Home > Tremont Savings Bank > Securities
Tremont Savings Bank, Securities
| 2010-06-30 | Rank | |
| Total securities | $7,411,000 | 6,202 |
| U.S. Government securities | $7,038,000 | 5,559 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $7,038,000 | 5,442 |
| Securities issued by states & political subdivisions | $373,000 | 5,360 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $89,000 | 6,231 |
| Mortgage-backed securities | $4,920,000 | 4,032 |
| Certificates of participation in pools of residential mortgages | $3,847,000 | 3,669 |
| Issued or guaranteed by U.S. | $3,847,000 | 3,661 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,073,000 | 2,863 |
| CMOs issued by government agencies or sponsored agencies | $1,073,000 | 2,562 |
| 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) | $120,000 | 2,893 |
| Available-for-sale securities (fair market value) | $7,291,000 | 5,722 |
| Total debt securities | $7,411,000 | 6,160 |
| Structured notes | ||
| Amortized cost | $250,000 | 3,106 |
| Fair value | $257,000 | 3,101 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $6,866,000 | 6,377 |
| U.S. Government securities | $6,316,000 | 5,798 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $6,316,000 | 5,689 |
| Securities issued by states & political subdivisions | $550,000 | 5,180 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,343 |
| Mortgage-backed securities | $4,439,000 | 4,229 |
| Certificates of participation in pools of residential mortgages | $4,156,000 | 3,683 |
| Issued or guaranteed by U.S. | $4,156,000 | 3,677 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $283,000 | 3,339 |
| CMOs issued by government agencies or sponsored agencies | $283,000 | 3,012 |
| 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) | $120,000 | 2,954 |
| Available-for-sale securities (fair market value) | $6,746,000 | 5,881 |
| Total debt securities | $6,866,000 | 6,336 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,912 |
| Fair value | $254,000 | 2,910 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $7,456,000 | 6,251 |
| U.S. Government securities | $6,904,000 | 5,632 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $6,904,000 | 5,531 |
| Securities issued by states & political subdivisions | $552,000 | 5,215 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $89,000 | 6,369 |
| Mortgage-backed securities | $4,765,000 | 4,217 |
| Certificates of participation in pools of residential mortgages | $4,470,000 | 3,680 |
| Issued or guaranteed by U.S. | $4,470,000 | 3,674 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $295,000 | 3,337 |
| CMOs issued by government agencies or sponsored agencies | $295,000 | 3,001 |
| 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) | $120,000 | 3,008 |
| Available-for-sale securities (fair market value) | $7,336,000 | 5,774 |
| Total debt securities | $7,456,000 | 6,210 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,669 |
| Fair value | $254,000 | 2,669 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $8,252,000 | 6,127 |
| U.S. Government securities | $7,698,000 | 5,475 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $7,698,000 | 5,381 |
| Securities issued by states & political subdivisions | $554,000 | 5,250 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $90,000 | 6,386 |
| Mortgage-backed securities | $5,259,000 | 4,179 |
| Certificates of participation in pools of residential mortgages | $4,957,000 | 3,661 |
| Issued or guaranteed by U.S. | $4,957,000 | 3,651 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $302,000 | 3,349 |
| CMOs issued by government agencies or sponsored agencies | $302,000 | 3,006 |
| 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) | $120,000 | 3,091 |
| Available-for-sale securities (fair market value) | $8,132,000 | 5,652 |
| Total debt securities | $8,252,000 | 6,083 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,308 |
| Fair value | $251,000 | 2,316 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $9,727,000 | 5,873 |
| U.S. Government securities | $9,126,000 | 5,164 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $9,126,000 | 5,067 |
| Securities issued by states & political subdivisions | $601,000 | 5,226 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $92,000 | 6,449 |
| Mortgage-backed securities | $6,187,000 | 4,013 |
| Certificates of participation in pools of residential mortgages | $5,876,000 | 3,460 |
| Issued or guaranteed by U.S. | $5,876,000 | 3,447 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $311,000 | 3,342 |
| CMOs issued by government agencies or sponsored agencies | $311,000 | 2,987 |
| 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) | $165,000 | 3,083 |
| Available-for-sale securities (fair market value) | $9,562,000 | 5,397 |
| Total debt securities | $9,727,000 | 5,824 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $6,807,000 | 6,494 |
| U.S. Government securities | $6,206,000 | 5,964 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $6,206,000 | 5,882 |
| Securities issued by states & political subdivisions | $601,000 | 5,162 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $93,000 | 6,498 |
| Mortgage-backed securities | $4,057,000 | 4,588 |
| Certificates of participation in pools of residential mortgages | $3,735,000 | 4,131 |
| Issued or guaranteed by U.S. | $3,735,000 | 4,117 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $322,000 | 3,368 |
| CMOs issued by government agencies or sponsored agencies | $322,000 | 3,004 |
| 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) | $165,000 | 3,117 |
| Available-for-sale securities (fair market value) | $6,642,000 | 5,981 |
| Total debt securities | $6,807,000 | 6,456 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $6,483,000 | 6,621 |
| U.S. Government securities | $5,886,000 | 6,147 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $5,886,000 | 6,062 |
| Securities issued by states & political subdivisions | $597,000 | 5,126 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $93,000 | 6,518 |
| Mortgage-backed securities | $2,703,000 | 4,955 |
| Certificates of participation in pools of residential mortgages | $2,379,000 | 4,583 |
| Issued or guaranteed by U.S. | $2,379,000 | 4,571 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $324,000 | 3,312 |
| CMOs issued by government agencies or sponsored agencies | $324,000 | 2,987 |
| 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) | $165,000 | 3,142 |
| Available-for-sale securities (fair market value) | $6,318,000 | 6,091 |
| Total debt securities | $6,483,000 | 6,582 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $6,648,000 | 6,567 |
| U.S. Government securities | $5,826,000 | 6,139 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $5,826,000 | 6,050 |
| Securities issued by states & political subdivisions | $772,000 | 4,986 |
| Other domestic debt securities | $50,000 | 3,137 |
| 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 | $50,000 | 2,360 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $97,000 | 6,548 |
| Mortgage-backed securities | $2,755,000 | 4,876 |
| Certificates of participation in pools of residential mortgages | $2,430,000 | 4,512 |
| Issued or guaranteed by U.S. | $2,430,000 | 4,499 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $325,000 | 3,247 |
| CMOs issued by government agencies or sponsored agencies | $325,000 | 2,912 |
| 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) | $165,000 | 3,166 |
| Available-for-sale securities (fair market value) | $6,483,000 | 6,023 |
| Total debt securities | $6,648,000 | 6,523 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $6,386,000 | 6,658 |
| U.S. Government securities | $5,564,000 | 6,271 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $5,564,000 | 6,190 |
| Securities issued by states & political subdivisions | $772,000 | 5,021 |
| Other domestic debt securities | $50,000 | 3,103 |
| 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 | $50,000 | 2,364 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $97,000 | 6,577 |
| Mortgage-backed securities | $2,525,000 | 4,981 |
| Certificates of participation in pools of residential mortgages | $2,490,000 | 4,506 |
| Issued or guaranteed by U.S. | $2,490,000 | 4,488 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $35,000 | 3,584 |
| CMOs issued by government agencies or sponsored agencies | $35,000 | 3,247 |
| 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) | $165,000 | 3,184 |
| Available-for-sale securities (fair market value) | $6,221,000 | 6,122 |
| Total debt securities | $6,386,000 | 6,597 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $4,422,000 | 7,145 |
| U.S. Government securities | $3,546,000 | 6,916 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $3,546,000 | 6,812 |
| Securities issued by states & political subdivisions | $777,000 | 5,035 |
| Other domestic debt securities | $99,000 | 3,019 |
| 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 | $99,000 | 2,282 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $99,000 | 6,598 |
| Mortgage-backed securities | $2,743,000 | 4,807 |
| Certificates of participation in pools of residential mortgages | $2,705,000 | 4,320 |
| Issued or guaranteed by U.S. | $2,705,000 | 4,303 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $38,000 | 3,567 |
| CMOs issued by government agencies or sponsored agencies | $38,000 | 3,223 |
| 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) | $165,000 | 3,235 |
| Available-for-sale securities (fair market value) | $4,257,000 | 6,589 |
| Total debt securities | $4,422,000 | 7,090 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $4,218,000 | 7,272 |
| U.S. Government securities | $3,351,000 | 7,095 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $3,351,000 | 6,981 |
| Securities issued by states & political subdivisions | $768,000 | 5,058 |
| Other domestic debt securities | $99,000 | 2,857 |
| 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 | $99,000 | 2,158 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $873,000 | 6,252 |
| Mortgage-backed securities | $2,810,000 | 4,558 |
| Certificates of participation in pools of residential mortgages | $2,769,000 | 4,008 |
| Issued or guaranteed by U.S. | $2,769,000 | 3,992 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $41,000 | 3,492 |
| CMOs issued by government agencies or sponsored agencies | $41,000 | 3,169 |
| 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) | $165,000 | 3,285 |
| Available-for-sale securities (fair market value) | $4,053,000 | 6,664 |
| Total debt securities | $4,218,000 | 7,217 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $4,538,000 | 7,231 |
| U.S. Government securities | $3,427,000 | 7,134 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $3,427,000 | 7,015 |
| Securities issued by states & political subdivisions | $1,012,000 | 4,884 |
| Other domestic debt securities | $99,000 | 2,813 |
| 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 | $99,000 | 2,128 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $899,000 | 6,263 |
| Mortgage-backed securities | $2,885,000 | 4,406 |
| Certificates of participation in pools of residential mortgages | $2,841,000 | 3,835 |
| Issued or guaranteed by U.S. | $2,841,000 | 3,819 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $44,000 | 3,458 |
| CMOs issued by government agencies or sponsored agencies | $44,000 | 3,126 |
| 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) | $165,000 | 3,343 |
| Available-for-sale securities (fair market value) | $4,373,000 | 6,622 |
| Total debt securities | $4,538,000 | 7,187 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $4,306,000 | 7,334 |
| U.S. Government securities | $3,200,000 | 7,250 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $3,200,000 | 7,123 |
| Securities issued by states & political subdivisions | $1,006,000 | 4,891 |
| Other domestic debt securities | $100,000 | 2,738 |
| 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 | $100,000 | 2,064 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $102,000 | 6,715 |
| Mortgage-backed securities | $2,663,000 | 4,436 |
| Certificates of participation in pools of residential mortgages | $2,615,000 | 3,880 |
| Issued or guaranteed by U.S. | $2,615,000 | 3,869 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $48,000 | 3,425 |
| CMOs issued by government agencies or sponsored agencies | $48,000 | 3,101 |
| 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) | $165,000 | 3,378 |
| Available-for-sale securities (fair market value) | $4,141,000 | 6,702 |
| Total debt securities | $4,306,000 | 7,289 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $4,486,000 | 7,349 |
| U.S. Government securities | $3,375,000 | 7,246 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $3,375,000 | 7,113 |
| Securities issued by states & political subdivisions | $1,012,000 | 4,941 |
| Other domestic debt securities | $99,000 | 2,795 |
| 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 | $99,000 | 2,142 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $966,000 | 6,313 |
| Mortgage-backed securities | $2,834,000 | 4,352 |
| Certificates of participation in pools of residential mortgages | $2,780,000 | 3,797 |
| Issued or guaranteed by U.S. | $2,780,000 | 3,782 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $54,000 | 3,407 |
| CMOs issued by government agencies or sponsored agencies | $54,000 | 3,103 |
| 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) | $165,000 | 3,446 |
| Available-for-sale securities (fair market value) | $4,321,000 | 6,693 |
| Total debt securities | $4,486,000 | 7,299 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $4,590,000 | 7,354 |
| U.S. Government securities | $3,480,000 | 7,247 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $3,480,000 | 7,118 |
| Securities issued by states & political subdivisions | $1,011,000 | 4,975 |
| Other domestic debt securities | $99,000 | 2,830 |
| 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 | $99,000 | 2,203 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $104,000 | 6,791 |
| Mortgage-backed securities | $2,938,000 | 4,302 |
| Certificates of participation in pools of residential mortgages | $2,880,000 | 3,758 |
| Issued or guaranteed by U.S. | $2,880,000 | 3,747 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $58,000 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $58,000 | 3,116 |
| 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) | $165,000 | 3,533 |
| Available-for-sale securities (fair market value) | $4,425,000 | 6,697 |
| Total debt securities | $4,590,000 | 7,303 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $4,958,000 | 7,357 |
| U.S. Government securities | $3,850,000 | 7,218 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $3,850,000 | 7,086 |
| Securities issued by states & political subdivisions | $1,010,000 | 5,013 |
| Other domestic debt securities | $98,000 | 2,889 |
| 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 | $98,000 | 2,256 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,031,000 | 6,289 |
| Mortgage-backed securities | $3,060,000 | 4,249 |
| Certificates of participation in pools of residential mortgages | $2,997,000 | 3,690 |
| Issued or guaranteed by U.S. | $2,997,000 | 3,668 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $63,000 | 3,378 |
| CMOs issued by government agencies or sponsored agencies | $63,000 | 3,078 |
| 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) | $165,000 | 3,612 |
| Available-for-sale securities (fair market value) | $4,793,000 | 6,659 |
| Total debt securities | $4,958,000 | 7,305 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $5,057,000 | 7,360 |
| U.S. Government securities | $3,952,000 | 7,207 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $3,952,000 | 7,065 |
| Securities issued by states & political subdivisions | $1,010,000 | 5,030 |
| Other domestic debt securities | $95,000 | 2,963 |
| 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 | $95,000 | 2,339 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,071,000 | 6,321 |
| Mortgage-backed securities | $3,171,000 | 4,212 |
| Certificates of participation in pools of residential mortgages | $3,102,000 | 3,658 |
| Issued or guaranteed by U.S. | $3,102,000 | 3,643 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $69,000 | 3,389 |
| CMOs issued by government agencies or sponsored agencies | $69,000 | 3,073 |
| 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) | $165,000 | 3,665 |
| Available-for-sale securities (fair market value) | $4,892,000 | 6,661 |
| Total debt securities | $5,058,000 | 7,311 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $4,487,000 | 7,521 |
| U.S. Government securities | $3,378,000 | 7,447 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $3,378,000 | 7,301 |
| Securities issued by states & political subdivisions | $1,017,000 | 5,043 |
| Other domestic debt securities | $92,000 | 3,042 |
| 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 | $92,000 | 2,448 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,110,000 | 6,311 |
| Mortgage-backed securities | $3,073,000 | 4,283 |
| Certificates of participation in pools of residential mortgages | $2,998,000 | 3,733 |
| Issued or guaranteed by U.S. | $2,998,000 | 3,718 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $75,000 | 3,381 |
| CMOs issued by government agencies or sponsored agencies | $75,000 | 3,061 |
| 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) | $168,000 | 3,736 |
| Available-for-sale securities (fair market value) | $4,319,000 | 6,825 |
| Total debt securities | $4,488,000 | 7,469 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $6,734,000 | 7,058 |
| U.S. Government securities | $3,512,000 | 7,417 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $3,512,000 | 7,271 |
| Securities issued by states & political subdivisions | $3,134,000 | 3,775 |
| Other domestic debt securities | $88,000 | 3,149 |
| 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 | $88,000 | 2,577 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,146,000 | 6,312 |
| Mortgage-backed securities | $3,207,000 | 4,249 |
| Certificates of participation in pools of residential mortgages | $3,126,000 | 3,683 |
| Issued or guaranteed by U.S. | $3,126,000 | 3,669 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $81,000 | 3,397 |
| CMOs issued by government agencies or sponsored agencies | $81,000 | 3,078 |
| 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) | $168,000 | 3,812 |
| Available-for-sale securities (fair market value) | $6,566,000 | 6,357 |
| Total debt securities | $6,735,000 | 6,996 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $6,970,000 | 7,014 |
| U.S. Government securities | $3,734,000 | 7,365 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $3,734,000 | 7,225 |
| Securities issued by states & political subdivisions | $3,141,000 | 3,772 |
| Other domestic debt securities | $95,000 | 3,192 |
| 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 | $95,000 | 2,634 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,201,000 | 6,305 |
| Mortgage-backed securities | $3,427,000 | 4,219 |
| Certificates of participation in pools of residential mortgages | $3,341,000 | 3,659 |
| Issued or guaranteed by U.S. | $3,341,000 | 3,645 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $86,000 | 3,393 |
| CMOs issued by government agencies or sponsored agencies | $86,000 | 3,074 |
| 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) | $168,000 | 3,873 |
| Available-for-sale securities (fair market value) | $6,802,000 | 6,292 |
| Total debt securities | $6,971,000 | 6,953 |
| 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 | $7,475,000 | 6,953 |
| U.S. Government securities | $4,222,000 | 7,252 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $4,222,000 | 7,098 |
| Securities issued by states & political subdivisions | $3,156,000 | 3,736 |
| Other domestic debt securities | $97,000 | 3,232 |
| 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 | $97,000 | 2,702 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,267,000 | 6,263 |
| Mortgage-backed securities | $3,664,000 | 4,228 |
| Certificates of participation in pools of residential mortgages | $3,570,000 | 3,667 |
| Issued or guaranteed by U.S. | $3,570,000 | 3,653 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $94,000 | 3,406 |
| CMOs issued by government agencies or sponsored agencies | $94,000 | 3,097 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $168,000 | 3,915 |
| Available-for-sale securities (fair market value) | $7,307,000 | 6,215 |
| Total debt securities | $7,475,000 | 6,892 |
| 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 | $7,676,000 | 6,959 |
| U.S. Government securities | $4,424,000 | 7,264 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,424,000 | 7,097 |
| Securities issued by states & political subdivisions | $3,154,000 | 3,714 |
| Other domestic debt securities | $98,000 | 3,275 |
| 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 | $98,000 | 2,778 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,391,000 | 6,243 |
| Mortgage-backed securities | $3,866,000 | 4,248 |
| Certificates of participation in pools of residential mortgages | $3,747,000 | 3,689 |
| Issued or guaranteed by U.S. | $3,747,000 | 3,680 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $119,000 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $119,000 | 3,113 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $168,000 | 3,979 |
| Available-for-sale securities (fair market value) | $7,508,000 | 6,221 |
| Total debt securities | $7,676,000 | 6,904 |
| 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 | $8,056,000 | 6,867 |
| U.S. Government securities | $4,782,000 | 7,171 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,782,000 | 7,013 |
| Securities issued by states & political subdivisions | $3,172,000 | 3,743 |
| Other domestic debt securities | $102,000 | 3,306 |
| 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 | $102,000 | 2,821 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $157,000 | 7,085 |
| Mortgage-backed securities | $4,121,000 | 4,205 |
| Certificates of participation in pools of residential mortgages | $3,977,000 | 3,639 |
| Issued or guaranteed by U.S. | $3,977,000 | 3,631 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $144,000 | 3,410 |
| CMOs issued by government agencies or sponsored agencies | $144,000 | 3,105 |
| 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) | $168,000 | 4,024 |
| Available-for-sale securities (fair market value) | $7,888,000 | 6,140 |
| Total debt securities | $8,056,000 | 6,812 |
| Structured notes | ||
| Amortized cost | $100,000 | 2,848 |
| Fair value | $99,000 | 2,860 |
| 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 | $8,394,000 | 6,841 |
| U.S. Government securities | $5,087,000 | 7,100 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $5,087,000 | 6,945 |
| Securities issued by states & political subdivisions | $3,202,000 | 3,732 |
| Other domestic debt securities | $105,000 | 3,353 |
| 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 | $105,000 | 2,881 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $186,000 | 7,113 |
| Mortgage-backed securities | $3,920,000 | 4,305 |
| Certificates of participation in pools of residential mortgages | $3,744,000 | 3,755 |
| Issued or guaranteed by U.S. | $3,744,000 | 3,749 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $176,000 | 3,375 |
| CMOs issued by government agencies or sponsored agencies | $176,000 | 3,080 |
| 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) | $168,000 | 4,080 |
| Available-for-sale securities (fair market value) | $8,226,000 | 6,104 |
| Total debt securities | $8,394,000 | 6,783 |
| Structured notes | ||
| Amortized cost | $100,000 | 2,828 |
| Fair value | $100,000 | 2,831 |
| 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 | $9,056,000 | 6,774 |
| U.S. Government securities | $5,781,000 | 6,964 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $5,781,000 | 6,798 |
| Securities issued by states & political subdivisions | $3,172,000 | 3,741 |
| Other domestic debt securities | $103,000 | 3,461 |
| 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 | $103,000 | 2,992 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $229,000 | 7,109 |
| Mortgage-backed securities | $4,378,000 | 4,224 |
| Certificates of participation in pools of residential mortgages | $4,116,000 | 3,694 |
| Issued or guaranteed by U.S. | $4,116,000 | 3,685 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $262,000 | 3,324 |
| CMOs issued by government agencies or sponsored agencies | $262,000 | 3,046 |
| 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) | $10,000 | 4,517 |
| Available-for-sale securities (fair market value) | $9,046,000 | 6,025 |
| Total debt securities | $9,056,000 | 6,703 |
| Structured notes | ||
| Amortized cost | $100,000 | 2,779 |
| Fair value | $98,000 | 2,791 |
| 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 | $10,282,000 | 6,512 |
| U.S. Government securities | $6,864,000 | 6,567 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $6,864,000 | 6,410 |
| Securities issued by states & political subdivisions | $3,312,000 | 3,694 |
| Other domestic debt securities | $106,000 | 3,551 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $106,000 | 3,061 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $280,000 | 7,069 |
| Mortgage-backed securities | $4,925,000 | 4,094 |
| Certificates of participation in pools of residential mortgages | $4,595,000 | 3,555 |
| Issued or guaranteed by U.S. | $4,595,000 | 3,545 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $330,000 | 3,317 |
| CMOs issued by government agencies or sponsored agencies | $330,000 | 3,035 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,000 | 4,559 |
| Available-for-sale securities (fair market value) | $10,272,000 | 5,770 |
| Total debt securities | $10,282,000 | 6,425 |
| Structured notes | ||
| Amortized cost | $600,000 | 2,121 |
| Fair value | $602,000 | 2,124 |
| 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 | $11,050,000 | 6,380 |
| U.S. Government securities | $7,695,000 | 6,392 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $7,695,000 | 6,218 |
| Securities issued by states & political subdivisions | $3,249,000 | 3,758 |
| Other domestic debt securities | $106,000 | 3,601 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $106,000 | 3,196 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $321,000 | 7,039 |
| Mortgage-backed securities | $5,017,000 | 4,051 |
| Certificates of participation in pools of residential mortgages | $4,618,000 | 3,529 |
| Issued or guaranteed by U.S. | $4,618,000 | 3,518 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $399,000 | 3,285 |
| CMOs issued by government agencies or sponsored agencies | $399,000 | 3,130 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,000 | 4,627 |
| Available-for-sale securities (fair market value) | $11,040,000 | 5,654 |
| Total debt securities | $11,050,000 | 6,294 |
| Structured notes | ||
| Amortized cost | $600,000 | 1,986 |
| Fair value | $596,000 | 1,993 |
| 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 | $10,677,000 | 6,395 |
| U.S. Government securities | $6,837,000 | 6,527 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $6,837,000 | 6,340 |
| Securities issued by states & political subdivisions | $3,237,000 | 3,746 |
| Other domestic debt securities | $603,000 | 3,031 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $603,000 | 2,698 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $473,000 | 6,982 |
| Mortgage-backed securities | $4,511,000 | 4,206 |
| Certificates of participation in pools of residential mortgages | $3,893,000 | 3,774 |
| Issued or guaranteed by U.S. | $3,893,000 | 3,762 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $618,000 | 3,110 |
| CMOs issued by government agencies or sponsored agencies | $618,000 | 2,952 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $511,000 | 3,835 |
| Available-for-sale securities (fair market value) | $10,166,000 | 5,777 |
| Total debt securities | $10,677,000 | 6,304 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,773 |
| Fair value | $491,000 | 1,935 |
| 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 | $11,184,000 | 6,206 |
| U.S. Government securities | $7,904,000 | 6,146 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $7,904,000 | 5,967 |
| Securities issued by states & political subdivisions | $2,675,000 | 3,997 |
| Other domestic debt securities | $605,000 | 3,105 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $605,000 | 2,752 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $611,000 | 6,816 |
| Mortgage-backed securities | $6,051,000 | 3,860 |
| Certificates of participation in pools of residential mortgages | $4,847,000 | 3,484 |
| Issued or guaranteed by U.S. | $4,847,000 | 3,473 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,204,000 | 2,873 |
| CMOs issued by government agencies or sponsored agencies | $1,204,000 | 2,723 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $513,000 | 3,860 |
| Available-for-sale securities (fair market value) | $10,671,000 | 5,587 |
| Total debt securities | $11,184,000 | 6,117 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,576 |
| Fair value | $500,000 | 1,725 |
| 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 | $9,729,000 | 6,561 |
| U.S. Government securities | $7,244,000 | 6,376 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $7,244,000 | 6,196 |
| Securities issued by states & political subdivisions | $1,979,000 | 4,309 |
| Other domestic debt securities | $506,000 | 3,269 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $506,000 | 2,900 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $690,000 | 6,809 |
| Mortgage-backed securities | $5,890,000 | 3,916 |
| Certificates of participation in pools of residential mortgages | $4,406,000 | 3,613 |
| Issued or guaranteed by U.S. | $4,406,000 | 3,603 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,484,000 | 2,841 |
| CMOs issued by government agencies or sponsored agencies | $1,484,000 | 2,707 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $516,000 | 3,913 |
| Available-for-sale securities (fair market value) | $9,213,000 | 5,896 |
| Total debt securities | $9,729,000 | 6,464 |
| 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 | $8,604,000 | 6,864 |
| U.S. Government securities | $6,792,000 | 6,543 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $6,792,000 | 6,352 |
| Securities issued by states & political subdivisions | $1,304,000 | 4,861 |
| Other domestic debt securities | $508,000 | 3,299 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $508,000 | 2,914 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $761,000 | 6,799 |
| Mortgage-backed securities | $4,928,000 | 4,173 |
| Certificates of participation in pools of residential mortgages | $3,010,000 | 4,161 |
| Issued or guaranteed by U.S. | $3,010,000 | 4,148 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,918,000 | 2,659 |
| CMOs issued by government agencies or sponsored agencies | $1,918,000 | 2,537 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $518,000 | 4,005 |
| Available-for-sale securities (fair market value) | $8,086,000 | 6,177 |
| Total debt securities | $8,604,000 | 6,764 |
| 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 | $7,689,000 | 7,120 |
| U.S. Government securities | $6,424,000 | 6,667 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $6,424,000 | 6,433 |
| Securities issued by states & political subdivisions | $1,265,000 | 4,963 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,685,000 | 6,184 |
| Mortgage-backed securities | $4,725,000 | 4,062 |
| Certificates of participation in pools of residential mortgages | $2,787,000 | 4,020 |
| Issued or guaranteed by U.S. | $2,787,000 | 4,002 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,938,000 | 2,765 |
| CMOs issued by government agencies or sponsored agencies | $1,938,000 | 2,606 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,000 | 5,028 |
| Available-for-sale securities (fair market value) | $7,673,000 | 6,227 |
| Total debt securities | $7,689,000 | 7,017 |
| 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 | $13,475,000 | 5,885 |
| U.S. Government securities | $9,497,000 | 6,014 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $9,497,000 | 5,683 |
| Securities issued by states & political subdivisions | $2,882,000 | 3,777 |
| Other domestic debt securities | $496,000 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $496,000 | 2,633 |
| Foreign debt securities | NA | NA |
| Equity securities | $600,000 | 3,449 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,664,000 | 4,786 |
| Mortgage-backed securities | $4,725,000 | 3,486 |
| Certificates of participation in pools of residential mortgages | $3,186,000 | 3,292 |
| Issued or guaranteed by U.S. | $3,186,000 | 3,276 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,539,000 | 2,514 |
| CMOs issued by government agencies or sponsored agencies | $1,539,000 | 2,369 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $105,000 | 5,436 |
| Available-for-sale securities (fair market value) | $13,370,000 | 4,930 |
| Total debt securities | $12,875,000 | 5,904 |
| Structured notes | ||
| Amortized cost | $348,000 | 709 |
| Fair value | $350,000 | 703 |
| 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 | $12,625,000 | 6,365 |
| U.S. Government securities | $8,722,000 | 6,539 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $8,722,000 | 6,000 |
| Securities issued by states & political subdivisions | $3,349,000 | 3,696 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $554,000 | 3,518 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,390,000 | 4,900 |
| Mortgage-backed securities | $4,029,000 | 3,958 |
| Certificates of participation in pools of residential mortgages | $2,660,000 | 3,779 |
| Issued or guaranteed by U.S. | $2,660,000 | 3,761 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,369,000 | 2,769 |
| CMOs issued by government agencies or sponsored agencies | $1,369,000 | 2,626 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $222,000 | 5,680 |
| Available-for-sale securities (fair market value) | $12,403,000 | 5,280 |
| Total debt securities | $12,071,000 | 6,397 |
| Structured notes | ||
| Amortized cost | $348,000 | 1,028 |
| Fair value | $323,000 | 1,030 |
| 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 | $7,040,000 | 8,012 |
| U.S. Government securities | $4,322,000 | 8,356 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $4,322,000 | 7,532 |
| Securities issued by states & political subdivisions | $2,413,000 | 4,410 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $305,000 | 4,577 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,270,000 | 5,922 |
| Mortgage-backed securities | $735,000 | 6,383 |
| Certificates of participation in pools of residential mortgages | $735,000 | 5,607 |
| Issued or guaranteed by U.S. | $735,000 | 5,589 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $335,000 | 6,073 |
| Available-for-sale securities (fair market value) | $6,705,000 | 6,768 |
| Total debt securities | $6,735,000 | 7,994 |
| Structured notes | ||
| Amortized cost | $348,000 | 1,251 |
| Fair value | $351,000 | 1,241 |
| 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 | $4,061,000 | 9,579 |
| U.S. Government securities | $3,071,000 | 9,519 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $3,071,000 | 8,394 |
| Securities issued by states & political subdivisions | $720,000 | 6,319 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $270,000 | 4,858 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,018,000 | 7,449 |
| Mortgage-backed securities | $1,691,000 | 5,656 |
| Certificates of participation in pools of residential mortgages | $1,691,000 | 4,636 |
| Issued or guaranteed by U.S. | $1,691,000 | 4,619 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $352,000 | 6,903 |
| Available-for-sale securities (fair market value) | $3,709,000 | 8,039 |
| Total debt securities | $3,791,000 | 9,585 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,431 |
| Fair value | $250,000 | 2,440 |
| 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 | $5,259,000 | 9,669 |
| U.S. Government securities | $4,209,000 | 9,572 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $4,209,000 | 8,085 |
| Securities issued by states & political subdivisions | $717,000 | 6,611 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $333,000 | 4,312 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,091,000 | 7,712 |
| Mortgage-backed securities | $2,515,000 | 5,525 |
| Certificates of participation in pools of residential mortgages | $2,515,000 | 4,389 |
| Issued or guaranteed by U.S. | $2,515,000 | 4,366 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $368,000 | 7,551 |
| Available-for-sale securities (fair market value) | $4,891,000 | 7,824 |
| Total debt securities | $4,962,000 | 9,676 |
| 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 | $5,426,000 | 10,024 |
| U.S. Government securities | $4,130,000 | 9,992 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $4,130,000 | 8,241 |
| Securities issued by states & political subdivisions | $1,102,000 | 6,163 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $194,000 | 5,119 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $798,000 | 8,441 |
| Mortgage-backed securities | $3,265,000 | 5,348 |
| Certificates of participation in pools of residential mortgages | $3,265,000 | 4,015 |
| Issued or guaranteed by U.S. | $3,265,000 | 3,988 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $502,000 | 7,801 |
| Available-for-sale securities (fair market value) | $4,924,000 | 8,085 |
| Total debt securities | $5,184,000 | 10,016 |
| 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 | $3,772,000 | 11,349 |
| U.S. Government securities | $3,190,000 | 11,129 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $3,190,000 | 8,949 |
| Securities issued by states & political subdivisions | $405,000 | 7,970 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $177,000 | 5,012 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $565,000 | 9,112 |
| Mortgage-backed securities | $2,406,000 | 6,306 |
| Certificates of participation in pools of residential mortgages | $2,406,000 | 4,837 |
| Issued or guaranteed by U.S. | $2,406,000 | 4,809 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,124,000 | 9,926 |
| Available-for-sale securities (fair market value) | $1,648,000 | 9,140 |
| Total debt securities | $3,661,000 | 11,302 |
| 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 | $2,265,000 | 12,468 |
| U.S. Government securities | $2,072,000 | 12,169 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $2,072,000 | 10,163 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $193,000 | 4,591 |
| 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 | 9,125 |
| Mortgage-backed securities | $2,072,000 | 7,197 |
| Certificates of participation in pools of residential mortgages | $2,072,000 | 5,664 |
| Issued or guaranteed by U.S. | $2,072,000 | 5,621 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $2,072,000 | 12,426 |
| 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 | $2,869,000 | 12,651 |
| U.S. Government securities | $2,580,000 | 12,353 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $2,580,000 | 9,930 |
| Securities issued by states & political subdivisions | $100,000 | 9,256 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $189,000 | 4,038 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $450,000 | 9,950 |
| Mortgage-backed securities | $2,580,000 | 7,110 |
| Certificates of participation in pools of residential mortgages | $2,401,000 | 5,691 |
| Issued or guaranteed by U.S. | $2,401,000 | 5,623 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $179,000 | 6,708 |
| CMOs issued by government agencies or sponsored agencies | $179,000 | 6,217 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $2,680,000 | 12,617 |
| 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 |