,952,000 | 2,726 |
| Issued or guaranteed by U.S. | $7,952,000 | 2,719 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $460,000 | 3,318 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $460,000 | 1,110 |
| 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) | $470,000 | 2,498 |
| Available-for-sale securities (fair market value) | $18,469,000 | 4,140 |
| Total debt securities | $15,466,000 | 4,881 |
| 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 | $21,374,000 | 4,238 |
| U.S. Government securities | $17,282,000 | 3,792 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $17,282,000 | 3,697 |
| Securities issued by states & political subdivisions | $120,000 | 5,651 |
| Other domestic debt securities | $996,000 | 2,192 |
| Privately issued residential mortgage-backed securities | $471,000 | 1,206 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $525,000 | 1,606 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $2,976,000 | 386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,794,000 | 4,369 |
| Mortgage-backed securities | $9,269,000 | 3,251 |
| Certificates of participation in pools of residential mortgages | $8,798,000 | 2,613 |
| Issued or guaranteed by U.S. | $8,798,000 | 2,606 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $471,000 | 3,224 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $471,000 | 1,153 |
| 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) | $635,000 | 2,451 |
| Available-for-sale securities (fair market value) | $20,739,000 | 3,905 |
| Total debt securities | $18,398,000 | 4,550 |
| 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 | $17,070,000 | 4,778 |
| U.S. Government securities | $12,677,000 | 4,502 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $12,677,000 | 4,388 |
| Securities issued by states & political subdivisions | $120,000 | 5,679 |
| Other domestic debt securities | $1,007,000 | 2,226 |
| Privately issued residential mortgage-backed securities | $474,000 | 1,246 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $533,000 | 1,612 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $3,266,000 | 361 |
| 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 | $8,680,000 | 3,402 |
| Certificates of participation in pools of residential mortgages | $8,206,000 | 2,784 |
| Issued or guaranteed by U.S. | $8,206,000 | 2,778 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $474,000 | 3,210 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $474,000 | 1,193 |
| 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) | $726,000 | 2,445 |
| Available-for-sale securities (fair market value) | $16,344,000 | 4,436 |
| Total debt securities | $13,804,000 | 5,148 |
| 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 | $15,498,000 | 4,943 |
| U.S. Government securities | $11,378,000 | 4,722 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $11,378,000 | 4,619 |
| Securities issued by states & political subdivisions | $120,000 | 5,713 |
| Other domestic debt securities | $1,018,000 | 2,275 |
| Privately issued residential mortgage-backed securities | $484,000 | 1,277 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $534,000 | 1,649 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $2,982,000 | 407 |
| 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 | $9,367,000 | 3,351 |
| Certificates of participation in pools of residential mortgages | $8,883,000 | 2,747 |
| Issued or guaranteed by U.S. | $8,883,000 | 2,740 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $484,000 | 3,212 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $484,000 | 1,220 |
| 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) | $847,000 | 2,446 |
| Available-for-sale securities (fair market value) | $14,651,000 | 4,634 |
| Total debt securities | $12,516,000 | 5,319 |
| 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 | $18,705,000 | 4,580 |
| U.S. Government securities | $14,379,000 | 4,229 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $14,379,000 | 4,146 |
| Securities issued by states & political subdivisions | $826,000 | 5,043 |
| Other domestic debt securities | $534,000 | 2,705 |
| 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 | $534,000 | 1,745 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $2,966,000 | 450 |
| 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 | $11,819,000 | 3,083 |
| Certificates of participation in pools of residential mortgages | $11,819,000 | 2,428 |
| Issued or guaranteed by U.S. | $11,819,000 | 2,418 |
| 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) | $1,024,000 | 2,440 |
| Available-for-sale securities (fair market value) | $17,681,000 | 4,294 |
| Total debt securities | $15,739,000 | 4,922 |
| 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 | $21,825,000 | 4,224 |
| U.S. Government securities | $17,480,000 | 3,770 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $17,480,000 | 3,687 |
| Securities issued by states & political subdivisions | $826,000 | 5,056 |
| Other domestic debt securities | $972,000 | 2,474 |
| 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 | $972,000 | 1,567 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $2,547,000 | 527 |
| 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 | $14,915,000 | 2,776 |
| Certificates of participation in pools of residential mortgages | $14,915,000 | 2,175 |
| Issued or guaranteed by U.S. | $14,915,000 | 2,164 |
| 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) | $1,149,000 | 2,426 |
| Available-for-sale securities (fair market value) | $20,676,000 | 3,916 |
| Total debt securities | $19,278,000 | 4,468 |
| 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 | $21,288,000 | 4,282 |
| U.S. Government securities | $18,225,000 | 3,741 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $18,225,000 | 3,662 |
| Securities issued by states & political subdivisions | $180,000 | 5,674 |
| Other domestic debt securities | $918,000 | 2,425 |
| 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 | $918,000 | 1,629 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $1,965,000 | 601 |
| 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 | $15,576,000 | 2,765 |
| Certificates of participation in pools of residential mortgages | $15,576,000 | 2,151 |
| Issued or guaranteed by U.S. | $15,576,000 | 2,139 |
| 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) | $1,300,000 | 2,398 |
| Available-for-sale securities (fair market value) | $19,988,000 | 3,993 |
| Total debt securities | $19,323,000 | 4,475 |
| 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 | $23,825,000 | 4,013 |
| U.S. Government securities | $20,217,000 | 3,543 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $20,217,000 | 3,472 |
| Securities issued by states & political subdivisions | $180,000 | 5,640 |
| Other domestic debt securities | $960,000 | 2,337 |
| 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 | $960,000 | 1,566 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $2,468,000 | 496 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,541 |
| Mortgage-backed securities | $16,674,000 | 2,608 |
| Certificates of participation in pools of residential mortgages | $16,674,000 | 1,999 |
| Issued or guaranteed by U.S. | $16,674,000 | 1,985 |
| 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) | $1,684,000 | 2,280 |
| Available-for-sale securities (fair market value) | $22,141,000 | 3,747 |
| Total debt securities | $21,357,000 | 4,251 |
| 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 | $23,922,000 | 3,916 |
| U.S. Government securities | $19,775,000 | 3,534 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $19,775,000 | 3,465 |
| Securities issued by states & political subdivisions | $240,000 | 5,559 |
| Other domestic debt securities | $818,000 | 2,379 |
| 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 | $818,000 | 1,620 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $3,089,000 | 458 |
| 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 | $17,285,000 | 2,455 |
| Certificates of participation in pools of residential mortgages | $17,285,000 | 1,870 |
| Issued or guaranteed by U.S. | $17,285,000 | 1,859 |
| 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) | $2,000,000 | 2,199 |
| Available-for-sale securities (fair market value) | $21,922,000 | 3,687 |
| Total debt securities | $20,833,000 | 4,253 |
| 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 | $18,323,000 | 4,664 |
| U.S. Government securities | $13,458,000 | 4,479 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $13,458,000 | 4,405 |
| Securities issued by states & political subdivisions | $240,000 | 5,618 |
| Other domestic debt securities | $932,000 | 2,330 |
| 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 | $932,000 | 1,624 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $3,693,000 | 572 |
| 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 | $10,465,000 | 3,189 |
| Certificates of participation in pools of residential mortgages | $10,465,000 | 2,584 |
| Issued or guaranteed by U.S. | $10,465,000 | 2,567 |
| 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) | $2,123,000 | 2,171 |
| Available-for-sale securities (fair market value) | $16,200,000 | 4,450 |
| Total debt securities | $14,630,000 | 5,118 |
| 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 | $19,913,000 | 4,441 |
| U.S. Government securities | $14,935,000 | 4,243 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $14,935,000 | 4,167 |
| Securities issued by states & political subdivisions | $240,000 | 5,624 |
| Other domestic debt securities | $907,000 | 2,272 |
| 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 | $907,000 | 1,590 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $3,831,000 | 614 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,633 |
| Mortgage-backed securities | $10,895,000 | 3,066 |
| Certificates of participation in pools of residential mortgages | $10,895,000 | 2,431 |
| Issued or guaranteed by U.S. | $10,895,000 | 2,417 |
| 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) | $2,766,000 | 2,059 |
| Available-for-sale securities (fair market value) | $17,147,000 | 4,313 |
| Total debt securities | $16,082,000 | 4,899 |
| 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 | $20,858,000 | 4,351 |
| U.S. Government securities | $15,640,000 | 4,187 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $15,640,000 | 4,096 |
| Securities issued by states & political subdivisions | $240,000 | 5,645 |
| Other domestic debt securities | $976,000 | 2,048 |
| 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 | $976,000 | 1,436 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $4,002,000 | 548 |
| 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 | $9,010,000 | 3,051 |
| Certificates of participation in pools of residential mortgages | $9,010,000 | 2,416 |
| Issued or guaranteed by U.S. | $9,010,000 | 2,402 |
| 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) | $5,332,000 | 1,658 |
| Available-for-sale securities (fair market value) | $15,526,000 | 4,535 |
| Total debt securities | $16,856,000 | 4,845 |
| 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 | $23,899,000 | 4,012 |
| U.S. Government securities | $18,021,000 | 3,910 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $18,021,000 | 3,828 |
| Securities issued by states & political subdivisions | $300,000 | 5,589 |
| Other domestic debt securities | $971,000 | 2,014 |
| 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 | $971,000 | 1,419 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $4,607,000 | 493 |
| 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 | $8,782,000 | 2,928 |
| Certificates of participation in pools of residential mortgages | $8,782,000 | 2,291 |
| Issued or guaranteed by U.S. | $8,782,000 | 2,280 |
| 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) | $7,057,000 | 1,508 |
| Available-for-sale securities (fair market value) | $16,842,000 | 4,352 |
| Total debt securities | $19,292,000 | 4,531 |
| 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 | $23,827,000 | 3,999 |
| U.S. Government securities | $18,228,000 | 3,893 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $18,228,000 | 3,799 |
| Securities issued by states & political subdivisions | $300,000 | 5,621 |
| Other domestic debt securities | $977,000 | 1,959 |
| 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 | $977,000 | 1,388 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $4,322,000 | 517 |
| 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 | $9,038,000 | 2,829 |
| Certificates of participation in pools of residential mortgages | $9,038,000 | 2,205 |
| Issued or guaranteed by U.S. | $9,038,000 | 2,195 |
| 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) | $7,405,000 | 1,478 |
| Available-for-sale securities (fair market value) | $16,422,000 | 4,403 |
| Total debt securities | $19,505,000 | 4,505 |
| 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 | $24,229,000 | 3,971 |
| U.S. Government securities | $18,079,000 | 3,934 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $18,079,000 | 3,837 |
| Securities issued by states & political subdivisions | $300,000 | 5,673 |
| Other domestic debt securities | $994,000 | 1,950 |
| 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 | $994,000 | 1,397 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $4,856,000 | 484 |
| 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 | $9,612,000 | 2,702 |
| Certificates of participation in pools of residential mortgages | $9,612,000 | 2,116 |
| Issued or guaranteed by U.S. | $9,612,000 | 2,108 |
| 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) | $7,545,000 | 1,482 |
| Available-for-sale securities (fair market value) | $16,684,000 | 4,389 |
| Total debt securities | $19,373,000 | 4,529 |
| 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 | $23,928,000 | 4,045 |
| U.S. Government securities | $17,017,000 | 4,152 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $17,017,000 | 4,047 |
| Securities issued by states & political subdivisions | $300,000 | 5,713 |
| Other domestic debt securities | $1,990,000 | 1,526 |
| 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 | $1,990,000 | 1,060 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $4,621,000 | 503 |
| 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 | $10,062,000 | 2,641 |
| Certificates of participation in pools of residential mortgages | $10,062,000 | 2,073 |
| Issued or guaranteed by U.S. | $10,062,000 | 2,062 |
| 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) | $7,677,000 | 1,512 |
| Available-for-sale securities (fair market value) | $16,251,000 | 4,502 |
| Total debt securities | $19,307,000 | 4,604 |
| 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 | $25,204,000 | 3,952 |
| U.S. Government securities | $17,518,000 | 4,124 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $17,518,000 | 4,008 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $2,482,000 | 1,405 |
| 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 | $2,482,000 | 948 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $5,204,000 | 455 |
| 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 | $10,566,000 | 2,570 |
| Certificates of participation in pools of residential mortgages | $10,566,000 | 2,026 |
| Issued or guaranteed by U.S. | $10,566,000 | 2,012 |
| 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) | $8,334,000 | 1,496 |
| Available-for-sale securities (fair market value) | $16,870,000 | 4,423 |
| Total debt securities | $20,000,000 | 4,523 |
| 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 | $26,827,000 | 3,765 |
| U.S. Government securities | $17,940,000 | 4,061 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $17,940,000 | 3,934 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $3,958,000 | 1,143 |
| 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 | $3,958,000 | 750 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $4,929,000 | 471 |
| 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 | $11,021,000 | 2,506 |
| Certificates of participation in pools of residential mortgages | $11,021,000 | 1,982 |
| Issued or guaranteed by U.S. | $11,021,000 | 1,972 |
| 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) | $10,001,000 | 1,365 |
| Available-for-sale securities (fair market value) | $16,826,000 | 4,392 |
| Total debt securities | $21,895,000 | 4,250 |
| 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 | $30,127,000 | 3,544 |
| U.S. Government securities | $20,292,000 | 3,781 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $20,292,000 | 3,662 |
| Securities issued by states & political subdivisions | $400,000 | 5,687 |
| Other domestic debt securities | $3,945,000 | 1,181 |
| 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 | $3,945,000 | 791 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $5,490,000 | 433 |
| 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 | $11,894,000 | 2,449 |
| Certificates of participation in pools of residential mortgages | $11,894,000 | 1,930 |
| Issued or guaranteed by U.S. | $11,894,000 | 1,919 |
| 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) | $10,419,000 | 1,358 |
| Available-for-sale securities (fair market value) | $19,708,000 | 4,040 |
| Total debt securities | $24,637,000 | 4,011 |
| 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 | $31,754,000 | 3,408 |
| U.S. Government securities | $21,990,000 | 3,530 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $21,990,000 | 3,404 |
| Securities issued by states & political subdivisions | $400,000 | 5,709 |
| Other domestic debt securities | $4,090,000 | 1,171 |
| 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 | $4,090,000 | 797 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $5,274,000 | 463 |
| 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 | $12,599,000 | 2,400 |
| Certificates of participation in pools of residential mortgages | $12,599,000 | 1,880 |
| Issued or guaranteed by U.S. | $12,599,000 | 1,868 |
| 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) | $10,773,000 | 1,372 |
| Available-for-sale securities (fair market value) | $20,981,000 | 3,881 |
| Total debt securities | $26,480,000 | 3,831 |
| 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 | $34,044,000 | 3,196 |
| U.S. Government securities | $23,785,000 | 3,319 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $23,785,000 | 3,196 |
| Securities issued by states & political subdivisions | $900,000 | 5,193 |
| Other domestic debt securities | $4,159,000 | 1,174 |
| 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 | $4,159,000 | 812 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $5,200,000 | 469 |
| 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 | $13,385,000 | 2,323 |
| Certificates of participation in pools of residential mortgages | $13,385,000 | 1,826 |
| Issued or guaranteed by U.S. | $13,385,000 | 1,812 |
| 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) | $11,904,000 | 1,307 |
| Available-for-sale securities (fair market value) | $22,140,000 | 3,744 |
| Total debt securities | $28,844,000 | 3,579 |
| 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 | $34,163,000 | 3,247 |
| U.S. Government securities | $24,861,000 | 3,249 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $24,861,000 | 3,132 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $4,555,000 | 1,150 |
| 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 | $4,555,000 | 805 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $4,747,000 | 535 |
| 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 | $14,420,000 | 2,280 |
| Certificates of participation in pools of residential mortgages | $14,420,000 | 1,793 |
| Issued or guaranteed by U.S. | $14,420,000 | 1,778 |
| 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) | $11,667,000 | 1,326 |
| Available-for-sale securities (fair market value) | $22,496,000 | 3,745 |
| Total debt securities | $29,416,000 | 3,590 |
| 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 | $33,791,000 | 3,315 |
| U.S. Government securities | $23,413,000 | 3,470 |
| U.S. Treasury securities | $502,000 | 1,544 |
| U.S. Government agency obligations | $22,911,000 | 3,396 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $5,559,000 | 1,071 |
| 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 | $5,559,000 | 755 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $4,819,000 | 542 |
| 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 | $13,474,000 | 2,460 |
| Certificates of participation in pools of residential mortgages | $13,474,000 | 1,937 |
| Issued or guaranteed by U.S. | $13,474,000 | 1,927 |
| 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) | $11,425,000 | 1,368 |
| Available-for-sale securities (fair market value) | $22,366,000 | 3,828 |
| Total debt securities | $28,972,000 | 3,661 |
| 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 | $34,202,000 | 3,295 |
| U.S. Government securities | $23,271,000 | 3,469 |
| U.S. Treasury securities | $507,000 | 1,564 |
| U.S. Government agency obligations | $22,764,000 | 3,408 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| 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 | $0 | 2,966 |
| Foreign debt securities | $6,155,000 | 39 |
| Equity securities | $4,776,000 | 572 |
| 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 | $13,741,000 | 2,455 |
| Certificates of participation in pools of residential mortgages | $13,741,000 | 1,927 |
| Issued or guaranteed by U.S. | $13,741,000 | 1,919 |
| 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) | $11,066,000 | 1,413 |
| Available-for-sale securities (fair market value) | $23,136,000 | 3,760 |
| Total debt securities | $29,426,000 | 3,622 |
| 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 | $29,001,000 | 3,717 |
| U.S. Government securities | $18,101,000 | 4,077 |
| U.S. Treasury securities | $514,000 | 1,545 |
| U.S. Government agency obligations | $17,587,000 | 4,013 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $6,207,000 | 1,039 |
| 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 | $6,207,000 | 756 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $4,693,000 | 594 |
| 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 | $10,989,000 | 2,798 |
| Certificates of participation in pools of residential mortgages | $10,989,000 | 2,228 |
| Issued or guaranteed by U.S. | $10,989,000 | 2,218 |
| 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) | $8,993,000 | 1,569 |
| Available-for-sale securities (fair market value) | $20,008,000 | 4,082 |
| Total debt securities | $24,308,000 | 4,115 |
| 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 | $28,825,000 | 3,764 |
| U.S. Government securities | $15,367,000 | 4,631 |
| U.S. Treasury securities | $519,000 | 1,633 |
| U.S. Government agency obligations | $14,848,000 | 4,564 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $7,244,000 | 970 |
| 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 | $7,244,000 | 697 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $6,214,000 | 514 |
| 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 | $9,874,000 | 3,014 |
| Certificates of participation in pools of residential mortgages | $9,874,000 | 2,430 |
| Issued or guaranteed by U.S. | $9,874,000 | 2,421 |
| 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) | $5,959,000 | 1,931 |
| Available-for-sale securities (fair market value) | $22,866,000 | 3,829 |
| Total debt securities | $22,611,000 | 4,375 |
| 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 | $25,499,000 | 4,104 |
| U.S. Government securities | $13,806,000 | 4,870 |
| U.S. Treasury securities | $2,035,000 | 1,032 |
| U.S. Government agency obligations | $11,771,000 | 5,158 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $6,968,000 | 1,065 |
| 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 | $6,968,000 | 785 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $4,725,000 | 668 |
| 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 | $9,242,000 | 3,146 |
| Certificates of participation in pools of residential mortgages | $9,242,000 | 2,521 |
| Issued or guaranteed by U.S. | $9,242,000 | 2,514 |
| 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) | $6,346,000 | 1,856 |
| Available-for-sale securities (fair market value) | $19,153,000 | 4,284 |
| Total debt securities | $20,774,000 | 4,588 |
| 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 | $28,666,000 | 3,845 |
| U.S. Government securities | $17,572,000 | 4,249 |
| U.S. Treasury securities | $2,036,000 | 1,093 |
| U.S. Government agency obligations | $15,536,000 | 4,440 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $5,896,000 | 1,162 |
| 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 | $5,896,000 | 935 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $5,198,000 | 613 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $8,502,000 | 3,262 |
| Certificates of participation in pools of residential mortgages | $8,502,000 | 2,665 |
| Issued or guaranteed by U.S. | $8,502,000 | 2,653 |
| 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) | $7,542,000 | 1,726 |
| Available-for-sale securities (fair market value) | $21,124,000 | 4,053 |
| Total debt securities | $23,468,000 | 4,311 |
| 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 | $28,174,000 | 3,791 |
| U.S. Government securities | $17,545,000 | 4,142 |
| U.S. Treasury securities | $2,057,000 | 1,093 |
| U.S. Government agency obligations | $15,488,000 | 4,308 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $5,662,000 | 1,251 |
| 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 | $5,662,000 | 1,015 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $4,967,000 | 693 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $7,945,000 | 3,359 |
| Certificates of participation in pools of residential mortgages | $7,945,000 | 2,743 |
| Issued or guaranteed by U.S. | $7,945,000 | 2,729 |
| 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) | $9,112,000 | 1,543 |
| Available-for-sale securities (fair market value) | $19,062,000 | 4,250 |
| Total debt securities | $23,207,000 | 4,266 |
| 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 | $26,298,000 | 3,910 |
| U.S. Government securities | $16,477,000 | 4,215 |
| U.S. Treasury securities | $1,067,000 | 1,428 |
| U.S. Government agency obligations | $15,410,000 | 4,247 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $4,864,000 | 1,421 |
| 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 | $4,864,000 | 1,159 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $4,957,000 | 709 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $7,340,000 | 3,532 |
| Certificates of participation in pools of residential mortgages | $7,340,000 | 2,860 |
| Issued or guaranteed by U.S. | $7,340,000 | 2,849 |
| 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) | $10,089,000 | 1,442 |
| Available-for-sale securities (fair market value) | $16,209,000 | 4,591 |
| Total debt securities | $21,341,000 | 4,412 |
| 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 | $30,888,000 | 3,451 |
| U.S. Government securities | $17,560,000 | 4,043 |
| U.S. Treasury securities | $1,575,000 | 1,287 |
| U.S. Government agency obligations | $15,985,000 | 4,178 |
| Securities issued by states & political subdivisions | $100,000 | 6,587 |
| Other domestic debt securities | $8,492,000 | 1,029 |
| 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 | $8,492,000 | 801 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $4,736,000 | 726 |
| 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 | $8,170,000 | 3,387 |
| Certificates of participation in pools of residential mortgages | $8,170,000 | 2,667 |
| Issued or guaranteed by U.S. | $8,170,000 | 2,652 |
| 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) | $10,841,000 | 1,398 |
| Available-for-sale securities (fair market value) | $20,047,000 | 4,033 |
| Total debt securities | $26,152,000 | 3,804 |
| 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 | $28,192,000 | 3,677 |
| U.S. Government securities | $11,636,000 | 5,202 |
| U.S. Treasury securities | $2,088,000 | 1,192 |
| U.S. Government agency obligations | $9,548,000 | 5,510 |
| Securities issued by states & political subdivisions | $100,000 | 6,611 |
| Other domestic debt securities | $8,417,000 | 1,025 |
| 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 | $8,417,000 | 810 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $8,039,000 | 513 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $7,784,000 | 3,424 |
| Certificates of participation in pools of residential mortgages | $7,784,000 | 2,694 |
| Issued or guaranteed by U.S. | $7,784,000 | 2,685 |
| 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) | $8,280,000 | 1,660 |
| Available-for-sale securities (fair market value) | $19,912,000 | 4,027 |
| Total debt securities | $20,153,000 | 4,534 |
| 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 | $28,562,000 | 3,481 |
| U.S. Government securities | $6,176,000 | 6,761 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $6,176,000 | 6,524 |
| Securities issued by states & political subdivisions | $155,000 | 6,634 |
| Other domestic debt securities | $5,768,000 | 1,303 |
| 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 | $5,768,000 | 1,040 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $16,463,000 | 262 |
| 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 | $4,913,000 | 4,009 |
| Certificates of participation in pools of residential mortgages | $4,913,000 | 3,166 |
| Issued or guaranteed by U.S. | $4,913,000 | 3,152 |
| 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) | $4,276,000 | 2,437 |
| Available-for-sale securities (fair market value) | $24,286,000 | 3,343 |
| Total debt securities | $11,967,000 | 5,931 |
| 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 | $27,921,000 | 3,621 |
| U.S. Government securities | $6,580,000 | 7,086 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $6,580,000 | 6,722 |
| Securities issued by states & political subdivisions | $211,000 | 6,678 |
| Other domestic debt securities | $6,000,000 | 1,090 |
| Privately issued residential mortgage-backed securities | $250,000 | 1,060 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,750,000 | 926 |
| Foreign debt securities | NA | NA |
| Equity securities | $15,130,000 | 360 |
| 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 | $2,912,000 | 4,241 |
| Certificates of participation in pools of residential mortgages | $2,912,000 | 3,418 |
| Issued or guaranteed by U.S. | $2,662,000 | 3,525 |
| Privately issued | $250,000 | 221 |
| 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) | $4,486,000 | 2,903 |
| Available-for-sale securities (fair market value) | $23,435,000 | 3,351 |
| Total debt securities | $12,791,000 | 5,923 |
| 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 | $24,250,000 | 4,228 |
| U.S. Government securities | $6,878,000 | 7,222 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $6,878,000 | 6,696 |
| Securities issued by states & political subdivisions | $276,000 | 6,814 |
| Other domestic debt securities | $5,821,000 | 1,107 |
| Privately issued residential mortgage-backed securities | $238,000 | 1,096 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,583,000 | 913 |
| Foreign debt securities | NA | NA |
| Equity securities | $11,275,000 | 456 |
| 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 | $3,300,000 | 4,334 |
| Certificates of participation in pools of residential mortgages | $3,300,000 | 3,451 |
| Issued or guaranteed by U.S. | $3,062,000 | 3,549 |
| Privately issued | $238,000 | 214 |
| 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) | $5,138,000 | 3,032 |
| Available-for-sale securities (fair market value) | $19,112,000 | 4,024 |
| Total debt securities | $12,975,000 | 6,182 |
| 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 | $25,390,000 | 4,125 |
| U.S. Government securities | $6,573,000 | 7,315 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $6,573,000 | 6,476 |
| Securities issued by states & political subdivisions | $276,000 | 7,037 |
| Other domestic debt securities | $4,612,000 | 1,164 |
| 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 | $4,612,000 | 938 |
| Foreign debt securities | NA | NA |
| Equity securities | $13,929,000 | 396 |
| 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 | $3,237,000 | 4,610 |
| Certificates of participation in pools of residential mortgages | $3,237,000 | 3,695 |
| Issued or guaranteed by U.S. | $3,237,000 | 3,676 |
| 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) | $5,590,000 | 3,235 |
| Available-for-sale securities (fair market value) | $19,800,000 | 3,833 |
| Total debt securities | $11,461,000 | 6,543 |
| 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 | $17,411,000 | 5,433 |
| U.S. Government securities | $6,495,000 | 7,882 |
| U.S. Treasury securities | $250,000 | 7,625 |
| U.S. Government agency obligations | $6,245,000 | 6,701 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $950,000 | 1,895 |
| 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 | $950,000 | 1,520 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,966,000 | 438 |
| 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 | $2,422,000 | 5,112 |
| Certificates of participation in pools of residential mortgages | $2,422,000 | 4,091 |
| Issued or guaranteed by U.S. | $2,422,000 | 4,075 |
| 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) | $6,483,000 | 3,653 |
| Available-for-sale securities (fair market value) | $10,928,000 | 5,472 |
| Total debt securities | $7,445,000 | 8,156 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,328 |
| Fair value | $293,000 | 2,405 |
| 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 | $16,365,000 | 6,072 |
| U.S. Government securities | $6,295,000 | 8,530 |
| U.S. Treasury securities | $248,000 | 8,518 |
| U.S. Government agency obligations | $6,047,000 | 7,098 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $2,051,000 | 1,476 |
| 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 | $2,051,000 | 1,083 |
| Foreign debt securities | NA | NA |
| Equity securities | $8,019,000 | 498 |
| 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 | $2,535,000 | 5,503 |
| Certificates of participation in pools of residential mortgages | $2,535,000 | 4,373 |
| Issued or guaranteed by U.S. | $2,535,000 | 4,352 |
| 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) | $7,312,000 | 3,873 |
| Available-for-sale securities (fair market value) | $9,053,000 | 6,279 |
| Total debt securities | $8,343,000 | 8,383 |
| Structured notes | ||
| Amortized cost | $300,000 | 3,044 |
| Fair value | $285,000 | 3,153 |
| 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 | $16,853,000 | 6,238 |
| U.S. Government securities | $4,889,000 | 9,626 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $4,889,000 | 7,774 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $3,103,000 | 1,405 |
| 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 | $3,103,000 | 1,058 |
| Foreign debt securities | NA | NA |
| Equity securities | $8,861,000 | 450 |
| 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 | $2,438,000 | 5,899 |
| Certificates of participation in pools of residential mortgages | $2,438,000 | 4,558 |
| Issued or guaranteed by U.S. | $2,438,000 | 4,532 |
| 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) | $7,385,000 | 4,079 |
| Available-for-sale securities (fair market value) | $9,468,000 | 6,302 |
| Total debt securities | $7,983,000 | 8,886 |
| Structured notes | ||
| Amortized cost | $550,000 | 3,352 |
| Fair value | $535,000 | 3,367 |
| 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 | $11,692,000 | 8,161 |
| U.S. Government securities | $3,710,000 | 10,849 |
| U.S. Treasury securities | $1,244,000 | 9,265 |
| U.S. Government agency obligations | $2,466,000 | 9,539 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $2,958,000 | 1,620 |
| 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 | $2,958,000 | 1,268 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,024,000 | 645 |
| 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 | $816,000 | 8,025 |
| Certificates of participation in pools of residential mortgages | $816,000 | 6,739 |
| Issued or guaranteed by U.S. | $816,000 | 6,715 |
| 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) | $5,424,000 | 7,761 |
| Available-for-sale securities (fair market value) | $6,268,000 | 6,232 |
| Total debt securities | $6,672,000 | 9,969 |
| 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 | $10,095,000 | 9,046 |
| U.S. Government securities | $868,000 | 12,740 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $868,000 | 11,341 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $3,799,000 | 1,651 |
| 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 | $3,799,000 | 1,259 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,428,000 | 673 |
| 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 | $168,000 | 10,054 |
| Certificates of participation in pools of residential mortgages | $168,000 | 9,143 |
| Issued or guaranteed by U.S. | $168,000 | 9,091 |
| 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 | $4,667,000 | 11,302 |
| 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 | $14,707,000 | 7,446 |
| U.S. Government securities | $2,909,000 | 12,158 |
| U.S. Treasury securities | $202,000 | 11,872 |
| U.S. Government agency obligations | $2,707,000 | 9,814 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $5,827,000 | 1,518 |
| 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 | $5,827,000 | 1,071 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,971,000 | 528 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,910 |
| Mortgage-backed securities | $260,000 | 10,322 |
| Certificates of participation in pools of residential mortgages | $260,000 | 9,270 |
| Issued or guaranteed by U.S. | $260,000 | 9,199 |
| 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 | $8,736,000 | 9,559 |
| 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 |