Home > Saugusbank, a Co-operative bank > Securities
Saugusbank, a Co-operative bank, Securities
| 2014-06-30 | Rank | |
| Total securities | $43,913,000 | 2,923 |
| U.S. Government securities | $36,396,000 | 2,398 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $36,396,000 | 2,335 |
| Securities issued by states & political subdivisions | $2,573,000 | 4,327 |
| Other domestic debt securities | $4,944,000 | 935 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $4,944,000 | 685 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,252,000 | 5,211 |
| Mortgage-backed securities | $16,376,000 | 2,564 |
| Certificates of participation in pools of residential mortgages | $16,258,000 | 2,019 |
| Issued or guaranteed by U.S. | $16,258,000 | 2,019 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $118,000 | 3,368 |
| CMOs issued by government agencies or sponsored agencies | $118,000 | 3,255 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $40,546,000 | 502 |
| Available-for-sale securities (fair market value) | $3,367,000 | 5,677 |
| Total debt securities | $43,913,000 | 2,898 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,912 |
| Fair value | $502,000 | 1,920 |
| 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 | $42,498,000 | 3,007 |
| U.S. Government securities | $34,964,000 | 2,502 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $34,964,000 | 2,431 |
| Securities issued by states & political subdivisions | $2,577,000 | 4,356 |
| Other domestic debt securities | $4,957,000 | 953 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $4,957,000 | 697 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,251,000 | 5,242 |
| Mortgage-backed securities | $16,929,000 | 2,546 |
| Certificates of participation in pools of residential mortgages | $16,802,000 | 1,988 |
| Issued or guaranteed by U.S. | $16,802,000 | 1,988 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $127,000 | 3,397 |
| CMOs issued by government agencies or sponsored agencies | $127,000 | 3,276 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $39,055,000 | 501 |
| Available-for-sale securities (fair market value) | $3,443,000 | 5,725 |
| Total debt securities | $42,498,000 | 2,976 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,951 |
| Fair value | $501,000 | 1,962 |
| 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 | $46,471,000 | 2,824 |
| U.S. Government securities | $37,544,000 | 2,352 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $37,544,000 | 2,288 |
| Securities issued by states & political subdivisions | $1,739,000 | 4,638 |
| Other domestic debt securities | $7,188,000 | 804 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $7,188,000 | 552 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,251,000 | 5,305 |
| Mortgage-backed securities | $17,462,000 | 2,514 |
| Certificates of participation in pools of residential mortgages | $17,330,000 | 1,966 |
| Issued or guaranteed by U.S. | $17,330,000 | 1,966 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $132,000 | 3,405 |
| CMOs issued by government agencies or sponsored agencies | $132,000 | 3,276 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $38,994,000 | 482 |
| Available-for-sale securities (fair market value) | $7,477,000 | 5,321 |
| Total debt securities | $46,471,000 | 2,799 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,949 |
| Fair value | $500,000 | 1,960 |
| 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 | $46,280,000 | 2,864 |
| U.S. Government securities | $35,605,000 | 2,457 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $35,605,000 | 2,389 |
| Securities issued by states & political subdivisions | $1,742,000 | 4,658 |
| Other domestic debt securities | $8,933,000 | 744 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $8,933,000 | 503 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,250,000 | 5,355 |
| Mortgage-backed securities | $17,152,000 | 2,559 |
| Certificates of participation in pools of residential mortgages | $17,011,000 | 1,998 |
| Issued or guaranteed by U.S. | $17,011,000 | 1,994 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $141,000 | 3,431 |
| CMOs issued by government agencies or sponsored agencies | $141,000 | 3,299 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $38,787,000 | 473 |
| Available-for-sale securities (fair market value) | $7,493,000 | 5,388 |
| Total debt securities | $46,280,000 | 2,837 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $47,757,000 | 2,768 |
| U.S. Government securities | $37,081,000 | 2,388 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $37,081,000 | 2,314 |
| Securities issued by states & political subdivisions | $1,744,000 | 4,646 |
| Other domestic debt securities | $8,932,000 | 744 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $8,932,000 | 505 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,249,000 | 5,381 |
| Mortgage-backed securities | $18,296,000 | 2,488 |
| Certificates of participation in pools of residential mortgages | $18,135,000 | 1,918 |
| Issued or guaranteed by U.S. | $18,135,000 | 1,917 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $161,000 | 3,436 |
| CMOs issued by government agencies or sponsored agencies | $161,000 | 3,299 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $39,960,000 | 440 |
| Available-for-sale securities (fair market value) | $7,797,000 | 5,369 |
| Total debt securities | $47,757,000 | 2,741 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $47,041,000 | 2,823 |
| U.S. Government securities | $35,291,000 | 2,503 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $35,291,000 | 2,442 |
| Securities issued by states & political subdivisions | $1,747,000 | 4,641 |
| Other domestic debt securities | $10,003,000 | 715 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $10,003,000 | 464 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,248,000 | 5,447 |
| Mortgage-backed securities | $18,452,000 | 2,501 |
| Certificates of participation in pools of residential mortgages | $17,785,000 | 1,954 |
| Issued or guaranteed by U.S. | $17,785,000 | 1,954 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $667,000 | 3,161 |
| CMOs issued by government agencies or sponsored agencies | $667,000 | 3,022 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $40,293,000 | 410 |
| Available-for-sale securities (fair market value) | $6,748,000 | 5,553 |
| Total debt securities | $47,041,000 | 2,797 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,980 |
| Fair value | $500,000 | 2,030 |
| 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 | $46,584,000 | 2,781 |
| U.S. Government securities | $34,824,000 | 2,490 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $34,824,000 | 2,430 |
| Securities issued by states & political subdivisions | $1,749,000 | 4,660 |
| Other domestic debt securities | $10,011,000 | 690 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $10,011,000 | 447 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,247,000 | 5,475 |
| Mortgage-backed securities | $19,433,000 | 2,445 |
| Certificates of participation in pools of residential mortgages | $18,674,000 | 1,848 |
| Issued or guaranteed by U.S. | $18,674,000 | 1,846 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $759,000 | 3,160 |
| CMOs issued by government agencies or sponsored agencies | $759,000 | 3,017 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $39,347,000 | 411 |
| Available-for-sale securities (fair market value) | $7,237,000 | 5,508 |
| Total debt securities | $46,584,000 | 2,751 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,621 |
| Fair value | $1,000,000 | 1,733 |
| 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 | $48,897,000 | 2,725 |
| U.S. Government securities | $37,146,000 | 2,423 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $37,146,000 | 2,372 |
| Securities issued by states & political subdivisions | $1,752,000 | 4,666 |
| Other domestic debt securities | $9,999,000 | 725 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $9,999,000 | 486 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,247,000 | 5,556 |
| Mortgage-backed securities | $20,483,000 | 2,489 |
| Certificates of participation in pools of residential mortgages | $19,657,000 | 1,875 |
| Issued or guaranteed by U.S. | $19,657,000 | 1,874 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $826,000 | 3,218 |
| CMOs issued by government agencies or sponsored agencies | $826,000 | 3,071 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $41,690,000 | 401 |
| Available-for-sale securities (fair market value) | $7,207,000 | 5,590 |
| Total debt securities | $48,897,000 | 2,702 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 989 |
| Fair value | $3,505,000 | 994 |
| 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 | $50,677,000 | 2,648 |
| U.S. Government securities | $39,137,000 | 2,351 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $39,137,000 | 2,301 |
| Securities issued by states & political subdivisions | $1,754,000 | 4,647 |
| Other domestic debt securities | $9,786,000 | 740 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $9,786,000 | 491 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,246,000 | 5,618 |
| Mortgage-backed securities | $21,206,000 | 2,442 |
| Certificates of participation in pools of residential mortgages | $20,298,000 | 1,868 |
| Issued or guaranteed by U.S. | $20,298,000 | 1,867 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $908,000 | 3,190 |
| CMOs issued by government agencies or sponsored agencies | $908,000 | 3,035 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $43,069,000 | 386 |
| Available-for-sale securities (fair market value) | $7,608,000 | 5,590 |
| Total debt securities | $50,677,000 | 2,621 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 1,030 |
| Fair value | $4,005,000 | 1,057 |
| 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 | $49,290,000 | 2,696 |
| U.S. Government securities | $38,306,000 | 2,413 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $38,306,000 | 2,353 |
| Securities issued by states & political subdivisions | $1,286,000 | 4,797 |
| Other domestic debt securities | $8,823,000 | 784 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $8,823,000 | 519 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $875,000 | 623 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,245,000 | 5,649 |
| Mortgage-backed securities | $20,345,000 | 2,526 |
| Certificates of participation in pools of residential mortgages | $19,394,000 | 1,930 |
| Issued or guaranteed by U.S. | $19,394,000 | 1,928 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $951,000 | 3,201 |
| CMOs issued by government agencies or sponsored agencies | $951,000 | 3,038 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $41,800,000 | 400 |
| Available-for-sale securities (fair market value) | $7,490,000 | 5,643 |
| Total debt securities | $48,415,000 | 2,717 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 1,182 |
| Fair value | $4,000,000 | 1,196 |
| 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 | $48,752,000 | 2,648 |
| U.S. Government securities | $38,916,000 | 2,284 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $38,916,000 | 2,227 |
| Securities issued by states & political subdivisions | $1,287,000 | 4,796 |
| Other domestic debt securities | $7,674,000 | 846 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $7,674,000 | 528 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $875,000 | 601 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,244,000 | 5,390 |
| Mortgage-backed securities | $18,163,000 | 2,618 |
| Certificates of participation in pools of residential mortgages | $17,190,000 | 2,003 |
| Issued or guaranteed by U.S. | $17,190,000 | 2,001 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $973,000 | 3,135 |
| CMOs issued by government agencies or sponsored agencies | $973,000 | 2,890 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $41,150,000 | 406 |
| Available-for-sale securities (fair market value) | $7,602,000 | 5,621 |
| Total debt securities | $47,877,000 | 2,658 |
| Structured notes | ||
| Amortized cost | $5,750,000 | 911 |
| Fair value | $5,768,000 | 910 |
| 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 | $48,604,000 | 2,588 |
| U.S. Government securities | $38,676,000 | 2,232 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $38,676,000 | 2,171 |
| Securities issued by states & political subdivisions | $1,289,000 | 4,775 |
| Other domestic debt securities | $7,764,000 | 824 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $7,764,000 | 490 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $875,000 | 613 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,243,000 | 5,400 |
| Mortgage-backed securities | $15,893,000 | 2,742 |
| Certificates of participation in pools of residential mortgages | $14,888,000 | 2,121 |
| Issued or guaranteed by U.S. | $14,888,000 | 2,115 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,005,000 | 3,110 |
| CMOs issued by government agencies or sponsored agencies | $1,005,000 | 2,869 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $40,181,000 | 396 |
| Available-for-sale securities (fair market value) | $8,423,000 | 5,518 |
| Total debt securities | $47,729,000 | 2,600 |
| Structured notes | ||
| Amortized cost | $7,750,000 | 725 |
| Fair value | $7,779,000 | 722 |
| 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 | $52,885,000 | 2,432 |
| U.S. Government securities | $41,539,000 | 2,146 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $41,539,000 | 2,086 |
| Securities issued by states & political subdivisions | $1,291,000 | 4,748 |
| Other domestic debt securities | $6,931,000 | 853 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $6,931,000 | 500 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $3,124,000 | 337 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,243,000 | 5,429 |
| Mortgage-backed securities | $15,428,000 | 2,737 |
| Certificates of participation in pools of residential mortgages | $14,392,000 | 2,117 |
| Issued or guaranteed by U.S. | $14,392,000 | 2,114 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,036,000 | 3,055 |
| CMOs issued by government agencies or sponsored agencies | $1,036,000 | 2,805 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $43,335,000 | 377 |
| Available-for-sale securities (fair market value) | $9,550,000 | 5,438 |
| Total debt securities | $49,761,000 | 2,540 |
| Structured notes | ||
| Amortized cost | $11,998,000 | 585 |
| Fair value | $11,985,000 | 587 |
| 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 | $52,172,000 | 2,444 |
| U.S. Government securities | $40,705,000 | 2,185 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $40,705,000 | 2,116 |
| Securities issued by states & political subdivisions | $1,292,000 | 4,736 |
| Other domestic debt securities | $7,052,000 | 870 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $7,052,000 | 491 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $3,123,000 | 332 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,250,000 | 5,457 |
| Mortgage-backed securities | $14,341,000 | 2,755 |
| Certificates of participation in pools of residential mortgages | $13,278,000 | 2,160 |
| Issued or guaranteed by U.S. | $13,278,000 | 2,155 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,063,000 | 2,982 |
| CMOs issued by government agencies or sponsored agencies | $1,063,000 | 2,720 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $38,181,000 | 425 |
| Available-for-sale securities (fair market value) | $13,991,000 | 4,820 |
| Total debt securities | $49,049,000 | 2,535 |
| Structured notes | ||
| Amortized cost | $12,498,000 | 586 |
| Fair value | $12,354,000 | 591 |
| 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 | $44,504,000 | 2,667 |
| U.S. Government securities | $32,756,000 | 2,476 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $32,756,000 | 2,396 |
| Securities issued by states & political subdivisions | $599,000 | 5,200 |
| Other domestic debt securities | $8,027,000 | 866 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $8,027,000 | 444 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $3,122,000 | 335 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,250,000 | 5,511 |
| Mortgage-backed securities | $11,292,000 | 2,998 |
| Certificates of participation in pools of residential mortgages | $10,660,000 | 2,373 |
| Issued or guaranteed by U.S. | $10,660,000 | 2,368 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $632,000 | 3,204 |
| CMOs issued by government agencies or sponsored agencies | $632,000 | 2,920 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $34,500,000 | 446 |
| Available-for-sale securities (fair market value) | $10,004,000 | 5,256 |
| Total debt securities | $41,382,000 | 2,807 |
| Structured notes | ||
| Amortized cost | $12,749,000 | 531 |
| Fair value | $12,644,000 | 529 |
| 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 | $44,578,000 | 2,628 |
| U.S. Government securities | $33,266,000 | 2,415 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $33,266,000 | 2,335 |
| Securities issued by states & political subdivisions | $599,000 | 5,136 |
| Other domestic debt securities | $7,593,000 | 917 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $7,593,000 | 459 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $3,120,000 | 369 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,250,000 | 5,596 |
| Mortgage-backed securities | $11,952,000 | 2,914 |
| Certificates of participation in pools of residential mortgages | $11,240,000 | 2,272 |
| Issued or guaranteed by U.S. | $11,240,000 | 2,269 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $712,000 | 3,150 |
| CMOs issued by government agencies or sponsored agencies | $712,000 | 2,850 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $32,478,000 | 481 |
| Available-for-sale securities (fair market value) | $12,100,000 | 4,917 |
| Total debt securities | $41,458,000 | 2,754 |
| Structured notes | ||
| Amortized cost | $12,249,000 | 494 |
| Fair value | $12,350,000 | 496 |
| 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 | $46,005,000 | 2,551 |
| U.S. Government securities | $35,168,000 | 2,367 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $35,168,000 | 2,290 |
| Securities issued by states & political subdivisions | $599,000 | 5,107 |
| Other domestic debt securities | $7,120,000 | 952 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $7,120,000 | 451 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $3,118,000 | 366 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,250,000 | 5,652 |
| Mortgage-backed securities | $13,224,000 | 2,758 |
| Certificates of participation in pools of residential mortgages | $12,455,000 | 2,166 |
| Issued or guaranteed by U.S. | $12,455,000 | 2,158 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $769,000 | 3,040 |
| CMOs issued by government agencies or sponsored agencies | $769,000 | 2,729 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $34,156,000 | 468 |
| Available-for-sale securities (fair market value) | $11,849,000 | 4,977 |
| Total debt securities | $42,887,000 | 2,673 |
| Structured notes | ||
| Amortized cost | $12,324,000 | 545 |
| Fair value | $12,414,000 | 546 |
| 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 | $48,678,000 | 2,447 |
| U.S. Government securities | $38,580,000 | 2,229 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $38,580,000 | 2,162 |
| Securities issued by states & political subdivisions | $599,000 | 5,135 |
| Other domestic debt securities | $3,454,000 | 1,416 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $3,454,000 | 766 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $6,045,000 | 223 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,250,000 | 5,722 |
| Mortgage-backed securities | $14,332,000 | 2,726 |
| Certificates of participation in pools of residential mortgages | $13,511,000 | 2,134 |
| Issued or guaranteed by U.S. | $13,511,000 | 2,128 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $821,000 | 2,984 |
| CMOs issued by government agencies or sponsored agencies | $821,000 | 2,655 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $31,234,000 | 520 |
| Available-for-sale securities (fair market value) | $17,444,000 | 4,306 |
| Total debt securities | $42,633,000 | 2,700 |
| Structured notes | ||
| Amortized cost | $11,570,000 | 469 |
| Fair value | $11,625,000 | 467 |
| 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 | $49,255,000 | 2,402 |
| U.S. Government securities | $37,598,000 | 2,227 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $37,598,000 | 2,162 |
| Securities issued by states & political subdivisions | $599,000 | 5,181 |
| Other domestic debt securities | $5,002,000 | 1,235 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $5,002,000 | 609 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $6,056,000 | 248 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 6,147 |
| Mortgage-backed securities | $14,905,000 | 2,720 |
| Certificates of participation in pools of residential mortgages | $14,025,000 | 2,158 |
| Issued or guaranteed by U.S. | $14,025,000 | 2,152 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $880,000 | 2,954 |
| CMOs issued by government agencies or sponsored agencies | $880,000 | 2,614 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $30,984,000 | 532 |
| Available-for-sale securities (fair market value) | $18,271,000 | 4,182 |
| Total debt securities | $43,199,000 | 2,664 |
| Structured notes | ||
| Amortized cost | $5,282,000 | 749 |
| Fair value | $5,258,000 | 749 |
| 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 | $48,280,000 | 2,452 |
| U.S. Government securities | $37,354,000 | 2,238 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $37,354,000 | 2,175 |
| Securities issued by states & political subdivisions | $599,000 | 5,219 |
| Other domestic debt securities | $5,033,000 | 1,301 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $5,033,000 | 639 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $5,294,000 | 307 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 6,173 |
| Mortgage-backed securities | $16,576,000 | 2,604 |
| Certificates of participation in pools of residential mortgages | $15,645,000 | 2,064 |
| Issued or guaranteed by U.S. | $15,645,000 | 2,054 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $931,000 | 2,922 |
| CMOs issued by government agencies or sponsored agencies | $931,000 | 2,568 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $29,675,000 | 571 |
| Available-for-sale securities (fair market value) | $18,605,000 | 4,174 |
| Total debt securities | $42,986,000 | 2,676 |
| Structured notes | ||
| Amortized cost | $555,000 | 1,960 |
| Fair value | $604,000 | 1,939 |
| 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 | $44,800,000 | 2,543 |
| U.S. Government securities | $33,763,000 | 2,367 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $33,763,000 | 2,313 |
| Securities issued by states & political subdivisions | $599,000 | 5,229 |
| Other domestic debt securities | $5,011,000 | 1,334 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $5,011,000 | 673 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $5,427,000 | 333 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 6,206 |
| Mortgage-backed securities | $17,425,000 | 2,553 |
| Certificates of participation in pools of residential mortgages | $16,435,000 | 2,048 |
| Issued or guaranteed by U.S. | $16,435,000 | 2,036 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $990,000 | 2,891 |
| CMOs issued by government agencies or sponsored agencies | $990,000 | 2,519 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $29,654,000 | 573 |
| Available-for-sale securities (fair market value) | $15,146,000 | 4,580 |
| Total debt securities | $39,373,000 | 2,797 |
| Structured notes | ||
| Amortized cost | $592,000 | 1,478 |
| Fair value | $637,000 | 1,452 |
| 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 | $36,813,000 | 2,989 |
| U.S. Government securities | $33,278,000 | 2,429 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $33,278,000 | 2,376 |
| Securities issued by states & political subdivisions | $599,000 | 5,165 |
| Other domestic debt securities | $1,000,000 | 2,331 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,000,000 | 1,532 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $1,936,000 | 607 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 6,254 |
| Mortgage-backed securities | $18,540,000 | 2,520 |
| Certificates of participation in pools of residential mortgages | $17,483,000 | 2,004 |
| Issued or guaranteed by U.S. | $17,483,000 | 1,991 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,057,000 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $1,057,000 | 2,505 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $29,816,000 | 563 |
| Available-for-sale securities (fair market value) | $6,997,000 | 5,920 |
| Total debt securities | $34,877,000 | 3,070 |
| Structured notes | ||
| Amortized cost | $645,000 | 1,199 |
| Fair value | $690,000 | 1,177 |
| 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 | $32,291,000 | 3,288 |
| U.S. Government securities | $29,752,000 | 2,693 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $29,752,000 | 2,638 |
| Securities issued by states & political subdivisions | $599,000 | 5,122 |
| Other domestic debt securities | $1,000,000 | 2,274 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,000,000 | 1,507 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $940,000 | 771 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 6,298 |
| Mortgage-backed securities | $18,733,000 | 2,437 |
| Certificates of participation in pools of residential mortgages | $18,144,000 | 1,891 |
| Issued or guaranteed by U.S. | $18,144,000 | 1,880 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $589,000 | 3,110 |
| CMOs issued by government agencies or sponsored agencies | $589,000 | 2,782 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $29,784,000 | 556 |
| Available-for-sale securities (fair market value) | $2,507,000 | 6,885 |
| Total debt securities | $31,351,000 | 3,316 |
| Structured notes | ||
| Amortized cost | $678,000 | 1,241 |
| Fair value | $691,000 | 1,235 |
| 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 | $34,938,000 | 3,039 |
| U.S. Government securities | $31,103,000 | 2,517 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $31,103,000 | 2,460 |
| Securities issued by states & political subdivisions | $599,000 | 5,125 |
| Other domestic debt securities | $2,290,000 | 1,700 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,290,000 | 1,022 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $946,000 | 773 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 6,324 |
| Mortgage-backed securities | $19,490,000 | 2,286 |
| Certificates of participation in pools of residential mortgages | $18,867,000 | 1,762 |
| Issued or guaranteed by U.S. | $18,867,000 | 1,751 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $623,000 | 2,997 |
| CMOs issued by government agencies or sponsored agencies | $623,000 | 2,664 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $32,448,000 | 515 |
| Available-for-sale securities (fair market value) | $2,490,000 | 6,894 |
| Total debt securities | $33,992,000 | 3,063 |
| Structured notes | ||
| Amortized cost | $692,000 | 1,209 |
| Fair value | $706,000 | 1,189 |
| 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 | $34,972,000 | 3,071 |
| U.S. Government securities | $31,093,000 | 2,554 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $31,093,000 | 2,506 |
| Securities issued by states & political subdivisions | $599,000 | 5,177 |
| Other domestic debt securities | $2,291,000 | 1,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,291,000 | 1,111 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $989,000 | 1,024 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 6,359 |
| Mortgage-backed securities | $19,305,000 | 2,295 |
| Certificates of participation in pools of residential mortgages | $18,640,000 | 1,766 |
| Issued or guaranteed by U.S. | $18,640,000 | 1,755 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $665,000 | 2,989 |
| CMOs issued by government agencies or sponsored agencies | $665,000 | 2,658 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $32,410,000 | 508 |
| Available-for-sale securities (fair market value) | $2,562,000 | 6,942 |
| Total debt securities | $33,983,000 | 3,114 |
| Structured notes | ||
| Amortized cost | $709,000 | 1,243 |
| Fair value | $723,000 | 1,231 |
| 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 | $36,830,000 | 2,949 |
| U.S. Government securities | $32,394,000 | 2,462 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $32,394,000 | 2,410 |
| Securities issued by states & political subdivisions | $599,000 | 5,192 |
| Other domestic debt securities | $2,792,000 | 1,545 |
| 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 | $2,792,000 | 974 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $1,045,000 | 1,025 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 6,363 |
| Mortgage-backed securities | $17,957,000 | 2,324 |
| Certificates of participation in pools of residential mortgages | $17,249,000 | 1,805 |
| Issued or guaranteed by U.S. | $17,249,000 | 1,796 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $708,000 | 2,942 |
| CMOs issued by government agencies or sponsored agencies | $708,000 | 2,611 |
| 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) | $35,589,000 | 450 |
| Available-for-sale securities (fair market value) | $1,241,000 | 7,258 |
| Total debt securities | $35,785,000 | 2,976 |
| Structured notes | ||
| Amortized cost | $733,000 | 1,341 |
| Fair value | $747,000 | 1,342 |
| 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 | $39,884,000 | 2,770 |
| U.S. Government securities | $34,954,000 | 2,322 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $34,954,000 | 2,274 |
| Securities issued by states & political subdivisions | $599,000 | 5,218 |
| Other domestic debt securities | $3,293,000 | 1,341 |
| 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 | $3,293,000 | 841 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $1,038,000 | 975 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 6,413 |
| Mortgage-backed securities | $14,486,000 | 2,376 |
| Certificates of participation in pools of residential mortgages | $13,738,000 | 1,878 |
| Issued or guaranteed by U.S. | $13,738,000 | 1,869 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $748,000 | 2,806 |
| CMOs issued by government agencies or sponsored agencies | $748,000 | 2,499 |
| 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) | $38,618,000 | 446 |
| Available-for-sale securities (fair market value) | $1,266,000 | 7,287 |
| Total debt securities | $38,846,000 | 2,794 |
| Structured notes | ||
| Amortized cost | $1,252,000 | 1,397 |
| Fair value | $1,266,000 | 1,394 |
| 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 | $42,894,000 | 2,609 |
| U.S. Government securities | $37,971,000 | 2,164 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $37,971,000 | 2,118 |
| Securities issued by states & political subdivisions | $599,000 | 5,229 |
| Other domestic debt securities | $3,294,000 | 1,300 |
| 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 | $3,294,000 | 819 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $1,030,000 | 944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 6,424 |
| Mortgage-backed securities | $13,983,000 | 2,262 |
| Certificates of participation in pools of residential mortgages | $13,195,000 | 1,786 |
| Issued or guaranteed by U.S. | $13,195,000 | 1,777 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $788,000 | 2,732 |
| CMOs issued by government agencies or sponsored agencies | $788,000 | 2,427 |
| 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) | $40,636,000 | 451 |
| Available-for-sale securities (fair market value) | $2,258,000 | 7,085 |
| Total debt securities | $41,864,000 | 2,620 |
| Structured notes | ||
| Amortized cost | $2,770,000 | 1,026 |
| Fair value | $2,786,000 | 1,020 |
| 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 | $42,875,000 | 2,599 |
| U.S. Government securities | $37,956,000 | 2,182 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $37,956,000 | 2,121 |
| Securities issued by states & political subdivisions | $599,000 | 5,271 |
| Other domestic debt securities | $3,295,000 | 1,232 |
| 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 | $3,295,000 | 772 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $1,025,000 | 951 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 6,480 |
| Mortgage-backed securities | $12,915,000 | 2,305 |
| Certificates of participation in pools of residential mortgages | $12,076,000 | 1,833 |
| Issued or guaranteed by U.S. | $12,076,000 | 1,828 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $839,000 | 2,674 |
| CMOs issued by government agencies or sponsored agencies | $839,000 | 2,382 |
| 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) | $40,624,000 | 458 |
| Available-for-sale securities (fair market value) | $2,251,000 | 7,128 |
| Total debt securities | $41,850,000 | 2,627 |
| Structured notes | ||
| Amortized cost | $2,794,000 | 1,083 |
| Fair value | $2,802,000 | 1,074 |
| 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 | $44,125,000 | 2,556 |
| U.S. Government securities | $38,197,000 | 2,194 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $38,197,000 | 2,130 |
| Securities issued by states & political subdivisions | $599,000 | 5,326 |
| Other domestic debt securities | $4,296,000 | 1,109 |
| 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 | $4,296,000 | 694 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $1,033,000 | 973 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 6,516 |
| Mortgage-backed securities | $10,625,000 | 2,566 |
| Certificates of participation in pools of residential mortgages | $9,733,000 | 2,095 |
| Issued or guaranteed by U.S. | $9,733,000 | 2,087 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $892,000 | 2,610 |
| CMOs issued by government agencies or sponsored agencies | $892,000 | 2,341 |
| 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) | $41,828,000 | 464 |
| Available-for-sale securities (fair market value) | $2,297,000 | 7,128 |
| Total debt securities | $43,092,000 | 2,572 |
| Structured notes | ||
| Amortized cost | $2,823,000 | 1,123 |
| Fair value | $2,829,000 | 1,122 |
| 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 | $43,050,000 | 2,643 |
| U.S. Government securities | $38,221,000 | 2,221 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $38,221,000 | 2,162 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $3,797,000 | 1,176 |
| 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 | $3,797,000 | 761 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $1,032,000 | 1,005 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 6,540 |
| Mortgage-backed securities | $10,125,000 | 2,627 |
| Certificates of participation in pools of residential mortgages | $9,188,000 | 2,190 |
| Issued or guaranteed by U.S. | $9,188,000 | 2,178 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $937,000 | 2,574 |
| CMOs issued by government agencies or sponsored agencies | $937,000 | 2,303 |
| 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) | $40,718,000 | 476 |
| Available-for-sale securities (fair market value) | $2,332,000 | 7,162 |
| Total debt securities | $42,018,000 | 2,654 |
| Structured notes | ||
| Amortized cost | $2,849,000 | 1,196 |
| Fair value | $2,851,000 | 1,196 |
| 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 | $42,636,000 | 2,681 |
| U.S. Government securities | $36,804,000 | 2,332 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $36,804,000 | 2,266 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $4,798,000 | 1,053 |
| 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 | $4,798,000 | 673 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $1,034,000 | 1,007 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 6,606 |
| Mortgage-backed securities | $8,967,000 | 2,772 |
| Certificates of participation in pools of residential mortgages | $7,981,000 | 2,387 |
| Issued or guaranteed by U.S. | $7,981,000 | 2,375 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $986,000 | 2,494 |
| CMOs issued by government agencies or sponsored agencies | $986,000 | 2,218 |
| 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) | $40,304,000 | 508 |
| Available-for-sale securities (fair market value) | $2,332,000 | 7,221 |
| Total debt securities | $41,602,000 | 2,696 |
| Structured notes | ||
| Amortized cost | $2,878,000 | 1,272 |
| Fair value | $2,878,000 | 1,268 |
| 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 | $41,526,000 | 2,731 |
| U.S. Government securities | $35,700,000 | 2,398 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $35,700,000 | 2,328 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $4,799,000 | 1,044 |
| 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 | $4,799,000 | 680 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $1,027,000 | 1,015 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 6,642 |
| Mortgage-backed securities | $7,823,000 | 2,970 |
| Certificates of participation in pools of residential mortgages | $7,471,000 | 2,479 |
| Issued or guaranteed by U.S. | $7,471,000 | 2,470 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $352,000 | 2,980 |
| CMOs issued by government agencies or sponsored agencies | $352,000 | 2,679 |
| 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) | $39,208,000 | 528 |
| Available-for-sale securities (fair market value) | $2,318,000 | 7,245 |
| Total debt securities | $40,499,000 | 2,747 |
| Structured notes | ||
| Amortized cost | $3,410,000 | 1,167 |
| Fair value | $3,388,000 | 1,150 |
| 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 | $39,515,000 | 2,887 |
| U.S. Government securities | $33,685,000 | 2,544 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $33,685,000 | 2,476 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $4,800,000 | 1,081 |
| 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 | $4,800,000 | 712 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $1,030,000 | 1,038 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 6,687 |
| Mortgage-backed securities | $7,752,000 | 3,031 |
| Certificates of participation in pools of residential mortgages | $7,382,000 | 2,549 |
| Issued or guaranteed by U.S. | $7,382,000 | 2,536 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $370,000 | 2,969 |
| CMOs issued by government agencies or sponsored agencies | $370,000 | 2,663 |
| 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) | $37,164,000 | 567 |
| Available-for-sale securities (fair market value) | $2,351,000 | 7,282 |
| Total debt securities | $38,485,000 | 2,897 |
| Structured notes | ||
| Amortized cost | $2,943,000 | 1,332 |
| Fair value | $2,918,000 | 1,312 |
| 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 | $41,260,000 | 2,774 |
| U.S. Government securities | $34,575,000 | 2,460 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $34,575,000 | 2,388 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $5,401,000 | 1,024 |
| 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 | $5,401,000 | 691 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $1,284,000 | 986 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 6,717 |
| Mortgage-backed securities | $8,112,000 | 2,997 |
| Certificates of participation in pools of residential mortgages | $7,725,000 | 2,510 |
| Issued or guaranteed by U.S. | $7,725,000 | 2,500 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $387,000 | 2,968 |
| CMOs issued by government agencies or sponsored agencies | $387,000 | 2,677 |
| 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) | $38,128,000 | 568 |
| Available-for-sale securities (fair market value) | $3,132,000 | 7,132 |
| Total debt securities | $39,976,000 | 2,799 |
| Structured notes | ||
| Amortized cost | $2,959,000 | 1,334 |
| Fair value | $2,941,000 | 1,309 |
| 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 | $41,237,000 | 2,750 |
| U.S. Government securities | $34,247,000 | 2,455 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $34,247,000 | 2,382 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $5,702,000 | 1,015 |
| 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 | $5,702,000 | 679 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $1,288,000 | 1,001 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 6,748 |
| Mortgage-backed securities | $8,727,000 | 2,917 |
| Certificates of participation in pools of residential mortgages | $8,319,000 | 2,441 |
| Issued or guaranteed by U.S. | $8,319,000 | 2,429 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $408,000 | 2,974 |
| CMOs issued by government agencies or sponsored agencies | $408,000 | 2,676 |
| 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) | $38,066,000 | 574 |
| Available-for-sale securities (fair market value) | $3,171,000 | 7,152 |
| Total debt securities | $39,949,000 | 2,780 |
| 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 | $41,958,000 | 2,732 |
| U.S. Government securities | $34,962,000 | 2,466 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $34,962,000 | 2,384 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $5,703,000 | 1,029 |
| 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 | $5,703,000 | 701 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $1,293,000 | 995 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 6,757 |
| Mortgage-backed securities | $9,435,000 | 2,895 |
| Certificates of participation in pools of residential mortgages | $9,003,000 | 2,398 |
| Issued or guaranteed by U.S. | $9,003,000 | 2,389 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $432,000 | 2,999 |
| CMOs issued by government agencies or sponsored agencies | $432,000 | 2,716 |
| 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) | $38,712,000 | 576 |
| Available-for-sale securities (fair market value) | $3,246,000 | 7,168 |
| Total debt securities | $40,665,000 | 2,751 |
| 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 | $41,433,000 | 2,799 |
| U.S. Government securities | $34,124,000 | 2,559 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $34,124,000 | 2,466 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $6,016,000 | 1,037 |
| 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 | $6,016,000 | 720 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $1,293,000 | 1,038 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 6,791 |
| Mortgage-backed securities | $9,086,000 | 3,021 |
| Certificates of participation in pools of residential mortgages | $8,636,000 | 2,521 |
| Issued or guaranteed by U.S. | $8,636,000 | 2,513 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $450,000 | 3,027 |
| CMOs issued by government agencies or sponsored agencies | $450,000 | 2,755 |
| 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) | $38,152,000 | 591 |
| Available-for-sale securities (fair market value) | $3,281,000 | 7,220 |
| Total debt securities | $40,140,000 | 2,816 |
| 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 | $44,029,000 | 2,682 |
| U.S. Government securities | $34,942,000 | 2,527 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $34,942,000 | 2,427 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $5,791,000 | 1,073 |
| 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 | $5,791,000 | 765 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $3,296,000 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 6,818 |
| Mortgage-backed securities | $9,608,000 | 2,999 |
| Certificates of participation in pools of residential mortgages | $9,139,000 | 2,491 |
| Issued or guaranteed by U.S. | $9,139,000 | 2,483 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $469,000 | 3,046 |
| CMOs issued by government agencies or sponsored agencies | $469,000 | 2,777 |
| 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) | $38,726,000 | 586 |
| Available-for-sale securities (fair market value) | $5,303,000 | 6,749 |
| Total debt securities | $40,733,000 | 2,807 |
| 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 | $40,181,000 | 2,883 |
| U.S. Government securities | $30,787,000 | 2,792 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $30,787,000 | 2,682 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $6,093,000 | 1,050 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,093,000 | 764 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $3,301,000 | 732 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 6,866 |
| Mortgage-backed securities | $7,745,000 | 3,333 |
| Certificates of participation in pools of residential mortgages | $7,711,000 | 2,741 |
| Issued or guaranteed by U.S. | $7,711,000 | 2,734 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $34,000 | 3,655 |
| CMOs issued by government agencies or sponsored agencies | $34,000 | 3,325 |
| 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) | $36,846,000 | 616 |
| Available-for-sale securities (fair market value) | $3,335,000 | 7,268 |
| Total debt securities | $36,880,000 | 3,036 |
| 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 | $39,813,000 | 2,955 |
| U.S. Government securities | $30,422,000 | 2,835 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $30,422,000 | 2,724 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $6,095,000 | 1,078 |
| 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 | $6,095,000 | 794 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $3,296,000 | 761 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 6,882 |
| Mortgage-backed securities | $8,377,000 | 3,247 |
| Certificates of participation in pools of residential mortgages | $8,340,000 | 2,655 |
| Issued or guaranteed by U.S. | $8,340,000 | 2,648 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $37,000 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $37,000 | 3,390 |
| 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) | $36,480,000 | 622 |
| Available-for-sale securities (fair market value) | $3,333,000 | 7,349 |
| Total debt securities | $36,517,000 | 3,094 |
| 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 | $40,336,000 | 2,909 |
| U.S. Government securities | $27,420,000 | 3,047 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $27,420,000 | 2,937 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $6,908,000 | 1,073 |
| Privately issued residential mortgage-backed securities | $10,000 | 1,238 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,898,000 | 788 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $6,008,000 | 560 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 6,901 |
| Mortgage-backed securities | $8,861,000 | 3,215 |
| Certificates of participation in pools of residential mortgages | $8,809,000 | 2,604 |
| Issued or guaranteed by U.S. | $8,809,000 | 2,592 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $52,000 | 3,743 |
| CMOs issued by government agencies or sponsored agencies | $42,000 | 3,444 |
| Privately issued | $10,000 | 1,124 |
| 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) | $34,286,000 | 637 |
| Available-for-sale securities (fair market value) | $6,050,000 | 6,683 |
| Total debt securities | $34,328,000 | 3,236 |
| 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 | $43,714,000 | 2,787 |
| U.S. Government securities | $31,545,000 | 2,810 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $31,545,000 | 2,707 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $6,915,000 | 1,067 |
| Privately issued residential mortgage-backed securities | $13,000 | 1,093 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,902,000 | 841 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $5,254,000 | 607 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 6,895 |
| Mortgage-backed securities | $8,473,000 | 3,266 |
| Certificates of participation in pools of residential mortgages | $8,414,000 | 2,677 |
| Issued or guaranteed by U.S. | $8,414,000 | 2,664 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $59,000 | 3,778 |
| CMOs issued by government agencies or sponsored agencies | $46,000 | 3,636 |
| Privately issued | $13,000 | 941 |
| 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) | $38,414,000 | 569 |
| Available-for-sale securities (fair market value) | $5,300,000 | 6,903 |
| Total debt securities | $38,460,000 | 3,007 |
| 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 | $43,407,000 | 2,736 |
| U.S. Government securities | $30,975,000 | 2,755 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $30,975,000 | 2,659 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $6,922,000 | 1,117 |
| Privately issued residential mortgage-backed securities | $15,000 | 1,167 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,907,000 | 895 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $5,510,000 | 638 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 6,936 |
| Mortgage-backed securities | $8,862,000 | 3,184 |
| Certificates of participation in pools of residential mortgages | $8,793,000 | 2,579 |
| Issued or guaranteed by U.S. | $8,793,000 | 2,570 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $69,000 | 3,859 |
| CMOs issued by government agencies or sponsored agencies | $54,000 | 3,706 |
| Privately issued | $15,000 | 1,011 |
| 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) | $37,843,000 | 582 |
| Available-for-sale securities (fair market value) | $5,564,000 | 6,824 |
| Total debt securities | $37,897,000 | 2,992 |
| 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 | $39,340,000 | 2,916 |
| U.S. Government securities | $25,899,000 | 3,056 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $25,899,000 | 2,935 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $6,931,000 | 1,144 |
| Privately issued residential mortgage-backed securities | $20,000 | 1,208 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,911,000 | 900 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $6,510,000 | 575 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 6,949 |
| Mortgage-backed securities | $8,244,000 | 3,351 |
| Certificates of participation in pools of residential mortgages | $8,160,000 | 2,680 |
| Issued or guaranteed by U.S. | $8,160,000 | 2,667 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $84,000 | 4,005 |
| CMOs issued by government agencies or sponsored agencies | $64,000 | 3,862 |
| Privately issued | $20,000 | 1,060 |
| 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) | $32,766,000 | 629 |
| Available-for-sale securities (fair market value) | $6,574,000 | 6,519 |
| Total debt securities | $32,830,000 | 3,245 |
| 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 | $33,608,000 | 3,236 |
| U.S. Government securities | $24,661,000 | 3,159 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $24,661,000 | 3,022 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $5,442,000 | 1,335 |
| Privately issued residential mortgage-backed securities | $27,000 | 1,209 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,415,000 | 1,084 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $3,505,000 | 839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 6,996 |
| Mortgage-backed securities | $7,876,000 | 3,441 |
| Certificates of participation in pools of residential mortgages | $7,776,000 | 2,720 |
| Issued or guaranteed by U.S. | $7,776,000 | 2,707 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $100,000 | 4,067 |
| CMOs issued by government agencies or sponsored agencies | $73,000 | 3,936 |
| Privately issued | $27,000 | 1,062 |
| 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) | $30,030,000 | 661 |
| Available-for-sale securities (fair market value) | $3,578,000 | 7,337 |
| Total debt securities | $30,103,000 | 3,430 |
| 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 | $36,591,000 | 3,019 |
| U.S. Government securities | $27,278,000 | 2,905 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $27,278,000 | 2,775 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $5,800,000 | 1,278 |
| Privately issued residential mortgage-backed securities | $32,000 | 1,227 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,768,000 | 1,046 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $3,513,000 | 848 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 7,030 |
| Mortgage-backed securities | $8,692,000 | 3,241 |
| Certificates of participation in pools of residential mortgages | $8,579,000 | 2,548 |
| Issued or guaranteed by U.S. | $8,579,000 | 2,534 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $113,000 | 4,096 |
| CMOs issued by government agencies or sponsored agencies | $81,000 | 3,972 |
| Privately issued | $32,000 | 1,085 |
| 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) | $32,997,000 | 605 |
| Available-for-sale securities (fair market value) | $3,594,000 | 7,357 |
| Total debt securities | $33,078,000 | 3,174 |
| 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 | $27,764,000 | 3,561 |
| U.S. Government securities | $18,996,000 | 3,677 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $18,996,000 | 3,492 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $5,269,000 | 1,375 |
| Privately issued residential mortgage-backed securities | $71,000 | 1,259 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,198,000 | 1,100 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $3,499,000 | 819 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 7,209 |
| Mortgage-backed securities | $6,903,000 | 3,485 |
| Certificates of participation in pools of residential mortgages | $6,708,000 | 2,693 |
| Issued or guaranteed by U.S. | $6,708,000 | 2,677 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $195,000 | 4,126 |
| CMOs issued by government agencies or sponsored agencies | $124,000 | 4,038 |
| Privately issued | $71,000 | 1,125 |
| 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) | $24,141,000 | 789 |
| Available-for-sale securities (fair market value) | $3,623,000 | 7,414 |
| Total debt securities | $24,265,000 | 3,875 |
| 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 | $34,629,000 | 3,068 |
| U.S. Government securities | $26,238,000 | 2,949 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $26,238,000 | 2,738 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $5,229,000 | 1,184 |
| Privately issued residential mortgage-backed securities | $103,000 | 1,174 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,126,000 | 992 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,162,000 | 1,176 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 7,478 |
| Mortgage-backed securities | $870,000 | 5,670 |
| Certificates of participation in pools of residential mortgages | $538,000 | 5,354 |
| Issued or guaranteed by U.S. | $538,000 | 5,337 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $332,000 | 3,579 |
| CMOs issued by government agencies or sponsored agencies | $229,000 | 3,541 |
| Privately issued | $103,000 | 1,016 |
| 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) | $31,238,000 | 782 |
| Available-for-sale securities (fair market value) | $3,391,000 | 7,755 |
| Total debt securities | $31,467,000 | 3,221 |
| 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 | $33,267,000 | 3,300 |
| U.S. Government securities | $25,428,000 | 3,190 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $25,428,000 | 2,852 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $4,394,000 | 1,281 |
| Privately issued residential mortgage-backed securities | $103,000 | 1,214 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,291,000 | 1,047 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,445,000 | 1,089 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 7,649 |
| Mortgage-backed securities | $1,257,000 | 5,623 |
| Certificates of participation in pools of residential mortgages | $861,000 | 5,212 |
| Issued or guaranteed by U.S. | $861,000 | 5,202 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $396,000 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $293,000 | 3,659 |
| Privately issued | $103,000 | 1,054 |
| 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) | $29,529,000 | 893 |
| Available-for-sale securities (fair market value) | $3,738,000 | 7,846 |
| Total debt securities | $29,822,000 | 3,500 |
| 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 | $23,183,000 | 4,373 |
| U.S. Government securities | $17,602,000 | 4,293 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $17,602,000 | 3,660 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $4,136,000 | 1,223 |
| Privately issued residential mortgage-backed securities | $103,000 | 1,220 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,033,000 | 1,009 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,445,000 | 1,864 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 7,746 |
| Mortgage-backed securities | $2,485,000 | 5,023 |
| Certificates of participation in pools of residential mortgages | $1,650,000 | 4,649 |
| Issued or guaranteed by U.S. | $1,650,000 | 4,628 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $835,000 | 3,450 |
| CMOs issued by government agencies or sponsored agencies | $732,000 | 3,392 |
| Privately issued | $103,000 | 1,041 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,006,000 | 1,313 |
| Available-for-sale securities (fair market value) | $2,177,000 | 8,410 |
| Total debt securities | $21,738,000 | 4,457 |
| 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 | $18,223,000 | 5,263 |
| U.S. Government securities | $14,907,000 | 5,063 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $14,907,000 | 4,050 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $1,922,000 | 1,398 |
| Privately issued residential mortgage-backed securities | $103,000 | 1,231 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,819,000 | 1,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,394,000 | 1,861 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 8,122 |
| Mortgage-backed securities | $3,467,000 | 4,517 |
| Certificates of participation in pools of residential mortgages | $1,469,000 | 4,854 |
| Issued or guaranteed by U.S. | $1,469,000 | 4,836 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,998,000 | 2,719 |
| CMOs issued by government agencies or sponsored agencies | $1,895,000 | 2,665 |
| Privately issued | $103,000 | 1,011 |
| 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) | $14,934,000 | 2,118 |
| Available-for-sale securities (fair market value) | $3,289,000 | 8,185 |
| Total debt securities | $16,829,000 | 5,435 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $16,443,000 | 6,052 |
| U.S. Government securities | $11,871,000 | 6,371 |
| U.S. Treasury securities | $592,000 | 7,904 |
| U.S. Government agency obligations | $11,279,000 | 5,126 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $2,756,000 | 1,269 |
| Privately issued residential mortgage-backed securities | $103,000 | 1,537 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,653,000 | 947 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,816,000 | 1,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $600,000 | 8,356 |
| Mortgage-backed securities | $3,391,000 | 4,996 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $3,391,000 | 2,402 |
| CMOs issued by government agencies or sponsored agencies | $3,288,000 | 2,333 |
| Privately issued | $103,000 | 1,276 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,339,000 | 2,910 |
| Available-for-sale securities (fair market value) | $5,104,000 | 7,725 |
| Total debt securities | $14,799,000 | 6,350 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $15,697,000 | 6,523 |
| U.S. Government securities | $10,406,000 | 7,150 |
| U.S. Treasury securities | $1,200,000 | 8,148 |
| U.S. Government agency obligations | $9,206,000 | 5,783 |
| Securities issued by states & political subdivisions | $100,000 | 8,607 |
| Other domestic debt securities | $1,854,000 | 1,893 |
| Privately issued residential mortgage-backed securities | $110,000 | 1,836 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,744,000 | 1,491 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,337,000 | 996 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $900,000 | 8,296 |
| Mortgage-backed securities | $3,811,000 | 5,052 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $3,811,000 | 2,528 |
| CMOs issued by government agencies or sponsored agencies | $3,701,000 | 2,436 |
| Privately issued | $110,000 | 1,531 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,659,000 | 3,738 |
| Available-for-sale securities (fair market value) | $7,038,000 | 7,133 |
| Total debt securities | $12,439,000 | 7,323 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $16,026,000 | 6,820 |
| U.S. Government securities | $11,636,000 | 7,108 |
| U.S. Treasury securities | $7,465,000 | 4,246 |
| U.S. Government agency obligations | $4,171,000 | 8,249 |
| Securities issued by states & political subdivisions | $99,000 | 9,119 |
| Other domestic debt securities | $3,103,000 | 1,569 |
| Privately issued residential mortgage-backed securities | $146,000 | 1,973 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,957,000 | 1,269 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,188,000 | 1,829 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,100,000 | 8,248 |
| Mortgage-backed securities | $4,017,000 | 5,202 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $4,017,000 | 2,618 |
| CMOs issued by government agencies or sponsored agencies | $3,871,000 | 2,532 |
| Privately issued | $146,000 | 1,671 |
| 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) | $13,525,000 | 4,652 |
| Available-for-sale securities (fair market value) | $2,501,000 | 8,471 |
| Total debt securities | $15,099,000 | 6,989 |
| 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 | $17,277,000 | 6,758 |
| U.S. Government securities | $9,779,000 | 8,105 |
| U.S. Treasury securities | $5,497,000 | 5,381 |
| U.S. Government agency obligations | $4,282,000 | 8,393 |
| Securities issued by states & political subdivisions | $293,000 | 8,506 |
| Other domestic debt securities | $2,520,000 | 2,093 |
| Privately issued residential mortgage-backed securities | $205,000 | 2,320 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,315,000 | 1,653 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,685,000 | 790 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $900,000 | 8,775 |
| Mortgage-backed securities | $4,487,000 | 5,541 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $4,487,000 | 2,800 |
| CMOs issued by government agencies or sponsored agencies | $4,282,000 | 2,712 |
| Privately issued | $205,000 | 1,943 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $12,592,000 | 7,998 |
| 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 | $13,741,000 | 7,744 |
| U.S. Government securities | $7,841,000 | 9,088 |
| U.S. Treasury securities | $4,296,000 | 6,312 |
| U.S. Government agency obligations | $3,545,000 | 9,064 |
| Securities issued by states & political subdivisions | $288,000 | 8,409 |
| Other domestic debt securities | $3,790,000 | 2,027 |
| Privately issued residential mortgage-backed securities | $120,000 | 3,403 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,670,000 | 1,452 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,822,000 | 1,357 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $700,000 | 9,303 |
| Mortgage-backed securities | $3,665,000 | 6,258 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $3,665,000 | 3,129 |
| CMOs issued by government agencies or sponsored agencies | $3,545,000 | 2,887 |
| Privately issued | $120,000 | 2,916 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $11,919,000 | 8,292 |
| 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 |