Home > Naugatuck Valley Savings and Loan > Securities
Naugatuck Valley Savings and Loan, Securities
| 2015-12-31 | Rank | |
| Total securities | $61,965,000 | 2,116 |
| U.S. Government securities | $47,733,000 | 1,753 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $47,733,000 | 1,672 |
| Securities issued by states & political subdivisions | $14,232,000 | 2,350 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,483,000 | 4,013 |
| Mortgage-backed securities | $41,252,000 | 1,300 |
| Certificates of participation in pools of residential mortgages | $32,450,000 | 1,107 |
| Issued or guaranteed by U.S. | $32,450,000 | 1,105 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $5,671,000 | 1,564 |
| CMOs issued by government agencies or sponsored agencies | $5,671,000 | 1,501 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $3,131,000 | 644 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $3,131,000 | 415 |
| Held to maturity securities (book value) | $9,815,000 | 1,044 |
| Available-for-sale securities (fair market value) | $52,150,000 | 2,173 |
| Total debt securities | $61,963,000 | 2,087 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $64,273,000 | 2,070 |
| U.S. Government securities | $50,080,000 | 1,697 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $50,080,000 | 1,629 |
| Securities issued by states & political subdivisions | $14,193,000 | 2,360 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,549,000 | 4,045 |
| Mortgage-backed securities | $43,452,000 | 1,262 |
| Certificates of participation in pools of residential mortgages | $34,247,000 | 1,055 |
| Issued or guaranteed by U.S. | $34,247,000 | 1,054 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $6,034,000 | 1,526 |
| CMOs issued by government agencies or sponsored agencies | $6,034,000 | 1,462 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $3,171,000 | 619 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $3,171,000 | 391 |
| Held to maturity securities (book value) | $10,491,000 | 1,029 |
| Available-for-sale securities (fair market value) | $53,782,000 | 2,145 |
| Total debt securities | $64,273,000 | 2,048 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $78,780,000 | 1,777 |
| U.S. Government securities | $62,232,000 | 1,461 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $62,232,000 | 1,405 |
| Securities issued by states & political subdivisions | $16,548,000 | 2,113 |
| 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 | $2,014,000 | 4,729 |
| Mortgage-backed securities | $55,171,000 | 1,066 |
| Certificates of participation in pools of residential mortgages | $36,055,000 | 1,048 |
| Issued or guaranteed by U.S. | $36,055,000 | 1,047 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $8,964,000 | 1,327 |
| CMOs issued by government agencies or sponsored agencies | $8,964,000 | 1,263 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $10,152,000 | 341 |
| Commercial mortgage pass-through securities | $4,891,000 | 294 |
| Other commercial mortgage-backed securities | $5,261,000 | 301 |
| Held to maturity securities (book value) | $11,434,000 | 1,012 |
| Available-for-sale securities (fair market value) | $67,346,000 | 1,844 |
| Total debt securities | $78,780,000 | 1,754 |
| 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 | $98,639,000 | 1,456 |
| U.S. Government securities | $81,554,000 | 1,187 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $81,554,000 | 1,121 |
| Securities issued by states & political subdivisions | $17,085,000 | 2,056 |
| 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 | $17,874,000 | 2,393 |
| Mortgage-backed securities | $67,227,000 | 906 |
| Certificates of participation in pools of residential mortgages | $47,137,000 | 865 |
| Issued or guaranteed by U.S. | $47,137,000 | 864 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $9,555,000 | 1,327 |
| CMOs issued by government agencies or sponsored agencies | $9,555,000 | 1,268 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $10,535,000 | 319 |
| Commercial mortgage pass-through securities | $5,048,000 | 278 |
| Other commercial mortgage-backed securities | $5,487,000 | 281 |
| Held to maturity securities (book value) | $12,454,000 | 990 |
| Available-for-sale securities (fair market value) | $86,185,000 | 1,471 |
| Total debt securities | $98,639,000 | 1,441 |
| Structured notes | ||
| Amortized cost | $4,050,000 | 665 |
| Fair value | $4,062,000 | 665 |
| 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 | $90,978,000 | 1,577 |
| U.S. Government securities | $84,748,000 | 1,143 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $84,748,000 | 1,085 |
| Securities issued by states & political subdivisions | $6,230,000 | 3,428 |
| 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 | $17,604,000 | 2,440 |
| Mortgage-backed securities | $72,384,000 | 870 |
| Certificates of participation in pools of residential mortgages | $52,145,000 | 801 |
| Issued or guaranteed by U.S. | $52,145,000 | 799 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $7,832,000 | 1,480 |
| CMOs issued by government agencies or sponsored agencies | $7,832,000 | 1,417 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $12,407,000 | 290 |
| Commercial mortgage pass-through securities | $7,060,000 | 233 |
| Other commercial mortgage-backed securities | $5,347,000 | 265 |
| Held to maturity securities (book value) | $13,441,000 | 965 |
| Available-for-sale securities (fair market value) | $77,537,000 | 1,647 |
| Total debt securities | $90,978,000 | 1,558 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,057 |
| Fair value | $2,010,000 | 1,054 |
| 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 | $93,327,000 | 1,573 |
| U.S. Government securities | $87,282,000 | 1,140 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $87,282,000 | 1,082 |
| Securities issued by states & political subdivisions | $5,536,000 | 3,588 |
| 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 | $509,000 | 695 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,257,000 | 2,289 |
| Mortgage-backed securities | $68,615,000 | 925 |
| Certificates of participation in pools of residential mortgages | $48,380,000 | 871 |
| Issued or guaranteed by U.S. | $48,380,000 | 871 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $8,145,000 | 1,485 |
| CMOs issued by government agencies or sponsored agencies | $8,145,000 | 1,412 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $12,090,000 | 288 |
| Commercial mortgage pass-through securities | $6,887,000 | 233 |
| Other commercial mortgage-backed securities | $5,203,000 | 258 |
| Held to maturity securities (book value) | $14,364,000 | 947 |
| Available-for-sale securities (fair market value) | $78,963,000 | 1,635 |
| Total debt securities | $92,818,000 | 1,560 |
| Structured notes | ||
| Amortized cost | $7,459,000 | 518 |
| Fair value | $7,573,000 | 500 |
| 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 | $101,866,000 | 1,459 |
| U.S. Government securities | $95,946,000 | 1,054 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $95,946,000 | 1,005 |
| Securities issued by states & political subdivisions | $5,412,000 | 3,648 |
| 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 | $508,000 | 713 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,820,000 | 2,269 |
| Mortgage-backed securities | $52,941,000 | 1,188 |
| Certificates of participation in pools of residential mortgages | $37,450,000 | 1,102 |
| Issued or guaranteed by U.S. | $37,450,000 | 1,102 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,500,000 | 2,116 |
| CMOs issued by government agencies or sponsored agencies | $3,500,000 | 2,041 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $11,991,000 | 278 |
| Commercial mortgage pass-through securities | $6,834,000 | 228 |
| Other commercial mortgage-backed securities | $5,157,000 | 249 |
| Held to maturity securities (book value) | $15,480,000 | 909 |
| Available-for-sale securities (fair market value) | $86,386,000 | 1,518 |
| Total debt securities | $101,359,000 | 1,442 |
| Structured notes | ||
| Amortized cost | $28,977,000 | 133 |
| Fair value | $29,601,000 | 128 |
| 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 | $104,677,000 | 1,426 |
| U.S. Government securities | $99,065,000 | 1,040 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $99,065,000 | 997 |
| Securities issued by states & political subdivisions | $4,862,000 | 3,782 |
| Other domestic debt securities | $248,000 | 2,373 |
| Privately issued residential mortgage-backed securities | $248,000 | 654 |
| 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 | $502,000 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,263,000 | 2,321 |
| Mortgage-backed securities | $55,054,000 | 1,162 |
| Certificates of participation in pools of residential mortgages | $42,262,000 | 1,003 |
| Issued or guaranteed by U.S. | $42,262,000 | 1,002 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $3,881,000 | 2,041 |
| CMOs issued by government agencies or sponsored agencies | $3,633,000 | 2,016 |
| Privately issued | $248,000 | 627 |
| Commercial mortgage-backed securities | $8,911,000 | 322 |
| Commercial mortgage pass-through securities | $3,870,000 | 301 |
| Other commercial mortgage-backed securities | $5,041,000 | 239 |
| Held to maturity securities (book value) | $16,890,000 | 859 |
| Available-for-sale securities (fair market value) | $87,787,000 | 1,504 |
| Total debt securities | $104,175,000 | 1,411 |
| Structured notes | ||
| Amortized cost | $26,981,000 | 160 |
| Fair value | $26,971,000 | 147 |
| 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 | $67,921,000 | 2,103 |
| U.S. Government securities | $61,262,000 | 1,553 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $61,262,000 | 1,500 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $6,160,000 | 881 |
| Privately issued residential mortgage-backed securities | $267,000 | 673 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $5,893,000 | 645 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $499,000 | 734 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,029,000 | 2,243 |
| Mortgage-backed securities | $45,023,000 | 1,367 |
| Certificates of participation in pools of residential mortgages | $41,018,000 | 1,015 |
| Issued or guaranteed by U.S. | $41,018,000 | 1,014 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $4,005,000 | 2,018 |
| CMOs issued by government agencies or sponsored agencies | $3,738,000 | 1,986 |
| Privately issued | $267,000 | 642 |
| 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) | $18,149,000 | 815 |
| Available-for-sale securities (fair market value) | $49,772,000 | 2,455 |
| Total debt securities | $67,421,000 | 2,086 |
| Structured notes | ||
| Amortized cost | $1,929,000 | 1,316 |
| Fair value | $1,944,000 | 1,231 |
| 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 | $47,243,000 | 2,823 |
| U.S. Government securities | $40,296,000 | 2,247 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $40,296,000 | 2,190 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $6,947,000 | 848 |
| Privately issued residential mortgage-backed securities | $269,000 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $6,678,000 | 599 |
| 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 | $21,208,000 | 2,151 |
| Mortgage-backed securities | $33,931,000 | 1,704 |
| Certificates of participation in pools of residential mortgages | $29,755,000 | 1,337 |
| Issued or guaranteed by U.S. | $29,755,000 | 1,334 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $4,176,000 | 2,016 |
| CMOs issued by government agencies or sponsored agencies | $3,907,000 | 1,979 |
| Privately issued | $269,000 | 672 |
| 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) | $19,257,000 | 767 |
| Available-for-sale securities (fair market value) | $27,986,000 | 3,551 |
| Total debt securities | $47,243,000 | 2,794 |
| Structured notes | ||
| Amortized cost | $1,923,000 | 1,308 |
| Fair value | $1,949,000 | 1,218 |
| 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 | $41,669,000 | 3,034 |
| U.S. Government securities | $34,675,000 | 2,506 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $34,675,000 | 2,438 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $6,994,000 | 860 |
| Privately issued residential mortgage-backed securities | $276,000 | 718 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $6,718,000 | 613 |
| 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 | $23,067,000 | 2,018 |
| Mortgage-backed securities | $33,941,000 | 1,714 |
| Certificates of participation in pools of residential mortgages | $32,976,000 | 1,209 |
| Issued or guaranteed by U.S. | $32,976,000 | 1,207 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $965,000 | 2,959 |
| CMOs issued by government agencies or sponsored agencies | $689,000 | 2,977 |
| Privately issued | $276,000 | 687 |
| 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) | $21,495,000 | 668 |
| Available-for-sale securities (fair market value) | $20,174,000 | 4,139 |
| Total debt securities | $41,672,000 | 3,001 |
| 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 | $44,727,000 | 2,921 |
| U.S. Government securities | $37,214,000 | 2,405 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $37,214,000 | 2,343 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $7,513,000 | 844 |
| Privately issued residential mortgage-backed securities | $297,000 | 750 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $7,216,000 | 582 |
| 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 | $30,773,000 | 1,655 |
| Mortgage-backed securities | $36,491,000 | 1,655 |
| Certificates of participation in pools of residential mortgages | $35,355,000 | 1,156 |
| Issued or guaranteed by U.S. | $35,355,000 | 1,154 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,136,000 | 2,944 |
| CMOs issued by government agencies or sponsored agencies | $839,000 | 2,946 |
| Privately issued | $297,000 | 720 |
| 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) | $23,433,000 | 604 |
| Available-for-sale securities (fair market value) | $21,294,000 | 4,069 |
| Total debt securities | $44,724,000 | 2,894 |
| 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 | $48,102,000 | 2,710 |
| U.S. Government securities | $40,592,000 | 2,198 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $40,592,000 | 2,143 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $7,510,000 | 819 |
| Privately issued residential mortgage-backed securities | $294,000 | 791 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $7,216,000 | 564 |
| 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 | $30,678,000 | 1,643 |
| Mortgage-backed securities | $39,857,000 | 1,542 |
| Certificates of participation in pools of residential mortgages | $38,577,000 | 1,062 |
| Issued or guaranteed by U.S. | $38,577,000 | 1,060 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,280,000 | 2,929 |
| CMOs issued by government agencies or sponsored agencies | $986,000 | 2,911 |
| Privately issued | $294,000 | 759 |
| 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) | $25,518,000 | 561 |
| Available-for-sale securities (fair market value) | $22,584,000 | 3,910 |
| Total debt securities | $48,101,000 | 2,684 |
| 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 | $52,105,000 | 2,580 |
| U.S. Government securities | $44,285,000 | 2,102 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $44,285,000 | 2,054 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $7,820,000 | 824 |
| Privately issued residential mortgage-backed securities | $298,000 | 828 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $7,522,000 | 567 |
| 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 | $33,450,000 | 1,546 |
| Mortgage-backed securities | $43,542,000 | 1,518 |
| Certificates of participation in pools of residential mortgages | $42,078,000 | 1,045 |
| Issued or guaranteed by U.S. | $42,078,000 | 1,044 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,464,000 | 2,949 |
| CMOs issued by government agencies or sponsored agencies | $1,166,000 | 2,912 |
| Privately issued | $298,000 | 796 |
| 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) | $27,523,000 | 535 |
| Available-for-sale securities (fair market value) | $24,582,000 | 3,790 |
| Total debt securities | $52,106,000 | 2,555 |
| 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 | $54,909,000 | 2,484 |
| U.S. Government securities | $47,192,000 | 1,997 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $47,192,000 | 1,949 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $7,717,000 | 842 |
| Privately issued residential mortgage-backed securities | $267,000 | 906 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $7,450,000 | 585 |
| 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 | $25,595,000 | 1,903 |
| Mortgage-backed securities | $46,409,000 | 1,464 |
| Certificates of participation in pools of residential mortgages | $44,796,000 | 1,010 |
| Issued or guaranteed by U.S. | $44,796,000 | 1,009 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,613,000 | 2,900 |
| CMOs issued by government agencies or sponsored agencies | $1,346,000 | 2,863 |
| Privately issued | $267,000 | 872 |
| 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) | $29,378,000 | 504 |
| Available-for-sale securities (fair market value) | $25,531,000 | 3,750 |
| Total debt securities | $54,909,000 | 2,462 |
| 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 | $54,313,000 | 2,515 |
| U.S. Government securities | $46,339,000 | 2,079 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $46,339,000 | 2,032 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $7,974,000 | 831 |
| Privately issued residential mortgage-backed securities | $271,000 | 939 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $7,703,000 | 570 |
| 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 | $30,808,000 | 1,679 |
| Mortgage-backed securities | $45,552,000 | 1,487 |
| Certificates of participation in pools of residential mortgages | $43,749,000 | 1,033 |
| Issued or guaranteed by U.S. | $43,749,000 | 1,030 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,803,000 | 2,871 |
| CMOs issued by government agencies or sponsored agencies | $1,532,000 | 2,829 |
| Privately issued | $271,000 | 905 |
| 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) | $27,182,000 | 544 |
| Available-for-sale securities (fair market value) | $27,131,000 | 3,645 |
| Total debt securities | $54,313,000 | 2,499 |
| 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 | $49,179,000 | 2,623 |
| U.S. Government securities | $41,679,000 | 2,172 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $41,679,000 | 2,119 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $7,500,000 | 859 |
| Privately issued residential mortgage-backed securities | $256,000 | 1,042 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,244,000 | 553 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $40,867,000 | 1,546 |
| Certificates of participation in pools of residential mortgages | $38,890,000 | 1,070 |
| Issued or guaranteed by U.S. | $38,890,000 | 1,070 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,977,000 | 2,773 |
| CMOs issued by government agencies or sponsored agencies | $1,721,000 | 2,651 |
| Privately issued | $256,000 | 988 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,293,000 | 579 |
| Available-for-sale securities (fair market value) | $23,886,000 | 3,852 |
| Total debt securities | $49,179,000 | 2,603 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $43,554,000 | 2,815 |
| U.S. Government securities | $36,129,000 | 2,370 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $36,129,000 | 2,311 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $7,425,000 | 856 |
| Privately issued residential mortgage-backed securities | $279,000 | 1,062 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,146,000 | 524 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $35,330,000 | 1,661 |
| Certificates of participation in pools of residential mortgages | $33,115,000 | 1,182 |
| Issued or guaranteed by U.S. | $33,115,000 | 1,179 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $2,215,000 | 2,693 |
| CMOs issued by government agencies or sponsored agencies | $1,936,000 | 2,572 |
| Privately issued | $279,000 | 1,004 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,460,000 | 712 |
| Available-for-sale securities (fair market value) | $25,094,000 | 3,683 |
| Total debt securities | $43,554,000 | 2,792 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $41,356,000 | 2,933 |
| U.S. Government securities | $33,051,000 | 2,588 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $33,051,000 | 2,521 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $8,305,000 | 778 |
| Privately issued residential mortgage-backed securities | $321,000 | 1,056 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,984,000 | 447 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $32,288,000 | 1,729 |
| Certificates of participation in pools of residential mortgages | $29,880,000 | 1,233 |
| Issued or guaranteed by U.S. | $29,880,000 | 1,228 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $2,408,000 | 2,607 |
| CMOs issued by government agencies or sponsored agencies | $2,087,000 | 2,461 |
| Privately issued | $321,000 | 1,002 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,397,000 | 843 |
| Available-for-sale securities (fair market value) | $26,959,000 | 3,556 |
| Total debt securities | $41,356,000 | 2,912 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $44,028,000 | 2,779 |
| U.S. Government securities | $35,773,000 | 2,428 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $35,773,000 | 2,357 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $8,255,000 | 797 |
| Privately issued residential mortgage-backed securities | $356,000 | 1,079 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,899,000 | 453 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $35,047,000 | 1,585 |
| Certificates of participation in pools of residential mortgages | $32,544,000 | 1,130 |
| Issued or guaranteed by U.S. | $32,544,000 | 1,124 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $2,503,000 | 2,523 |
| CMOs issued by government agencies or sponsored agencies | $2,147,000 | 2,373 |
| Privately issued | $356,000 | 1,028 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,818,000 | 838 |
| Available-for-sale securities (fair market value) | $29,210,000 | 3,392 |
| Total debt securities | $44,028,000 | 2,752 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $45,766,000 | 2,597 |
| U.S. Government securities | $37,430,000 | 2,226 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $37,430,000 | 2,152 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $8,336,000 | 838 |
| Privately issued residential mortgage-backed securities | $376,000 | 1,127 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,960,000 | 451 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $36,719,000 | 1,485 |
| Certificates of participation in pools of residential mortgages | $34,043,000 | 1,046 |
| Issued or guaranteed by U.S. | $34,043,000 | 1,036 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,676,000 | 2,431 |
| CMOs issued by government agencies or sponsored agencies | $2,300,000 | 2,294 |
| Privately issued | $376,000 | 1,074 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,334,000 | 809 |
| Available-for-sale securities (fair market value) | $30,432,000 | 3,178 |
| Total debt securities | $45,766,000 | 2,571 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $42,869,000 | 2,716 |
| U.S. Government securities | $34,463,000 | 2,351 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $34,463,000 | 2,271 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $8,406,000 | 873 |
| Privately issued residential mortgage-backed securities | $393,000 | 1,194 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,013,000 | 437 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $33,753,000 | 1,572 |
| Certificates of participation in pools of residential mortgages | $30,895,000 | 1,110 |
| Issued or guaranteed by U.S. | $30,895,000 | 1,099 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,858,000 | 2,357 |
| CMOs issued by government agencies or sponsored agencies | $2,465,000 | 2,217 |
| Privately issued | $393,000 | 1,138 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,270,000 | 1,028 |
| Available-for-sale securities (fair market value) | $32,599,000 | 2,993 |
| Total debt securities | $42,869,000 | 2,684 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $37,443,000 | 2,986 |
| U.S. Government securities | $29,552,000 | 2,708 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $29,552,000 | 2,623 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $7,891,000 | 893 |
| Privately issued residential mortgage-backed securities | $405,000 | 1,229 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,486,000 | 422 |
| 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 | $28,363,000 | 1,759 |
| Certificates of participation in pools of residential mortgages | $25,391,000 | 1,273 |
| Issued or guaranteed by U.S. | $25,391,000 | 1,268 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,972,000 | 2,265 |
| CMOs issued by government agencies or sponsored agencies | $2,567,000 | 2,104 |
| Privately issued | $405,000 | 1,176 |
| 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) | $3,315,000 | 1,737 |
| Available-for-sale securities (fair market value) | $34,128,000 | 2,890 |
| Total debt securities | $37,443,000 | 2,960 |
| 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 | $40,211,000 | 2,853 |
| U.S. Government securities | $31,185,000 | 2,637 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $31,185,000 | 2,566 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $9,026,000 | 863 |
| Privately issued residential mortgage-backed securities | $426,000 | 1,267 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,600,000 | 398 |
| 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 | $30,024,000 | 1,719 |
| Certificates of participation in pools of residential mortgages | $26,996,000 | 1,293 |
| Issued or guaranteed by U.S. | $26,996,000 | 1,289 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $3,028,000 | 2,211 |
| CMOs issued by government agencies or sponsored agencies | $2,602,000 | 2,031 |
| Privately issued | $426,000 | 1,215 |
| 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) | $1,372,000 | 2,185 |
| Available-for-sale securities (fair market value) | $38,839,000 | 2,618 |
| Total debt securities | $40,211,000 | 2,831 |
| 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 | $37,386,000 | 3,005 |
| U.S. Government securities | $28,846,000 | 2,753 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $28,846,000 | 2,685 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $8,540,000 | 926 |
| 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 | $8,540,000 | 400 |
| 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 | $27,263,000 | 1,860 |
| Certificates of participation in pools of residential mortgages | $24,263,000 | 1,452 |
| Issued or guaranteed by U.S. | $24,263,000 | 1,444 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $3,000,000 | 2,206 |
| CMOs issued by government agencies or sponsored agencies | $3,000,000 | 1,922 |
| 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) | $1,452,000 | 2,207 |
| Available-for-sale securities (fair market value) | $35,934,000 | 2,761 |
| Total debt securities | $37,386,000 | 2,981 |
| 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 | $39,923,000 | 2,868 |
| U.S. Government securities | $30,462,000 | 2,647 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $30,462,000 | 2,580 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $9,461,000 | 928 |
| 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 | $9,461,000 | 397 |
| 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 | $28,870,000 | 1,823 |
| Certificates of participation in pools of residential mortgages | $25,842,000 | 1,420 |
| Issued or guaranteed by U.S. | $25,842,000 | 1,413 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $3,028,000 | 2,199 |
| CMOs issued by government agencies or sponsored agencies | $3,028,000 | 1,900 |
| 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) | $1,528,000 | 2,245 |
| Available-for-sale securities (fair market value) | $38,395,000 | 2,618 |
| Total debt securities | $39,923,000 | 2,840 |
| 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 | $49,316,000 | 2,351 |
| U.S. Government securities | $40,440,000 | 2,042 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $40,440,000 | 1,992 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $8,876,000 | 991 |
| 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 | $8,876,000 | 441 |
| 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 | $38,871,000 | 1,491 |
| Certificates of participation in pools of residential mortgages | $35,790,000 | 1,111 |
| Issued or guaranteed by U.S. | $35,790,000 | 1,101 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $3,081,000 | 2,166 |
| CMOs issued by government agencies or sponsored agencies | $3,081,000 | 1,842 |
| 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) | $1,535,000 | 2,274 |
| Available-for-sale securities (fair market value) | $47,781,000 | 2,125 |
| Total debt securities | $49,316,000 | 2,317 |
| 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 | $50,906,000 | 2,298 |
| U.S. Government securities | $42,203,000 | 1,992 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $42,203,000 | 1,946 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $8,703,000 | 949 |
| 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 | $8,703,000 | 444 |
| 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 | $40,604,000 | 1,456 |
| Certificates of participation in pools of residential mortgages | $37,576,000 | 1,113 |
| Issued or guaranteed by U.S. | $37,576,000 | 1,100 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,028,000 | 2,216 |
| CMOs issued by government agencies or sponsored agencies | $3,028,000 | 1,858 |
| 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) | $50,906,000 | 2,020 |
| Total debt securities | $50,906,000 | 2,269 |
| 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 | $61,567,000 | 1,920 |
| U.S. Government securities | $45,539,000 | 1,852 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $45,539,000 | 1,822 |
| Securities issued by states & political subdivisions | $8,994,000 | 2,245 |
| Other domestic debt securities | $7,034,000 | 1,024 |
| 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 | $7,034,000 | 503 |
| 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 | $43,935,000 | 1,313 |
| Certificates of participation in pools of residential mortgages | $40,752,000 | 995 |
| Issued or guaranteed by U.S. | $40,752,000 | 987 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $3,183,000 | 2,119 |
| CMOs issued by government agencies or sponsored agencies | $3,183,000 | 1,800 |
| 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) | $1,000 | 3,507 |
| Available-for-sale securities (fair market value) | $61,566,000 | 1,682 |
| Total debt securities | $61,567,000 | 1,906 |
| 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 | $61,958,000 | 1,879 |
| U.S. Government securities | $45,596,000 | 1,805 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $45,596,000 | 1,772 |
| Securities issued by states & political subdivisions | $8,831,000 | 2,250 |
| Other domestic debt securities | $7,531,000 | 960 |
| 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 | $7,531,000 | 462 |
| 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 | $44,082,000 | 1,242 |
| Certificates of participation in pools of residential mortgages | $40,810,000 | 958 |
| Issued or guaranteed by U.S. | $40,810,000 | 948 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $3,272,000 | 2,031 |
| CMOs issued by government agencies or sponsored agencies | $3,272,000 | 1,709 |
| 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) | $61,958,000 | 1,651 |
| Total debt securities | $61,958,000 | 1,857 |
| 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 | $68,442,000 | 1,747 |
| U.S. Government securities | $45,771,000 | 1,803 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $45,771,000 | 1,772 |
| Securities issued by states & political subdivisions | $9,039,000 | 2,242 |
| Other domestic debt securities | $13,632,000 | 720 |
| 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 | $13,632,000 | 336 |
| 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 | $44,520,000 | 1,226 |
| Certificates of participation in pools of residential mortgages | $41,154,000 | 944 |
| Issued or guaranteed by U.S. | $41,154,000 | 932 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $3,366,000 | 2,019 |
| CMOs issued by government agencies or sponsored agencies | $3,366,000 | 1,699 |
| 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) | $1,000,000 | 2,558 |
| Available-for-sale securities (fair market value) | $67,442,000 | 1,536 |
| Total debt securities | $68,442,000 | 1,720 |
| 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 | $70,420,000 | 1,678 |
| U.S. Government securities | $46,643,000 | 1,774 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $46,643,000 | 1,743 |
| Securities issued by states & political subdivisions | $10,094,000 | 2,048 |
| Other domestic debt securities | $13,683,000 | 712 |
| 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 | $13,683,000 | 346 |
| 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 | $44,889,000 | 1,179 |
| Certificates of participation in pools of residential mortgages | $41,448,000 | 904 |
| Issued or guaranteed by U.S. | $41,448,000 | 894 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,441,000 | 1,972 |
| CMOs issued by government agencies or sponsored agencies | $3,441,000 | 1,653 |
| 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) | $1,000,000 | 2,590 |
| Available-for-sale securities (fair market value) | $69,420,000 | 1,499 |
| Total debt securities | $70,420,000 | 1,637 |
| 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 | $63,496,000 | 1,838 |
| U.S. Government securities | $35,731,000 | 2,277 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $35,731,000 | 2,229 |
| Securities issued by states & political subdivisions | $14,075,000 | 1,567 |
| Other domestic debt securities | $13,690,000 | 658 |
| 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 | $13,690,000 | 336 |
| 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 | $31,987,000 | 1,370 |
| Certificates of participation in pools of residential mortgages | $28,493,000 | 1,084 |
| Issued or guaranteed by U.S. | $28,493,000 | 1,076 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,494,000 | 1,860 |
| CMOs issued by government agencies or sponsored agencies | $3,494,000 | 1,571 |
| 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) | $1,000,000 | 2,663 |
| Available-for-sale securities (fair market value) | $62,496,000 | 1,634 |
| Total debt securities | $63,496,000 | 1,795 |
| 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 | $53,474,000 | 2,157 |
| U.S. Government securities | $26,714,000 | 2,945 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $26,714,000 | 2,890 |
| Securities issued by states & political subdivisions | $14,060,000 | 1,527 |
| Other domestic debt securities | $12,700,000 | 650 |
| 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 | $12,700,000 | 347 |
| 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 | $21,971,000 | 1,690 |
| Certificates of participation in pools of residential mortgages | $17,451,000 | 1,466 |
| Issued or guaranteed by U.S. | $17,451,000 | 1,456 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $4,520,000 | 1,637 |
| CMOs issued by government agencies or sponsored agencies | $4,520,000 | 1,368 |
| 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) | $1,000,000 | 2,722 |
| Available-for-sale securities (fair market value) | $52,474,000 | 1,909 |
| Total debt securities | $53,474,000 | 2,108 |
| 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 | $56,634,000 | 2,025 |
| U.S. Government securities | $28,244,000 | 2,814 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $28,244,000 | 2,750 |
| Securities issued by states & political subdivisions | $15,690,000 | 1,339 |
| Other domestic debt securities | $12,700,000 | 619 |
| 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 | $12,700,000 | 323 |
| 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 | $22,341,000 | 1,616 |
| Certificates of participation in pools of residential mortgages | $17,789,000 | 1,406 |
| Issued or guaranteed by U.S. | $17,789,000 | 1,397 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $4,552,000 | 1,615 |
| CMOs issued by government agencies or sponsored agencies | $4,552,000 | 1,357 |
| 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) | $1,951,000 | 2,396 |
| Available-for-sale securities (fair market value) | $54,683,000 | 1,807 |
| Total debt securities | $56,634,000 | 1,981 |
| 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 | $61,488,000 | 1,898 |
| U.S. Government securities | $32,119,000 | 2,545 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $32,119,000 | 2,470 |
| Securities issued by states & political subdivisions | $15,693,000 | 1,330 |
| Other domestic debt securities | $13,676,000 | 604 |
| 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 | $13,676,000 | 322 |
| 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 | $25,206,000 | 1,489 |
| Certificates of participation in pools of residential mortgages | $20,578,000 | 1,259 |
| Issued or guaranteed by U.S. | $20,578,000 | 1,250 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $4,628,000 | 1,583 |
| CMOs issued by government agencies or sponsored agencies | $4,628,000 | 1,332 |
| 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) | $1,951,000 | 2,432 |
| Available-for-sale securities (fair market value) | $59,537,000 | 1,675 |
| Total debt securities | $61,488,000 | 1,858 |
| 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 | $63,479,000 | 1,867 |
| U.S. Government securities | $33,635,000 | 2,501 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $33,635,000 | 2,430 |
| Securities issued by states & political subdivisions | $15,189,000 | 1,374 |
| Other domestic debt securities | $14,655,000 | 570 |
| 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 | $14,655,000 | 305 |
| 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 | $25,989,000 | 1,471 |
| Certificates of participation in pools of residential mortgages | $21,295,000 | 1,247 |
| Issued or guaranteed by U.S. | $21,295,000 | 1,238 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $4,694,000 | 1,572 |
| CMOs issued by government agencies or sponsored agencies | $4,694,000 | 1,329 |
| 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) | $1,199,000 | 2,760 |
| Available-for-sale securities (fair market value) | $62,280,000 | 1,626 |
| Total debt securities | $63,479,000 | 1,831 |
| 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 | $60,243,000 | 1,981 |
| U.S. Government securities | $34,724,000 | 2,448 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $34,724,000 | 2,377 |
| Securities issued by states & political subdivisions | $9,295,000 | 2,121 |
| Other domestic debt securities | $16,224,000 | 542 |
| 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 | $16,224,000 | 288 |
| 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 | $26,841,000 | 1,445 |
| Certificates of participation in pools of residential mortgages | $22,068,000 | 1,230 |
| Issued or guaranteed by U.S. | $22,068,000 | 1,217 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $4,773,000 | 1,515 |
| CMOs issued by government agencies or sponsored agencies | $4,773,000 | 1,291 |
| 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) | $1,201,000 | 2,821 |
| Available-for-sale securities (fair market value) | $59,042,000 | 1,726 |
| Total debt securities | $60,243,000 | 1,937 |
| 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 | $54,005,000 | 2,171 |
| U.S. Government securities | $35,696,000 | 2,399 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $35,696,000 | 2,329 |
| Securities issued by states & political subdivisions | $9,054,000 | 2,136 |
| Other domestic debt securities | $9,255,000 | 749 |
| 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 | $9,255,000 | 435 |
| 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 | $27,632,000 | 1,426 |
| Certificates of participation in pools of residential mortgages | $22,830,000 | 1,206 |
| Issued or guaranteed by U.S. | $22,830,000 | 1,197 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $4,802,000 | 1,504 |
| CMOs issued by government agencies or sponsored agencies | $4,802,000 | 1,288 |
| 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) | $1,200,000 | 2,853 |
| Available-for-sale securities (fair market value) | $52,805,000 | 1,894 |
| Total debt securities | $54,005,000 | 2,132 |
| 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 | $54,437,000 | 2,180 |
| U.S. Government securities | $36,983,000 | 2,363 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $36,983,000 | 2,301 |
| Securities issued by states & political subdivisions | $8,738,000 | 2,191 |
| Other domestic debt securities | $8,716,000 | 801 |
| 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 | $8,716,000 | 485 |
| 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 | $26,776,000 | 1,473 |
| Certificates of participation in pools of residential mortgages | $21,841,000 | 1,261 |
| Issued or guaranteed by U.S. | $21,841,000 | 1,253 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $4,935,000 | 1,490 |
| CMOs issued by government agencies or sponsored agencies | $4,935,000 | 1,274 |
| 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) | $1,202,000 | 2,914 |
| Available-for-sale securities (fair market value) | $53,235,000 | 1,907 |
| Total debt securities | $54,437,000 | 2,139 |
| 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 | $50,026,000 | 2,374 |
| U.S. Government securities | $33,335,000 | 2,538 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $33,335,000 | 2,459 |
| Securities issued by states & political subdivisions | $8,769,000 | 2,177 |
| Other domestic debt securities | $7,922,000 | 847 |
| 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 | $7,922,000 | 537 |
| 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 | $21,860,000 | 1,698 |
| Certificates of participation in pools of residential mortgages | $17,762,000 | 1,487 |
| Issued or guaranteed by U.S. | $17,762,000 | 1,475 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $4,098,000 | 1,594 |
| CMOs issued by government agencies or sponsored agencies | $4,098,000 | 1,373 |
| 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) | $1,201,000 | 2,963 |
| Available-for-sale securities (fair market value) | $48,825,000 | 2,063 |
| Total debt securities | $50,026,000 | 2,329 |
| 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 | $45,151,000 | 2,561 |
| U.S. Government securities | $31,359,000 | 2,652 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $31,359,000 | 2,566 |
| Securities issued by states & political subdivisions | $8,792,000 | 2,141 |
| Other domestic debt securities | $5,000,000 | 1,075 |
| 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 | $5,000,000 | 742 |
| 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 | $18,833,000 | 1,884 |
| Certificates of participation in pools of residential mortgages | $15,574,000 | 1,636 |
| Issued or guaranteed by U.S. | $15,574,000 | 1,624 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,259,000 | 1,774 |
| CMOs issued by government agencies or sponsored agencies | $3,259,000 | 1,536 |
| 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) | $1,202,000 | 2,999 |
| Available-for-sale securities (fair market value) | $43,949,000 | 2,233 |
| Total debt securities | $45,151,000 | 2,519 |
| 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 | $43,056,000 | 2,679 |
| U.S. Government securities | $24,238,000 | 3,313 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,238,000 | 3,195 |
| Securities issued by states & political subdivisions | $8,818,000 | 2,109 |
| Other domestic debt securities | $10,000,000 | 761 |
| 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 | $10,000,000 | 481 |
| 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 | $13,639,000 | 2,370 |
| Certificates of participation in pools of residential mortgages | $10,230,000 | 2,231 |
| Issued or guaranteed by U.S. | $10,230,000 | 2,220 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $3,409,000 | 1,776 |
| CMOs issued by government agencies or sponsored agencies | $3,409,000 | 1,557 |
| 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) | $702,000 | 3,357 |
| Available-for-sale securities (fair market value) | $42,354,000 | 2,312 |
| Total debt securities | $43,056,000 | 2,633 |
| 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 | $30,119,000 | 3,609 |
| U.S. Government securities | $27,567,000 | 3,039 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $27,567,000 | 2,926 |
| Securities issued by states & political subdivisions | $2,552,000 | 4,028 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| 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 | $16,743,000 | 2,136 |
| Certificates of participation in pools of residential mortgages | $13,166,000 | 1,968 |
| Issued or guaranteed by U.S. | $13,166,000 | 1,956 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,577,000 | 1,778 |
| CMOs issued by government agencies or sponsored agencies | $3,577,000 | 1,561 |
| 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) | $702,000 | 3,406 |
| Available-for-sale securities (fair market value) | $29,417,000 | 3,179 |
| Total debt securities | $30,119,000 | 3,555 |
| 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 | $20,908,000 | 4,597 |
| U.S. Government securities | $20,908,000 | 3,759 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,908,000 | 3,632 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| 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 | $9,954,000 | 2,945 |
| Certificates of participation in pools of residential mortgages | $6,160,000 | 3,023 |
| Issued or guaranteed by U.S. | $6,160,000 | 3,013 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $3,794,000 | 1,752 |
| CMOs issued by government agencies or sponsored agencies | $3,794,000 | 1,550 |
| 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) | $704,000 | 3,429 |
| Available-for-sale securities (fair market value) | $20,204,000 | 4,074 |
| Total debt securities | $20,908,000 | 4,535 |
| 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 | $20,155,000 | 4,698 |
| U.S. Government securities | $20,155,000 | 3,826 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,155,000 | 3,687 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| 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 | $0 | 3,039 |
| 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 | $8,316,000 | 3,215 |
| Certificates of participation in pools of residential mortgages | $4,304,000 | 3,551 |
| Issued or guaranteed by U.S. | $4,304,000 | 3,544 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,012,000 | 1,691 |
| CMOs issued by government agencies or sponsored agencies | $4,012,000 | 1,499 |
| 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) | $704,000 | 3,500 |
| Available-for-sale securities (fair market value) | $19,451,000 | 4,141 |
| Total debt securities | $20,155,000 | 4,634 |
| 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 | $31,255,000 | 3,562 |
| U.S. Government securities | $31,255,000 | 2,772 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $31,255,000 | 2,666 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| 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 | $705,000 | 6,736 |
| Mortgage-backed securities | $15,885,000 | 2,289 |
| Certificates of participation in pools of residential mortgages | $11,562,000 | 2,198 |
| Issued or guaranteed by U.S. | $11,562,000 | 2,188 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,323,000 | 1,658 |
| CMOs issued by government agencies or sponsored agencies | $4,323,000 | 1,464 |
| 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) | $705,000 | 3,532 |
| Available-for-sale securities (fair market value) | $30,550,000 | 3,107 |
| Total debt securities | $31,254,000 | 3,494 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,961 |
| Fair value | $939,000 | 2,224 |
| 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 | $31,109,000 | 3,562 |
| U.S. Government securities | $31,109,000 | 2,733 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $31,109,000 | 2,648 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| 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 | $705,000 | 6,711 |
| Mortgage-backed securities | $14,898,000 | 2,432 |
| Certificates of participation in pools of residential mortgages | $10,201,000 | 2,381 |
| Issued or guaranteed by U.S. | $10,201,000 | 2,370 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $4,697,000 | 1,648 |
| CMOs issued by government agencies or sponsored agencies | $4,697,000 | 1,456 |
| 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) | $705,000 | 3,572 |
| Available-for-sale securities (fair market value) | $30,404,000 | 3,127 |
| Total debt securities | $31,110,000 | 3,492 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,759 |
| Fair value | $996,000 | 1,983 |
| 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 | $37,872,000 | 3,111 |
| U.S. Government securities | $37,872,000 | 2,411 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $37,872,000 | 2,335 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| 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 | $706,000 | 6,719 |
| Mortgage-backed securities | $13,811,000 | 2,541 |
| Certificates of participation in pools of residential mortgages | $7,749,000 | 2,802 |
| Issued or guaranteed by U.S. | $7,749,000 | 2,786 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $6,062,000 | 1,442 |
| CMOs issued by government agencies or sponsored agencies | $6,062,000 | 1,356 |
| 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) | $706,000 | 3,613 |
| Available-for-sale securities (fair market value) | $37,166,000 | 2,720 |
| Total debt securities | $37,872,000 | 3,049 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 1,256 |
| Fair value | $1,958,000 | 1,288 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $43,310,000 | 2,739 |
| U.S. Government securities | $36,104,000 | 2,455 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $36,104,000 | 2,374 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $7,206,000 | 1,090 |
| Privately issued residential mortgage-backed securities | $6,693,000 | 326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $513,000 | 2,813 |
| 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 | $706,000 | 6,752 |
| Mortgage-backed securities | $14,930,000 | 2,425 |
| Certificates of participation in pools of residential mortgages | $8,237,000 | 2,687 |
| Issued or guaranteed by U.S. | $8,237,000 | 2,673 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $6,693,000 | 1,399 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $6,693,000 | 286 |
| 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) | $706,000 | 3,659 |
| Available-for-sale securities (fair market value) | $42,604,000 | 2,387 |
| Total debt securities | $43,310,000 | 2,670 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,378 |
| Fair value | $1,002,000 | 1,455 |
| 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 | $37,161,000 | 3,045 |
| U.S. Government securities | $29,167,000 | 2,793 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $29,167,000 | 2,684 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $7,994,000 | 1,058 |
| Privately issued residential mortgage-backed securities | $7,477,000 | 334 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $517,000 | 2,870 |
| 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 | $700,000 | 6,773 |
| Mortgage-backed securities | $14,543,000 | 2,496 |
| Certificates of participation in pools of residential mortgages | $7,066,000 | 2,916 |
| Issued or guaranteed by U.S. | $7,066,000 | 2,904 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $7,477,000 | 1,438 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $7,477,000 | 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) | $700,000 | 3,694 |
| Available-for-sale securities (fair market value) | $36,461,000 | 2,650 |
| Total debt securities | $37,161,000 | 2,958 |
| Structured notes | ||
| Amortized cost | $999,000 | 1,362 |
| Fair value | $1,002,000 | 1,313 |
| 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 | $35,964,000 | 3,070 |
| U.S. Government securities | $27,244,000 | 2,928 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $27,244,000 | 2,799 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $8,720,000 | 1,012 |
| Privately issued residential mortgage-backed securities | $8,204,000 | 333 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $516,000 | 2,871 |
| 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 | $700,000 | 6,800 |
| Mortgage-backed securities | $15,468,000 | 2,390 |
| Certificates of participation in pools of residential mortgages | $7,264,000 | 2,825 |
| Issued or guaranteed by U.S. | $7,264,000 | 2,813 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $8,204,000 | 1,403 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $8,204,000 | 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) | $700,000 | 3,746 |
| Available-for-sale securities (fair market value) | $35,264,000 | 2,683 |
| Total debt securities | $35,962,000 | 2,990 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 910 |
| Fair value | $997,000 | 1,114 |
| 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 | $33,211,000 | 3,245 |
| U.S. Government securities | $32,203,000 | 2,548 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $32,203,000 | 2,446 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $1,008,000 | 2,812 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,008,000 | 2,481 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,526,000 | 2,816 |
| Certificates of participation in pools of residential mortgages | $2,482,000 | 4,386 |
| Issued or guaranteed by U.S. | $2,482,000 | 4,371 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $9,044,000 | 1,347 |
| CMOs issued by government agencies or sponsored agencies | $9,044,000 | 1,246 |
| 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) | $1,199,000 | 3,453 |
| Available-for-sale securities (fair market value) | $32,012,000 | 2,866 |
| Total debt securities | $33,211,000 | 3,163 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $21,003,000 | 4,370 |
| U.S. Government securities | $21,003,000 | 3,382 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,003,000 | 3,213 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,669,000 | 5,461 |
| Certificates of participation in pools of residential mortgages | $1,524,000 | 4,824 |
| Issued or guaranteed by U.S. | $1,524,000 | 4,800 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $145,000 | 4,196 |
| CMOs issued by government agencies or sponsored agencies | $145,000 | 4,007 |
| 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) | $596,000 | 4,175 |
| Available-for-sale securities (fair market value) | $20,407,000 | 3,782 |
| Total debt securities | $21,003,000 | 4,287 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $12,855,000 | 6,029 |
| U.S. Government securities | $12,855,000 | 5,049 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,855,000 | 4,730 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| 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 | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $373,000 | 6,318 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $373,000 | 3,507 |
| CMOs issued by government agencies or sponsored agencies | $373,000 | 3,344 |
| 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) | $723,000 | 4,700 |
| Available-for-sale securities (fair market value) | $12,132,000 | 5,193 |
| Total debt securities | $12,855,000 | 5,907 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $12,689,000 | 6,353 |
| U.S. Government securities | $12,689,000 | 5,329 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,689,000 | 4,819 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| 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 | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $555,000 | 6,377 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $555,000 | 3,443 |
| CMOs issued by government agencies or sponsored agencies | $555,000 | 3,292 |
| 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) | $905,000 | 4,948 |
| Available-for-sale securities (fair market value) | $11,784,000 | 5,411 |
| Total debt securities | $12,689,000 | 6,244 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $12,832,000 | 6,330 |
| U.S. Government securities | $12,382,000 | 5,421 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,382,000 | 4,643 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $450,000 | 2,824 |
| 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 | $450,000 | 2,363 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $775,000 | 6,338 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $775,000 | 3,500 |
| CMOs issued by government agencies or sponsored agencies | $775,000 | 3,351 |
| 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) | $1,575,000 | 5,016 |
| Available-for-sale securities (fair market value) | $11,257,000 | 5,448 |
| Total debt securities | $12,832,000 | 6,198 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $17,628,000 | 5,378 |
| U.S. Government securities | $17,478,000 | 4,513 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,478,000 | 3,583 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $150,000 | 3,060 |
| 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 | $150,000 | 2,438 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $777,000 | 6,604 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $777,000 | 3,656 |
| CMOs issued by government agencies or sponsored agencies | $777,000 | 3,529 |
| 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) | $1,677,000 | 5,836 |
| Available-for-sale securities (fair market value) | $15,951,000 | 4,288 |
| Total debt securities | $17,628,000 | 5,253 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $13,326,000 | 6,899 |
| U.S. Government securities | $12,876,000 | 6,073 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,876,000 | 4,692 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $450,000 | 2,808 |
| 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 | $450,000 | 2,159 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $0 | 312 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $780,000 | 7,138 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $780,000 | 4,097 |
| CMOs issued by government agencies or sponsored agencies | $780,000 | 3,940 |
| 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) | $3,008,000 | 5,663 |
| Available-for-sale securities (fair market value) | $10,318,000 | 5,901 |
| Total debt securities | $13,326,000 | 6,770 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $3,725,000 | 10,737 |
| U.S. Government securities | $1,976,000 | 11,112 |
| U.S. Treasury securities | $320,000 | 9,742 |
| U.S. Government agency obligations | $1,656,000 | 10,019 |
| Securities issued by states & political subdivisions | $100,000 | 8,607 |
| Other domestic debt securities | $1,149,000 | 2,322 |
| 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 | $1,149,000 | 1,800 |
| Foreign debt securities | NA | NA |
| Equity securities | $500,000 | 3,300 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 335 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $783,000 | 7,582 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $783,000 | 4,519 |
| CMOs issued by government agencies or sponsored agencies | $783,000 | 4,348 |
| 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) | $3,725,000 | 5,613 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $3,225,000 | 10,838 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $3,343,000 | 11,562 |
| U.S. Government securities | $1,944,000 | 11,803 |
| U.S. Treasury securities | $309,000 | 10,752 |
| U.S. Government agency obligations | $1,635,000 | 10,275 |
| Securities issued by states & political subdivisions | $100,000 | 9,046 |
| Other domestic debt securities | $1,299,000 | 2,485 |
| 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 | $1,299,000 | 1,954 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $0 | 406 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $786,000 | 8,074 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $786,000 | 4,841 |
| CMOs issued by government agencies or sponsored agencies | $786,000 | 4,642 |
| 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) | $3,343,000 | 9,091 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $3,343,000 | 11,471 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $2,936,000 | 12,195 |
| U.S. Government securities | $1,496,000 | 12,487 |
| U.S. Treasury securities | $202,000 | 11,344 |
| U.S. Government agency obligations | $1,294,000 | 10,911 |
| Securities issued by states & political subdivisions | $100,000 | 9,288 |
| Other domestic debt securities | $1,299,000 | 2,946 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,299,000 | 2,262 |
| Foreign debt securities | NA | NA |
| Equity securities | $62,000 | 6,390 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $21,000 | 255 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $789,000 | 8,764 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $789,000 | 5,268 |
| CMOs issued by government agencies or sponsored agencies | $789,000 | 5,046 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $2,895,000 | 12,082 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $2,215,000 | 12,966 |
| U.S. Government securities | $1,296,000 | 13,085 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $1,296,000 | 11,242 |
| Securities issued by states & political subdivisions | $100,000 | 9,256 |
| Other domestic debt securities | $788,000 | 4,461 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $788,000 | 3,281 |
| Foreign debt securities | NA | NA |
| Equity securities | $62,000 | 5,955 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $31,000 | 341 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $785,000 | 9,284 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $785,000 | 5,407 |
| CMOs issued by government agencies or sponsored agencies | $785,000 | 5,001 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $2,184,000 | 12,862 |
| 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 |