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Buffalo Savings Bank, Securities
| 2014-06-30 | Rank | |
| Total securities | $11,230,000 | 5,251 |
| U.S. Government securities | $4,451,000 | 5,473 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $4,451,000 | 5,361 |
| Securities issued by states & political subdivisions | $6,779,000 | 3,407 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,698 |
| Mortgage-backed securities | $3,996,000 | 4,093 |
| Certificates of participation in pools of residential mortgages | $0 | 5,353 |
| Issued or guaranteed by U.S. | $0 | 5,347 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,996,000 | 2,025 |
| CMOs issued by government agencies or sponsored agencies | $3,996,000 | 1,945 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $11,230,000 | 4,850 |
| Total debt securities | $11,230,000 | 5,227 |
| 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 | $11,597,000 | 5,263 |
| U.S. Government securities | $4,613,000 | 5,481 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $4,613,000 | 5,384 |
| Securities issued by states & political subdivisions | $6,984,000 | 3,388 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,749 |
| Mortgage-backed securities | $4,160,000 | 4,092 |
| Certificates of participation in pools of residential mortgages | $0 | 5,421 |
| Issued or guaranteed by U.S. | $0 | 5,413 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $4,160,000 | 1,984 |
| CMOs issued by government agencies or sponsored agencies | $4,160,000 | 1,903 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $11,597,000 | 4,860 |
| Total debt securities | $11,597,000 | 5,236 |
| 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 | $11,547,000 | 5,287 |
| U.S. Government securities | $4,751,000 | 5,484 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $4,751,000 | 5,385 |
| Securities issued by states & political subdivisions | $6,796,000 | 3,421 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,833 |
| Mortgage-backed securities | $4,300,000 | 4,081 |
| Certificates of participation in pools of residential mortgages | $0 | 5,462 |
| Issued or guaranteed by U.S. | $0 | 5,453 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $4,300,000 | 1,972 |
| CMOs issued by government agencies or sponsored agencies | $4,300,000 | 1,886 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $11,547,000 | 4,888 |
| Total debt securities | $11,547,000 | 5,257 |
| 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 | $11,008,000 | 5,389 |
| U.S. Government securities | $4,265,000 | 5,626 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $4,265,000 | 5,526 |
| Securities issued by states & political subdivisions | $6,743,000 | 3,436 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $3,813,000 | 4,238 |
| Certificates of participation in pools of residential mortgages | $0 | 5,517 |
| Issued or guaranteed by U.S. | $0 | 5,508 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $3,813,000 | 2,079 |
| CMOs issued by government agencies or sponsored agencies | $3,813,000 | 1,999 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $11,008,000 | 5,001 |
| Total debt securities | $11,008,000 | 5,359 |
| 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 | $11,433,000 | 5,353 |
| U.S. Government securities | $4,513,000 | 5,582 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $4,513,000 | 5,473 |
| Securities issued by states & political subdivisions | $6,920,000 | 3,405 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $4,067,000 | 4,203 |
| Certificates of participation in pools of residential mortgages | $0 | 5,540 |
| Issued or guaranteed by U.S. | $0 | 5,530 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $4,067,000 | 2,071 |
| CMOs issued by government agencies or sponsored agencies | $4,067,000 | 1,985 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $55,000 | 2,441 |
| Available-for-sale securities (fair market value) | $11,378,000 | 4,972 |
| Total debt securities | $11,433,000 | 5,322 |
| 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 | $11,158,000 | 5,423 |
| U.S. Government securities | $4,930,000 | 5,549 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $4,930,000 | 5,436 |
| Securities issued by states & political subdivisions | $6,228,000 | 3,526 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $4,470,000 | 4,177 |
| Certificates of participation in pools of residential mortgages | $0 | 5,582 |
| Issued or guaranteed by U.S. | $0 | 5,574 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $4,470,000 | 2,058 |
| CMOs issued by government agencies or sponsored agencies | $4,470,000 | 1,974 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $70,000 | 2,426 |
| Available-for-sale securities (fair market value) | $11,088,000 | 5,067 |
| Total debt securities | $11,158,000 | 5,391 |
| 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 | $8,831,000 | 5,682 |
| U.S. Government securities | $3,466,000 | 5,859 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $3,466,000 | 5,755 |
| Securities issued by states & political subdivisions | $5,365,000 | 3,679 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $2,765,000 | 4,570 |
| Certificates of participation in pools of residential mortgages | $0 | 5,614 |
| Issued or guaranteed by U.S. | $0 | 5,608 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $2,765,000 | 2,457 |
| CMOs issued by government agencies or sponsored agencies | $2,765,000 | 2,357 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $70,000 | 2,459 |
| Available-for-sale securities (fair market value) | $8,761,000 | 5,323 |
| Total debt securities | $8,831,000 | 5,648 |
| 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 | $10,413,000 | 5,586 |
| U.S. Government securities | $4,370,000 | 5,800 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $4,370,000 | 5,702 |
| Securities issued by states & political subdivisions | $6,043,000 | 3,509 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $3,036,000 | 4,622 |
| Certificates of participation in pools of residential mortgages | $0 | 5,717 |
| Issued or guaranteed by U.S. | $0 | 5,706 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $3,036,000 | 2,486 |
| CMOs issued by government agencies or sponsored agencies | $3,036,000 | 2,377 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $85,000 | 2,502 |
| Available-for-sale securities (fair market value) | $10,328,000 | 5,209 |
| Total debt securities | $10,413,000 | 5,553 |
| 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 | $11,159,000 | 5,554 |
| U.S. Government securities | $4,625,000 | 5,845 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $4,625,000 | 5,752 |
| Securities issued by states & political subdivisions | $6,534,000 | 3,357 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $3,291,000 | 4,615 |
| Certificates of participation in pools of residential mortgages | $0 | 5,754 |
| Issued or guaranteed by U.S. | $0 | 5,744 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,291,000 | 2,444 |
| CMOs issued by government agencies or sponsored agencies | $3,291,000 | 2,330 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $85,000 | 2,532 |
| Available-for-sale securities (fair market value) | $11,074,000 | 5,171 |
| Total debt securities | $11,159,000 | 5,524 |
| 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 | $10,797,000 | 5,637 |
| U.S. Government securities | $5,303,000 | 5,795 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $5,303,000 | 5,682 |
| Securities issued by states & political subdivisions | $5,494,000 | 3,502 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $3,570,000 | 4,576 |
| Certificates of participation in pools of residential mortgages | $0 | 5,796 |
| Issued or guaranteed by U.S. | $0 | 5,788 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,570,000 | 2,397 |
| CMOs issued by government agencies or sponsored agencies | $3,570,000 | 2,283 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $100,000 | 2,556 |
| Available-for-sale securities (fair market value) | $10,697,000 | 5,255 |
| Total debt securities | $10,797,000 | 5,612 |
| 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 | $9,068,000 | 5,852 |
| U.S. Government securities | $4,623,000 | 5,929 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $4,623,000 | 5,833 |
| Securities issued by states & political subdivisions | $4,445,000 | 3,728 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,916 |
| Mortgage-backed securities | $2,891,000 | 4,683 |
| Certificates of participation in pools of residential mortgages | $32,000 | 5,558 |
| Issued or guaranteed by U.S. | $32,000 | 5,546 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $2,859,000 | 2,536 |
| CMOs issued by government agencies or sponsored agencies | $2,859,000 | 2,347 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $101,000 | 2,658 |
| Available-for-sale securities (fair market value) | $8,967,000 | 5,440 |
| Total debt securities | $9,068,000 | 5,819 |
| 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 | $8,913,000 | 5,884 |
| U.S. Government securities | $4,873,000 | 5,924 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $4,873,000 | 5,805 |
| Securities issued by states & political subdivisions | $4,040,000 | 3,777 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,942 |
| Mortgage-backed securities | $3,136,000 | 4,589 |
| Certificates of participation in pools of residential mortgages | $52,000 | 5,527 |
| Issued or guaranteed by U.S. | $52,000 | 5,513 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $3,084,000 | 2,454 |
| CMOs issued by government agencies or sponsored agencies | $3,084,000 | 2,261 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $116,000 | 2,677 |
| Available-for-sale securities (fair market value) | $8,797,000 | 5,459 |
| Total debt securities | $8,913,000 | 5,846 |
| 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 | $10,339,000 | 5,763 |
| U.S. Government securities | $4,561,000 | 6,127 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $4,561,000 | 6,006 |
| Securities issued by states & political subdivisions | $5,778,000 | 3,315 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,008 |
| Mortgage-backed securities | $2,836,000 | 4,641 |
| Certificates of participation in pools of residential mortgages | $59,000 | 5,535 |
| Issued or guaranteed by U.S. | $59,000 | 5,526 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $2,777,000 | 2,517 |
| CMOs issued by government agencies or sponsored agencies | $2,777,000 | 2,299 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $116,000 | 2,715 |
| Available-for-sale securities (fair market value) | $10,223,000 | 5,344 |
| Total debt securities | $10,339,000 | 5,728 |
| 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 | $5,718,000 | 6,445 |
| U.S. Government securities | $76,000 | 7,183 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $76,000 | 7,088 |
| Securities issued by states & political subdivisions | $5,642,000 | 3,320 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,043 |
| Mortgage-backed securities | $76,000 | 5,782 |
| Certificates of participation in pools of residential mortgages | $67,000 | 5,528 |
| Issued or guaranteed by U.S. | $67,000 | 5,517 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $9,000 | 3,775 |
| CMOs issued by government agencies or sponsored agencies | $9,000 | 3,475 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $131,000 | 2,706 |
| Available-for-sale securities (fair market value) | $5,587,000 | 5,997 |
| Total debt securities | $5,718,000 | 6,413 |
| 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 | $5,455,000 | 6,447 |
| U.S. Government securities | $125,000 | 7,200 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $125,000 | 7,100 |
| Securities issued by states & political subdivisions | $5,330,000 | 3,364 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,121 |
| Mortgage-backed securities | $125,000 | 5,739 |
| Certificates of participation in pools of residential mortgages | $84,000 | 5,480 |
| Issued or guaranteed by U.S. | $84,000 | 5,469 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $41,000 | 3,706 |
| CMOs issued by government agencies or sponsored agencies | $41,000 | 3,391 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $131,000 | 2,740 |
| Available-for-sale securities (fair market value) | $5,324,000 | 5,977 |
| Total debt securities | $5,455,000 | 6,416 |
| 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 | $5,366,000 | 6,488 |
| U.S. Government securities | $171,000 | 7,269 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $171,000 | 7,171 |
| Securities issued by states & political subdivisions | $5,195,000 | 3,323 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,199 |
| Mortgage-backed securities | $171,000 | 5,746 |
| Certificates of participation in pools of residential mortgages | $94,000 | 5,490 |
| Issued or guaranteed by U.S. | $94,000 | 5,478 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $77,000 | 3,643 |
| CMOs issued by government agencies or sponsored agencies | $77,000 | 3,321 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $141,000 | 2,801 |
| Available-for-sale securities (fair market value) | $5,225,000 | 6,004 |
| Total debt securities | $5,366,000 | 6,447 |
| 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 | $4,756,000 | 6,684 |
| U.S. Government securities | $648,000 | 7,196 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $648,000 | 7,097 |
| Securities issued by states & political subdivisions | $4,108,000 | 3,537 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,254 |
| Mortgage-backed securities | $221,000 | 5,730 |
| Certificates of participation in pools of residential mortgages | $109,000 | 5,516 |
| Issued or guaranteed by U.S. | $109,000 | 5,504 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $112,000 | 3,522 |
| CMOs issued by government agencies or sponsored agencies | $112,000 | 3,205 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $141,000 | 2,866 |
| Available-for-sale securities (fair market value) | $4,615,000 | 6,195 |
| Total debt securities | $4,756,000 | 6,642 |
| 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 | $6,428,000 | 6,463 |
| U.S. Government securities | $2,097,000 | 6,905 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $2,097,000 | 6,792 |
| Securities issued by states & political subdivisions | $4,331,000 | 3,459 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| 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 | $406,000 | 5,685 |
| Certificates of participation in pools of residential mortgages | $263,000 | 5,430 |
| Issued or guaranteed by U.S. | $263,000 | 5,419 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $143,000 | 3,485 |
| CMOs issued by government agencies or sponsored agencies | $143,000 | 3,149 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $151,000 | 2,913 |
| Available-for-sale securities (fair market value) | $6,277,000 | 5,968 |
| Total debt securities | $6,428,000 | 6,425 |
| 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 | $7,031,000 | 6,333 |
| U.S. Government securities | $2,700,000 | 6,747 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $2,700,000 | 6,650 |
| Securities issued by states & political subdivisions | $4,331,000 | 3,471 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| 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 | $486,000 | 5,699 |
| Certificates of participation in pools of residential mortgages | $309,000 | 5,455 |
| Issued or guaranteed by U.S. | $309,000 | 5,442 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $177,000 | 3,467 |
| CMOs issued by government agencies or sponsored agencies | $177,000 | 3,121 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $151,000 | 2,967 |
| Available-for-sale securities (fair market value) | $6,880,000 | 5,859 |
| Total debt securities | $7,031,000 | 6,298 |
| 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 | $8,268,000 | 6,122 |
| U.S. Government securities | $3,310,000 | 6,627 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $3,310,000 | 6,533 |
| Securities issued by states & political subdivisions | $4,958,000 | 3,277 |
| Other domestic debt securities | $0 | 3,355 |
| 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 | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $351,000 | 6,229 |
| Mortgage-backed securities | $570,000 | 5,719 |
| Certificates of participation in pools of residential mortgages | $357,000 | 5,481 |
| Issued or guaranteed by U.S. | $357,000 | 5,465 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $213,000 | 3,445 |
| CMOs issued by government agencies or sponsored agencies | $213,000 | 3,091 |
| 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) | $166,000 | 3,029 |
| Available-for-sale securities (fair market value) | $8,102,000 | 5,657 |
| Total debt securities | $8,268,000 | 6,078 |
| 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 | $8,061,000 | 6,176 |
| U.S. Government securities | $3,437,000 | 6,620 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $3,437,000 | 6,532 |
| Securities issued by states & political subdivisions | $4,624,000 | 3,331 |
| Other domestic debt securities | $0 | 3,425 |
| 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 | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $252,000 | 6,345 |
| Mortgage-backed securities | $674,000 | 5,720 |
| Certificates of participation in pools of residential mortgages | $422,000 | 5,492 |
| Issued or guaranteed by U.S. | $422,000 | 5,474 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $252,000 | 3,410 |
| CMOs issued by government agencies or sponsored agencies | $252,000 | 3,049 |
| 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) | $166,000 | 3,081 |
| Available-for-sale securities (fair market value) | $7,895,000 | 5,707 |
| Total debt securities | $8,061,000 | 6,132 |
| 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 | $9,545,000 | 5,978 |
| U.S. Government securities | $4,739,000 | 6,364 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $4,739,000 | 6,281 |
| Securities issued by states & political subdivisions | $4,806,000 | 3,195 |
| Other domestic debt securities | $0 | 3,349 |
| 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 | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $354,000 | 6,322 |
| Mortgage-backed securities | $796,000 | 5,711 |
| Certificates of participation in pools of residential mortgages | $504,000 | 5,486 |
| Issued or guaranteed by U.S. | $504,000 | 5,470 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $292,000 | 3,402 |
| CMOs issued by government agencies or sponsored agencies | $292,000 | 3,034 |
| 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) | $176,000 | 3,100 |
| Available-for-sale securities (fair market value) | $9,369,000 | 5,487 |
| Total debt securities | $9,545,000 | 5,923 |
| 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 | $10,717,000 | 5,782 |
| U.S. Government securities | $5,800,000 | 6,174 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $5,800,000 | 6,090 |
| Securities issued by states & political subdivisions | $4,917,000 | 3,128 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $355,000 | 6,359 |
| Mortgage-backed securities | $874,000 | 5,681 |
| Certificates of participation in pools of residential mortgages | $551,000 | 5,458 |
| Issued or guaranteed by U.S. | $551,000 | 5,442 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $323,000 | 3,314 |
| CMOs issued by government agencies or sponsored agencies | $323,000 | 2,990 |
| 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) | $176,000 | 3,129 |
| Available-for-sale securities (fair market value) | $10,541,000 | 5,278 |
| Total debt securities | $10,717,000 | 5,742 |
| 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 | $10,874,000 | 5,721 |
| U.S. Government securities | $6,579,000 | 5,939 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $6,579,000 | 5,854 |
| Securities issued by states & political subdivisions | $4,120,000 | 3,357 |
| Other domestic debt securities | $175,000 | 3,003 |
| 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 | $175,000 | 2,233 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $356,000 | 6,390 |
| Mortgage-backed securities | $908,000 | 5,641 |
| Certificates of participation in pools of residential mortgages | $559,000 | 5,445 |
| Issued or guaranteed by U.S. | $559,000 | 5,430 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $349,000 | 3,239 |
| CMOs issued by government agencies or sponsored agencies | $349,000 | 2,897 |
| 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) | $186,000 | 3,136 |
| Available-for-sale securities (fair market value) | $10,688,000 | 5,217 |
| Total debt securities | $10,874,000 | 5,680 |
| 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 | $11,396,000 | 5,690 |
| U.S. Government securities | $7,106,000 | 5,830 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $7,106,000 | 5,749 |
| Securities issued by states & political subdivisions | $4,114,000 | 3,370 |
| Other domestic debt securities | $176,000 | 2,974 |
| 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 | $176,000 | 2,241 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $806,000 | 6,205 |
| Mortgage-backed securities | $965,000 | 5,620 |
| Certificates of participation in pools of residential mortgages | $581,000 | 5,448 |
| Issued or guaranteed by U.S. | $581,000 | 5,427 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $384,000 | 3,215 |
| CMOs issued by government agencies or sponsored agencies | $384,000 | 2,878 |
| 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) | $186,000 | 3,158 |
| Available-for-sale securities (fair market value) | $11,210,000 | 5,199 |
| Total debt securities | $11,396,000 | 5,631 |
| 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 | $12,111,000 | 5,572 |
| U.S. Government securities | $8,428,000 | 5,476 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $8,428,000 | 5,390 |
| Securities issued by states & political subdivisions | $3,505,000 | 3,591 |
| Other domestic debt securities | $178,000 | 2,937 |
| 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 | $178,000 | 2,201 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,309,000 | 5,931 |
| Mortgage-backed securities | $2,000 | 6,633 |
| Certificates of participation in pools of residential mortgages | $2,000 | 6,385 |
| Issued or guaranteed by U.S. | $2,000 | 6,356 |
| 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) | $196,000 | 3,189 |
| Available-for-sale securities (fair market value) | $11,915,000 | 5,102 |
| Total debt securities | $12,111,000 | 5,502 |
| 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 | $13,508,000 | 5,412 |
| U.S. Government securities | $9,848,000 | 5,287 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $9,848,000 | 5,182 |
| Securities issued by states & political subdivisions | $3,483,000 | 3,589 |
| Other domestic debt securities | $177,000 | 2,766 |
| 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 | $177,000 | 2,069 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,300,000 | 6,004 |
| Mortgage-backed securities | $2,000 | 6,583 |
| Certificates of participation in pools of residential mortgages | $2,000 | 6,338 |
| Issued or guaranteed by U.S. | $2,000 | 6,317 |
| 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) | $196,000 | 3,241 |
| Available-for-sale securities (fair market value) | $13,312,000 | 4,887 |
| Total debt securities | $13,508,000 | 5,360 |
| 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 | $15,200,000 | 5,145 |
| U.S. Government securities | $11,547,000 | 5,044 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $11,547,000 | 4,951 |
| Securities issued by states & political subdivisions | $3,476,000 | 3,589 |
| Other domestic debt securities | $177,000 | 2,732 |
| 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 | $177,000 | 2,055 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,291,000 | 6,035 |
| Mortgage-backed securities | $4,000 | 6,531 |
| Certificates of participation in pools of residential mortgages | $4,000 | 6,267 |
| Issued or guaranteed by U.S. | $4,000 | 6,244 |
| 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) | $212,000 | 3,273 |
| Available-for-sale securities (fair market value) | $14,988,000 | 4,617 |
| Total debt securities | $15,200,000 | 5,103 |
| 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 | $14,115,000 | 5,358 |
| U.S. Government securities | $10,666,000 | 5,254 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $10,666,000 | 5,142 |
| Securities issued by states & political subdivisions | $3,273,000 | 3,671 |
| Other domestic debt securities | $176,000 | 2,681 |
| 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 | $176,000 | 2,018 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,281,000 | 6,091 |
| Mortgage-backed securities | $5,000 | 6,546 |
| Certificates of participation in pools of residential mortgages | $5,000 | 6,277 |
| Issued or guaranteed by U.S. | $5,000 | 6,257 |
| 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) | $212,000 | 3,312 |
| Available-for-sale securities (fair market value) | $13,903,000 | 4,802 |
| Total debt securities | $14,115,000 | 5,316 |
| 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 | $15,297,000 | 5,205 |
| U.S. Government securities | $11,583,000 | 5,086 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $11,583,000 | 4,965 |
| Securities issued by states & political subdivisions | $3,336,000 | 3,668 |
| Other domestic debt securities | $378,000 | 2,466 |
| 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 | $378,000 | 1,857 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,283,000 | 6,104 |
| Mortgage-backed securities | $7,000 | 6,543 |
| Certificates of participation in pools of residential mortgages | $7,000 | 6,270 |
| Issued or guaranteed by U.S. | $7,000 | 6,247 |
| 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) | $222,000 | 3,371 |
| Available-for-sale securities (fair market value) | $15,075,000 | 4,637 |
| Total debt securities | $15,298,000 | 5,164 |
| Structured notes | ||
| Amortized cost | $397,000 | 2,565 |
| Fair value | $399,000 | 2,551 |
| 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 | $16,326,000 | 5,088 |
| U.S. Government securities | $12,530,000 | 4,952 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $12,530,000 | 4,824 |
| Securities issued by states & political subdivisions | $3,417,000 | 3,644 |
| Other domestic debt securities | $379,000 | 2,493 |
| 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 | $379,000 | 1,904 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,278,000 | 6,119 |
| Mortgage-backed securities | $8,000 | 6,556 |
| Certificates of participation in pools of residential mortgages | $8,000 | 6,280 |
| Issued or guaranteed by U.S. | $8,000 | 6,255 |
| 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) | $222,000 | 3,454 |
| Available-for-sale securities (fair market value) | $16,104,000 | 4,520 |
| Total debt securities | $16,326,000 | 5,044 |
| Structured notes | ||
| Amortized cost | $397,000 | 2,673 |
| Fair value | $397,000 | 2,668 |
| 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 | $16,149,000 | 5,157 |
| U.S. Government securities | $12,461,000 | 5,005 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $12,461,000 | 4,880 |
| Securities issued by states & political subdivisions | $3,307,000 | 3,658 |
| Other domestic debt securities | $381,000 | 2,534 |
| 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 | $381,000 | 1,946 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,275,000 | 6,180 |
| Mortgage-backed securities | $39,000 | 6,414 |
| Certificates of participation in pools of residential mortgages | $11,000 | 6,296 |
| Issued or guaranteed by U.S. | $11,000 | 6,269 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $28,000 | 3,477 |
| CMOs issued by government agencies or sponsored agencies | $28,000 | 3,163 |
| 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) | $232,000 | 3,511 |
| Available-for-sale securities (fair market value) | $15,917,000 | 4,567 |
| Total debt securities | $16,149,000 | 5,121 |
| Structured notes | ||
| Amortized cost | $396,000 | 2,805 |
| Fair value | $395,000 | 2,796 |
| 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 | $15,696,000 | 5,203 |
| U.S. Government securities | $11,904,000 | 5,130 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $11,904,000 | 4,996 |
| Securities issued by states & political subdivisions | $3,412,000 | 3,617 |
| Other domestic debt securities | $380,000 | 2,560 |
| 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 | $380,000 | 1,989 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,255,000 | 6,216 |
| Mortgage-backed securities | $99,000 | 6,282 |
| Certificates of participation in pools of residential mortgages | $13,000 | 6,327 |
| Issued or guaranteed by U.S. | $13,000 | 6,304 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $86,000 | 3,350 |
| CMOs issued by government agencies or sponsored agencies | $86,000 | 3,035 |
| 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) | $232,000 | 3,564 |
| Available-for-sale securities (fair market value) | $15,464,000 | 4,595 |
| Total debt securities | $15,696,000 | 5,152 |
| Structured notes | ||
| Amortized cost | $746,000 | 2,492 |
| Fair value | $734,000 | 2,475 |
| 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 | $14,756,000 | 5,401 |
| U.S. Government securities | $10,388,000 | 5,490 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $10,388,000 | 5,355 |
| Securities issued by states & political subdivisions | $3,984,000 | 3,413 |
| Other domestic debt securities | $384,000 | 2,632 |
| 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 | $384,000 | 2,084 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $828,000 | 6,513 |
| Mortgage-backed securities | $173,000 | 6,156 |
| Certificates of participation in pools of residential mortgages | $15,000 | 6,343 |
| Issued or guaranteed by U.S. | $15,000 | 6,322 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $158,000 | 3,225 |
| CMOs issued by government agencies or sponsored agencies | $158,000 | 2,920 |
| 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) | $292,000 | 3,560 |
| Available-for-sale securities (fair market value) | $14,464,000 | 4,796 |
| Total debt securities | $14,756,000 | 5,352 |
| Structured notes | ||
| Amortized cost | $746,000 | 2,491 |
| Fair value | $737,000 | 2,472 |
| 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 | $15,176,000 | 5,340 |
| U.S. Government securities | $10,026,000 | 5,568 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $10,026,000 | 5,425 |
| Securities issued by states & political subdivisions | $3,906,000 | 3,465 |
| Other domestic debt securities | $1,244,000 | 1,951 |
| 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 | $1,244,000 | 1,470 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $834,000 | 6,539 |
| Mortgage-backed securities | $238,000 | 6,141 |
| Certificates of participation in pools of residential mortgages | $17,000 | 6,387 |
| Issued or guaranteed by U.S. | $17,000 | 6,367 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $221,000 | 3,146 |
| CMOs issued by government agencies or sponsored agencies | $221,000 | 2,852 |
| 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) | $292,000 | 3,629 |
| Available-for-sale securities (fair market value) | $14,884,000 | 4,717 |
| Total debt securities | $15,176,000 | 5,288 |
| Structured notes | ||
| Amortized cost | $1,146,000 | 2,047 |
| Fair value | $1,135,000 | 2,046 |
| 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 | $16,122,000 | 5,190 |
| U.S. Government securities | $10,669,000 | 5,404 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $10,669,000 | 5,260 |
| Securities issued by states & political subdivisions | $4,199,000 | 3,327 |
| Other domestic debt securities | $1,254,000 | 1,973 |
| 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 | $1,254,000 | 1,514 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $840,000 | 6,573 |
| Mortgage-backed securities | $340,000 | 6,048 |
| Certificates of participation in pools of residential mortgages | $19,000 | 6,403 |
| Issued or guaranteed by U.S. | $19,000 | 6,386 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $321,000 | 3,048 |
| CMOs issued by government agencies or sponsored agencies | $321,000 | 2,755 |
| 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) | $302,000 | 3,669 |
| Available-for-sale securities (fair market value) | $15,820,000 | 4,570 |
| Total debt securities | $16,122,000 | 5,138 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $17,785,000 | 4,978 |
| U.S. Government securities | $11,306,000 | 5,306 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $11,306,000 | 5,152 |
| Securities issued by states & political subdivisions | $4,663,000 | 3,156 |
| Other domestic debt securities | $1,816,000 | 1,764 |
| 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 | $1,816,000 | 1,353 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $852,000 | 6,549 |
| Mortgage-backed securities | $371,000 | 6,069 |
| Certificates of participation in pools of residential mortgages | $22,000 | 6,430 |
| Issued or guaranteed by U.S. | $22,000 | 6,411 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $349,000 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $349,000 | 2,782 |
| 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) | $303,000 | 3,717 |
| Available-for-sale securities (fair market value) | $17,482,000 | 4,380 |
| Total debt securities | $17,785,000 | 4,928 |
| 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 | $17,983,000 | 5,000 |
| U.S. Government securities | $11,090,000 | 5,418 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $11,090,000 | 5,278 |
| Securities issued by states & political subdivisions | $4,818,000 | 3,092 |
| Other domestic debt securities | $2,075,000 | 1,686 |
| 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 | $2,075,000 | 1,298 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $842,000 | 6,601 |
| Mortgage-backed securities | $26,000 | 6,810 |
| Certificates of participation in pools of residential mortgages | $26,000 | 6,494 |
| Issued or guaranteed by U.S. | $26,000 | 6,476 |
| 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) | $393,000 | 3,678 |
| Available-for-sale securities (fair market value) | $17,590,000 | 4,401 |
| Total debt securities | $17,983,000 | 4,947 |
| 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 | $19,081,000 | 4,860 |
| U.S. Government securities | $12,139,000 | 5,203 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $12,139,000 | 5,047 |
| Securities issued by states & political subdivisions | $4,837,000 | 3,124 |
| Other domestic debt securities | $2,105,000 | 1,747 |
| 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 | $2,105,000 | 1,364 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $860,000 | 6,600 |
| Mortgage-backed securities | $29,000 | 6,839 |
| Certificates of participation in pools of residential mortgages | $29,000 | 6,511 |
| Issued or guaranteed by U.S. | $29,000 | 6,499 |
| 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) | $433,000 | 3,683 |
| Available-for-sale securities (fair market value) | $18,648,000 | 4,284 |
| Total debt securities | $19,081,000 | 4,801 |
| 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 | $18,591,000 | 4,903 |
| U.S. Government securities | $11,745,000 | 5,308 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $11,745,000 | 5,145 |
| Securities issued by states & political subdivisions | $4,459,000 | 3,237 |
| Other domestic debt securities | $2,387,000 | 1,669 |
| 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 | $2,387,000 | 1,323 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $871,000 | 6,625 |
| Mortgage-backed securities | $32,000 | 6,869 |
| Certificates of participation in pools of residential mortgages | $32,000 | 6,534 |
| Issued or guaranteed by U.S. | $32,000 | 6,521 |
| 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) | $443,000 | 3,745 |
| Available-for-sale securities (fair market value) | $18,148,000 | 4,339 |
| Total debt securities | $18,592,000 | 4,843 |
| 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 | $18,282,000 | 5,042 |
| U.S. Government securities | $11,460,000 | 5,446 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $11,460,000 | 5,284 |
| Securities issued by states & political subdivisions | $4,427,000 | 3,262 |
| Other domestic debt securities | $2,395,000 | 1,734 |
| 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 | $2,395,000 | 1,393 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $365,000 | 7,016 |
| Mortgage-backed securities | $37,000 | 6,920 |
| Certificates of participation in pools of residential mortgages | $37,000 | 6,579 |
| Issued or guaranteed by U.S. | $37,000 | 6,567 |
| 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) | $444,000 | 3,781 |
| Available-for-sale securities (fair market value) | $17,838,000 | 4,470 |
| Total debt securities | $18,282,000 | 4,976 |
| 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 | $18,525,000 | 4,985 |
| U.S. Government securities | $10,598,000 | 5,593 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $10,598,000 | 5,448 |
| Securities issued by states & political subdivisions | $5,371,000 | 2,960 |
| Other domestic debt securities | $2,556,000 | 1,787 |
| 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 | $2,556,000 | 1,435 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $350,000 | 7,011 |
| Mortgage-backed securities | $46,000 | 6,901 |
| Certificates of participation in pools of residential mortgages | $46,000 | 6,543 |
| Issued or guaranteed by U.S. | $46,000 | 6,527 |
| 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) | $583,000 | 3,674 |
| Available-for-sale securities (fair market value) | $17,942,000 | 4,435 |
| Total debt securities | $18,525,000 | 4,910 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $18,054,000 | 5,097 |
| U.S. Government securities | $9,779,000 | 5,838 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $9,779,000 | 5,674 |
| Securities issued by states & political subdivisions | $5,539,000 | 2,931 |
| Other domestic debt securities | $2,736,000 | 1,763 |
| 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 | $2,736,000 | 1,484 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| 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 | $53,000 | 6,912 |
| Certificates of participation in pools of residential mortgages | $53,000 | 6,566 |
| Issued or guaranteed by U.S. | $53,000 | 6,545 |
| 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) | $683,000 | 3,639 |
| Available-for-sale securities (fair market value) | $17,371,000 | 4,542 |
| Total debt securities | $18,054,000 | 5,014 |
| 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 | $17,781,000 | 5,068 |
| U.S. Government securities | $9,070,000 | 5,863 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $9,070,000 | 5,688 |
| Securities issued by states & political subdivisions | $5,774,000 | 2,834 |
| Other domestic debt securities | $2,937,000 | 1,800 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,937,000 | 1,524 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| 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 | $60,000 | 6,948 |
| Certificates of participation in pools of residential mortgages | $60,000 | 6,594 |
| Issued or guaranteed by U.S. | $60,000 | 6,570 |
| 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) | $734,000 | 3,637 |
| Available-for-sale securities (fair market value) | $17,047,000 | 4,544 |
| Total debt securities | $17,781,000 | 4,980 |
| 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 | $18,920,000 | 4,842 |
| U.S. Government securities | $9,981,000 | 5,565 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $9,981,000 | 5,394 |
| Securities issued by states & political subdivisions | $5,801,000 | 2,805 |
| Other domestic debt securities | $3,138,000 | 1,814 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,138,000 | 1,533 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| 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 | $73,000 | 6,952 |
| Certificates of participation in pools of residential mortgages | $73,000 | 6,566 |
| Issued or guaranteed by U.S. | $73,000 | 6,548 |
| 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) | $737,000 | 3,662 |
| Available-for-sale securities (fair market value) | $18,183,000 | 4,320 |
| Total debt securities | $18,920,000 | 4,747 |
| 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 | $19,195,000 | 4,790 |
| U.S. Government securities | $9,765,000 | 5,631 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $9,765,000 | 5,447 |
| Securities issued by states & political subdivisions | $6,394,000 | 2,555 |
| Other domestic debt securities | $3,036,000 | 1,844 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,036,000 | 1,569 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| 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 | $87,000 | 6,932 |
| Certificates of participation in pools of residential mortgages | $87,000 | 6,530 |
| Issued or guaranteed by U.S. | $87,000 | 6,511 |
| 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) | $751,000 | 3,698 |
| Available-for-sale securities (fair market value) | $18,444,000 | 4,247 |
| Total debt securities | $19,195,000 | 4,685 |
| 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 | $18,774,000 | 4,832 |
| U.S. Government securities | $8,443,000 | 6,042 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $8,443,000 | 5,840 |
| Securities issued by states & political subdivisions | $6,561,000 | 2,500 |
| Other domestic debt securities | $3,770,000 | 1,628 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,770,000 | 1,387 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| 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 | $97,000 | 6,926 |
| Certificates of participation in pools of residential mortgages | $97,000 | 6,491 |
| Issued or guaranteed by U.S. | $97,000 | 6,470 |
| 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) | $851,000 | 3,705 |
| Available-for-sale securities (fair market value) | $17,923,000 | 4,282 |
| Total debt securities | $18,774,000 | 4,743 |
| 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 | $17,012,000 | 5,008 |
| U.S. Government securities | $6,403,000 | 6,676 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $6,403,000 | 6,442 |
| Securities issued by states & political subdivisions | $5,934,000 | 2,558 |
| Other domestic debt securities | $4,675,000 | 1,484 |
| 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 | $4,675,000 | 1,195 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| 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 | $228,000 | 6,727 |
| Certificates of participation in pools of residential mortgages | $142,000 | 6,385 |
| Issued or guaranteed by U.S. | $142,000 | 6,360 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $86,000 | 4,288 |
| CMOs issued by government agencies or sponsored agencies | $86,000 | 4,099 |
| 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) | $1,153,000 | 3,711 |
| Available-for-sale securities (fair market value) | $15,859,000 | 4,465 |
| Total debt securities | $17,012,000 | 4,920 |
| 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 | $15,212,000 | 5,525 |
| U.S. Government securities | $6,088,000 | 7,267 |
| U.S. Treasury securities | $623,000 | 3,123 |
| U.S. Government agency obligations | $5,465,000 | 7,205 |
| Securities issued by states & political subdivisions | $5,841,000 | 2,522 |
| Other domestic debt securities | $3,283,000 | 1,498 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,283,000 | 1,268 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| 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 | $479,000 | 6,150 |
| Certificates of participation in pools of residential mortgages | $218,000 | 6,013 |
| Issued or guaranteed by U.S. | $218,000 | 5,993 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $261,000 | 3,654 |
| CMOs issued by government agencies or sponsored agencies | $261,000 | 3,478 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,996,000 | 3,855 |
| Available-for-sale securities (fair market value) | $13,216,000 | 4,971 |
| Total debt securities | $15,212,000 | 5,392 |
| 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 | $15,658,000 | 5,660 |
| U.S. Government securities | $6,745,000 | 7,271 |
| U.S. Treasury securities | $922,000 | 3,929 |
| U.S. Government agency obligations | $5,823,000 | 7,169 |
| Securities issued by states & political subdivisions | $5,723,000 | 2,682 |
| Other domestic debt securities | $3,190,000 | 1,496 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,190,000 | 1,216 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $1,008,000 | 5,840 |
| Certificates of participation in pools of residential mortgages | $337,000 | 6,056 |
| Issued or guaranteed by U.S. | $337,000 | 6,041 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $671,000 | 3,332 |
| CMOs issued by government agencies or sponsored agencies | $671,000 | 3,178 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,421,000 | 4,020 |
| Available-for-sale securities (fair market value) | $13,237,000 | 5,100 |
| Total debt securities | $15,658,000 | 5,560 |
| 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 | $16,500,000 | 5,481 |
| U.S. Government securities | $8,099,000 | 6,728 |
| U.S. Treasury securities | $1,512,000 | 4,422 |
| U.S. Government agency obligations | $6,587,000 | 6,470 |
| Securities issued by states & political subdivisions | $5,722,000 | 2,698 |
| Other domestic debt securities | $2,679,000 | 1,511 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,679,000 | 1,227 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $485,000 | 7,843 |
| Mortgage-backed securities | $1,727,000 | 5,503 |
| Certificates of participation in pools of residential mortgages | $504,000 | 5,960 |
| Issued or guaranteed by U.S. | $504,000 | 5,945 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,223,000 | 3,083 |
| CMOs issued by government agencies or sponsored agencies | $1,223,000 | 2,943 |
| 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) | $3,210,000 | 4,101 |
| Available-for-sale securities (fair market value) | $13,290,000 | 4,970 |
| Total debt securities | $16,500,000 | 5,343 |
| 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 | $17,552,000 | 5,401 |
| U.S. Government securities | $9,622,000 | 6,608 |
| U.S. Treasury securities | $1,742,000 | 5,473 |
| U.S. Government agency obligations | $7,880,000 | 6,021 |
| Securities issued by states & political subdivisions | $5,031,000 | 2,735 |
| Other domestic debt securities | $2,899,000 | 1,131 |
| 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 | $2,899,000 | 887 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $303,000 | 8,422 |
| Mortgage-backed securities | $1,706,000 | 5,643 |
| Certificates of participation in pools of residential mortgages | $668,000 | 5,869 |
| Issued or guaranteed by U.S. | $668,000 | 5,850 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,038,000 | 3,352 |
| CMOs issued by government agencies or sponsored agencies | $1,038,000 | 3,222 |
| 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) | $6,115,000 | 3,762 |
| Available-for-sale securities (fair market value) | $11,437,000 | 5,329 |
| Total debt securities | $17,552,000 | 5,270 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $16,944,000 | 5,954 |
| U.S. Government securities | $9,813,000 | 7,086 |
| U.S. Treasury securities | $2,205,000 | 5,741 |
| U.S. Government agency obligations | $7,608,000 | 6,434 |
| Securities issued by states & political subdivisions | $4,122,000 | 3,230 |
| Other domestic debt securities | $3,009,000 | 1,199 |
| 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 | $3,009,000 | 872 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,000 | 8,918 |
| Mortgage-backed securities | $1,466,000 | 6,340 |
| Certificates of participation in pools of residential mortgages | $528,000 | 6,614 |
| Issued or guaranteed by U.S. | $528,000 | 6,597 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $938,000 | 3,922 |
| CMOs issued by government agencies or sponsored agencies | $938,000 | 3,774 |
| 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) | $7,106,000 | 3,927 |
| Available-for-sale securities (fair market value) | $9,838,000 | 6,066 |
| Total debt securities | $16,944,000 | 5,839 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $14,537,000 | 6,826 |
| U.S. Government securities | $8,266,000 | 8,053 |
| U.S. Treasury securities | $2,652,000 | 6,357 |
| U.S. Government agency obligations | $5,614,000 | 7,362 |
| Securities issued by states & political subdivisions | $3,272,000 | 3,777 |
| Other domestic debt securities | $2,999,000 | 1,440 |
| Privately issued residential mortgage-backed securities | $2,000 | 2,539 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,997,000 | 1,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $252,000 | 9,267 |
| Mortgage-backed securities | $1,403,000 | 6,832 |
| Certificates of participation in pools of residential mortgages | $468,000 | 7,081 |
| Issued or guaranteed by U.S. | $468,000 | 7,049 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $935,000 | 4,359 |
| CMOs issued by government agencies or sponsored agencies | $933,000 | 4,198 |
| Privately issued | $2,000 | 2,191 |
| 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) | $8,573,000 | 3,758 |
| Available-for-sale securities (fair market value) | $5,964,000 | 7,591 |
| Total debt securities | $14,537,000 | 6,708 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $14,234,000 | 7,336 |
| U.S. Government securities | $8,254,000 | 8,530 |
| U.S. Treasury securities | $3,862,000 | 6,414 |
| U.S. Government agency obligations | $4,392,000 | 8,105 |
| Securities issued by states & political subdivisions | $3,030,000 | 4,171 |
| Other domestic debt securities | $2,950,000 | 1,625 |
| Privately issued residential mortgage-backed securities | $9,000 | 2,791 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,941,000 | 1,278 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,000 | 9,730 |
| Mortgage-backed securities | $868,000 | 7,951 |
| Certificates of participation in pools of residential mortgages | $271,000 | 8,070 |
| Issued or guaranteed by U.S. | $271,000 | 8,045 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $597,000 | 5,089 |
| CMOs issued by government agencies or sponsored agencies | $588,000 | 4,881 |
| Privately issued | $9,000 | 2,441 |
| 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) | $11,382,000 | 5,241 |
| Available-for-sale securities (fair market value) | $2,852,000 | 8,228 |
| Total debt securities | $14,234,000 | 7,230 |
| 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 | $12,885,000 | 8,056 |
| U.S. Government securities | $7,159,000 | 9,331 |
| U.S. Treasury securities | $5,075,000 | 5,631 |
| U.S. Government agency obligations | $2,084,000 | 10,155 |
| Securities issued by states & political subdivisions | $3,160,000 | 4,137 |
| Other domestic debt securities | $2,566,000 | 2,071 |
| Privately issued residential mortgage-backed securities | $28,000 | 3,178 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,538,000 | 1,574 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $200,000 | 10,200 |
| Mortgage-backed securities | $977,000 | 8,504 |
| Certificates of participation in pools of residential mortgages | $442,000 | 8,254 |
| Issued or guaranteed by U.S. | $414,000 | 8,276 |
| Privately issued | $28,000 | 673 |
| Collaterized mortgage obligations | $535,000 | 5,606 |
| CMOs issued by government agencies or sponsored agencies | $535,000 | 5,344 |
| 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 | $12,885,000 | 7,901 |
| 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 | $12,042,000 | 8,378 |
| U.S. Government securities | $7,035,000 | 9,559 |
| U.S. Treasury securities | $3,782,000 | 6,788 |
| U.S. Government agency obligations | $3,253,000 | 9,323 |
| Securities issued by states & political subdivisions | $3,635,000 | 3,559 |
| Other domestic debt securities | $1,372,000 | 3,573 |
| Privately issued residential mortgage-backed securities | $205,000 | 3,056 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,167,000 | 2,719 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $200,000 | 10,489 |
| Mortgage-backed securities | $2,808,000 | 6,916 |
| Certificates of participation in pools of residential mortgages | $1,053,000 | 7,419 |
| Issued or guaranteed by U.S. | $848,000 | 7,747 |
| Privately issued | $205,000 | 608 |
| Collaterized mortgage obligations | $1,755,000 | 4,243 |
| CMOs issued by government agencies or sponsored agencies | $1,755,000 | 3,919 |
| 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 | $12,042,000 | 8,244 |
| 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 |