Home > Harvard Savings Bank > Securities
Harvard Savings Bank, Securities
| 2016-06-30 | Rank | |
| Total securities | $4,498,000 | 5,358 |
| U.S. Government securities | $170,000 | 5,670 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $170,000 | 5,583 |
| Securities issued by states & political subdivisions | $4,239,000 | 3,705 |
| Other domestic debt securities | $89,000 | 2,144 |
| Privately issued residential mortgage-backed securities | $89,000 | 582 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,908,000 | 4,058 |
| Mortgage-backed securities | $259,000 | 4,632 |
| Certificates of participation in pools of residential mortgages | $170,000 | 4,509 |
| Issued or guaranteed by U.S. | $170,000 | 4,503 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $89,000 | 3,074 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $89,000 | 548 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $94,000 | 2,169 |
| Available-for-sale securities (fair market value) | $4,404,000 | 5,036 |
| Total debt securities | $4,497,000 | 5,336 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $5,023,000 | 5,359 |
| U.S. Government securities | $678,000 | 5,612 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $678,000 | 5,516 |
| Securities issued by states & political subdivisions | $4,237,000 | 3,707 |
| Other domestic debt securities | $108,000 | 2,149 |
| Privately issued residential mortgage-backed securities | $108,000 | 577 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,915,000 | 4,100 |
| Mortgage-backed securities | $286,000 | 4,661 |
| Certificates of participation in pools of residential mortgages | $178,000 | 4,545 |
| Issued or guaranteed by U.S. | $178,000 | 4,540 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $108,000 | 3,076 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $108,000 | 547 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $114,000 | 2,194 |
| Available-for-sale securities (fair market value) | $4,909,000 | 5,032 |
| Total debt securities | $5,024,000 | 5,337 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $5,541,000 | 5,352 |
| U.S. Government securities | $684,000 | 5,672 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $684,000 | 5,578 |
| Securities issued by states & political subdivisions | $4,474,000 | 3,684 |
| Other domestic debt securities | $123,000 | 2,129 |
| Privately issued residential mortgage-backed securities | $123,000 | 575 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $260,000 | 743 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,010,000 | 4,104 |
| Mortgage-backed securities | $308,000 | 4,688 |
| Certificates of participation in pools of residential mortgages | $185,000 | 4,571 |
| Issued or guaranteed by U.S. | $185,000 | 4,567 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $123,000 | 3,102 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $123,000 | 547 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $230,000 | 2,163 |
| Available-for-sale securities (fair market value) | $5,311,000 | 5,029 |
| Total debt securities | $5,281,000 | 5,364 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $5,620,000 | 5,434 |
| U.S. Government securities | $716,000 | 5,758 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $716,000 | 5,670 |
| Securities issued by states & political subdivisions | $4,491,000 | 3,720 |
| Other domestic debt securities | $147,000 | 2,155 |
| Privately issued residential mortgage-backed securities | $147,000 | 571 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $266,000 | 761 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,065,000 | 4,147 |
| Mortgage-backed securities | $365,000 | 4,729 |
| Certificates of participation in pools of residential mortgages | $218,000 | 4,599 |
| Issued or guaranteed by U.S. | $218,000 | 4,594 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $147,000 | 3,133 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $147,000 | 542 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $255,000 | 2,157 |
| Available-for-sale securities (fair market value) | $5,365,000 | 5,110 |
| Total debt securities | $5,354,000 | 5,451 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $5,691,000 | 5,524 |
| U.S. Government securities | $790,000 | 5,823 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $790,000 | 5,731 |
| Securities issued by states & political subdivisions | $4,472,000 | 3,726 |
| Other domestic debt securities | $164,000 | 2,167 |
| Privately issued residential mortgage-backed securities | $164,000 | 578 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $265,000 | 766 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,049,000 | 4,205 |
| Mortgage-backed securities | $456,000 | 4,765 |
| Certificates of participation in pools of residential mortgages | $227,000 | 4,667 |
| Issued or guaranteed by U.S. | $227,000 | 4,664 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $229,000 | 3,107 |
| CMOs issued by government agencies or sponsored agencies | $65,000 | 3,140 |
| Privately issued | $164,000 | 549 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $273,000 | 2,189 |
| Available-for-sale securities (fair market value) | $5,418,000 | 5,176 |
| Total debt securities | $5,433,000 | 5,524 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $5,820,000 | 5,563 |
| U.S. Government securities | $866,000 | 5,887 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $866,000 | 5,796 |
| Securities issued by states & political subdivisions | $4,505,000 | 3,716 |
| Other domestic debt securities | $183,000 | 2,215 |
| Privately issued residential mortgage-backed securities | $183,000 | 610 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $266,000 | 777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,095,000 | 4,259 |
| Mortgage-backed securities | $552,000 | 4,771 |
| Certificates of participation in pools of residential mortgages | $237,000 | 4,719 |
| Issued or guaranteed by U.S. | $237,000 | 4,712 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $315,000 | 3,089 |
| CMOs issued by government agencies or sponsored agencies | $132,000 | 3,107 |
| Privately issued | $183,000 | 577 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $293,000 | 2,179 |
| Available-for-sale securities (fair market value) | $5,527,000 | 5,225 |
| Total debt securities | $5,553,000 | 5,572 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $6,330,000 | 5,605 |
| U.S. Government securities | $927,000 | 5,969 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $927,000 | 5,873 |
| Securities issued by states & political subdivisions | $4,933,000 | 3,671 |
| Other domestic debt securities | $206,000 | 2,221 |
| Privately issued residential mortgage-backed securities | $206,000 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $264,000 | 782 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,530,000 | 4,223 |
| Mortgage-backed securities | $642,000 | 4,824 |
| Certificates of participation in pools of residential mortgages | $250,000 | 4,787 |
| Issued or guaranteed by U.S. | $250,000 | 4,781 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $392,000 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $186,000 | 3,125 |
| Privately issued | $206,000 | 566 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $317,000 | 2,197 |
| Available-for-sale securities (fair market value) | $6,013,000 | 5,255 |
| Total debt securities | $6,067,000 | 5,614 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $9,060,000 | 5,405 |
| U.S. Government securities | $1,448,000 | 5,951 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $1,448,000 | 5,857 |
| Securities issued by states & political subdivisions | $5,099,000 | 3,673 |
| Other domestic debt securities | $2,247,000 | 1,324 |
| Privately issued residential mortgage-backed securities | $232,000 | 627 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $2,015,000 | 1,054 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $266,000 | 802 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,438,000 | 4,544 |
| Mortgage-backed securities | $689,000 | 4,902 |
| Certificates of participation in pools of residential mortgages | $260,000 | 4,861 |
| Issued or guaranteed by U.S. | $260,000 | 4,856 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $429,000 | 3,133 |
| CMOs issued by government agencies or sponsored agencies | $197,000 | 3,164 |
| Privately issued | $232,000 | 597 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $345,000 | 2,221 |
| Available-for-sale securities (fair market value) | $8,715,000 | 5,066 |
| Total debt securities | $8,794,000 | 5,415 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $9,119,000 | 5,462 |
| U.S. Government securities | $1,494,000 | 6,015 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $1,494,000 | 5,918 |
| Securities issued by states & political subdivisions | $5,099,000 | 3,703 |
| Other domestic debt securities | $2,037,000 | 1,418 |
| Privately issued residential mortgage-backed securities | $278,000 | 610 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $1,759,000 | 1,173 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $489,000 | 740 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,307,000 | 4,872 |
| Mortgage-backed securities | $782,000 | 4,909 |
| Certificates of participation in pools of residential mortgages | $292,000 | 4,890 |
| Issued or guaranteed by U.S. | $292,000 | 4,886 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $490,000 | 3,121 |
| CMOs issued by government agencies or sponsored agencies | $212,000 | 3,188 |
| Privately issued | $278,000 | 584 |
| 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) | $392,000 | 2,216 |
| Available-for-sale securities (fair market value) | $8,727,000 | 5,108 |
| Total debt securities | $8,635,000 | 5,494 |
| Structured notes | ||
| Amortized cost | $7,855,000 | 523 |
| Fair value | $7,848,000 | 502 |
| 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 | $7,355,000 | 5,692 |
| U.S. Government securities | $1,561,000 | 6,049 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $1,561,000 | 5,955 |
| Securities issued by states & political subdivisions | $4,512,000 | 3,851 |
| Other domestic debt securities | $795,000 | 1,961 |
| Privately issued residential mortgage-backed securities | $298,000 | 627 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $497,000 | 1,759 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $487,000 | 744 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $621,000 | 5,497 |
| Mortgage-backed securities | $870,000 | 4,921 |
| Certificates of participation in pools of residential mortgages | $307,000 | 4,928 |
| Issued or guaranteed by U.S. | $307,000 | 4,923 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $563,000 | 3,112 |
| CMOs issued by government agencies or sponsored agencies | $265,000 | 3,172 |
| Privately issued | $298,000 | 601 |
| 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) | $413,000 | 2,208 |
| Available-for-sale securities (fair market value) | $6,942,000 | 5,333 |
| Total debt securities | $6,868,000 | 5,709 |
| Structured notes | ||
| Amortized cost | $6,023,000 | 637 |
| Fair value | $5,997,000 | 629 |
| 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 | $6,350,000 | 5,834 |
| U.S. Government securities | $2,122,000 | 5,971 |
| U.S. Treasury securities | $500,000 | 977 |
| U.S. Government agency obligations | $1,622,000 | 5,997 |
| Securities issued by states & political subdivisions | $3,429,000 | 4,135 |
| Other domestic debt securities | $321,000 | 2,345 |
| Privately issued residential mortgage-backed securities | $321,000 | 645 |
| 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 | $478,000 | 762 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,120,000 | 5,352 |
| Mortgage-backed securities | $961,000 | 4,921 |
| Certificates of participation in pools of residential mortgages | $342,000 | 4,936 |
| Issued or guaranteed by U.S. | $342,000 | 4,931 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $619,000 | 3,080 |
| CMOs issued by government agencies or sponsored agencies | $298,000 | 3,151 |
| Privately issued | $321,000 | 615 |
| 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) | $835,000 | 2,037 |
| Available-for-sale securities (fair market value) | $5,515,000 | 5,552 |
| Total debt securities | $5,872,000 | 5,877 |
| Structured notes | ||
| Amortized cost | $4,451,000 | 804 |
| Fair value | $4,411,000 | 773 |
| 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 | $6,955,000 | 5,833 |
| U.S. Government securities | $2,170,000 | 6,036 |
| U.S. Treasury securities | $500,000 | 973 |
| U.S. Government agency obligations | $1,670,000 | 6,063 |
| Securities issued by states & political subdivisions | $3,959,000 | 4,021 |
| Other domestic debt securities | $360,000 | 2,385 |
| Privately issued residential mortgage-backed securities | $360,000 | 659 |
| 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 | $466,000 | 780 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,120,000 | 5,408 |
| Mortgage-backed securities | $1,049,000 | 4,935 |
| Certificates of participation in pools of residential mortgages | $364,000 | 4,963 |
| Issued or guaranteed by U.S. | $364,000 | 4,957 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $685,000 | 3,077 |
| CMOs issued by government agencies or sponsored agencies | $325,000 | 3,168 |
| Privately issued | $360,000 | 630 |
| 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) | $874,000 | 2,012 |
| Available-for-sale securities (fair market value) | $6,081,000 | 5,538 |
| Total debt securities | $6,489,000 | 5,856 |
| Structured notes | ||
| Amortized cost | $4,995,000 | 735 |
| Fair value | $4,940,000 | 703 |
| 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 | $7,037,000 | 5,836 |
| U.S. Government securities | $2,205,000 | 6,040 |
| U.S. Treasury securities | $500,000 | 987 |
| U.S. Government agency obligations | $1,705,000 | 6,042 |
| Securities issued by states & political subdivisions | $3,952,000 | 4,020 |
| Other domestic debt securities | $425,000 | 2,410 |
| Privately issued residential mortgage-backed securities | $425,000 | 655 |
| 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 | $455,000 | 786 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,117,000 | 5,431 |
| Mortgage-backed securities | $1,155,000 | 4,910 |
| Certificates of participation in pools of residential mortgages | $380,000 | 4,952 |
| Issued or guaranteed by U.S. | $380,000 | 4,945 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $775,000 | 3,057 |
| CMOs issued by government agencies or sponsored agencies | $350,000 | 3,173 |
| Privately issued | $425,000 | 627 |
| 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) | $940,000 | 1,937 |
| Available-for-sale securities (fair market value) | $6,097,000 | 5,564 |
| Total debt securities | $6,582,000 | 5,854 |
| Structured notes | ||
| Amortized cost | $5,008,000 | 705 |
| Fair value | $4,927,000 | 715 |
| 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 | $8,839,000 | 5,681 |
| U.S. Government securities | $4,453,000 | 5,639 |
| U.S. Treasury securities | $500,000 | 1,008 |
| U.S. Government agency obligations | $3,953,000 | 5,630 |
| Securities issued by states & political subdivisions | $3,425,000 | 4,141 |
| Other domestic debt securities | $508,000 | 2,309 |
| Privately issued residential mortgage-backed securities | $508,000 | 657 |
| 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 | $453,000 | 796 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $884,000 | 5,606 |
| Mortgage-backed securities | $1,277,000 | 4,920 |
| Certificates of participation in pools of residential mortgages | $396,000 | 4,985 |
| Issued or guaranteed by U.S. | $396,000 | 4,981 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $881,000 | 3,059 |
| CMOs issued by government agencies or sponsored agencies | $373,000 | 3,183 |
| Privately issued | $508,000 | 635 |
| 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) | $1,024,000 | 1,891 |
| Available-for-sale securities (fair market value) | $7,815,000 | 5,421 |
| Total debt securities | $8,386,000 | 5,696 |
| Structured notes | ||
| Amortized cost | $6,649,000 | 565 |
| Fair value | $6,609,000 | 566 |
| 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 | $9,125,000 | 5,643 |
| U.S. Government securities | $4,481,000 | 5,668 |
| U.S. Treasury securities | $500,000 | 976 |
| U.S. Government agency obligations | $3,981,000 | 5,663 |
| Securities issued by states & political subdivisions | $3,449,000 | 4,132 |
| Other domestic debt securities | $746,000 | 2,159 |
| Privately issued residential mortgage-backed securities | $746,000 | 628 |
| 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 | $449,000 | 779 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $934,000 | 5,615 |
| Mortgage-backed securities | $1,542,000 | 4,879 |
| Certificates of participation in pools of residential mortgages | $408,000 | 5,001 |
| Issued or guaranteed by U.S. | $408,000 | 4,997 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,134,000 | 2,982 |
| CMOs issued by government agencies or sponsored agencies | $388,000 | 3,218 |
| Privately issued | $746,000 | 608 |
| 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) | $1,263,000 | 1,840 |
| Available-for-sale securities (fair market value) | $7,862,000 | 5,438 |
| Total debt securities | $8,676,000 | 5,669 |
| Structured notes | ||
| Amortized cost | $6,661,000 | 601 |
| Fair value | $6,634,000 | 602 |
| 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 | $9,642,000 | 5,670 |
| U.S. Government securities | $5,773,000 | 5,550 |
| U.S. Treasury securities | $500,000 | 929 |
| U.S. Government agency obligations | $5,273,000 | 5,521 |
| Securities issued by states & political subdivisions | $2,583,000 | 4,376 |
| Other domestic debt securities | $827,000 | 2,175 |
| Privately issued residential mortgage-backed securities | $827,000 | 649 |
| 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 | $459,000 | 775 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $960,000 | 5,690 |
| Mortgage-backed securities | $1,663,000 | 4,946 |
| Certificates of participation in pools of residential mortgages | $423,000 | 5,103 |
| Issued or guaranteed by U.S. | $423,000 | 5,097 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,240,000 | 3,019 |
| CMOs issued by government agencies or sponsored agencies | $413,000 | 3,270 |
| Privately issued | $827,000 | 626 |
| 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) | $1,346,000 | 1,843 |
| Available-for-sale securities (fair market value) | $8,296,000 | 5,460 |
| Total debt securities | $9,183,000 | 5,698 |
| Structured notes | ||
| Amortized cost | $4,445,000 | 868 |
| Fair value | $4,437,000 | 867 |
| 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 | $10,332,000 | 5,646 |
| U.S. Government securities | $7,063,000 | 5,394 |
| U.S. Treasury securities | $500,000 | 907 |
| U.S. Government agency obligations | $6,563,000 | 5,360 |
| Securities issued by states & political subdivisions | $1,907,000 | 4,594 |
| Other domestic debt securities | $907,000 | 2,139 |
| Privately issued residential mortgage-backed securities | $907,000 | 686 |
| 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 | $455,000 | 777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,503,000 | 5,519 |
| Mortgage-backed securities | $1,776,000 | 4,961 |
| Certificates of participation in pools of residential mortgages | $445,000 | 5,123 |
| Issued or guaranteed by U.S. | $445,000 | 5,115 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,331,000 | 3,002 |
| CMOs issued by government agencies or sponsored agencies | $424,000 | 3,286 |
| Privately issued | $907,000 | 660 |
| 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) | $1,428,000 | 1,833 |
| Available-for-sale securities (fair market value) | $8,904,000 | 5,447 |
| Total debt securities | $9,877,000 | 5,676 |
| Structured notes | ||
| Amortized cost | $5,699,000 | 822 |
| Fair value | $5,694,000 | 818 |
| 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 | $5,327,000 | 6,342 |
| U.S. Government securities | $3,857,000 | 6,081 |
| U.S. Treasury securities | $500,000 | 988 |
| U.S. Government agency obligations | $3,357,000 | 6,075 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $1,015,000 | 2,002 |
| Privately issued residential mortgage-backed securities | $1,015,000 | 692 |
| 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 | $455,000 | 760 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,305,000 | 5,238 |
| Mortgage-backed securities | $1,915,000 | 4,944 |
| Certificates of participation in pools of residential mortgages | $461,000 | 5,133 |
| Issued or guaranteed by U.S. | $461,000 | 5,127 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,454,000 | 2,982 |
| CMOs issued by government agencies or sponsored agencies | $439,000 | 3,287 |
| Privately issued | $1,015,000 | 670 |
| 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) | $1,537,000 | 1,842 |
| Available-for-sale securities (fair market value) | $3,790,000 | 6,120 |
| Total debt securities | $4,872,000 | 6,372 |
| Structured notes | ||
| Amortized cost | $2,456,000 | 1,578 |
| Fair value | $2,457,000 | 1,579 |
| 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 | $6,271,000 | 6,230 |
| U.S. Government securities | $4,644,000 | 5,927 |
| U.S. Treasury securities | $500,000 | 927 |
| U.S. Government agency obligations | $4,144,000 | 5,929 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $1,178,000 | 1,877 |
| Privately issued residential mortgage-backed securities | $1,178,000 | 733 |
| 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 | $449,000 | 747 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,032,000 | 5,093 |
| Mortgage-backed securities | $2,108,000 | 4,856 |
| Certificates of participation in pools of residential mortgages | $476,000 | 5,097 |
| Issued or guaranteed by U.S. | $476,000 | 5,083 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,632,000 | 2,892 |
| CMOs issued by government agencies or sponsored agencies | $454,000 | 3,144 |
| Privately issued | $1,178,000 | 698 |
| 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) | $1,701,000 | 1,870 |
| Available-for-sale securities (fair market value) | $4,570,000 | 6,017 |
| Total debt securities | $5,822,000 | 6,257 |
| Structured notes | ||
| Amortized cost | $3,213,000 | 1,314 |
| Fair value | $3,214,000 | 1,313 |
| 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 | $7,204,000 | 6,108 |
| U.S. Government securities | $5,327,000 | 5,818 |
| U.S. Treasury securities | $500,000 | 972 |
| U.S. Government agency obligations | $4,827,000 | 5,815 |
| Securities issued by states & political subdivisions | $100,000 | 5,651 |
| Other domestic debt securities | $1,328,000 | 1,821 |
| Privately issued residential mortgage-backed securities | $1,328,000 | 736 |
| 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 | $449,000 | 777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,413,000 | 4,972 |
| Mortgage-backed securities | $2,285,000 | 4,799 |
| Certificates of participation in pools of residential mortgages | $491,000 | 5,090 |
| Issued or guaranteed by U.S. | $491,000 | 5,074 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,794,000 | 2,835 |
| CMOs issued by government agencies or sponsored agencies | $466,000 | 3,122 |
| Privately issued | $1,328,000 | 698 |
| 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) | $1,953,000 | 1,823 |
| Available-for-sale securities (fair market value) | $5,251,000 | 5,955 |
| Total debt securities | $6,755,000 | 6,141 |
| Structured notes | ||
| Amortized cost | $3,871,000 | 1,259 |
| Fair value | $3,870,000 | 1,258 |
| 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 | $7,469,000 | 6,173 |
| U.S. Government securities | $5,450,000 | 5,924 |
| U.S. Treasury securities | $500,000 | 1,058 |
| U.S. Government agency obligations | $4,950,000 | 5,916 |
| Securities issued by states & political subdivisions | $100,000 | 5,654 |
| Other domestic debt securities | $1,466,000 | 1,720 |
| Privately issued residential mortgage-backed securities | $1,466,000 | 735 |
| 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 | $453,000 | 775 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,688,000 | 4,926 |
| Mortgage-backed securities | $2,451,000 | 4,744 |
| Certificates of participation in pools of residential mortgages | $514,000 | 5,088 |
| Issued or guaranteed by U.S. | $514,000 | 5,074 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,937,000 | 2,746 |
| CMOs issued by government agencies or sponsored agencies | $471,000 | 3,082 |
| Privately issued | $1,466,000 | 698 |
| 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) | $2,092,000 | 1,830 |
| Available-for-sale securities (fair market value) | $5,377,000 | 6,017 |
| Total debt securities | $7,016,000 | 6,199 |
| Structured notes | ||
| Amortized cost | $3,963,000 | 1,412 |
| Fair value | $3,965,000 | 1,408 |
| 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 | $6,578,000 | 6,322 |
| U.S. Government securities | $4,065,000 | 6,232 |
| U.S. Treasury securities | $500,000 | 1,088 |
| U.S. Government agency obligations | $3,565,000 | 6,229 |
| Securities issued by states & political subdivisions | $438,000 | 5,337 |
| Other domestic debt securities | $1,623,000 | 1,702 |
| Privately issued residential mortgage-backed securities | $1,623,000 | 743 |
| 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 | $452,000 | 786 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,323,000 | 5,071 |
| Mortgage-backed securities | $2,634,000 | 4,647 |
| Certificates of participation in pools of residential mortgages | $541,000 | 5,031 |
| Issued or guaranteed by U.S. | $541,000 | 5,020 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $2,093,000 | 2,619 |
| CMOs issued by government agencies or sponsored agencies | $470,000 | 3,043 |
| Privately issued | $1,623,000 | 708 |
| 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) | $2,250,000 | 1,814 |
| Available-for-sale securities (fair market value) | $4,328,000 | 6,188 |
| Total debt securities | $6,126,000 | 6,346 |
| Structured notes | ||
| Amortized cost | $2,587,000 | 1,807 |
| Fair value | $2,554,000 | 1,812 |
| 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 | $7,491,000 | 6,102 |
| U.S. Government securities | $4,653,000 | 5,993 |
| U.S. Treasury securities | $500,000 | 1,089 |
| U.S. Government agency obligations | $4,153,000 | 5,986 |
| Securities issued by states & political subdivisions | $472,000 | 5,317 |
| Other domestic debt securities | $1,918,000 | 1,727 |
| Privately issued residential mortgage-backed securities | $1,918,000 | 733 |
| 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 | $448,000 | 794 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,620,000 | 4,983 |
| Mortgage-backed securities | $2,509,000 | 4,618 |
| Certificates of participation in pools of residential mortgages | $591,000 | 4,945 |
| Issued or guaranteed by U.S. | $591,000 | 4,933 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,918,000 | 2,657 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $1,918,000 | 698 |
| 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) | $2,548,000 | 1,773 |
| Available-for-sale securities (fair market value) | $4,943,000 | 6,051 |
| Total debt securities | $7,043,000 | 6,143 |
| Structured notes | ||
| Amortized cost | $3,103,000 | 1,499 |
| Fair value | $3,075,000 | 1,498 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $5,689,000 | 6,431 |
| U.S. Government securities | $2,497,000 | 6,575 |
| U.S. Treasury securities | $500,000 | 1,015 |
| U.S. Government agency obligations | $1,997,000 | 6,606 |
| Securities issued by states & political subdivisions | $472,000 | 5,299 |
| Other domestic debt securities | $2,272,000 | 1,631 |
| Privately issued residential mortgage-backed securities | $2,272,000 | 759 |
| 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 | $448,000 | 842 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,797,000 | 4,623 |
| Mortgage-backed securities | $2,940,000 | 4,528 |
| Certificates of participation in pools of residential mortgages | $668,000 | 4,911 |
| Issued or guaranteed by U.S. | $668,000 | 4,900 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,272,000 | 2,502 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $2,272,000 | 723 |
| 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) | $2,904,000 | 1,745 |
| Available-for-sale securities (fair market value) | $2,785,000 | 6,453 |
| Total debt securities | $5,241,000 | 6,469 |
| Structured notes | ||
| Amortized cost | $509,000 | 2,770 |
| Fair value | $509,000 | 2,797 |
| 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 | $6,636,000 | 6,342 |
| U.S. Government securities | $3,141,000 | 6,516 |
| U.S. Treasury securities | $500,000 | 951 |
| U.S. Government agency obligations | $2,641,000 | 6,550 |
| Securities issued by states & political subdivisions | $462,000 | 5,269 |
| Other domestic debt securities | $2,575,000 | 1,559 |
| Privately issued residential mortgage-backed securities | $2,575,000 | 764 |
| 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 | $458,000 | 862 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,339,000 | 4,196 |
| Mortgage-backed securities | $3,568,000 | 4,373 |
| Certificates of participation in pools of residential mortgages | $993,000 | 4,763 |
| Issued or guaranteed by U.S. | $993,000 | 4,756 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,575,000 | 2,356 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $2,575,000 | 732 |
| 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) | $3,211,000 | 1,751 |
| Available-for-sale securities (fair market value) | $3,425,000 | 6,428 |
| Total debt securities | $6,178,000 | 6,394 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,755 |
| Fair value | $751,000 | 2,768 |
| 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 | $7,733,000 | 6,199 |
| U.S. Government securities | $3,767,000 | 6,464 |
| U.S. Treasury securities | $500,000 | 962 |
| U.S. Government agency obligations | $3,267,000 | 6,490 |
| Securities issued by states & political subdivisions | $639,000 | 5,102 |
| Other domestic debt securities | $2,849,000 | 1,539 |
| Privately issued residential mortgage-backed securities | $2,849,000 | 763 |
| 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 | $478,000 | 874 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,458,000 | 5,239 |
| Mortgage-backed securities | $3,904,000 | 4,369 |
| Certificates of participation in pools of residential mortgages | $1,055,000 | 4,852 |
| Issued or guaranteed by U.S. | $1,055,000 | 4,843 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,849,000 | 2,257 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $2,849,000 | 732 |
| 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) | $3,490,000 | 1,737 |
| Available-for-sale securities (fair market value) | $4,243,000 | 6,335 |
| Total debt securities | $7,255,000 | 6,248 |
| Structured notes | ||
| Amortized cost | $2,186,000 | 1,700 |
| Fair value | $2,212,000 | 1,688 |
| 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 | $6,992,000 | 6,345 |
| U.S. Government securities | $2,685,000 | 6,751 |
| U.S. Treasury securities | $500,000 | 910 |
| U.S. Government agency obligations | $2,185,000 | 6,812 |
| Securities issued by states & political subdivisions | $680,000 | 5,115 |
| Other domestic debt securities | $3,147,000 | 1,507 |
| Privately issued residential mortgage-backed securities | $3,147,000 | 765 |
| 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 | $480,000 | 889 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,672,000 | 5,188 |
| Mortgage-backed securities | $4,324,000 | 4,320 |
| Certificates of participation in pools of residential mortgages | $1,177,000 | 4,867 |
| Issued or guaranteed by U.S. | $1,177,000 | 4,857 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $3,147,000 | 2,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $3,147,000 | 733 |
| 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) | $3,790,000 | 1,713 |
| Available-for-sale securities (fair market value) | $3,202,000 | 6,544 |
| Total debt securities | $6,512,000 | 6,386 |
| 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 | $7,780,000 | 6,226 |
| U.S. Government securities | $3,086,000 | 6,684 |
| U.S. Treasury securities | $500,000 | 861 |
| U.S. Government agency obligations | $2,586,000 | 6,749 |
| Securities issued by states & political subdivisions | $683,000 | 5,166 |
| Other domestic debt securities | $3,518,000 | 1,513 |
| Privately issued residential mortgage-backed securities | $3,518,000 | 797 |
| 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 | $493,000 | 932 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,100,000 | 5,059 |
| Mortgage-backed securities | $5,046,000 | 4,232 |
| Certificates of participation in pools of residential mortgages | $1,528,000 | 4,810 |
| Issued or guaranteed by U.S. | $1,528,000 | 4,798 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $3,518,000 | 2,111 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $3,518,000 | 762 |
| 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) | $4,164,000 | 1,694 |
| Available-for-sale securities (fair market value) | $3,616,000 | 6,528 |
| Total debt securities | $7,287,000 | 6,283 |
| 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 | $9,054,000 | 5,993 |
| U.S. Government securities | $3,378,000 | 6,635 |
| U.S. Treasury securities | $500,000 | 842 |
| U.S. Government agency obligations | $2,878,000 | 6,692 |
| Securities issued by states & political subdivisions | $671,000 | 5,174 |
| Other domestic debt securities | $4,568,000 | 1,400 |
| Privately issued residential mortgage-backed securities | $4,568,000 | 736 |
| 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 | $437,000 | 998 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,436,000 | 4,951 |
| Mortgage-backed securities | $6,325,000 | 3,993 |
| Certificates of participation in pools of residential mortgages | $1,757,000 | 4,767 |
| Issued or guaranteed by U.S. | $1,757,000 | 4,753 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $4,568,000 | 1,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $4,568,000 | 708 |
| 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) | $5,217,000 | 1,570 |
| Available-for-sale securities (fair market value) | $3,837,000 | 6,508 |
| Total debt securities | $8,617,000 | 6,026 |
| 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 | $8,173,000 | 6,233 |
| U.S. Government securities | $3,680,000 | 6,648 |
| U.S. Treasury securities | $500,000 | 792 |
| U.S. Government agency obligations | $3,180,000 | 6,712 |
| Securities issued by states & political subdivisions | $673,000 | 5,097 |
| Other domestic debt securities | $3,385,000 | 1,505 |
| Privately issued residential mortgage-backed securities | $3,385,000 | 836 |
| 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 | $435,000 | 998 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,798,000 | 4,883 |
| Mortgage-backed securities | $5,355,000 | 4,272 |
| Certificates of participation in pools of residential mortgages | $1,970,000 | 4,766 |
| Issued or guaranteed by U.S. | $1,970,000 | 4,752 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,385,000 | 2,134 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $3,385,000 | 801 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,035,000 | 1,761 |
| Available-for-sale securities (fair market value) | $4,138,000 | 6,483 |
| Total debt securities | $7,738,000 | 6,259 |
| 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 | $7,052,000 | 6,497 |
| U.S. Government securities | $3,811,000 | 6,742 |
| U.S. Treasury securities | $500,000 | 757 |
| U.S. Government agency obligations | $3,311,000 | 6,792 |
| Securities issued by states & political subdivisions | $1,338,000 | 4,582 |
| Other domestic debt securities | $944,000 | 2,358 |
| Privately issued residential mortgage-backed securities | $944,000 | 1,187 |
| 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 | $959,000 | 758 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,057,000 | 5,200 |
| Mortgage-backed securities | $3,012,000 | 4,858 |
| Certificates of participation in pools of residential mortgages | $2,068,000 | 4,713 |
| Issued or guaranteed by U.S. | $2,068,000 | 4,699 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $944,000 | 2,906 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $944,000 | 1,134 |
| 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) | $1,596,000 | 2,307 |
| Available-for-sale securities (fair market value) | $5,456,000 | 6,260 |
| Total debt securities | $6,093,000 | 6,658 |
| 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 | $7,606,000 | 6,355 |
| U.S. Government securities | $4,221,000 | 6,626 |
| U.S. Treasury securities | $500,000 | 803 |
| U.S. Government agency obligations | $3,721,000 | 6,685 |
| Securities issued by states & political subdivisions | $1,297,000 | 4,594 |
| Other domestic debt securities | $970,000 | 2,263 |
| Privately issued residential mortgage-backed securities | $970,000 | 1,153 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $1,118,000 | 709 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,732,000 | 5,753 |
| Mortgage-backed securities | $3,175,000 | 4,736 |
| Certificates of participation in pools of residential mortgages | $2,205,000 | 4,614 |
| Issued or guaranteed by U.S. | $2,205,000 | 4,600 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $970,000 | 2,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $970,000 | 1,101 |
| 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) | $1,874,000 | 2,252 |
| Available-for-sale securities (fair market value) | $5,732,000 | 6,170 |
| Total debt securities | $6,488,000 | 6,558 |
| 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 | $9,665,000 | 6,001 |
| U.S. Government securities | $4,397,000 | 6,625 |
| U.S. Treasury securities | $500,000 | 805 |
| U.S. Government agency obligations | $3,897,000 | 6,666 |
| Securities issued by states & political subdivisions | $1,661,000 | 4,428 |
| Other domestic debt securities | $1,003,000 | 2,231 |
| Privately issued residential mortgage-backed securities | $1,003,000 | 1,125 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $2,604,000 | 675 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,567,000 | 5,824 |
| Mortgage-backed securities | $3,353,000 | 4,687 |
| Certificates of participation in pools of residential mortgages | $2,350,000 | 4,554 |
| Issued or guaranteed by U.S. | $2,350,000 | 4,536 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,003,000 | 2,755 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $1,003,000 | 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) | $1,912,000 | 2,237 |
| Available-for-sale securities (fair market value) | $7,753,000 | 5,818 |
| Total debt securities | $7,061,000 | 6,461 |
| 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 | $11,055,000 | 5,749 |
| U.S. Government securities | $2,927,000 | 7,108 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $2,927,000 | 7,006 |
| Securities issued by states & political subdivisions | $4,650,000 | 3,219 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $3,478,000 | 630 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,515,000 | 5,843 |
| Mortgage-backed securities | $1,577,000 | 5,275 |
| Certificates of participation in pools of residential mortgages | $1,577,000 | 4,822 |
| Issued or guaranteed by U.S. | $1,577,000 | 4,800 |
| 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) | $62,000 | 3,402 |
| Available-for-sale securities (fair market value) | $10,993,000 | 5,235 |
| Total debt securities | $7,576,000 | 6,370 |
| 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 | $11,462,000 | 5,765 |
| U.S. Government securities | $2,985,000 | 7,216 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $2,985,000 | 7,102 |
| Securities issued by states & political subdivisions | $4,646,000 | 3,211 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $3,831,000 | 568 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,569,000 | 5,877 |
| Mortgage-backed securities | $1,639,000 | 5,020 |
| Certificates of participation in pools of residential mortgages | $1,639,000 | 4,564 |
| Issued or guaranteed by U.S. | $1,639,000 | 4,546 |
| 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) | $70,000 | 3,440 |
| Available-for-sale securities (fair market value) | $11,392,000 | 5,217 |
| Total debt securities | $7,629,000 | 6,453 |
| 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 | $13,068,000 | 5,537 |
| U.S. Government securities | $3,065,000 | 7,218 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $3,065,000 | 7,100 |
| Securities issued by states & political subdivisions | $5,105,000 | 3,044 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $4,898,000 | 473 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,611,000 | 5,881 |
| Mortgage-backed securities | $1,684,000 | 4,893 |
| Certificates of participation in pools of residential mortgages | $1,684,000 | 4,386 |
| Issued or guaranteed by U.S. | $1,684,000 | 4,373 |
| 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) | $73,000 | 3,504 |
| Available-for-sale securities (fair market value) | $12,995,000 | 4,969 |
| Total debt securities | $8,170,000 | 6,388 |
| 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 | $13,078,000 | 5,549 |
| U.S. Government securities | $3,703,000 | 7,101 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $3,703,000 | 6,976 |
| Securities issued by states & political subdivisions | $4,267,000 | 3,312 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $5,108,000 | 455 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,195,000 | 5,642 |
| Mortgage-backed securities | $1,774,000 | 4,833 |
| Certificates of participation in pools of residential mortgages | $1,774,000 | 4,313 |
| Issued or guaranteed by U.S. | $1,774,000 | 4,299 |
| 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) | $77,000 | 3,536 |
| Available-for-sale securities (fair market value) | $13,001,000 | 4,953 |
| Total debt securities | $7,970,000 | 6,450 |
| 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 | $11,502,000 | 5,826 |
| U.S. Government securities | $2,889,000 | 7,392 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $2,889,000 | 7,261 |
| Securities issued by states & political subdivisions | $3,807,000 | 3,481 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $4,806,000 | 487 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,808,000 | 5,398 |
| Mortgage-backed securities | $1,894,000 | 4,771 |
| Certificates of participation in pools of residential mortgages | $1,894,000 | 4,240 |
| Issued or guaranteed by U.S. | $1,894,000 | 4,222 |
| 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) | $81,000 | 3,602 |
| Available-for-sale securities (fair market value) | $11,421,000 | 5,228 |
| Total debt securities | $6,696,000 | 6,802 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $13,015,000 | 5,604 |
| U.S. Government securities | $4,431,000 | 6,951 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $4,431,000 | 6,828 |
| Securities issued by states & political subdivisions | $3,490,000 | 3,612 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $5,094,000 | 469 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,440,000 | 5,563 |
| Mortgage-backed securities | $1,991,000 | 4,713 |
| Certificates of participation in pools of residential mortgages | $1,991,000 | 4,177 |
| Issued or guaranteed by U.S. | $1,991,000 | 4,165 |
| 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) | $85,000 | 3,676 |
| Available-for-sale securities (fair market value) | $12,930,000 | 5,005 |
| Total debt securities | $7,921,000 | 6,543 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $10,572,000 | 6,088 |
| U.S. Government securities | $3,023,000 | 7,458 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $3,023,000 | 7,322 |
| Securities issued by states & political subdivisions | $1,958,000 | 4,326 |
| Other domestic debt securities | $500,000 | 2,333 |
| 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 | $500,000 | 1,760 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $5,091,000 | 470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,433,000 | 5,607 |
| Mortgage-backed securities | $90,000 | 6,257 |
| Certificates of participation in pools of residential mortgages | $90,000 | 5,929 |
| Issued or guaranteed by U.S. | $90,000 | 5,898 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $90,000 | 3,758 |
| Available-for-sale securities (fair market value) | $10,482,000 | 5,442 |
| Total debt securities | $5,481,000 | 7,174 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $9,663,000 | 6,299 |
| U.S. Government securities | $3,011,000 | 7,507 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $3,011,000 | 7,372 |
| Securities issued by states & political subdivisions | $1,416,000 | 4,697 |
| Other domestic debt securities | $498,000 | 2,400 |
| 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 | $498,000 | 1,850 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $4,738,000 | 486 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $454,000 | 6,722 |
| Mortgage-backed securities | $94,000 | 6,295 |
| Certificates of participation in pools of residential mortgages | $94,000 | 5,957 |
| Issued or guaranteed by U.S. | $94,000 | 5,930 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $94,000 | 3,805 |
| Available-for-sale securities (fair market value) | $9,569,000 | 5,627 |
| Total debt securities | $4,926,000 | 7,352 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $9,714,000 | 6,349 |
| U.S. Government securities | $3,023,000 | 7,565 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $3,023,000 | 7,424 |
| Securities issued by states & political subdivisions | $1,418,000 | 4,732 |
| Other domestic debt securities | $495,000 | 2,494 |
| 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 | $495,000 | 1,967 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $4,778,000 | 495 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $457,000 | 6,754 |
| Mortgage-backed securities | $109,000 | 6,297 |
| Certificates of participation in pools of residential mortgages | $109,000 | 5,951 |
| Issued or guaranteed by U.S. | $109,000 | 5,927 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $109,000 | 3,830 |
| Available-for-sale securities (fair market value) | $9,605,000 | 5,665 |
| Total debt securities | $4,937,000 | 7,390 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $12,441,000 | 5,825 |
| U.S. Government securities | $3,032,000 | 7,574 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $3,032,000 | 7,432 |
| Securities issued by states & political subdivisions | $1,449,000 | 4,732 |
| Other domestic debt securities | $979,000 | 2,154 |
| 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 | $979,000 | 1,671 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $6,981,000 | 382 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $461,000 | 6,792 |
| Mortgage-backed securities | $114,000 | 6,358 |
| Certificates of participation in pools of residential mortgages | $114,000 | 5,998 |
| Issued or guaranteed by U.S. | $114,000 | 5,972 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $114,000 | 3,904 |
| Available-for-sale securities (fair market value) | $12,327,000 | 5,170 |
| Total debt securities | $5,460,000 | 7,303 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $11,905,000 | 5,929 |
| U.S. Government securities | $2,571,000 | 7,739 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $2,571,000 | 7,615 |
| Securities issued by states & political subdivisions | $1,752,000 | 4,524 |
| Other domestic debt securities | $998,000 | 2,166 |
| 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 | $998,000 | 1,710 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $6,584,000 | 397 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $967,000 | 6,511 |
| Mortgage-backed securities | $135,000 | 6,348 |
| Certificates of participation in pools of residential mortgages | $135,000 | 5,975 |
| Issued or guaranteed by U.S. | $135,000 | 5,955 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $135,000 | 3,919 |
| Available-for-sale securities (fair market value) | $11,770,000 | 5,264 |
| Total debt securities | $5,321,000 | 7,350 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $11,672,000 | 6,029 |
| U.S. Government securities | $2,597,000 | 7,783 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $2,597,000 | 7,649 |
| Securities issued by states & political subdivisions | $1,323,000 | 4,818 |
| Other domestic debt securities | $1,002,000 | 2,186 |
| 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 | $1,002,000 | 1,739 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $6,750,000 | 400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $976,000 | 6,506 |
| Mortgage-backed securities | $145,000 | 6,377 |
| Certificates of participation in pools of residential mortgages | $145,000 | 6,012 |
| Issued or guaranteed by U.S. | $145,000 | 5,984 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $145,000 | 3,957 |
| Available-for-sale securities (fair market value) | $11,527,000 | 5,328 |
| Total debt securities | $4,923,000 | 7,494 |
| 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 | $11,826,000 | 6,085 |
| U.S. Government securities | $2,619,000 | 7,848 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $2,619,000 | 7,694 |
| Securities issued by states & political subdivisions | $1,551,000 | 4,658 |
| Other domestic debt securities | $996,000 | 2,282 |
| 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 | $996,000 | 1,867 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $6,660,000 | 414 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $983,000 | 6,527 |
| Mortgage-backed securities | $168,000 | 6,402 |
| Certificates of participation in pools of residential mortgages | $168,000 | 6,032 |
| Issued or guaranteed by U.S. | $168,000 | 6,007 |
| 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) | $168,000 | 3,979 |
| Available-for-sale securities (fair market value) | $11,658,000 | 5,374 |
| Total debt securities | $5,167,000 | 7,491 |
| 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 | $12,781,000 | 5,916 |
| U.S. Government securities | $2,666,000 | 7,858 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $2,666,000 | 7,705 |
| Securities issued by states & political subdivisions | $1,602,000 | 4,633 |
| Other domestic debt securities | $1,019,000 | 2,282 |
| 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 | $1,019,000 | 1,880 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $7,494,000 | 417 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $998,000 | 6,516 |
| Mortgage-backed securities | $179,000 | 6,429 |
| Certificates of participation in pools of residential mortgages | $179,000 | 6,050 |
| Issued or guaranteed by U.S. | $179,000 | 6,032 |
| 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) | $179,000 | 4,011 |
| Available-for-sale securities (fair market value) | $12,602,000 | 5,221 |
| Total debt securities | $5,284,000 | 7,500 |
| 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 | $14,818,000 | 5,551 |
| U.S. Government securities | $2,694,000 | 7,882 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $2,694,000 | 7,728 |
| Securities issued by states & political subdivisions | $1,609,000 | 4,628 |
| Other domestic debt securities | $1,034,000 | 2,290 |
| 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 | $1,034,000 | 1,918 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $9,481,000 | 364 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,013,000 | 6,501 |
| Mortgage-backed securities | $191,000 | 6,466 |
| Certificates of participation in pools of residential mortgages | $191,000 | 6,070 |
| Issued or guaranteed by U.S. | $191,000 | 6,053 |
| 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) | $191,000 | 4,046 |
| Available-for-sale securities (fair market value) | $14,627,000 | 4,889 |
| Total debt securities | $5,338,000 | 7,532 |
| 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 | $14,670,000 | 5,631 |
| U.S. Government securities | $1,710,000 | 8,272 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $1,710,000 | 8,128 |
| Securities issued by states & political subdivisions | $2,020,000 | 4,351 |
| Other domestic debt securities | $1,588,000 | 2,049 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,588,000 | 1,700 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $9,352,000 | 388 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,571,000 | 6,174 |
| Mortgage-backed securities | $201,000 | 6,523 |
| Certificates of participation in pools of residential mortgages | $201,000 | 6,121 |
| Issued or guaranteed by U.S. | $201,000 | 6,104 |
| 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) | $201,000 | 4,071 |
| Available-for-sale securities (fair market value) | $14,469,000 | 4,979 |
| Total debt securities | $5,316,000 | 7,601 |
| 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 | $13,074,000 | 5,918 |
| U.S. Government securities | $1,768,000 | 8,216 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $1,768,000 | 8,072 |
| Securities issued by states & political subdivisions | $2,043,000 | 4,324 |
| Other domestic debt securities | $2,121,000 | 1,931 |
| 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 | $2,121,000 | 1,580 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $7,142,000 | 509 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,616,000 | 5,557 |
| Mortgage-backed securities | $218,000 | 6,528 |
| Certificates of participation in pools of residential mortgages | $218,000 | 6,105 |
| Issued or guaranteed by U.S. | $218,000 | 6,084 |
| 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) | $218,000 | 4,102 |
| Available-for-sale securities (fair market value) | $12,856,000 | 5,234 |
| Total debt securities | $5,930,000 | 7,455 |
| 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 | $13,505,000 | 5,888 |
| U.S. Government securities | $2,311,000 | 8,122 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $2,311,000 | 7,954 |
| Securities issued by states & political subdivisions | $2,103,000 | 4,327 |
| Other domestic debt securities | $2,122,000 | 1,966 |
| 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 | $2,122,000 | 1,681 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $6,969,000 | 504 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,087,000 | 5,789 |
| Mortgage-backed securities | $254,000 | 6,512 |
| Certificates of participation in pools of residential mortgages | $254,000 | 6,097 |
| Issued or guaranteed by U.S. | $254,000 | 6,073 |
| 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) | $254,000 | 4,103 |
| Available-for-sale securities (fair market value) | $13,251,000 | 5,195 |
| Total debt securities | $6,536,000 | 7,356 |
| 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 | $13,861,000 | 5,746 |
| U.S. Government securities | $2,871,000 | 7,894 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $2,871,000 | 7,711 |
| Securities issued by states & political subdivisions | $2,091,000 | 4,350 |
| Other domestic debt securities | $3,704,000 | 1,595 |
| 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 | $3,704,000 | 1,327 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $5,195,000 | 659 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,114,000 | 5,226 |
| Mortgage-backed securities | $284,000 | 6,512 |
| Certificates of participation in pools of residential mortgages | $284,000 | 6,099 |
| Issued or guaranteed by U.S. | $284,000 | 6,071 |
| 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) | $284,000 | 4,093 |
| Available-for-sale securities (fair market value) | $13,577,000 | 5,085 |
| Total debt securities | $8,666,000 | 6,759 |
| 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 | $18,130,000 | 4,949 |
| U.S. Government securities | $2,939,000 | 7,863 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $2,939,000 | 7,685 |
| Securities issued by states & political subdivisions | $2,132,000 | 4,288 |
| Other domestic debt securities | $3,724,000 | 1,662 |
| 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 | $3,724,000 | 1,387 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $9,335,000 | 458 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,148,000 | 5,182 |
| Mortgage-backed securities | $322,000 | 6,520 |
| Certificates of participation in pools of residential mortgages | $322,000 | 6,079 |
| Issued or guaranteed by U.S. | $322,000 | 6,058 |
| 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) | $308,000 | 4,105 |
| Available-for-sale securities (fair market value) | $17,822,000 | 4,369 |
| Total debt securities | $8,794,000 | 6,683 |
| 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 | $17,910,000 | 4,996 |
| U.S. Government securities | $1,957,000 | 8,317 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $1,957,000 | 8,137 |
| Securities issued by states & political subdivisions | $2,143,000 | 4,198 |
| Other domestic debt securities | $4,639,000 | 1,470 |
| 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 | $4,639,000 | 1,196 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $9,171,000 | 468 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,169,000 | 4,750 |
| Mortgage-backed securities | $406,000 | 6,443 |
| Certificates of participation in pools of residential mortgages | $406,000 | 5,968 |
| Issued or guaranteed by U.S. | $406,000 | 5,949 |
| 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) | $356,000 | 4,112 |
| Available-for-sale securities (fair market value) | $17,554,000 | 4,385 |
| Total debt securities | $8,739,000 | 6,684 |
| 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 | $19,278,000 | 4,745 |
| U.S. Government securities | $3,601,000 | 7,683 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $3,601,000 | 7,470 |
| Securities issued by states & political subdivisions | $2,119,000 | 4,220 |
| Other domestic debt securities | $5,207,000 | 1,349 |
| 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 | $5,207,000 | 1,103 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $8,351,000 | 499 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,283,000 | 3,956 |
| Mortgage-backed securities | $523,000 | 6,316 |
| Certificates of participation in pools of residential mortgages | $523,000 | 5,796 |
| Issued or guaranteed by U.S. | $523,000 | 5,777 |
| 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) | $376,000 | 4,188 |
| Available-for-sale securities (fair market value) | $18,902,000 | 4,149 |
| Total debt securities | $10,926,000 | 6,208 |
| 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 | $20,619,000 | 4,444 |
| U.S. Government securities | $4,069,000 | 7,628 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $4,069,000 | 7,372 |
| Securities issued by states & political subdivisions | $2,638,000 | 3,953 |
| Other domestic debt securities | $7,418,000 | 1,112 |
| 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 | $7,418,000 | 878 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $6,494,000 | 562 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,576,000 | 5,594 |
| Mortgage-backed securities | $972,000 | 5,930 |
| Certificates of participation in pools of residential mortgages | $972,000 | 5,232 |
| Issued or guaranteed by U.S. | $972,000 | 5,210 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $571,000 | 4,193 |
| Available-for-sale securities (fair market value) | $20,048,000 | 3,830 |
| Total debt securities | $14,125,000 | 5,457 |
| 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 | $22,171,000 | 4,314 |
| U.S. Government securities | $10,175,000 | 5,789 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $10,175,000 | 5,474 |
| Securities issued by states & political subdivisions | $2,789,000 | 3,835 |
| Other domestic debt securities | $4,190,000 | 1,320 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,190,000 | 1,109 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,017,000 | 849 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,472,000 | 5,404 |
| Mortgage-backed securities | $1,244,000 | 5,315 |
| Certificates of participation in pools of residential mortgages | $1,244,000 | 4,545 |
| Issued or guaranteed by U.S. | $1,244,000 | 4,529 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,698,000 | 4,019 |
| Available-for-sale securities (fair market value) | $20,473,000 | 3,717 |
| Total debt securities | $17,154,000 | 5,015 |
| 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 | $23,158,000 | 4,372 |
| U.S. Government securities | $11,135,000 | 5,761 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $11,135,000 | 5,247 |
| Securities issued by states & political subdivisions | $2,841,000 | 4,023 |
| Other domestic debt securities | $6,074,000 | 1,081 |
| 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 | $6,074,000 | 874 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,108,000 | 1,145 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,446,000 | 3,806 |
| Mortgage-backed securities | $1,498,000 | 5,430 |
| Certificates of participation in pools of residential mortgages | $1,498,000 | 4,584 |
| Issued or guaranteed by U.S. | $1,498,000 | 4,571 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,866,000 | 4,326 |
| Available-for-sale securities (fair market value) | $21,292,000 | 3,716 |
| Total debt securities | $20,050,000 | 4,719 |
| 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 | $23,820,000 | 4,299 |
| U.S. Government securities | $14,385,000 | 4,905 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $14,385,000 | 4,240 |
| Securities issued by states & political subdivisions | $1,191,000 | 5,518 |
| Other domestic debt securities | $4,871,000 | 1,134 |
| Privately issued residential mortgage-backed securities | $27,000 | 1,476 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,844,000 | 914 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,373,000 | 1,069 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $1,935,000 | 5,365 |
| Certificates of participation in pools of residential mortgages | $1,908,000 | 4,465 |
| Issued or guaranteed by U.S. | $1,908,000 | 4,446 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $27,000 | 4,717 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $27,000 | 1,268 |
| 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) | $6,960,000 | 2,880 |
| Available-for-sale securities (fair market value) | $16,860,000 | 4,289 |
| Total debt securities | $20,447,000 | 4,658 |
| 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 | $26,006,000 | 4,081 |
| U.S. Government securities | $23,484,000 | 3,618 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $23,484,000 | 2,835 |
| Securities issued by states & political subdivisions | $360,000 | 7,041 |
| Other domestic debt securities | $0 | 3,912 |
| 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 | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,162,000 | 1,399 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $1,819,000 | 5,545 |
| Certificates of participation in pools of residential mortgages | $1,638,000 | 4,688 |
| Issued or guaranteed by U.S. | $1,638,000 | 4,672 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $181,000 | 4,581 |
| CMOs issued by government agencies or sponsored agencies | $181,000 | 4,415 |
| 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) | $16,947,000 | 1,896 |
| Available-for-sale securities (fair market value) | $9,059,000 | 6,025 |
| Total debt securities | $23,844,000 | 4,244 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 916 |
| Fair value | $1,493,000 | 936 |
| 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 | $29,951,000 | 3,911 |
| U.S. Government securities | $28,740,000 | 3,323 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $28,740,000 | 2,479 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $105,000 | 3,732 |
| Privately issued residential mortgage-backed securities | $105,000 | 1,527 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,145,000 | 2,125 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $39,000 | 157 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,404,000 | 5,604 |
| Certificates of participation in pools of residential mortgages | $2,003,000 | 4,734 |
| Issued or guaranteed by U.S. | $1,898,000 | 4,806 |
| Privately issued | $105,000 | 391 |
| Collaterized mortgage obligations | $401,000 | 4,649 |
| CMOs issued by government agencies or sponsored agencies | $401,000 | 4,471 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,201,000 | 1,960 |
| Available-for-sale securities (fair market value) | $10,750,000 | 5,766 |
| Total debt securities | $28,845,000 | 3,942 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $32,249,000 | 3,851 |
| U.S. Government securities | $32,098,000 | 3,157 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $32,098,000 | 2,175 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $155,000 | 4,165 |
| Privately issued residential mortgage-backed securities | $155,000 | 1,696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $41,000 | 7,237 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $45,000 | 153 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,591,000 | 5,169 |
| Certificates of participation in pools of residential mortgages | $2,792,000 | 4,302 |
| Issued or guaranteed by U.S. | $2,637,000 | 4,379 |
| Privately issued | $155,000 | 433 |
| Collaterized mortgage obligations | $799,000 | 4,497 |
| CMOs issued by government agencies or sponsored agencies | $799,000 | 4,322 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $31,457,000 | 1,370 |
| Available-for-sale securities (fair market value) | $792,000 | 10,082 |
| Total debt securities | $32,253,000 | 3,765 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $32,312,000 | 4,016 |
| U.S. Government securities | $32,119,000 | 3,246 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $32,119,000 | 2,108 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $192,000 | 4,672 |
| Privately issued residential mortgage-backed securities | $192,000 | 1,841 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $41,000 | 7,199 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $40,000 | 224 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,596,000 | 4,893 |
| Certificates of participation in pools of residential mortgages | $3,370,000 | 4,132 |
| Issued or guaranteed by U.S. | $3,178,000 | 4,225 |
| Privately issued | $192,000 | 415 |
| Collaterized mortgage obligations | $1,226,000 | 4,284 |
| CMOs issued by government agencies or sponsored agencies | $1,226,000 | 4,098 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $31,981,000 | 2,283 |
| Available-for-sale securities (fair market value) | $331,000 | 10,325 |
| Total debt securities | $32,311,000 | 3,930 |
| 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 | $32,737,000 | 4,176 |
| U.S. Government securities | $32,459,000 | 3,340 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $32,459,000 | 2,140 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $275,000 | 4,936 |
| Privately issued residential mortgage-backed securities | $275,000 | 2,105 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $41,000 | 7,029 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $38,000 | 201 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,485,000 | 4,275 |
| Certificates of participation in pools of residential mortgages | $5,480,000 | 3,574 |
| Issued or guaranteed by U.S. | $5,205,000 | 3,645 |
| Privately issued | $275,000 | 493 |
| Collaterized mortgage obligations | $2,005,000 | 4,046 |
| CMOs issued by government agencies or sponsored agencies | $2,005,000 | 3,856 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $32,734,000 | 4,073 |
| 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 | $24,782,000 | 5,205 |
| U.S. Government securities | $24,417,000 | 4,305 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $24,417,000 | 2,728 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $382,000 | 5,491 |
| Privately issued residential mortgage-backed securities | $382,000 | 2,578 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $41,000 | 6,718 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $58,000 | 273 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,792,000 | 3,014 |
| Certificates of participation in pools of residential mortgages | $9,165,000 | 2,705 |
| Issued or guaranteed by U.S. | $8,783,000 | 2,744 |
| Privately issued | $382,000 | 530 |
| Collaterized mortgage obligations | $4,627,000 | 2,761 |
| CMOs issued by government agencies or sponsored agencies | $4,627,000 | 2,515 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $24,799,000 | 5,103 |
| 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 |