Home > The Scott County State Bank > Securities
The Scott County State Bank, Securities
| 2015-06-30 | Rank | |
| Total securities | $36,155,000 | 3,130 |
| U.S. Government securities | $21,620,000 | 3,095 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $21,620,000 | 3,002 |
| Securities issued by states & political subdivisions | $14,535,000 | 2,323 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,428 |
| Mortgage-backed securities | $20,151,000 | 2,146 |
| Certificates of participation in pools of residential mortgages | $11,999,000 | 2,212 |
| Issued or guaranteed by U.S. | $11,999,000 | 2,211 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $8,152,000 | 1,394 |
| CMOs issued by government agencies or sponsored agencies | $8,152,000 | 1,331 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $36,155,000 | 2,852 |
| Total debt securities | $36,155,000 | 3,103 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $35,272,000 | 3,223 |
| U.S. Government securities | $22,928,000 | 3,051 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $22,928,000 | 2,962 |
| Securities issued by states & political subdivisions | $12,344,000 | 2,542 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,487 |
| Mortgage-backed securities | $21,440,000 | 2,125 |
| Certificates of participation in pools of residential mortgages | $12,814,000 | 2,162 |
| Issued or guaranteed by U.S. | $12,814,000 | 2,162 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $8,626,000 | 1,403 |
| CMOs issued by government agencies or sponsored agencies | $8,626,000 | 1,334 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $35,272,000 | 2,942 |
| Total debt securities | $35,272,000 | 3,197 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $36,056,000 | 3,208 |
| U.S. Government securities | $23,792,000 | 3,044 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $23,792,000 | 2,949 |
| Securities issued by states & political subdivisions | $12,264,000 | 2,555 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,563 |
| Mortgage-backed securities | $22,339,000 | 2,106 |
| Certificates of participation in pools of residential mortgages | $13,204,000 | 2,181 |
| Issued or guaranteed by U.S. | $13,204,000 | 2,179 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $9,135,000 | 1,386 |
| CMOs issued by government agencies or sponsored agencies | $9,135,000 | 1,319 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $36,056,000 | 2,930 |
| Total debt securities | $36,056,000 | 3,183 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $37,004,000 | 3,235 |
| U.S. Government securities | $24,826,000 | 3,051 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $24,826,000 | 2,940 |
| Securities issued by states & political subdivisions | $12,178,000 | 2,587 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $23,386,000 | 2,106 |
| Certificates of participation in pools of residential mortgages | $13,797,000 | 2,197 |
| Issued or guaranteed by U.S. | $13,797,000 | 2,196 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $9,589,000 | 1,382 |
| CMOs issued by government agencies or sponsored agencies | $9,589,000 | 1,307 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $37,004,000 | 2,950 |
| Total debt securities | $37,004,000 | 3,209 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $35,331,000 | 3,358 |
| U.S. Government securities | $23,796,000 | 3,166 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $23,796,000 | 3,073 |
| Securities issued by states & political subdivisions | $11,535,000 | 2,669 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,698 |
| Mortgage-backed securities | $22,361,000 | 2,188 |
| Certificates of participation in pools of residential mortgages | $13,115,000 | 2,287 |
| Issued or guaranteed by U.S. | $13,115,000 | 2,286 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $9,246,000 | 1,410 |
| CMOs issued by government agencies or sponsored agencies | $9,246,000 | 1,338 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $35,331,000 | 3,066 |
| Total debt securities | $35,331,000 | 3,332 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $36,184,000 | 3,340 |
| U.S. Government securities | $24,906,000 | 3,085 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $24,906,000 | 3,007 |
| Securities issued by states & political subdivisions | $11,278,000 | 2,717 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,749 |
| Mortgage-backed securities | $23,503,000 | 2,129 |
| Certificates of participation in pools of residential mortgages | $13,613,000 | 2,269 |
| Issued or guaranteed by U.S. | $13,613,000 | 2,268 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $9,890,000 | 1,368 |
| CMOs issued by government agencies or sponsored agencies | $9,890,000 | 1,303 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $36,184,000 | 3,056 |
| Total debt securities | $36,184,000 | 3,314 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $34,173,000 | 3,436 |
| U.S. Government securities | $25,313,000 | 3,045 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $25,313,000 | 2,975 |
| Securities issued by states & political subdivisions | $8,860,000 | 3,072 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,833 |
| Mortgage-backed securities | $23,930,000 | 2,121 |
| Certificates of participation in pools of residential mortgages | $11,250,000 | 2,503 |
| Issued or guaranteed by U.S. | $11,250,000 | 2,503 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $12,680,000 | 1,199 |
| CMOs issued by government agencies or sponsored agencies | $12,680,000 | 1,135 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $34,173,000 | 3,148 |
| Total debt securities | $34,173,000 | 3,409 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $30,818,000 | 3,667 |
| U.S. Government securities | $23,103,000 | 3,235 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $23,103,000 | 3,152 |
| Securities issued by states & political subdivisions | $7,715,000 | 3,278 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $21,714,000 | 2,258 |
| Certificates of participation in pools of residential mortgages | $9,366,000 | 2,736 |
| Issued or guaranteed by U.S. | $9,366,000 | 2,733 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $12,348,000 | 1,241 |
| CMOs issued by government agencies or sponsored agencies | $12,348,000 | 1,170 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $30,818,000 | 3,368 |
| Total debt securities | $30,818,000 | 3,638 |
| 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 | $33,004,000 | 3,510 |
| U.S. Government securities | $24,773,000 | 3,110 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $24,773,000 | 3,031 |
| Securities issued by states & political subdivisions | $8,231,000 | 3,182 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $23,365,000 | 2,160 |
| Certificates of participation in pools of residential mortgages | $10,153,000 | 2,617 |
| Issued or guaranteed by U.S. | $10,153,000 | 2,615 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $13,212,000 | 1,210 |
| CMOs issued by government agencies or sponsored agencies | $13,212,000 | 1,137 |
| 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) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $33,004,000 | 3,232 |
| Total debt securities | $33,004,000 | 3,471 |
| 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 | $36,240,000 | 3,355 |
| U.S. Government securities | $27,407,000 | 2,963 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $27,407,000 | 2,896 |
| Securities issued by states & political subdivisions | $8,833,000 | 3,042 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $25,913,000 | 2,077 |
| Certificates of participation in pools of residential mortgages | $12,764,000 | 2,347 |
| Issued or guaranteed by U.S. | $12,764,000 | 2,347 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $13,149,000 | 1,256 |
| CMOs issued by government agencies or sponsored agencies | $13,149,000 | 1,180 |
| 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) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $36,240,000 | 3,102 |
| Total debt securities | $36,240,000 | 3,319 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $35,526,000 | 3,335 |
| U.S. Government securities | $27,310,000 | 2,910 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $27,310,000 | 2,845 |
| Securities issued by states & political subdivisions | $8,216,000 | 3,119 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $25,304,000 | 2,098 |
| Certificates of participation in pools of residential mortgages | $14,161,000 | 2,213 |
| Issued or guaranteed by U.S. | $14,161,000 | 2,212 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $11,143,000 | 1,416 |
| CMOs issued by government agencies or sponsored agencies | $11,143,000 | 1,331 |
| 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) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $35,526,000 | 3,085 |
| Total debt securities | $35,526,000 | 3,303 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $33,298,000 | 3,507 |
| U.S. Government securities | $27,734,000 | 2,942 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $27,734,000 | 2,888 |
| Securities issued by states & political subdivisions | $5,564,000 | 3,616 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $27,734,000 | 2,082 |
| Certificates of participation in pools of residential mortgages | $15,670,000 | 2,186 |
| Issued or guaranteed by U.S. | $15,670,000 | 2,185 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $12,064,000 | 1,423 |
| CMOs issued by government agencies or sponsored agencies | $12,064,000 | 1,331 |
| 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) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $33,298,000 | 3,237 |
| Total debt securities | $33,298,000 | 3,479 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $35,086,000 | 3,409 |
| U.S. Government securities | $29,609,000 | 2,870 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $29,609,000 | 2,813 |
| Securities issued by states & political subdivisions | $5,477,000 | 3,589 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $29,609,000 | 2,019 |
| Certificates of participation in pools of residential mortgages | $16,882,000 | 2,121 |
| Issued or guaranteed by U.S. | $16,882,000 | 2,119 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $12,727,000 | 1,425 |
| CMOs issued by government agencies or sponsored agencies | $12,727,000 | 1,317 |
| 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) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $35,086,000 | 3,153 |
| Total debt securities | $35,086,000 | 3,387 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $28,356,000 | 3,849 |
| U.S. Government securities | $26,731,000 | 3,099 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $26,731,000 | 3,042 |
| Securities issued by states & political subdivisions | $1,625,000 | 4,661 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $26,731,000 | 2,153 |
| Certificates of participation in pools of residential mortgages | $14,395,000 | 2,330 |
| Issued or guaranteed by U.S. | $14,395,000 | 2,326 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $12,336,000 | 1,470 |
| CMOs issued by government agencies or sponsored agencies | $12,336,000 | 1,357 |
| 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) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $28,356,000 | 3,564 |
| Total debt securities | $28,356,000 | 3,825 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $30,104,000 | 3,667 |
| U.S. Government securities | $28,464,000 | 2,920 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $28,464,000 | 2,856 |
| Securities issued by states & political subdivisions | $1,640,000 | 4,648 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,916 |
| Mortgage-backed securities | $28,464,000 | 1,985 |
| Certificates of participation in pools of residential mortgages | $15,588,000 | 2,118 |
| Issued or guaranteed by U.S. | $15,588,000 | 2,114 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $12,876,000 | 1,407 |
| CMOs issued by government agencies or sponsored agencies | $12,876,000 | 1,250 |
| 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) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $30,104,000 | 3,386 |
| Total debt securities | $30,104,000 | 3,645 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $32,195,000 | 3,452 |
| U.S. Government securities | $30,567,000 | 2,694 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $30,567,000 | 2,627 |
| Securities issued by states & political subdivisions | $1,628,000 | 4,612 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,942 |
| Mortgage-backed securities | $30,567,000 | 1,847 |
| Certificates of participation in pools of residential mortgages | $17,014,000 | 1,956 |
| Issued or guaranteed by U.S. | $17,014,000 | 1,951 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $13,553,000 | 1,362 |
| CMOs issued by government agencies or sponsored agencies | $13,553,000 | 1,208 |
| 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) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $32,195,000 | 3,170 |
| Total debt securities | $32,195,000 | 3,417 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $28,079,000 | 3,773 |
| U.S. Government securities | $26,490,000 | 3,062 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $26,490,000 | 2,976 |
| Securities issued by states & political subdivisions | $1,589,000 | 4,602 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,008 |
| Mortgage-backed securities | $26,490,000 | 1,979 |
| Certificates of participation in pools of residential mortgages | $15,633,000 | 1,998 |
| Issued or guaranteed by U.S. | $15,633,000 | 1,996 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $10,857,000 | 1,496 |
| CMOs issued by government agencies or sponsored agencies | $10,857,000 | 1,321 |
| 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) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $28,079,000 | 3,475 |
| Total debt securities | $28,079,000 | 3,743 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $28,605,000 | 3,729 |
| U.S. Government securities | $26,959,000 | 3,006 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $26,959,000 | 2,911 |
| Securities issued by states & political subdivisions | $1,646,000 | 4,564 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,043 |
| Mortgage-backed securities | $26,959,000 | 1,934 |
| Certificates of participation in pools of residential mortgages | $16,035,000 | 1,917 |
| Issued or guaranteed by U.S. | $16,035,000 | 1,914 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $10,924,000 | 1,456 |
| CMOs issued by government agencies or sponsored agencies | $10,924,000 | 1,266 |
| 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) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $28,605,000 | 3,432 |
| Total debt securities | $28,605,000 | 3,699 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $22,234,000 | 4,157 |
| U.S. Government securities | $20,601,000 | 3,416 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $20,601,000 | 3,320 |
| Securities issued by states & political subdivisions | $1,633,000 | 4,573 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,121 |
| Mortgage-backed securities | $20,601,000 | 2,192 |
| Certificates of participation in pools of residential mortgages | $12,552,000 | 2,157 |
| Issued or guaranteed by U.S. | $12,552,000 | 2,151 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $8,049,000 | 1,641 |
| CMOs issued by government agencies or sponsored agencies | $8,049,000 | 1,457 |
| 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) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $22,234,000 | 3,830 |
| Total debt securities | $22,234,000 | 4,125 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $18,704,000 | 4,510 |
| U.S. Government securities | $17,668,000 | 3,697 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $17,668,000 | 3,588 |
| Securities issued by states & political subdivisions | $1,036,000 | 4,840 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,199 |
| Mortgage-backed securities | $17,668,000 | 2,376 |
| Certificates of participation in pools of residential mortgages | $11,480,000 | 2,250 |
| Issued or guaranteed by U.S. | $11,480,000 | 2,247 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $6,188,000 | 1,811 |
| CMOs issued by government agencies or sponsored agencies | $6,188,000 | 1,599 |
| 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) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $18,704,000 | 4,120 |
| Total debt securities | $18,704,000 | 4,471 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $15,092,000 | 4,978 |
| U.S. Government securities | $14,245,000 | 4,219 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $14,245,000 | 4,109 |
| Securities issued by states & political subdivisions | $847,000 | 4,952 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,254 |
| Mortgage-backed securities | $14,245,000 | 2,640 |
| Certificates of participation in pools of residential mortgages | $12,150,000 | 2,187 |
| Issued or guaranteed by U.S. | $12,150,000 | 2,180 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,095,000 | 2,496 |
| CMOs issued by government agencies or sponsored agencies | $2,095,000 | 2,231 |
| 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) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $15,092,000 | 4,554 |
| Total debt securities | $15,092,000 | 4,942 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $8,008,000 | 6,160 |
| U.S. Government securities | $7,219,000 | 5,573 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $7,219,000 | 5,464 |
| Securities issued by states & political subdivisions | $789,000 | 4,998 |
| 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 | $7,219,000 | 3,639 |
| Certificates of participation in pools of residential mortgages | $7,219,000 | 2,954 |
| Issued or guaranteed by U.S. | $7,219,000 | 2,946 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| 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) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $8,008,000 | 5,670 |
| Total debt securities | $8,008,000 | 6,116 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $8,651,000 | 6,028 |
| U.S. Government securities | $7,408,000 | 5,503 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $7,408,000 | 5,404 |
| Securities issued by states & political subdivisions | $1,243,000 | 4,722 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,398 |
| Mortgage-backed securities | $7,408,000 | 3,653 |
| Certificates of participation in pools of residential mortgages | $7,408,000 | 2,991 |
| Issued or guaranteed by U.S. | $7,408,000 | 2,984 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| 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) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $8,651,000 | 5,538 |
| Total debt securities | $8,651,000 | 5,984 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $2,372,000 | 7,315 |
| U.S. Government securities | $1,586,000 | 7,142 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $1,586,000 | 7,050 |
| Securities issued by states & political subdivisions | $786,000 | 5,079 |
| 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 | $0 | 6,412 |
| Mortgage-backed securities | $1,586,000 | 5,243 |
| Certificates of participation in pools of residential mortgages | $1,586,000 | 4,790 |
| Issued or guaranteed by U.S. | $1,586,000 | 4,779 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $2,372,000 | 6,760 |
| Total debt securities | $2,363,000 | 7,277 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $2,624,000 | 7,304 |
| U.S. Government securities | $1,639,000 | 7,162 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $1,639,000 | 7,071 |
| Securities issued by states & political subdivisions | $985,000 | 4,937 |
| 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 | $0 | 6,462 |
| Mortgage-backed securities | $1,639,000 | 5,272 |
| Certificates of participation in pools of residential mortgages | $1,639,000 | 4,825 |
| Issued or guaranteed by U.S. | $1,639,000 | 4,810 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $2,624,000 | 6,754 |
| Total debt securities | $2,624,000 | 7,262 |
| 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 | $2,817,000 | 7,336 |
| U.S. Government securities | $1,827,000 | 7,226 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $1,827,000 | 7,138 |
| Securities issued by states & political subdivisions | $990,000 | 4,867 |
| 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 | $0 | 6,516 |
| Mortgage-backed securities | $1,827,000 | 5,282 |
| Certificates of participation in pools of residential mortgages | $1,827,000 | 4,830 |
| Issued or guaranteed by U.S. | $1,827,000 | 4,814 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $2,817,000 | 6,762 |
| Total debt securities | $2,817,000 | 7,294 |
| 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 | $3,040,000 | 7,356 |
| U.S. Government securities | $1,963,000 | 7,283 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $1,963,000 | 7,192 |
| Securities issued by states & political subdivisions | $1,077,000 | 4,753 |
| 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 | $0 | 6,541 |
| Mortgage-backed securities | $1,963,000 | 5,217 |
| Certificates of participation in pools of residential mortgages | $1,963,000 | 4,755 |
| Issued or guaranteed by U.S. | $1,963,000 | 4,740 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $3,040,000 | 6,764 |
| Total debt securities | $3,040,000 | 7,317 |
| 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 | $3,018,000 | 7,386 |
| U.S. Government securities | $1,948,000 | 7,348 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $1,948,000 | 7,252 |
| Securities issued by states & political subdivisions | $1,070,000 | 4,753 |
| Other domestic debt securities | $0 | 3,233 |
| 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 | $0 | 2,412 |
| 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 | $0 | 6,576 |
| Mortgage-backed securities | $1,948,000 | 5,183 |
| Certificates of participation in pools of residential mortgages | $1,948,000 | 4,727 |
| Issued or guaranteed by U.S. | $1,948,000 | 4,712 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $3,018,000 | 6,774 |
| Total debt securities | $3,018,000 | 7,345 |
| 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 | $3,239,000 | 7,403 |
| U.S. Government securities | $1,950,000 | 7,390 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $1,950,000 | 7,304 |
| Securities issued by states & political subdivisions | $1,289,000 | 4,630 |
| Other domestic debt securities | $0 | 3,200 |
| 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 | $0 | 2,402 |
| 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 | $0 | 6,612 |
| Mortgage-backed securities | $1,950,000 | 5,178 |
| Certificates of participation in pools of residential mortgages | $1,950,000 | 4,729 |
| Issued or guaranteed by U.S. | $1,950,000 | 4,710 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $3,239,000 | 6,793 |
| Total debt securities | $3,239,000 | 7,349 |
| 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 | $3,324,000 | 7,420 |
| U.S. Government securities | $2,019,000 | 7,375 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $2,019,000 | 7,275 |
| Securities issued by states & political subdivisions | $1,305,000 | 4,643 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $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 | $0 | 6,633 |
| Mortgage-backed securities | $17,000 | 6,484 |
| Certificates of participation in pools of residential mortgages | $17,000 | 6,217 |
| Issued or guaranteed by U.S. | $17,000 | 6,186 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $3,324,000 | 6,806 |
| Total debt securities | $3,324,000 | 7,366 |
| 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 | $5,597,000 | 6,945 |
| U.S. Government securities | $4,017,000 | 6,882 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $4,017,000 | 6,769 |
| Securities issued by states & political subdivisions | $1,580,000 | 4,482 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $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 | $0 | 6,689 |
| Mortgage-backed securities | $17,000 | 6,424 |
| Certificates of participation in pools of residential mortgages | $17,000 | 6,155 |
| Issued or guaranteed by U.S. | $17,000 | 6,134 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $5,597,000 | 6,327 |
| Total debt securities | $5,597,000 | 6,892 |
| 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 | $8,223,000 | 6,435 |
| U.S. Government securities | $7,011,000 | 6,084 |
| U.S. Treasury securities | $1,001,000 | 761 |
| U.S. Government agency obligations | $6,010,000 | 6,269 |
| Securities issued by states & political subdivisions | $1,212,000 | 4,731 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $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 | $0 | 6,710 |
| Mortgage-backed securities | $18,000 | 6,394 |
| Certificates of participation in pools of residential mortgages | $18,000 | 6,108 |
| Issued or guaranteed by U.S. | $18,000 | 6,085 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $8,223,000 | 5,831 |
| Total debt securities | $8,223,000 | 6,377 |
| 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 | $11,860,000 | 5,757 |
| U.S. Government securities | $9,980,000 | 5,404 |
| U.S. Treasury securities | $998,000 | 854 |
| U.S. Government agency obligations | $8,982,000 | 5,525 |
| Securities issued by states & political subdivisions | $1,880,000 | 4,332 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $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 | $0 | 6,778 |
| Mortgage-backed securities | $20,000 | 6,410 |
| Certificates of participation in pools of residential mortgages | $20,000 | 6,116 |
| Issued or guaranteed by U.S. | $20,000 | 6,095 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $11,860,000 | 5,159 |
| Total debt securities | $11,860,000 | 5,695 |
| 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 | $14,878,000 | 5,274 |
| U.S. Government securities | $12,975,000 | 4,807 |
| U.S. Treasury securities | $1,993,000 | 706 |
| U.S. Government agency obligations | $10,982,000 | 5,082 |
| Securities issued by states & political subdivisions | $1,903,000 | 4,334 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $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 | $0 | 6,814 |
| Mortgage-backed securities | $23,000 | 6,414 |
| Certificates of participation in pools of residential mortgages | $23,000 | 6,116 |
| Issued or guaranteed by U.S. | $23,000 | 6,093 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $14,878,000 | 4,667 |
| Total debt securities | $14,878,000 | 5,224 |
| 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 | $18,379,000 | 4,779 |
| U.S. Government securities | $15,948,000 | 4,334 |
| U.S. Treasury securities | $2,986,000 | 609 |
| U.S. Government agency obligations | $12,962,000 | 4,739 |
| Securities issued by states & political subdivisions | $2,431,000 | 4,075 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $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 | $0 | 6,854 |
| Mortgage-backed securities | $24,000 | 6,437 |
| Certificates of participation in pools of residential mortgages | $24,000 | 6,135 |
| Issued or guaranteed by U.S. | $24,000 | 6,111 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $18,379,000 | 4,206 |
| Total debt securities | $18,379,000 | 4,729 |
| 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 | $19,366,000 | 4,665 |
| U.S. Government securities | $16,925,000 | 4,209 |
| U.S. Treasury securities | $2,978,000 | 646 |
| U.S. Government agency obligations | $13,947,000 | 4,584 |
| Securities issued by states & political subdivisions | $2,441,000 | 4,061 |
| Other domestic debt securities | $0 | 3,090 |
| 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 | $0 | 2,350 |
| 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 | $0 | 6,913 |
| Mortgage-backed securities | $26,000 | 6,477 |
| Certificates of participation in pools of residential mortgages | $26,000 | 6,175 |
| Issued or guaranteed by U.S. | $26,000 | 6,147 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $19,366,000 | 4,088 |
| Total debt securities | $19,365,000 | 4,608 |
| 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 | $24,529,000 | 4,020 |
| U.S. Government securities | $21,885,000 | 3,525 |
| U.S. Treasury securities | $5,930,000 | 450 |
| U.S. Government agency obligations | $15,955,000 | 4,233 |
| Securities issued by states & political subdivisions | $2,644,000 | 3,933 |
| Other domestic debt securities | $0 | 3,172 |
| 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 | $0 | 2,433 |
| 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 | $0 | 6,970 |
| Mortgage-backed securities | $27,000 | 6,524 |
| Certificates of participation in pools of residential mortgages | $27,000 | 6,220 |
| Issued or guaranteed by U.S. | $27,000 | 6,194 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,599,000 | 936 |
| Available-for-sale securities (fair market value) | $5,930,000 | 6,407 |
| Total debt securities | $24,529,000 | 3,967 |
| 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 | $23,646,000 | 4,167 |
| U.S. Government securities | $20,921,000 | 3,675 |
| U.S. Treasury securities | $5,928,000 | 487 |
| U.S. Government agency obligations | $14,993,000 | 4,419 |
| Securities issued by states & political subdivisions | $2,725,000 | 3,938 |
| Other domestic debt securities | $0 | 3,249 |
| 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 | $0 | 2,544 |
| 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 | $0 | 6,996 |
| Mortgage-backed securities | $30,000 | 6,545 |
| Certificates of participation in pools of residential mortgages | $30,000 | 6,234 |
| Issued or guaranteed by U.S. | $30,000 | 6,212 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,718,000 | 983 |
| Available-for-sale securities (fair market value) | $5,928,000 | 6,466 |
| Total debt securities | $23,646,000 | 4,106 |
| 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 | $27,737,000 | 3,770 |
| U.S. Government securities | $23,939,000 | 3,334 |
| U.S. Treasury securities | $3,946,000 | 660 |
| U.S. Government agency obligations | $19,993,000 | 3,661 |
| Securities issued by states & political subdivisions | $3,798,000 | 3,514 |
| Other domestic debt securities | $0 | 3,344 |
| 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 | $0 | 2,667 |
| 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 | $0 | 7,036 |
| Mortgage-backed securities | $34,000 | 6,599 |
| Certificates of participation in pools of residential mortgages | $34,000 | 6,272 |
| Issued or guaranteed by U.S. | $34,000 | 6,251 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $23,791,000 | 806 |
| Available-for-sale securities (fair market value) | $3,946,000 | 6,941 |
| Total debt securities | $27,737,000 | 3,713 |
| 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 | $19,723,000 | 4,647 |
| U.S. Government securities | $15,928,000 | 4,339 |
| U.S. Treasury securities | $5,943,000 | 476 |
| U.S. Government agency obligations | $9,985,000 | 5,433 |
| Securities issued by states & political subdivisions | $3,795,000 | 3,500 |
| Other domestic debt securities | $0 | 3,411 |
| 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 | $0 | 2,738 |
| 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 | $0 | 7,079 |
| Mortgage-backed securities | $37,000 | 6,615 |
| Certificates of participation in pools of residential mortgages | $37,000 | 6,288 |
| Issued or guaranteed by U.S. | $37,000 | 6,269 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,780,000 | 1,199 |
| Available-for-sale securities (fair market value) | $5,943,000 | 6,499 |
| Total debt securities | $19,723,000 | 4,587 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,039 |
| Fair value | $998,000 | 2,059 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $17,473,000 | 5,030 |
| U.S. Government securities | $12,961,000 | 4,956 |
| U.S. Treasury securities | $4,980,000 | 562 |
| U.S. Government agency obligations | $7,981,000 | 5,971 |
| Securities issued by states & political subdivisions | $4,512,000 | 3,202 |
| Other domestic debt securities | $0 | 3,466 |
| 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 | $0 | 2,815 |
| 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 | $0 | 7,094 |
| Mortgage-backed securities | $44,000 | 6,637 |
| Certificates of participation in pools of residential mortgages | $44,000 | 6,315 |
| Issued or guaranteed by U.S. | $44,000 | 6,296 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,493,000 | 1,275 |
| Available-for-sale securities (fair market value) | $4,980,000 | 6,753 |
| Total debt securities | $17,473,000 | 4,981 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,035 |
| Fair value | $999,000 | 2,064 |
| 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 | $20,948,000 | 4,587 |
| U.S. Government securities | $16,439,000 | 4,384 |
| U.S. Treasury securities | $10,446,000 | 360 |
| U.S. Government agency obligations | $5,993,000 | 6,609 |
| Securities issued by states & political subdivisions | $4,509,000 | 3,195 |
| Other domestic debt securities | $0 | 3,519 |
| 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 | $0 | 2,887 |
| 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 | $0 | 7,151 |
| Mortgage-backed securities | $47,000 | 6,704 |
| Certificates of participation in pools of residential mortgages | $47,000 | 6,379 |
| Issued or guaranteed by U.S. | $47,000 | 6,360 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,502,000 | 1,442 |
| Available-for-sale securities (fair market value) | $10,446,000 | 5,619 |
| Total debt securities | $20,948,000 | 4,522 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,033 |
| Fair value | $994,000 | 2,066 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $19,682,000 | 4,773 |
| U.S. Government securities | $14,488,000 | 4,741 |
| U.S. Treasury securities | $9,443,000 | 414 |
| U.S. Government agency obligations | $5,045,000 | 6,922 |
| Securities issued by states & political subdivisions | $5,194,000 | 3,009 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $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 | $0 | 7,176 |
| Mortgage-backed securities | $52,000 | 6,744 |
| Certificates of participation in pools of residential mortgages | $52,000 | 6,410 |
| Issued or guaranteed by U.S. | $52,000 | 6,395 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,239,000 | 1,469 |
| Available-for-sale securities (fair market value) | $9,443,000 | 5,831 |
| Total debt securities | $19,682,000 | 4,710 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,982 |
| Fair value | $1,000,000 | 2,005 |
| 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 | $20,696,000 | 4,625 |
| U.S. Government securities | $15,464,000 | 4,523 |
| U.S. Treasury securities | $9,970,000 | 382 |
| U.S. Government agency obligations | $5,494,000 | 6,818 |
| Securities issued by states & political subdivisions | $5,191,000 | 3,016 |
| Other domestic debt securities | $41,000 | 3,477 |
| Privately issued residential mortgage-backed securities | $41,000 | 1,094 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| 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 | $0 | 7,214 |
| Mortgage-backed securities | $55,000 | 6,769 |
| Certificates of participation in pools of residential mortgages | $55,000 | 6,426 |
| Issued or guaranteed by U.S. | $14,000 | 6,668 |
| Privately issued | $41,000 | 192 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,726,000 | 1,436 |
| Available-for-sale securities (fair market value) | $9,970,000 | 5,756 |
| Total debt securities | $20,696,000 | 4,566 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,484 |
| Fair value | $2,000,000 | 1,527 |
| 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 | $20,710,000 | 4,693 |
| U.S. Government securities | $14,550,000 | 4,798 |
| U.S. Treasury securities | $8,994,000 | 425 |
| U.S. Government agency obligations | $5,556,000 | 6,865 |
| Securities issued by states & political subdivisions | $6,160,000 | 2,715 |
| Other domestic debt securities | $0 | 3,741 |
| 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 | $0 | 3,142 |
| 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 | $0 | 7,245 |
| Mortgage-backed securities | $88,000 | 6,740 |
| Certificates of participation in pools of residential mortgages | $88,000 | 6,382 |
| Issued or guaranteed by U.S. | $88,000 | 6,366 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,716,000 | 1,363 |
| Available-for-sale securities (fair market value) | $8,994,000 | 6,040 |
| Total debt securities | $20,710,000 | 4,624 |
| Structured notes | ||
| Amortized cost | $2,000 | 2,807 |
| Fair value | $2,000 | 2,806 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $13,785,000 | 5,782 |
| U.S. Government securities | $7,626,000 | 6,336 |
| U.S. Treasury securities | $6,533,000 | 509 |
| U.S. Government agency obligations | $1,093,000 | 8,317 |
| Securities issued by states & political subdivisions | $6,159,000 | 2,729 |
| Other domestic debt securities | $0 | 3,839 |
| 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 | $0 | 3,226 |
| 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 | $0 | 7,252 |
| Mortgage-backed securities | $93,000 | 6,757 |
| Certificates of participation in pools of residential mortgages | $93,000 | 6,387 |
| Issued or guaranteed by U.S. | $93,000 | 6,368 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,252,000 | 1,746 |
| Available-for-sale securities (fair market value) | $6,533,000 | 6,564 |
| Total debt securities | $13,785,000 | 5,691 |
| 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 | $19,294,000 | 4,910 |
| U.S. Government securities | $12,658,000 | 5,157 |
| U.S. Treasury securities | $6,549,000 | 546 |
| U.S. Government agency obligations | $6,109,000 | 6,706 |
| Securities issued by states & political subdivisions | $6,636,000 | 2,640 |
| Other domestic debt securities | $0 | 3,890 |
| 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 | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $102,000 | 6,769 |
| Certificates of participation in pools of residential mortgages | $102,000 | 6,410 |
| Issued or guaranteed by U.S. | $102,000 | 6,386 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,745,000 | 1,270 |
| Available-for-sale securities (fair market value) | $6,549,000 | 6,613 |
| Total debt securities | $19,294,000 | 4,832 |
| 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 | $18,808,000 | 4,899 |
| U.S. Government securities | $12,174,000 | 5,125 |
| U.S. Treasury securities | $6,052,000 | 574 |
| U.S. Government agency obligations | $6,122,000 | 6,583 |
| Securities issued by states & political subdivisions | $6,634,000 | 2,627 |
| Other domestic debt securities | $0 | 3,996 |
| 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 | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $107,000 | 6,810 |
| Certificates of participation in pools of residential mortgages | $107,000 | 6,447 |
| Issued or guaranteed by U.S. | $107,000 | 6,421 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,756,000 | 1,259 |
| Available-for-sale securities (fair market value) | $6,052,000 | 6,705 |
| Total debt securities | $18,809,000 | 4,816 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $18,339,000 | 4,918 |
| U.S. Government securities | $11,663,000 | 5,168 |
| U.S. Treasury securities | $5,028,000 | 666 |
| U.S. Government agency obligations | $6,635,000 | 6,339 |
| Securities issued by states & political subdivisions | $6,676,000 | 2,571 |
| Other domestic debt securities | $0 | 4,051 |
| 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 | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $111,000 | 6,860 |
| Certificates of participation in pools of residential mortgages | $111,000 | 6,467 |
| Issued or guaranteed by U.S. | $111,000 | 6,449 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,311,000 | 1,221 |
| Available-for-sale securities (fair market value) | $5,028,000 | 6,938 |
| Total debt securities | $18,339,000 | 4,827 |
| 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 | $15,328,000 | 5,434 |
| U.S. Government securities | $8,654,000 | 5,942 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $8,654,000 | 5,763 |
| Securities issued by states & political subdivisions | $6,674,000 | 2,492 |
| Other domestic debt securities | $0 | 4,116 |
| 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 | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $117,000 | 6,871 |
| Certificates of participation in pools of residential mortgages | $117,000 | 6,457 |
| Issued or guaranteed by U.S. | $117,000 | 6,437 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,328,000 | 1,125 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $15,328,000 | 5,333 |
| 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 | $17,825,000 | 4,986 |
| U.S. Government securities | $10,694,000 | 5,419 |
| U.S. Treasury securities | $2,014,000 | 1,263 |
| U.S. Government agency obligations | $8,680,000 | 5,755 |
| Securities issued by states & political subdivisions | $7,131,000 | 2,367 |
| Other domestic debt securities | $0 | 4,152 |
| 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 | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $123,000 | 6,865 |
| Certificates of participation in pools of residential mortgages | $123,000 | 6,413 |
| Issued or guaranteed by U.S. | $123,000 | 6,393 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,811,000 | 1,106 |
| Available-for-sale securities (fair market value) | $2,014,000 | 7,812 |
| Total debt securities | $17,825,000 | 4,900 |
| 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 | $19,400,000 | 4,614 |
| U.S. Government securities | $11,293,000 | 5,177 |
| U.S. Treasury securities | $6,140,000 | 667 |
| U.S. Government agency obligations | $5,153,000 | 6,921 |
| Securities issued by states & political subdivisions | $6,772,000 | 2,347 |
| Other domestic debt securities | $1,335,000 | 2,645 |
| 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 | $1,335,000 | 2,264 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $172,000 | 6,830 |
| Certificates of participation in pools of residential mortgages | $171,000 | 6,313 |
| Issued or guaranteed by U.S. | $171,000 | 6,288 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,000 | 4,541 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 4,287 |
| 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) | $11,925,000 | 1,382 |
| Available-for-sale securities (fair market value) | $7,475,000 | 6,281 |
| Total debt securities | $19,401,000 | 4,524 |
| 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 | $19,922,000 | 4,645 |
| U.S. Government securities | $12,352,000 | 5,178 |
| U.S. Treasury securities | $1,501,000 | 2,283 |
| U.S. Government agency obligations | $10,851,000 | 5,266 |
| Securities issued by states & political subdivisions | $7,139,000 | 2,173 |
| Other domestic debt securities | $0 | 3,998 |
| 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 | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $431,000 | 4,153 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $261,000 | 6,497 |
| Certificates of participation in pools of residential mortgages | $260,000 | 5,918 |
| Issued or guaranteed by U.S. | $260,000 | 5,897 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,000 | 4,293 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 4,016 |
| 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) | $17,990,000 | 1,240 |
| Available-for-sale securities (fair market value) | $1,932,000 | 8,199 |
| Total debt securities | $19,491,000 | 4,583 |
| 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 | $20,581,000 | 4,756 |
| U.S. Government securities | $12,994,000 | 5,251 |
| U.S. Treasury securities | $6,484,000 | 1,260 |
| U.S. Government agency obligations | $6,510,000 | 6,839 |
| Securities issued by states & political subdivisions | $7,156,000 | 2,268 |
| 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 | $431,000 | 4,052 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $519,000 | 6,423 |
| Certificates of participation in pools of residential mortgages | $359,000 | 6,011 |
| Issued or guaranteed by U.S. | $359,000 | 5,998 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $160,000 | 4,071 |
| CMOs issued by government agencies or sponsored agencies | $160,000 | 3,888 |
| 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) | $13,666,000 | 1,715 |
| Available-for-sale securities (fair market value) | $6,915,000 | 6,785 |
| Total debt securities | $20,150,000 | 4,706 |
| 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 | $29,042,000 | 3,744 |
| U.S. Government securities | $21,917,000 | 3,657 |
| U.S. Treasury securities | $7,023,000 | 1,770 |
| U.S. Government agency obligations | $14,894,000 | 4,141 |
| Securities issued by states & political subdivisions | $6,723,000 | 2,388 |
| 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 | $402,000 | 4,023 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $898,000 | 6,222 |
| Certificates of participation in pools of residential mortgages | $470,000 | 6,039 |
| Issued or guaranteed by U.S. | $470,000 | 6,023 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $428,000 | 3,894 |
| CMOs issued by government agencies or sponsored agencies | $428,000 | 3,738 |
| 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) | $21,617,000 | 1,284 |
| Available-for-sale securities (fair market value) | $7,425,000 | 6,541 |
| Total debt securities | $28,640,000 | 3,674 |
| 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 | $20,766,000 | 4,774 |
| U.S. Government securities | $13,370,000 | 5,441 |
| U.S. Treasury securities | $12,004,000 | 1,570 |
| U.S. Government agency obligations | $1,366,000 | 9,479 |
| Securities issued by states & political subdivisions | $6,998,000 | 2,099 |
| Other domestic debt securities | $27,000 | 3,642 |
| 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 | $27,000 | 2,824 |
| Foreign debt securities | NA | NA |
| Equity securities | $371,000 | 4,224 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $502,000 | 8,102 |
| Mortgage-backed securities | $1,366,000 | 5,952 |
| Certificates of participation in pools of residential mortgages | $659,000 | 5,889 |
| Issued or guaranteed by U.S. | $659,000 | 5,870 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $707,000 | 3,733 |
| CMOs issued by government agencies or sponsored agencies | $707,000 | 3,602 |
| 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) | $8,391,000 | 3,122 |
| Available-for-sale securities (fair market value) | $12,375,000 | 5,059 |
| Total debt securities | $20,395,000 | 4,731 |
| 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 | $22,738,000 | 4,845 |
| U.S. Government securities | $15,268,000 | 5,429 |
| U.S. Treasury securities | $13,623,000 | 1,696 |
| U.S. Government agency obligations | $1,645,000 | 9,700 |
| Securities issued by states & political subdivisions | $7,105,000 | 2,078 |
| Other domestic debt securities | $27,000 | 4,214 |
| 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 | $27,000 | 3,166 |
| Foreign debt securities | NA | NA |
| Equity securities | $338,000 | 4,278 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,499,000 | 7,258 |
| Mortgage-backed securities | $1,645,000 | 6,175 |
| Certificates of participation in pools of residential mortgages | $815,000 | 6,105 |
| Issued or guaranteed by U.S. | $815,000 | 6,090 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $830,000 | 4,036 |
| CMOs issued by government agencies or sponsored agencies | $830,000 | 3,881 |
| 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) | $8,777,000 | 3,462 |
| Available-for-sale securities (fair market value) | $13,961,000 | 4,949 |
| Total debt securities | $22,400,000 | 4,807 |
| 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 | $18,871,000 | 5,788 |
| U.S. Government securities | $12,273,000 | 6,489 |
| U.S. Treasury securities | $10,181,000 | 2,631 |
| U.S. Government agency obligations | $2,092,000 | 9,656 |
| Securities issued by states & political subdivisions | $6,464,000 | 2,269 |
| Other domestic debt securities | $28,000 | 4,911 |
| 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 | $28,000 | 3,777 |
| Foreign debt securities | NA | NA |
| Equity securities | $106,000 | 6,097 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,020,000 | 8,037 |
| Mortgage-backed securities | $1,538,000 | 6,698 |
| Certificates of participation in pools of residential mortgages | $991,000 | 6,096 |
| Issued or guaranteed by U.S. | $991,000 | 6,065 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $547,000 | 4,781 |
| CMOs issued by government agencies or sponsored agencies | $547,000 | 4,598 |
| 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) | $8,584,000 | 3,756 |
| Available-for-sale securities (fair market value) | $10,287,000 | 6,059 |
| Total debt securities | $18,765,000 | 5,695 |
| 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 | $27,341,000 | 4,638 |
| U.S. Government securities | $20,810,000 | 4,770 |
| U.S. Treasury securities | $12,295,000 | 2,823 |
| U.S. Government agency obligations | $8,515,000 | 5,955 |
| Securities issued by states & political subdivisions | $6,397,000 | 2,382 |
| Other domestic debt securities | $28,000 | 5,536 |
| 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 | $28,000 | 4,323 |
| Foreign debt securities | NA | NA |
| Equity securities | $106,000 | 5,886 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,007,000 | 7,035 |
| Mortgage-backed securities | $1,817,000 | 6,835 |
| Certificates of participation in pools of residential mortgages | $1,249,000 | 6,061 |
| Issued or guaranteed by U.S. | $1,249,000 | 6,038 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $568,000 | 5,124 |
| CMOs issued by government agencies or sponsored agencies | $568,000 | 4,904 |
| 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) | $21,933,000 | 3,213 |
| Available-for-sale securities (fair market value) | $5,408,000 | 6,653 |
| Total debt securities | $27,235,000 | 4,550 |
| 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 | $24,498,000 | 5,307 |
| U.S. Government securities | $17,596,000 | 5,604 |
| U.S. Treasury securities | $13,997,000 | 2,603 |
| U.S. Government agency obligations | $3,599,000 | 8,913 |
| Securities issued by states & political subdivisions | $6,559,000 | 2,380 |
| Other domestic debt securities | $237,000 | 5,121 |
| Privately issued residential mortgage-backed securities | $6,000 | 3,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $231,000 | 4,032 |
| Foreign debt securities | NA | NA |
| Equity securities | $106,000 | 5,560 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,569 |
| Mortgage-backed securities | $2,304,000 | 6,979 |
| Certificates of participation in pools of residential mortgages | $1,534,000 | 6,265 |
| Issued or guaranteed by U.S. | $1,534,000 | 6,221 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $770,000 | 5,290 |
| CMOs issued by government agencies or sponsored agencies | $764,000 | 5,072 |
| Privately issued | $6,000 | 2,873 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $24,392,000 | 5,205 |
| 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 | $29,506,000 | 4,532 |
| U.S. Government securities | $23,621,000 | 4,435 |
| U.S. Treasury securities | $17,410,000 | 2,149 |
| U.S. Government agency obligations | $6,211,000 | 7,230 |
| Securities issued by states & political subdivisions | $5,442,000 | 2,558 |
| Other domestic debt securities | $361,000 | 5,545 |
| 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 | $241,000 | 4,603 |
| Foreign debt securities | NA | NA |
| Equity securities | $82,000 | 5,512 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $300,000 | 10,209 |
| Mortgage-backed securities | $3,580,000 | 6,330 |
| Certificates of participation in pools of residential mortgages | $2,223,000 | 5,883 |
| Issued or guaranteed by U.S. | $2,223,000 | 5,818 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,357,000 | 4,625 |
| CMOs issued by government agencies or sponsored agencies | $1,237,000 | 4,378 |
| 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 | $29,424,000 | 4,432 |
| 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 |