Home > Bayside Savings Bank > Securities
Bayside Savings Bank, Securities
| 2010-06-30 | Rank | |
| Total securities | $3,542,000 | 6,922 |
| U.S. Government securities | $3,542,000 | 6,423 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,542,000 | 6,305 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,542,000 | 4,381 |
| Certificates of participation in pools of residential mortgages | $3,542,000 | 3,749 |
| Issued or guaranteed by U.S. | $3,542,000 | 3,742 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,542,000 | 1,703 |
| Available-for-sale securities (fair market value) | $0 | 7,144 |
| Total debt securities | $3,542,000 | 6,885 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $3,781,000 | 6,954 |
| U.S. Government securities | $3,781,000 | 6,460 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,781,000 | 6,348 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,781,000 | 4,402 |
| Certificates of participation in pools of residential mortgages | $3,781,000 | 3,796 |
| Issued or guaranteed by U.S. | $3,781,000 | 3,789 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,781,000 | 1,697 |
| Available-for-sale securities (fair market value) | $0 | 7,234 |
| Total debt securities | $3,781,000 | 6,914 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $3,989,000 | 6,937 |
| U.S. Government securities | $3,989,000 | 6,386 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,989,000 | 6,291 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,989,000 | 4,399 |
| Certificates of participation in pools of residential mortgages | $3,989,000 | 3,808 |
| Issued or guaranteed by U.S. | $3,989,000 | 3,801 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,989,000 | 1,680 |
| Available-for-sale securities (fair market value) | $0 | 7,286 |
| Total debt securities | $3,989,000 | 6,896 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $4,180,000 | 6,936 |
| U.S. Government securities | $4,180,000 | 6,374 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,180,000 | 6,280 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,180,000 | 4,439 |
| Certificates of participation in pools of residential mortgages | $4,180,000 | 3,838 |
| Issued or guaranteed by U.S. | $4,180,000 | 3,828 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,180,000 | 1,689 |
| Available-for-sale securities (fair market value) | $0 | 7,355 |
| Total debt securities | $4,180,000 | 6,898 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $1,171,000 | 7,602 |
| U.S. Government securities | $1,171,000 | 7,296 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,171,000 | 7,212 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,171,000 | 5,437 |
| Certificates of participation in pools of residential mortgages | $1,171,000 | 5,005 |
| Issued or guaranteed by U.S. | $1,171,000 | 4,992 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,171,000 | 2,417 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $1,171,000 | 7,564 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $1,368,000 | 7,641 |
| U.S. Government securities | $1,368,000 | 7,349 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,368,000 | 7,266 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,368,000 | 5,437 |
| Certificates of participation in pools of residential mortgages | $1,368,000 | 4,999 |
| Issued or guaranteed by U.S. | $1,368,000 | 4,983 |
| 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) | $1,368,000 | 2,373 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $1,368,000 | 7,603 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $1,737,000 | 7,629 |
| U.S. Government securities | $1,737,000 | 7,337 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,737,000 | 7,250 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,586,000 | 5,356 |
| Certificates of participation in pools of residential mortgages | $1,586,000 | 4,904 |
| Issued or guaranteed by U.S. | $1,586,000 | 4,891 |
| 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) | $1,737,000 | 2,265 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $1,737,000 | 7,591 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $1,960,000 | 7,644 |
| U.S. Government securities | $1,960,000 | 7,344 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,960,000 | 7,248 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,711,000 | 5,267 |
| Certificates of participation in pools of residential mortgages | $1,711,000 | 4,826 |
| Issued or guaranteed by U.S. | $1,711,000 | 4,811 |
| 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) | $1,960,000 | 2,224 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $1,960,000 | 7,598 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $4,218,000 | 7,163 |
| U.S. Government securities | $1,972,000 | 7,385 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,972,000 | 7,297 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $2,246,000 | 1,758 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,246,000 | 1,122 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,972,000 | 5,168 |
| Certificates of participation in pools of residential mortgages | $1,972,000 | 4,718 |
| Issued or guaranteed by U.S. | $1,972,000 | 4,698 |
| 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) | $4,218,000 | 1,745 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $4,218,000 | 7,105 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $2,981,000 | 7,488 |
| U.S. Government securities | $1,834,000 | 7,441 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,834,000 | 7,344 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $1,147,000 | 2,086 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,147,000 | 1,421 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,834,000 | 5,171 |
| Certificates of participation in pools of residential mortgages | $1,834,000 | 4,705 |
| Issued or guaranteed by U.S. | $1,834,000 | 4,683 |
| 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) | $2,981,000 | 2,005 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $2,981,000 | 7,435 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $3,384,000 | 7,479 |
| U.S. Government securities | $2,243,000 | 7,429 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,243,000 | 7,316 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $1,141,000 | 1,919 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,141,000 | 1,326 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,243,000 | 4,765 |
| Certificates of participation in pools of residential mortgages | $2,243,000 | 4,238 |
| Issued or guaranteed by U.S. | $2,243,000 | 4,222 |
| 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) | $3,384,000 | 1,977 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $3,384,000 | 7,428 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $4,119,000 | 7,336 |
| U.S. Government securities | $2,342,000 | 7,460 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,342,000 | 7,345 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $1,777,000 | 1,669 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,777,000 | 1,121 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,342,000 | 4,600 |
| Certificates of participation in pools of residential mortgages | $2,342,000 | 4,038 |
| Issued or guaranteed by U.S. | $2,342,000 | 4,024 |
| 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) | $4,119,000 | 1,888 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $4,119,000 | 7,291 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $4,207,000 | 7,362 |
| U.S. Government securities | $2,433,000 | 7,495 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,433,000 | 7,371 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $1,774,000 | 1,588 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,774,000 | 1,076 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,433,000 | 4,535 |
| Certificates of participation in pools of residential mortgages | $2,433,000 | 3,954 |
| Issued or guaranteed by U.S. | $2,433,000 | 3,942 |
| 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) | $4,207,000 | 1,897 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $4,207,000 | 7,318 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $4,359,000 | 7,376 |
| U.S. Government securities | $2,560,000 | 7,486 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,560,000 | 7,363 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $1,799,000 | 1,589 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,799,000 | 1,090 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,560,000 | 4,472 |
| Certificates of participation in pools of residential mortgages | $2,560,000 | 3,894 |
| Issued or guaranteed by U.S. | $2,560,000 | 3,877 |
| 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) | $4,359,000 | 1,896 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $4,359,000 | 7,328 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $4,685,000 | 7,336 |
| U.S. Government securities | $2,637,000 | 7,506 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,637,000 | 7,388 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $2,048,000 | 1,493 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,048,000 | 1,026 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,637,000 | 4,433 |
| Certificates of participation in pools of residential mortgages | $2,637,000 | 3,870 |
| Issued or guaranteed by U.S. | $2,637,000 | 3,858 |
| 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) | $4,685,000 | 1,873 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $4,685,000 | 7,286 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $4,769,000 | 7,395 |
| U.S. Government securities | $2,722,000 | 7,546 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,722,000 | 7,422 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $2,047,000 | 1,494 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,047,000 | 1,030 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,722,000 | 4,389 |
| Certificates of participation in pools of residential mortgages | $2,722,000 | 3,818 |
| Issued or guaranteed by U.S. | $2,722,000 | 3,796 |
| 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) | $4,769,000 | 1,920 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $4,769,000 | 7,343 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $4,183,000 | 7,565 |
| U.S. Government securities | $2,137,000 | 7,769 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,137,000 | 7,637 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $2,046,000 | 1,505 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,046,000 | 1,051 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,137,000 | 4,644 |
| Certificates of participation in pools of residential mortgages | $2,137,000 | 4,101 |
| Issued or guaranteed by U.S. | $2,137,000 | 4,087 |
| 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) | $4,183,000 | 2,035 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $4,183,000 | 7,510 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $3,268,000 | 7,847 |
| U.S. Government securities | $1,223,000 | 8,105 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,223,000 | 7,985 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $2,045,000 | 1,545 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,045,000 | 1,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,223,000 | 5,214 |
| Certificates of participation in pools of residential mortgages | $1,223,000 | 4,713 |
| Issued or guaranteed by U.S. | $1,223,000 | 4,693 |
| 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) | $3,268,000 | 2,250 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $3,268,000 | 7,798 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $3,331,000 | 7,871 |
| U.S. Government securities | $1,287,000 | 8,138 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,287,000 | 8,013 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $2,044,000 | 1,605 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,044,000 | 1,158 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,287,000 | 5,214 |
| Certificates of participation in pools of residential mortgages | $1,287,000 | 4,704 |
| Issued or guaranteed by U.S. | $1,287,000 | 4,684 |
| 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) | $3,331,000 | 2,285 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $3,331,000 | 7,820 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $3,419,000 | 7,876 |
| U.S. Government securities | $1,376,000 | 8,135 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,376,000 | 8,019 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $2,043,000 | 1,633 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,043,000 | 1,204 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,376,000 | 5,208 |
| Certificates of participation in pools of residential mortgages | $1,376,000 | 4,694 |
| Issued or guaranteed by U.S. | $1,376,000 | 4,675 |
| 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) | $3,419,000 | 2,270 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $3,419,000 | 7,825 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $3,530,000 | 7,888 |
| U.S. Government securities | $1,488,000 | 8,136 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,488,000 | 8,009 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $2,042,000 | 1,660 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,042,000 | 1,244 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,488,000 | 5,214 |
| Certificates of participation in pools of residential mortgages | $1,488,000 | 4,684 |
| Issued or guaranteed by U.S. | $1,488,000 | 4,663 |
| 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) | $3,530,000 | 2,274 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $3,530,000 | 7,828 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $4,136,000 | 7,810 |
| U.S. Government securities | $1,595,000 | 8,160 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,595,000 | 8,024 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $2,541,000 | 1,562 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,541,000 | 1,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,595,000 | 5,237 |
| Certificates of participation in pools of residential mortgages | $1,595,000 | 4,688 |
| Issued or guaranteed by U.S. | $1,595,000 | 4,672 |
| 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) | $4,136,000 | 2,184 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $4,136,000 | 7,751 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $4,217,000 | 7,845 |
| U.S. Government securities | $1,677,000 | 8,161 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,677,000 | 8,027 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $2,540,000 | 1,618 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,540,000 | 1,240 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,677,000 | 5,236 |
| Certificates of participation in pools of residential mortgages | $1,677,000 | 4,666 |
| Issued or guaranteed by U.S. | $1,677,000 | 4,649 |
| 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) | $4,217,000 | 2,174 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $4,217,000 | 7,783 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $4,009,000 | 7,918 |
| U.S. Government securities | $1,469,000 | 8,293 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,469,000 | 8,159 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $2,540,000 | 1,626 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,540,000 | 1,282 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,469,000 | 5,352 |
| Certificates of participation in pools of residential mortgages | $1,469,000 | 4,821 |
| Issued or guaranteed by U.S. | $1,469,000 | 4,810 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,009,000 | 2,233 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $4,009,000 | 7,856 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $3,588,000 | 8,087 |
| U.S. Government securities | $1,046,000 | 8,468 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,046,000 | 8,339 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $2,542,000 | 1,693 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,226 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,539,000 | 1,351 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,049,000 | 5,669 |
| Certificates of participation in pools of residential mortgages | $1,049,000 | 5,166 |
| Issued or guaranteed by U.S. | $1,046,000 | 5,153 |
| Privately issued | $3,000 | 217 |
| 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) | $3,588,000 | 2,333 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $3,588,000 | 8,026 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $3,649,000 | 8,076 |
| U.S. Government securities | $861,000 | 8,535 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $861,000 | 8,416 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $2,788,000 | 1,721 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,788,000 | 1,372 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $861,000 | 5,891 |
| Certificates of participation in pools of residential mortgages | $861,000 | 5,380 |
| Issued or guaranteed by U.S. | $861,000 | 5,362 |
| 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) | $3,649,000 | 2,303 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $3,649,000 | 8,004 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $3,646,000 | 8,163 |
| U.S. Government securities | $890,000 | 8,601 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $890,000 | 8,474 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $2,756,000 | 1,758 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,756,000 | 1,477 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $890,000 | 5,867 |
| Certificates of participation in pools of residential mortgages | $890,000 | 5,370 |
| Issued or guaranteed by U.S. | $890,000 | 5,348 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,646,000 | 2,351 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $3,646,000 | 8,092 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |