Home > South End Savings, s.b. > Securities
South End Savings, s.b., Securities
| 2015-06-30 | Rank | |
| Total securities | $15,115,000 | 4,603 |
| U.S. Government securities | $15,115,000 | 3,682 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $15,115,000 | 3,568 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,428 |
| Mortgage-backed securities | $1,383,000 | 4,433 |
| Certificates of participation in pools of residential mortgages | $1,383,000 | 4,133 |
| Issued or guaranteed by U.S. | $1,383,000 | 4,128 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $15,115,000 | 897 |
| Available-for-sale securities (fair market value) | $0 | 5,863 |
| Total debt securities | $15,115,000 | 4,584 |
| Structured notes | ||
| Amortized cost | $12,235,000 | 245 |
| Fair value | $11,998,000 | 245 |
| 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 | $15,177,000 | 4,648 |
| U.S. Government securities | $15,177,000 | 3,754 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $15,177,000 | 3,634 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,487 |
| Mortgage-backed securities | $1,446,000 | 4,478 |
| Certificates of participation in pools of residential mortgages | $1,446,000 | 4,175 |
| Issued or guaranteed by U.S. | $1,446,000 | 4,168 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $15,177,000 | 894 |
| Available-for-sale securities (fair market value) | $0 | 5,927 |
| Total debt securities | $15,177,000 | 4,625 |
| Structured notes | ||
| Amortized cost | $12,235,000 | 267 |
| Fair value | $12,110,000 | 271 |
| 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 | $15,975,000 | 4,625 |
| U.S. Government securities | $15,975,000 | 3,721 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $15,975,000 | 3,600 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,563 |
| Mortgage-backed securities | $1,494,000 | 4,553 |
| Certificates of participation in pools of residential mortgages | $1,494,000 | 4,237 |
| Issued or guaranteed by U.S. | $1,494,000 | 4,229 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $15,975,000 | 878 |
| Available-for-sale securities (fair market value) | $0 | 6,022 |
| Total debt securities | $15,975,000 | 4,604 |
| Structured notes | ||
| Amortized cost | $12,985,000 | 259 |
| Fair value | $12,664,000 | 264 |
| 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 | $18,039,000 | 4,536 |
| U.S. Government securities | $18,039,000 | 3,607 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $18,039,000 | 3,490 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $1,559,000 | 4,613 |
| Certificates of participation in pools of residential mortgages | $1,559,000 | 4,307 |
| Issued or guaranteed by U.S. | $1,559,000 | 4,303 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $18,039,000 | 829 |
| Available-for-sale securities (fair market value) | $0 | 6,094 |
| Total debt securities | $18,039,000 | 4,513 |
| Structured notes | ||
| Amortized cost | $14,985,000 | 267 |
| Fair value | $14,270,000 | 275 |
| 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 | $18,115,000 | 4,590 |
| U.S. Government securities | $18,115,000 | 3,642 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $18,115,000 | 3,533 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,698 |
| Mortgage-backed securities | $1,635,000 | 4,658 |
| Certificates of participation in pools of residential mortgages | $1,635,000 | 4,334 |
| Issued or guaranteed by U.S. | $1,635,000 | 4,331 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $18,115,000 | 829 |
| Available-for-sale securities (fair market value) | $0 | 6,156 |
| Total debt securities | $18,115,000 | 4,570 |
| Structured notes | ||
| Amortized cost | $14,984,000 | 293 |
| Fair value | $14,094,000 | 299 |
| 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 | $17,938,000 | 4,655 |
| U.S. Government securities | $17,938,000 | 3,687 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $17,938,000 | 3,586 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,749 |
| Mortgage-backed securities | $1,707,000 | 4,679 |
| Certificates of participation in pools of residential mortgages | $1,707,000 | 4,342 |
| Issued or guaranteed by U.S. | $1,707,000 | 4,338 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $17,938,000 | 828 |
| Available-for-sale securities (fair market value) | $0 | 6,227 |
| Total debt securities | $17,938,000 | 4,634 |
| Structured notes | ||
| Amortized cost | $13,736,000 | 327 |
| Fair value | $12,823,000 | 332 |
| 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 | $18,998,000 | 4,549 |
| U.S. Government securities | $18,998,000 | 3,578 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $18,998,000 | 3,480 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,833 |
| Mortgage-backed securities | $1,767,000 | 4,696 |
| Certificates of participation in pools of residential mortgages | $1,767,000 | 4,341 |
| Issued or guaranteed by U.S. | $1,767,000 | 4,335 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $18,998,000 | 787 |
| Available-for-sale securities (fair market value) | $0 | 6,303 |
| Total debt securities | $18,998,000 | 4,530 |
| Structured notes | ||
| Amortized cost | $14,235,000 | 301 |
| Fair value | $12,705,000 | 318 |
| 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 | $17,075,000 | 4,780 |
| U.S. Government securities | $17,075,000 | 3,817 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $17,075,000 | 3,717 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $1,845,000 | 4,710 |
| Certificates of participation in pools of residential mortgages | $1,845,000 | 4,347 |
| Issued or guaranteed by U.S. | $1,845,000 | 4,340 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $17,075,000 | 815 |
| Available-for-sale securities (fair market value) | $0 | 6,372 |
| Total debt securities | $17,075,000 | 4,748 |
| Structured notes | ||
| Amortized cost | $13,735,000 | 304 |
| Fair value | $12,423,000 | 318 |
| 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 | $17,199,000 | 4,764 |
| U.S. Government securities | $17,199,000 | 3,793 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $17,199,000 | 3,701 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $1,969,000 | 4,674 |
| Certificates of participation in pools of residential mortgages | $1,969,000 | 4,276 |
| Issued or guaranteed by U.S. | $1,969,000 | 4,271 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $17,199,000 | 764 |
| Available-for-sale securities (fair market value) | $0 | 6,421 |
| Total debt securities | $17,199,000 | 4,730 |
| Structured notes | ||
| Amortized cost | $13,735,000 | 299 |
| Fair value | $12,739,000 | 309 |
| 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 | $17,304,000 | 4,767 |
| U.S. Government securities | $17,304,000 | 3,807 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $17,304,000 | 3,714 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $2,074,000 | 4,688 |
| Certificates of participation in pools of residential mortgages | $2,074,000 | 4,270 |
| Issued or guaranteed by U.S. | $2,074,000 | 4,267 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $17,304,000 | 723 |
| Available-for-sale securities (fair market value) | $0 | 6,494 |
| Total debt securities | $17,304,000 | 4,735 |
| Structured notes | ||
| Amortized cost | $13,735,000 | 322 |
| Fair value | $13,625,000 | 323 |
| 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 | $16,649,000 | 4,791 |
| U.S. Government securities | $16,649,000 | 3,837 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $16,649,000 | 3,736 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $2,160,000 | 4,708 |
| Certificates of participation in pools of residential mortgages | $2,160,000 | 4,264 |
| Issued or guaranteed by U.S. | $2,160,000 | 4,263 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $16,649,000 | 742 |
| Available-for-sale securities (fair market value) | $0 | 6,540 |
| Total debt securities | $16,649,000 | 4,760 |
| Structured notes | ||
| Amortized cost | $12,994,000 | 344 |
| Fair value | $12,934,000 | 346 |
| 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 | $16,211,000 | 4,915 |
| U.S. Government securities | $16,211,000 | 3,978 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $16,211,000 | 3,897 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $2,266,000 | 4,777 |
| Certificates of participation in pools of residential mortgages | $2,266,000 | 4,364 |
| Issued or guaranteed by U.S. | $2,266,000 | 4,363 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $16,211,000 | 762 |
| Available-for-sale securities (fair market value) | $0 | 6,625 |
| Total debt securities | $16,211,000 | 4,883 |
| Structured notes | ||
| Amortized cost | $11,450,000 | 389 |
| Fair value | $11,467,000 | 390 |
| 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 | $13,258,000 | 5,283 |
| U.S. Government securities | $13,258,000 | 4,394 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $13,258,000 | 4,299 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $2,379,000 | 4,807 |
| Certificates of participation in pools of residential mortgages | $2,379,000 | 4,372 |
| Issued or guaranteed by U.S. | $2,379,000 | 4,371 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $13,258,000 | 852 |
| Available-for-sale securities (fair market value) | $0 | 6,685 |
| Total debt securities | $13,258,000 | 5,250 |
| Structured notes | ||
| Amortized cost | $8,884,000 | 556 |
| Fair value | $8,900,000 | 560 |
| 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 | $15,233,000 | 5,098 |
| U.S. Government securities | $15,233,000 | 4,248 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $15,233,000 | 4,152 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $2,492,000 | 4,821 |
| Certificates of participation in pools of residential mortgages | $2,492,000 | 4,345 |
| Issued or guaranteed by U.S. | $2,492,000 | 4,342 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $15,233,000 | 803 |
| Available-for-sale securities (fair market value) | $0 | 6,742 |
| Total debt securities | $15,233,000 | 5,072 |
| Structured notes | ||
| Amortized cost | $8,748,000 | 682 |
| Fair value | $8,743,000 | 683 |
| 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 | $13,076,000 | 5,341 |
| U.S. Government securities | $13,076,000 | 4,488 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $13,076,000 | 4,396 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,916 |
| Mortgage-backed securities | $2,586,000 | 4,751 |
| Certificates of participation in pools of residential mortgages | $2,586,000 | 4,269 |
| Issued or guaranteed by U.S. | $2,586,000 | 4,261 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $13,076,000 | 877 |
| Available-for-sale securities (fair market value) | $0 | 6,765 |
| Total debt securities | $13,076,000 | 5,310 |
| Structured notes | ||
| Amortized cost | $5,498,000 | 939 |
| Fair value | $5,513,000 | 934 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $11,941,000 | 5,457 |
| U.S. Government securities | $11,941,000 | 4,601 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $11,941,000 | 4,511 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,942 |
| Mortgage-backed securities | $2,699,000 | 4,691 |
| Certificates of participation in pools of residential mortgages | $2,699,000 | 4,172 |
| Issued or guaranteed by U.S. | $2,699,000 | 4,157 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $11,941,000 | 914 |
| Available-for-sale securities (fair market value) | $0 | 6,827 |
| Total debt securities | $11,941,000 | 5,421 |
| Structured notes | ||
| Amortized cost | $4,250,000 | 1,162 |
| Fair value | $4,251,000 | 1,166 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $12,301,000 | 5,492 |
| U.S. Government securities | $12,301,000 | 4,686 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $12,301,000 | 4,569 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,008 |
| Mortgage-backed securities | $2,811,000 | 4,648 |
| Certificates of participation in pools of residential mortgages | $2,811,000 | 4,107 |
| Issued or guaranteed by U.S. | $2,811,000 | 4,094 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $12,301,000 | 918 |
| Available-for-sale securities (fair market value) | $0 | 6,900 |
| Total debt securities | $12,301,000 | 5,460 |
| Structured notes | ||
| Amortized cost | $4,497,000 | 1,273 |
| Fair value | $4,471,000 | 1,273 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $12,403,000 | 5,458 |
| U.S. Government securities | $12,403,000 | 4,647 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $12,403,000 | 4,526 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,043 |
| Mortgage-backed securities | $2,914,000 | 4,573 |
| Certificates of participation in pools of residential mortgages | $2,914,000 | 4,030 |
| Issued or guaranteed by U.S. | $2,914,000 | 4,020 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $12,403,000 | 929 |
| Available-for-sale securities (fair market value) | $0 | 6,957 |
| Total debt securities | $12,403,000 | 5,427 |
| Structured notes | ||
| Amortized cost | $4,997,000 | 1,250 |
| Fair value | $4,915,000 | 1,256 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $12,061,000 | 5,425 |
| U.S. Government securities | $12,061,000 | 4,533 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $12,061,000 | 4,415 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,121 |
| Mortgage-backed securities | $3,065,000 | 4,466 |
| Certificates of participation in pools of residential mortgages | $3,065,000 | 3,862 |
| Issued or guaranteed by U.S. | $3,065,000 | 3,851 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $12,061,000 | 929 |
| Available-for-sale securities (fair market value) | $0 | 7,005 |
| Total debt securities | $12,061,000 | 5,391 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 1,305 |
| Fair value | $3,924,000 | 1,343 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $11,747,000 | 5,414 |
| U.S. Government securities | $11,747,000 | 4,523 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $11,747,000 | 4,402 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,199 |
| Mortgage-backed securities | $3,251,000 | 4,457 |
| Certificates of participation in pools of residential mortgages | $3,251,000 | 3,798 |
| Issued or guaranteed by U.S. | $3,251,000 | 3,789 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $11,747,000 | 961 |
| Available-for-sale securities (fair market value) | $0 | 7,084 |
| Total debt securities | $11,747,000 | 5,381 |
| Structured notes | ||
| Amortized cost | $4,499,000 | 1,231 |
| Fair value | $4,526,000 | 1,231 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $9,671,000 | 5,784 |
| U.S. Government securities | $9,671,000 | 4,983 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $9,671,000 | 4,873 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,254 |
| Mortgage-backed securities | $3,484,000 | 4,395 |
| Certificates of participation in pools of residential mortgages | $3,484,000 | 3,767 |
| Issued or guaranteed by U.S. | $3,484,000 | 3,760 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $9,671,000 | 1,098 |
| Available-for-sale securities (fair market value) | $0 | 7,144 |
| Total debt securities | $9,671,000 | 5,746 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,961 |
| Fair value | $2,033,000 | 1,958 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $8,819,000 | 6,018 |
| U.S. Government securities | $8,819,000 | 5,255 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $8,819,000 | 5,145 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,343 |
| Mortgage-backed securities | $3,630,000 | 4,436 |
| Certificates of participation in pools of residential mortgages | $3,630,000 | 3,848 |
| Issued or guaranteed by U.S. | $3,630,000 | 3,841 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $8,819,000 | 1,163 |
| Available-for-sale securities (fair market value) | $0 | 7,234 |
| Total debt securities | $8,819,000 | 5,973 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,024 |
| Fair value | $1,541,000 | 2,016 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $11,305,000 | 5,557 |
| U.S. Government securities | $11,305,000 | 4,732 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $11,305,000 | 4,627 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,398 |
| Mortgage-backed securities | $3,811,000 | 4,451 |
| Certificates of participation in pools of residential mortgages | $3,811,000 | 3,869 |
| Issued or guaranteed by U.S. | $3,811,000 | 3,860 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $11,305,000 | 1,024 |
| Available-for-sale securities (fair market value) | $0 | 7,286 |
| Total debt securities | $11,305,000 | 5,520 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,166 |
| Fair value | $3,049,000 | 1,151 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $12,011,000 | 5,483 |
| U.S. Government securities | $12,011,000 | 4,616 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $12,011,000 | 4,519 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,412 |
| Mortgage-backed securities | $4,017,000 | 4,492 |
| Certificates of participation in pools of residential mortgages | $4,017,000 | 3,894 |
| Issued or guaranteed by U.S. | $4,017,000 | 3,885 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $12,011,000 | 1,017 |
| Available-for-sale securities (fair market value) | $0 | 7,355 |
| Total debt securities | $12,011,000 | 5,434 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 760 |
| Fair value | $3,561,000 | 753 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $11,765,000 | 5,525 |
| U.S. Government securities | $11,765,000 | 4,667 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $11,765,000 | 4,574 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,462 |
| Mortgage-backed securities | $4,271,000 | 4,457 |
| Certificates of participation in pools of residential mortgages | $4,271,000 | 3,866 |
| Issued or guaranteed by U.S. | $4,271,000 | 3,854 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $11,765,000 | 1,052 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $11,765,000 | 5,483 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 485 |
| Fair value | $3,567,000 | 474 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $12,473,000 | 5,468 |
| U.S. Government securities | $12,473,000 | 4,625 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $12,473,000 | 4,543 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,516 |
| Mortgage-backed securities | $4,480,000 | 4,493 |
| Certificates of participation in pools of residential mortgages | $4,480,000 | 3,914 |
| Issued or guaranteed by U.S. | $4,480,000 | 3,901 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,473,000 | 1,021 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $12,473,000 | 5,422 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 316 |
| Fair value | $4,063,000 | 311 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $10,629,000 | 5,799 |
| U.S. Government securities | $10,629,000 | 5,013 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $10,629,000 | 4,920 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,541 |
| Mortgage-backed securities | $4,639,000 | 4,399 |
| Certificates of participation in pools of residential mortgages | $4,639,000 | 3,833 |
| Issued or guaranteed by U.S. | $4,639,000 | 3,820 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,629,000 | 1,120 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $10,629,000 | 5,758 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 404 |
| Fair value | $3,573,000 | 390 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $11,341,000 | 5,648 |
| U.S. Government securities | $11,341,000 | 4,831 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $11,341,000 | 4,741 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,576 |
| Mortgage-backed securities | $4,853,000 | 4,251 |
| Certificates of participation in pools of residential mortgages | $4,853,000 | 3,689 |
| Issued or guaranteed by U.S. | $4,853,000 | 3,677 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,341,000 | 1,073 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $11,341,000 | 5,606 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 377 |
| Fair value | $3,487,000 | 377 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $11,597,000 | 5,650 |
| U.S. Government securities | $11,597,000 | 4,817 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $11,597,000 | 4,733 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,612 |
| Mortgage-backed securities | $5,110,000 | 4,181 |
| Certificates of participation in pools of residential mortgages | $5,110,000 | 3,614 |
| Issued or guaranteed by U.S. | $5,110,000 | 3,599 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,597,000 | 1,047 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $11,597,000 | 5,590 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 412 |
| Fair value | $3,508,000 | 409 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $10,497,000 | 5,840 |
| U.S. Government securities | $10,497,000 | 5,034 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $10,497,000 | 4,936 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,633 |
| Mortgage-backed securities | $4,504,000 | 4,253 |
| Certificates of participation in pools of residential mortgages | $4,504,000 | 3,672 |
| Issued or guaranteed by U.S. | $4,504,000 | 3,656 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,497,000 | 1,115 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $10,497,000 | 5,769 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 368 |
| Fair value | $4,070,000 | 368 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $12,936,000 | 5,524 |
| U.S. Government securities | $12,936,000 | 4,693 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $12,936,000 | 4,593 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,689 |
| Mortgage-backed securities | $4,953,000 | 3,845 |
| Certificates of participation in pools of residential mortgages | $4,953,000 | 3,236 |
| Issued or guaranteed by U.S. | $4,953,000 | 3,220 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,936,000 | 1,043 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $12,936,000 | 5,463 |
| Structured notes | ||
| Amortized cost | $4,992,000 | 520 |
| Fair value | $5,032,000 | 495 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $14,393,000 | 5,289 |
| U.S. Government securities | $14,393,000 | 4,492 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $14,393,000 | 4,394 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,710 |
| Mortgage-backed securities | $5,411,000 | 3,588 |
| Certificates of participation in pools of residential mortgages | $5,411,000 | 2,978 |
| Issued or guaranteed by U.S. | $5,411,000 | 2,962 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,393,000 | 1,003 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $14,393,000 | 5,242 |
| Structured notes | ||
| Amortized cost | $5,992,000 | 539 |
| Fair value | $5,967,000 | 531 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $15,065,000 | 5,189 |
| U.S. Government securities | $15,065,000 | 4,390 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $15,065,000 | 4,279 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,778 |
| Mortgage-backed securities | $6,083,000 | 3,374 |
| Certificates of participation in pools of residential mortgages | $6,083,000 | 2,740 |
| Issued or guaranteed by U.S. | $6,083,000 | 2,726 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,065,000 | 992 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $15,065,000 | 5,147 |
| Structured notes | ||
| Amortized cost | $5,992,000 | 564 |
| Fair value | $5,885,000 | 564 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $15,786,000 | 5,125 |
| U.S. Government securities | $15,786,000 | 4,300 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $15,786,000 | 4,193 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $6,805,000 | 3,204 |
| Certificates of participation in pools of residential mortgages | $6,805,000 | 2,587 |
| Issued or guaranteed by U.S. | $6,805,000 | 2,577 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,786,000 | 973 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $15,786,000 | 5,086 |
| Structured notes | ||
| Amortized cost | $5,991,000 | 606 |
| Fair value | $5,913,000 | 605 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $15,900,000 | 5,152 |
| U.S. Government securities | $15,900,000 | 4,343 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $15,900,000 | 4,230 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $6,920,000 | 3,163 |
| Certificates of participation in pools of residential mortgages | $6,920,000 | 2,563 |
| Issued or guaranteed by U.S. | $6,920,000 | 2,549 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,900,000 | 994 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $15,900,000 | 5,111 |
| Structured notes | ||
| Amortized cost | $5,991,000 | 629 |
| Fair value | $5,866,000 | 630 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $17,028,000 | 5,020 |
| U.S. Government securities | $17,028,000 | 4,195 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $17,028,000 | 4,075 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $7,549,000 | 3,024 |
| Certificates of participation in pools of residential mortgages | $7,549,000 | 2,462 |
| Issued or guaranteed by U.S. | $7,549,000 | 2,449 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,028,000 | 983 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $17,028,000 | 4,976 |
| Structured notes | ||
| Amortized cost | $6,490,000 | 622 |
| Fair value | $6,351,000 | 625 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $17,705,000 | 4,888 |
| U.S. Government securities | $17,705,000 | 4,093 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $17,705,000 | 3,967 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $8,226,000 | 2,897 |
| Certificates of participation in pools of residential mortgages | $8,226,000 | 2,361 |
| Issued or guaranteed by U.S. | $8,226,000 | 2,350 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,705,000 | 969 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $17,705,000 | 4,839 |
| Structured notes | ||
| Amortized cost | $6,490,000 | 660 |
| Fair value | $6,226,000 | 663 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $19,494,000 | 4,685 |
| U.S. Government securities | $19,494,000 | 3,881 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $19,494,000 | 3,761 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $9,016,000 | 2,819 |
| Certificates of participation in pools of residential mortgages | $9,016,000 | 2,292 |
| Issued or guaranteed by U.S. | $9,016,000 | 2,281 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,494,000 | 918 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $19,494,000 | 4,634 |
| Structured notes | ||
| Amortized cost | $7,490,000 | 592 |
| Fair value | $7,270,000 | 600 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $20,201,000 | 4,608 |
| U.S. Government securities | $20,201,000 | 3,759 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $20,201,000 | 3,628 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,036 |
| Mortgage-backed securities | $9,724,000 | 2,721 |
| Certificates of participation in pools of residential mortgages | $9,724,000 | 2,200 |
| Issued or guaranteed by U.S. | $9,724,000 | 2,189 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,201,000 | 923 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $20,201,000 | 4,547 |
| Structured notes | ||
| Amortized cost | $7,490,000 | 590 |
| Fair value | $7,331,000 | 592 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $21,207,000 | 4,452 |
| U.S. Government securities | $21,207,000 | 3,606 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $21,207,000 | 3,471 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $10,230,000 | 2,695 |
| Certificates of participation in pools of residential mortgages | $10,230,000 | 2,165 |
| Issued or guaranteed by U.S. | $10,230,000 | 2,154 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,207,000 | 883 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $21,207,000 | 4,390 |
| Structured notes | ||
| Amortized cost | $7,489,000 | 571 |
| Fair value | $7,338,000 | 576 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $22,872,000 | 4,264 |
| U.S. Government securities | $22,872,000 | 3,461 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $22,872,000 | 3,335 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $11,396,000 | 2,625 |
| Certificates of participation in pools of residential mortgages | $11,396,000 | 2,095 |
| Issued or guaranteed by U.S. | $11,396,000 | 2,083 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,872,000 | 843 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $22,872,000 | 4,209 |
| Structured notes | ||
| Amortized cost | $7,989,000 | 549 |
| Fair value | $7,908,000 | 553 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $23,313,000 | 4,290 |
| U.S. Government securities | $23,313,000 | 3,483 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $23,313,000 | 3,351 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $12,335,000 | 2,575 |
| Certificates of participation in pools of residential mortgages | $12,335,000 | 2,037 |
| Issued or guaranteed by U.S. | $12,335,000 | 2,026 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $23,313,000 | 852 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $23,313,000 | 4,238 |
| Structured notes | ||
| Amortized cost | $7,491,000 | 576 |
| Fair value | $7,306,000 | 583 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $24,097,000 | 4,229 |
| U.S. Government securities | $24,097,000 | 3,382 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $24,097,000 | 3,255 |
| 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 | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $12,120,000 | 2,656 |
| Certificates of participation in pools of residential mortgages | $12,120,000 | 2,107 |
| Issued or guaranteed by U.S. | $12,120,000 | 2,098 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,097,000 | 839 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $24,097,000 | 4,158 |
| Structured notes | ||
| Amortized cost | $7,981,000 | 529 |
| Fair value | $7,888,000 | 530 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $23,982,000 | 4,226 |
| U.S. Government securities | $23,982,000 | 3,386 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $23,982,000 | 3,264 |
| 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 | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $11,996,000 | 2,675 |
| Certificates of participation in pools of residential mortgages | $11,996,000 | 2,135 |
| Issued or guaranteed by U.S. | $11,996,000 | 2,126 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $23,982,000 | 839 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $23,982,000 | 4,151 |
| Structured notes | ||
| Amortized cost | $8,000,000 | 519 |
| Fair value | $7,939,000 | 538 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $24,731,000 | 4,196 |
| U.S. Government securities | $24,731,000 | 3,355 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $24,731,000 | 3,231 |
| 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 | $0 | 7,245 |
| Mortgage-backed securities | $11,746,000 | 2,742 |
| Certificates of participation in pools of residential mortgages | $11,746,000 | 2,183 |
| Issued or guaranteed by U.S. | $11,746,000 | 2,173 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,731,000 | 819 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $24,731,000 | 4,124 |
| Structured notes | ||
| Amortized cost | $8,000,000 | 521 |
| Fair value | $7,802,000 | 534 |
| 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 | $23,419,000 | 4,332 |
| U.S. Government securities | $23,419,000 | 3,448 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $23,419,000 | 3,329 |
| 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 | $0 | 7,252 |
| Mortgage-backed securities | $9,934,000 | 3,031 |
| Certificates of participation in pools of residential mortgages | $9,934,000 | 2,424 |
| Issued or guaranteed by U.S. | $9,934,000 | 2,414 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $23,419,000 | 834 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $23,419,000 | 4,256 |
| Structured notes | ||
| Amortized cost | $8,000,000 | 451 |
| Fair value | $7,966,000 | 469 |
| 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 | $23,027,000 | 4,433 |
| U.S. Government securities | $23,027,000 | 3,551 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $23,027,000 | 3,421 |
| 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 | $0 | 7,280 |
| Mortgage-backed securities | $9,544,000 | 3,084 |
| Certificates of participation in pools of residential mortgages | $9,544,000 | 2,486 |
| Issued or guaranteed by U.S. | $9,544,000 | 2,474 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $23,027,000 | 852 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $23,027,000 | 4,357 |
| Structured notes | ||
| Amortized cost | $8,000,000 | 396 |
| Fair value | $7,859,000 | 407 |
| 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 | $22,159,000 | 4,476 |
| U.S. Government securities | $22,104,000 | 3,542 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $22,104,000 | 3,414 |
| Securities issued by states & political subdivisions | $55,000 | 6,674 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $8,122,000 | 3,320 |
| Certificates of participation in pools of residential mortgages | $8,122,000 | 2,709 |
| Issued or guaranteed by U.S. | $8,122,000 | 2,696 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,159,000 | 864 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $22,159,000 | 4,398 |
| Structured notes | ||
| Amortized cost | $7,000,000 | 364 |
| Fair value | $6,964,000 | 366 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $18,932,000 | 4,838 |
| U.S. Government securities | $18,877,000 | 3,838 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $18,877,000 | 3,688 |
| Securities issued by states & political subdivisions | $55,000 | 6,687 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $6,886,000 | 3,645 |
| Certificates of participation in pools of residential mortgages | $6,886,000 | 2,955 |
| Issued or guaranteed by U.S. | $6,886,000 | 2,943 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,932,000 | 936 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $18,932,000 | 4,743 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 550 |
| Fair value | $3,523,000 | 558 |
| 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 | $18,517,000 | 4,887 |
| U.S. Government securities | $18,462,000 | 3,915 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $18,462,000 | 3,757 |
| Securities issued by states & political subdivisions | $55,000 | 6,683 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $6,471,000 | 3,755 |
| Certificates of participation in pools of residential mortgages | $6,471,000 | 3,014 |
| Issued or guaranteed by U.S. | $6,471,000 | 2,999 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,517,000 | 978 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $18,517,000 | 4,792 |
| Structured notes | ||
| Amortized cost | $5,997,000 | 231 |
| Fair value | $6,039,000 | 223 |
| 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 | $15,090,000 | 5,457 |
| U.S. Government securities | $15,035,000 | 4,463 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $15,035,000 | 4,298 |
| Securities issued by states & political subdivisions | $55,000 | 6,713 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $7,039,000 | 3,603 |
| Certificates of participation in pools of residential mortgages | $7,039,000 | 2,836 |
| Issued or guaranteed by U.S. | $7,039,000 | 2,826 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,090,000 | 1,143 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $15,090,000 | 5,359 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 609 |
| Fair value | $1,505,000 | 646 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $15,143,000 | 5,341 |
| U.S. Government securities | $15,088,000 | 4,360 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $15,088,000 | 4,153 |
| Securities issued by states & political subdivisions | $55,000 | 6,877 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $6,088,000 | 3,682 |
| Certificates of participation in pools of residential mortgages | $6,088,000 | 2,852 |
| Issued or guaranteed by U.S. | $6,088,000 | 2,835 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,143,000 | 1,157 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $15,143,000 | 5,249 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $15,152,000 | 5,536 |
| U.S. Government securities | $14,739,000 | 4,593 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $14,739,000 | 4,283 |
| Securities issued by states & political subdivisions | $155,000 | 6,821 |
| 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 | $258,000 | 5,289 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $5,739,000 | 3,169 |
| Certificates of participation in pools of residential mortgages | $5,739,000 | 2,437 |
| Issued or guaranteed by U.S. | $5,739,000 | 2,418 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,894,000 | 1,441 |
| Available-for-sale securities (fair market value) | $258,000 | 8,897 |
| Total debt securities | $14,894,000 | 5,457 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $13,044,000 | 6,270 |
| U.S. Government securities | $12,643,000 | 5,345 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $12,643,000 | 4,836 |
| Securities issued by states & political subdivisions | $156,000 | 7,145 |
| 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 | $245,000 | 5,290 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $3,643,000 | 4,141 |
| Certificates of participation in pools of residential mortgages | $3,643,000 | 3,269 |
| Issued or guaranteed by U.S. | $3,643,000 | 3,254 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,799,000 | 1,802 |
| Available-for-sale securities (fair market value) | $245,000 | 9,174 |
| Total debt securities | $12,799,000 | 6,220 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $10,774,000 | 6,868 |
| U.S. Government securities | $10,433,000 | 5,962 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $10,433,000 | 5,154 |
| Securities issued by states & political subdivisions | $100,000 | 7,566 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $241,000 | 5,082 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $4,932,000 | 3,850 |
| Certificates of participation in pools of residential mortgages | $4,932,000 | 2,972 |
| Issued or guaranteed by U.S. | $4,932,000 | 2,959 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,533,000 | 2,240 |
| Available-for-sale securities (fair market value) | $241,000 | 9,310 |
| Total debt securities | $10,533,000 | 6,794 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $11,011,000 | 7,110 |
| U.S. Government securities | $10,753,000 | 6,228 |
| U.S. Treasury securities | $500,000 | 7,201 |
| U.S. Government agency obligations | $10,253,000 | 5,146 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $258,000 | 4,933 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $5,753,000 | 3,585 |
| Certificates of participation in pools of residential mortgages | $5,753,000 | 2,704 |
| Issued or guaranteed by U.S. | $5,753,000 | 2,693 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,753,000 | 2,653 |
| Available-for-sale securities (fair market value) | $258,000 | 9,669 |
| Total debt securities | $10,756,000 | 7,053 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $13,149,000 | 6,947 |
| U.S. Government securities | $12,916,000 | 6,058 |
| U.S. Treasury securities | $499,000 | 8,127 |
| U.S. Government agency obligations | $12,417,000 | 4,809 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $233,000 | 5,016 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $6,917,000 | 3,593 |
| Certificates of participation in pools of residential mortgages | $6,917,000 | 2,696 |
| Issued or guaranteed by U.S. | $6,917,000 | 2,675 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,916,000 | 2,661 |
| Available-for-sale securities (fair market value) | $233,000 | 10,048 |
| Total debt securities | $12,916,000 | 6,893 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $15,172,000 | 6,659 |
| U.S. Government securities | $14,927,000 | 5,723 |
| U.S. Treasury securities | $998,000 | 8,652 |
| U.S. Government agency obligations | $13,929,000 | 4,416 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $245,000 | 4,655 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $7,110,000 | 3,763 |
| Certificates of participation in pools of residential mortgages | $7,110,000 | 2,681 |
| Issued or guaranteed by U.S. | $7,110,000 | 2,658 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,927,000 | 2,524 |
| Available-for-sale securities (fair market value) | $245,000 | 10,477 |
| Total debt securities | $14,927,000 | 6,597 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $17,377,000 | 6,488 |
| U.S. Government securities | $17,136,000 | 5,539 |
| U.S. Treasury securities | $2,495,000 | 7,649 |
| U.S. Government agency obligations | $14,641,000 | 4,086 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $241,000 | 4,430 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $8,141,000 | 3,662 |
| Certificates of participation in pools of residential mortgages | $8,141,000 | 2,559 |
| Issued or guaranteed by U.S. | $8,141,000 | 2,549 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,136,000 | 3,887 |
| Available-for-sale securities (fair market value) | $241,000 | 10,444 |
| Total debt securities | $17,136,000 | 6,435 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $17,286,000 | 6,756 |
| U.S. Government securities | $16,980,000 | 5,768 |
| U.S. Treasury securities | $1,995,000 | 8,590 |
| U.S. Government agency obligations | $14,985,000 | 4,181 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $306,000 | 3,855 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,569 |
| Mortgage-backed securities | $8,485,000 | 3,979 |
| Certificates of participation in pools of residential mortgages | $8,485,000 | 2,741 |
| Issued or guaranteed by U.S. | $8,485,000 | 2,711 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $16,980,000 | 6,694 |
| 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 | $16,224,000 | 7,011 |
| U.S. Government securities | $16,230,000 | 5,904 |
| U.S. Treasury securities | $1,996,000 | 8,884 |
| U.S. Government agency obligations | $14,234,000 | 4,271 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $6,000 | 485 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,238,000 | 3,929 |
| Certificates of participation in pools of residential mortgages | $9,238,000 | 2,684 |
| Issued or guaranteed by U.S. | $9,238,000 | 2,635 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| 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 | $16,230,000 | 6,892 |
| 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 |