Home > The Northampton Co-operative Bank > Securities
The Northampton Co-operative Bank, Securities
| 2015-03-31 | Rank | |
| Total securities | $47,752,000 | 2,641 |
| U.S. Government securities | $43,945,000 | 1,997 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $43,945,000 | 1,921 |
| Securities issued by states & political subdivisions | $400,000 | 4,960 |
| Other domestic debt securities | $3,407,000 | 1,064 |
| Privately issued residential mortgage-backed securities | $274,000 | 553 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $604,000 | 184 |
| Other domestic debt securities - All other | $2,529,000 | 930 |
| 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 | $5,687,000 | 3,931 |
| Mortgage-backed securities | $44,219,000 | 1,302 |
| Certificates of participation in pools of residential mortgages | $4,290,000 | 3,386 |
| Issued or guaranteed by U.S. | $4,290,000 | 3,384 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $39,929,000 | 540 |
| CMOs issued by government agencies or sponsored agencies | $39,655,000 | 514 |
| Privately issued | $274,000 | 522 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $47,752,000 | 2,410 |
| Total debt securities | $47,752,000 | 2,619 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $50,093,000 | 2,590 |
| U.S. Government securities | $46,306,000 | 1,932 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $46,306,000 | 1,854 |
| Securities issued by states & political subdivisions | $400,000 | 5,047 |
| Other domestic debt securities | $3,387,000 | 1,057 |
| Privately issued residential mortgage-backed securities | $287,000 | 547 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $570,000 | 186 |
| Other domestic debt securities - All other | $2,530,000 | 933 |
| 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 | $6,032,000 | 3,893 |
| Mortgage-backed securities | $46,593,000 | 1,281 |
| Certificates of participation in pools of residential mortgages | $4,353,000 | 3,431 |
| Issued or guaranteed by U.S. | $4,353,000 | 3,426 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $42,240,000 | 524 |
| CMOs issued by government agencies or sponsored agencies | $41,953,000 | 495 |
| Privately issued | $287,000 | 516 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $50,093,000 | 2,356 |
| Total debt securities | $50,093,000 | 2,566 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $52,868,000 | 2,536 |
| U.S. Government securities | $49,054,000 | 1,892 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $49,054,000 | 1,820 |
| Securities issued by states & political subdivisions | $396,000 | 5,102 |
| Other domestic debt securities | $3,418,000 | 1,095 |
| Privately issued residential mortgage-backed securities | $299,000 | 579 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $580,000 | 193 |
| Other domestic debt securities - All other | $2,539,000 | 961 |
| 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 | $6,360,000 | 3,886 |
| Mortgage-backed securities | $49,353,000 | 1,245 |
| Certificates of participation in pools of residential mortgages | $4,516,000 | 3,479 |
| Issued or guaranteed by U.S. | $4,516,000 | 3,478 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $44,837,000 | 515 |
| CMOs issued by government agencies or sponsored agencies | $44,538,000 | 490 |
| Privately issued | $299,000 | 551 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $52,868,000 | 2,298 |
| Total debt securities | $52,868,000 | 2,514 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $55,212,000 | 2,478 |
| U.S. Government securities | $51,443,000 | 1,829 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $51,443,000 | 1,762 |
| Securities issued by states & political subdivisions | $398,000 | 5,163 |
| Other domestic debt securities | $3,371,000 | 1,142 |
| Privately issued residential mortgage-backed securities | $309,000 | 591 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $520,000 | 201 |
| Other domestic debt securities - All other | $2,542,000 | 985 |
| 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 | $385,000 | 5,554 |
| Mortgage-backed securities | $51,752,000 | 1,213 |
| Certificates of participation in pools of residential mortgages | $4,741,000 | 3,491 |
| Issued or guaranteed by U.S. | $4,741,000 | 3,491 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $47,011,000 | 508 |
| CMOs issued by government agencies or sponsored agencies | $46,702,000 | 480 |
| Privately issued | $309,000 | 565 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $55,212,000 | 2,248 |
| Total debt securities | $55,212,000 | 2,456 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $53,559,000 | 2,545 |
| U.S. Government securities | $48,779,000 | 1,920 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $48,779,000 | 1,866 |
| Securities issued by states & political subdivisions | $390,000 | 5,200 |
| Other domestic debt securities | $4,390,000 | 1,036 |
| Privately issued residential mortgage-backed securities | $322,000 | 612 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $540,000 | 206 |
| Other domestic debt securities - All other | $3,528,000 | 858 |
| 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 | $470,000 | 5,567 |
| Mortgage-backed securities | $49,101,000 | 1,259 |
| Certificates of participation in pools of residential mortgages | $4,035,000 | 3,673 |
| Issued or guaranteed by U.S. | $4,035,000 | 3,672 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $45,066,000 | 517 |
| CMOs issued by government agencies or sponsored agencies | $44,744,000 | 489 |
| Privately issued | $322,000 | 586 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $53,559,000 | 2,319 |
| Total debt securities | $53,559,000 | 2,527 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,412 |
| Fair value | $1,519,000 | 1,405 |
| 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 | $48,450,000 | 2,756 |
| U.S. Government securities | $43,698,000 | 2,105 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $43,698,000 | 2,043 |
| Securities issued by states & political subdivisions | $386,000 | 5,256 |
| Other domestic debt securities | $4,366,000 | 1,070 |
| Privately issued residential mortgage-backed securities | $334,000 | 637 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $500,000 | 223 |
| Other domestic debt securities - All other | $3,532,000 | 881 |
| 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 | $618,000 | 5,572 |
| Mortgage-backed securities | $44,032,000 | 1,393 |
| Certificates of participation in pools of residential mortgages | $4,229,000 | 3,639 |
| Issued or guaranteed by U.S. | $4,229,000 | 3,636 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $39,803,000 | 566 |
| CMOs issued by government agencies or sponsored agencies | $39,469,000 | 539 |
| Privately issued | $334,000 | 607 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $48,450,000 | 2,508 |
| Total debt securities | $48,450,000 | 2,730 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,396 |
| Fair value | $1,517,000 | 1,387 |
| 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 | $46,315,000 | 2,861 |
| U.S. Government securities | $41,559,000 | 2,201 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $41,559,000 | 2,143 |
| Securities issued by states & political subdivisions | $387,000 | 5,293 |
| Other domestic debt securities | $4,369,000 | 1,101 |
| Privately issued residential mortgage-backed securities | $347,000 | 666 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $490,000 | 246 |
| Other domestic debt securities - All other | $3,532,000 | 907 |
| 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 | $729,000 | 5,599 |
| Mortgage-backed securities | $41,906,000 | 1,462 |
| Certificates of participation in pools of residential mortgages | $2,447,000 | 4,152 |
| Issued or guaranteed by U.S. | $2,447,000 | 4,145 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $39,459,000 | 579 |
| CMOs issued by government agencies or sponsored agencies | $39,112,000 | 541 |
| Privately issued | $347,000 | 637 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $46,315,000 | 2,609 |
| Total debt securities | $46,315,000 | 2,834 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,385 |
| Fair value | $1,511,000 | 1,378 |
| 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 | $44,624,000 | 2,910 |
| U.S. Government securities | $39,623,000 | 2,262 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $39,623,000 | 2,196 |
| Securities issued by states & political subdivisions | $690,000 | 5,111 |
| Other domestic debt securities | $4,311,000 | 1,124 |
| Privately issued residential mortgage-backed securities | $361,000 | 682 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $420,000 | 250 |
| Other domestic debt securities - All other | $3,530,000 | 918 |
| 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 | $875,000 | 5,564 |
| Mortgage-backed securities | $39,984,000 | 1,504 |
| Certificates of participation in pools of residential mortgages | $1,830,000 | 4,315 |
| Issued or guaranteed by U.S. | $1,830,000 | 4,311 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $38,154,000 | 603 |
| CMOs issued by government agencies or sponsored agencies | $37,793,000 | 563 |
| Privately issued | $361,000 | 653 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $44,624,000 | 2,665 |
| Total debt securities | $44,624,000 | 2,884 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,355 |
| Fair value | $1,507,000 | 1,352 |
| 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 | $40,828,000 | 3,107 |
| U.S. Government securities | $34,260,000 | 2,560 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $34,260,000 | 2,500 |
| Securities issued by states & political subdivisions | $703,000 | 5,114 |
| Other domestic debt securities | $5,865,000 | 962 |
| Privately issued residential mortgage-backed securities | $892,000 | 568 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $410,000 | 241 |
| Other domestic debt securities - All other | $4,563,000 | 780 |
| 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 | $1,137,000 | 5,478 |
| Mortgage-backed securities | $35,152,000 | 1,694 |
| Certificates of participation in pools of residential mortgages | $7,204,000 | 3,092 |
| Issued or guaranteed by U.S. | $7,204,000 | 3,091 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $27,948,000 | 800 |
| CMOs issued by government agencies or sponsored agencies | $27,056,000 | 766 |
| Privately issued | $892,000 | 547 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $40,828,000 | 2,871 |
| Total debt securities | $40,828,000 | 3,069 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,398 |
| Fair value | $1,527,000 | 1,389 |
| 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 | $41,462,000 | 3,040 |
| U.S. Government securities | $34,807,000 | 2,493 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $34,807,000 | 2,432 |
| Securities issued by states & political subdivisions | $712,000 | 5,138 |
| Other domestic debt securities | $5,943,000 | 927 |
| Privately issued residential mortgage-backed securities | $1,018,000 | 568 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $410,000 | 243 |
| Other domestic debt securities - All other | $4,515,000 | 759 |
| 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 | $1,342,000 | 5,437 |
| Mortgage-backed securities | $35,825,000 | 1,666 |
| Certificates of participation in pools of residential mortgages | $7,649,000 | 3,012 |
| Issued or guaranteed by U.S. | $7,649,000 | 3,011 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $28,176,000 | 797 |
| CMOs issued by government agencies or sponsored agencies | $27,158,000 | 762 |
| Privately issued | $1,018,000 | 549 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $41,462,000 | 2,806 |
| Total debt securities | $41,462,000 | 3,014 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,439 |
| Fair value | $1,463,000 | 1,496 |
| 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 | $37,616,000 | 3,254 |
| U.S. Government securities | $30,922,000 | 2,747 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $30,922,000 | 2,692 |
| Securities issued by states & political subdivisions | $716,000 | 5,152 |
| Other domestic debt securities | $5,978,000 | 955 |
| Privately issued residential mortgage-backed securities | $1,116,000 | 588 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $330,000 | 254 |
| Other domestic debt securities - All other | $4,532,000 | 784 |
| 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 | $2,598,000 | 5,055 |
| Mortgage-backed securities | $31,038,000 | 1,940 |
| Certificates of participation in pools of residential mortgages | $8,171,000 | 3,075 |
| Issued or guaranteed by U.S. | $8,171,000 | 3,074 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $22,867,000 | 977 |
| CMOs issued by government agencies or sponsored agencies | $21,751,000 | 933 |
| Privately issued | $1,116,000 | 565 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $37,616,000 | 3,003 |
| Total debt securities | $37,616,000 | 3,227 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,551 |
| Fair value | $1,468,000 | 1,613 |
| 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 | $38,906,000 | 3,194 |
| U.S. Government securities | $32,152,000 | 2,718 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $32,152,000 | 2,663 |
| Securities issued by states & political subdivisions | $714,000 | 5,145 |
| Other domestic debt securities | $6,040,000 | 966 |
| Privately issued residential mortgage-backed securities | $1,206,000 | 627 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $290,000 | 262 |
| Other domestic debt securities - All other | $4,544,000 | 797 |
| 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 | $2,977,000 | 4,970 |
| Mortgage-backed securities | $30,358,000 | 1,986 |
| Certificates of participation in pools of residential mortgages | $8,712,000 | 3,023 |
| Issued or guaranteed by U.S. | $8,712,000 | 3,023 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $21,646,000 | 1,011 |
| CMOs issued by government agencies or sponsored agencies | $20,440,000 | 977 |
| Privately issued | $1,206,000 | 605 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $38,906,000 | 2,952 |
| Total debt securities | $38,906,000 | 3,171 |
| Structured notes | ||
| Amortized cost | $3,499,000 | 1,152 |
| Fair value | $3,485,000 | 1,165 |
| 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 | $40,827,000 | 3,110 |
| U.S. Government securities | $33,516,000 | 2,665 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $33,516,000 | 2,608 |
| Securities issued by states & political subdivisions | $1,112,000 | 4,866 |
| Other domestic debt securities | $6,199,000 | 949 |
| Privately issued residential mortgage-backed securities | $1,328,000 | 639 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $320,000 | 251 |
| Other domestic debt securities - All other | $4,551,000 | 791 |
| 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 | $8,929,000 | 3,571 |
| Mortgage-backed securities | $33,843,000 | 1,836 |
| Certificates of participation in pools of residential mortgages | $13,955,000 | 2,368 |
| Issued or guaranteed by U.S. | $13,955,000 | 2,364 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $19,888,000 | 1,093 |
| CMOs issued by government agencies or sponsored agencies | $18,560,000 | 1,072 |
| Privately issued | $1,328,000 | 619 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $40,827,000 | 2,864 |
| Total debt securities | $40,827,000 | 3,083 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,934 |
| Fair value | $1,471,000 | 2,005 |
| 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 | $39,226,000 | 3,108 |
| U.S. Government securities | $33,306,000 | 2,584 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $33,306,000 | 2,530 |
| Securities issued by states & political subdivisions | $1,114,000 | 4,878 |
| Other domestic debt securities | $4,806,000 | 1,061 |
| Privately issued residential mortgage-backed securities | $1,452,000 | 684 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $290,000 | 244 |
| Other domestic debt securities - All other | $3,064,000 | 907 |
| 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 | $9,734,000 | 3,260 |
| Mortgage-backed securities | $33,757,000 | 1,791 |
| Certificates of participation in pools of residential mortgages | $14,552,000 | 2,219 |
| Issued or guaranteed by U.S. | $14,552,000 | 2,213 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $19,205,000 | 1,096 |
| CMOs issued by government agencies or sponsored agencies | $17,753,000 | 1,031 |
| Privately issued | $1,452,000 | 653 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $39,226,000 | 2,850 |
| Total debt securities | $39,226,000 | 3,088 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $40,706,000 | 2,949 |
| U.S. Government securities | $34,096,000 | 2,483 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $34,096,000 | 2,423 |
| Securities issued by states & political subdivisions | $1,612,000 | 4,620 |
| Other domestic debt securities | $4,998,000 | 1,047 |
| Privately issued residential mortgage-backed securities | $1,659,000 | 691 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $220,000 | 261 |
| Other domestic debt securities - All other | $3,119,000 | 878 |
| 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 | $10,705,000 | 3,082 |
| Mortgage-backed securities | $34,755,000 | 1,687 |
| Certificates of participation in pools of residential mortgages | $15,236,000 | 2,088 |
| Issued or guaranteed by U.S. | $15,236,000 | 2,082 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $19,519,000 | 1,084 |
| CMOs issued by government agencies or sponsored agencies | $17,860,000 | 1,021 |
| Privately issued | $1,659,000 | 654 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $40,706,000 | 2,704 |
| Total debt securities | $40,706,000 | 2,924 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $41,294,000 | 2,937 |
| U.S. Government securities | $33,195,000 | 2,580 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $33,195,000 | 2,514 |
| Securities issued by states & political subdivisions | $2,701,000 | 4,170 |
| Other domestic debt securities | $5,398,000 | 978 |
| Privately issued residential mortgage-backed securities | $1,805,000 | 682 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $470,000 | 232 |
| Other domestic debt securities - All other | $3,123,000 | 805 |
| 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 | $11,651,000 | 2,950 |
| Mortgage-backed securities | $33,999,000 | 1,656 |
| Certificates of participation in pools of residential mortgages | $16,097,000 | 1,960 |
| Issued or guaranteed by U.S. | $16,097,000 | 1,958 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $17,902,000 | 1,122 |
| CMOs issued by government agencies or sponsored agencies | $16,097,000 | 1,044 |
| Privately issued | $1,805,000 | 647 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $41,294,000 | 2,673 |
| Total debt securities | $41,294,000 | 2,916 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $42,097,000 | 2,875 |
| U.S. Government securities | $33,524,000 | 2,543 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $33,524,000 | 2,473 |
| Securities issued by states & political subdivisions | $3,280,000 | 3,924 |
| Other domestic debt securities | $5,293,000 | 1,021 |
| Privately issued residential mortgage-backed securities | $1,965,000 | 692 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $220,000 | 268 |
| Other domestic debt securities - All other | $3,108,000 | 826 |
| 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 | $34,488,000 | 1,598 |
| Certificates of participation in pools of residential mortgages | $16,905,000 | 1,863 |
| Issued or guaranteed by U.S. | $16,905,000 | 1,860 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $17,583,000 | 1,111 |
| CMOs issued by government agencies or sponsored agencies | $15,618,000 | 1,029 |
| Privately issued | $1,965,000 | 658 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $42,097,000 | 2,612 |
| Total debt securities | $42,097,000 | 2,851 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $40,941,000 | 2,851 |
| U.S. Government securities | $32,191,000 | 2,505 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $32,191,000 | 2,427 |
| Securities issued by states & political subdivisions | $3,250,000 | 3,937 |
| Other domestic debt securities | $5,500,000 | 1,060 |
| Privately issued residential mortgage-backed securities | $2,167,000 | 703 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $220,000 | 266 |
| Other domestic debt securities - All other | $3,113,000 | 819 |
| 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 | $33,357,000 | 1,611 |
| Certificates of participation in pools of residential mortgages | $17,744,000 | 1,708 |
| Issued or guaranteed by U.S. | $17,744,000 | 1,702 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $15,613,000 | 1,165 |
| CMOs issued by government agencies or sponsored agencies | $13,446,000 | 1,087 |
| Privately issued | $2,167,000 | 669 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $40,941,000 | 2,585 |
| Total debt securities | $40,941,000 | 2,828 |
| Structured notes | ||
| Amortized cost | $993,000 | 2,524 |
| Fair value | $992,000 | 2,448 |
| 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 | $40,489,000 | 2,839 |
| U.S. Government securities | $32,196,000 | 2,486 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $32,196,000 | 2,404 |
| Securities issued by states & political subdivisions | $3,334,000 | 3,853 |
| Other domestic debt securities | $4,959,000 | 1,149 |
| Privately issued residential mortgage-backed securities | $2,475,000 | 734 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $330,000 | 270 |
| Other domestic debt securities - All other | $2,154,000 | 985 |
| 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 | $34,671,000 | 1,546 |
| Certificates of participation in pools of residential mortgages | $18,936,000 | 1,601 |
| Issued or guaranteed by U.S. | $18,936,000 | 1,597 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $15,735,000 | 1,155 |
| CMOs issued by government agencies or sponsored agencies | $13,260,000 | 1,088 |
| Privately issued | $2,475,000 | 700 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $40,489,000 | 2,560 |
| Total debt securities | $40,489,000 | 2,808 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $41,246,000 | 2,776 |
| U.S. Government securities | $32,843,000 | 2,507 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $32,843,000 | 2,427 |
| Securities issued by states & political subdivisions | $3,287,000 | 3,783 |
| Other domestic debt securities | $5,116,000 | 1,135 |
| Privately issued residential mortgage-backed securities | $2,652,000 | 757 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $330,000 | 277 |
| Other domestic debt securities - All other | $2,134,000 | 950 |
| 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 | $35,495,000 | 1,483 |
| Certificates of participation in pools of residential mortgages | $20,631,000 | 1,503 |
| Issued or guaranteed by U.S. | $20,631,000 | 1,497 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $14,864,000 | 1,151 |
| CMOs issued by government agencies or sponsored agencies | $12,212,000 | 1,064 |
| Privately issued | $2,652,000 | 726 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $41,246,000 | 2,490 |
| Total debt securities | $41,246,000 | 2,751 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $41,744,000 | 2,777 |
| U.S. Government securities | $33,270,000 | 2,504 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $33,270,000 | 2,437 |
| Securities issued by states & political subdivisions | $3,247,000 | 3,808 |
| Other domestic debt securities | $5,227,000 | 1,167 |
| Privately issued residential mortgage-backed securities | $2,757,000 | 774 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $380,000 | 274 |
| Other domestic debt securities - All other | $2,090,000 | 992 |
| 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 | $36,027,000 | 1,510 |
| Certificates of participation in pools of residential mortgages | $21,489,000 | 1,538 |
| Issued or guaranteed by U.S. | $21,489,000 | 1,534 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $14,538,000 | 1,154 |
| CMOs issued by government agencies or sponsored agencies | $11,781,000 | 1,057 |
| Privately issued | $2,757,000 | 741 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $41,744,000 | 2,479 |
| Total debt securities | $41,744,000 | 2,750 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $42,066,000 | 2,748 |
| U.S. Government securities | $33,436,000 | 2,465 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $33,436,000 | 2,397 |
| Securities issued by states & political subdivisions | $3,368,000 | 3,772 |
| Other domestic debt securities | $5,262,000 | 1,200 |
| Privately issued residential mortgage-backed securities | $2,856,000 | 792 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $330,000 | 291 |
| Other domestic debt securities - All other | $2,076,000 | 1,025 |
| 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 | $36,292,000 | 1,531 |
| Certificates of participation in pools of residential mortgages | $22,483,000 | 1,537 |
| Issued or guaranteed by U.S. | $22,483,000 | 1,530 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $13,809,000 | 1,176 |
| CMOs issued by government agencies or sponsored agencies | $10,953,000 | 1,076 |
| Privately issued | $2,856,000 | 757 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $42,066,000 | 2,457 |
| Total debt securities | $42,066,000 | 2,725 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $37,761,000 | 2,981 |
| U.S. Government securities | $28,911,000 | 2,754 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $28,911,000 | 2,688 |
| Securities issued by states & political subdivisions | $3,416,000 | 3,770 |
| Other domestic debt securities | $5,434,000 | 1,236 |
| Privately issued residential mortgage-backed securities | $3,112,000 | 833 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $230,000 | 315 |
| Other domestic debt securities - All other | $2,092,000 | 1,085 |
| 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 | $32,023,000 | 1,696 |
| Certificates of participation in pools of residential mortgages | $23,719,000 | 1,529 |
| Issued or guaranteed by U.S. | $23,719,000 | 1,523 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $8,304,000 | 1,501 |
| CMOs issued by government agencies or sponsored agencies | $5,192,000 | 1,511 |
| Privately issued | $3,112,000 | 795 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $37,761,000 | 2,656 |
| Total debt securities | $37,761,000 | 2,952 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $34,442,000 | 3,121 |
| U.S. Government securities | $25,471,000 | 2,962 |
| U.S. Treasury securities | $2,000,000 | 539 |
| U.S. Government agency obligations | $23,471,000 | 3,050 |
| Securities issued by states & political subdivisions | $3,194,000 | 3,816 |
| Other domestic debt securities | $5,693,000 | 1,249 |
| Privately issued residential mortgage-backed securities | $3,217,000 | 829 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $743,000 | 276 |
| Other domestic debt securities - All other | $1,733,000 | 1,218 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $84,000 | 1,281 |
| 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 | $26,688,000 | 1,943 |
| Certificates of participation in pools of residential mortgages | $20,870,000 | 1,711 |
| Issued or guaranteed by U.S. | $20,870,000 | 1,702 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $5,818,000 | 1,718 |
| CMOs issued by government agencies or sponsored agencies | $2,601,000 | 1,943 |
| Privately issued | $3,217,000 | 795 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $34,442,000 | 2,790 |
| Total debt securities | $34,358,000 | 3,095 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $30,868,000 | 3,397 |
| U.S. Government securities | $22,400,000 | 3,269 |
| U.S. Treasury securities | $8,009,000 | 234 |
| U.S. Government agency obligations | $14,391,000 | 4,212 |
| Securities issued by states & political subdivisions | $3,464,000 | 3,635 |
| Other domestic debt securities | $4,946,000 | 1,257 |
| Privately issued residential mortgage-backed securities | $3,467,000 | 830 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,479,000 | 1,329 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $58,000 | 1,345 |
| 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 | $17,858,000 | 2,570 |
| Certificates of participation in pools of residential mortgages | $14,379,000 | 2,243 |
| Issued or guaranteed by U.S. | $14,379,000 | 2,229 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,479,000 | 2,120 |
| CMOs issued by government agencies or sponsored agencies | $12,000 | 3,334 |
| Privately issued | $3,467,000 | 796 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $30,868,000 | 3,030 |
| Total debt securities | $30,810,000 | 3,367 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $30,806,000 | 3,392 |
| U.S. Government securities | $22,145,000 | 3,300 |
| U.S. Treasury securities | $12,040,000 | 157 |
| U.S. Government agency obligations | $10,105,000 | 5,031 |
| Securities issued by states & political subdivisions | $3,412,000 | 3,608 |
| Other domestic debt securities | $5,152,000 | 1,196 |
| Privately issued residential mortgage-backed securities | $3,565,000 | 788 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,587,000 | 1,252 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $97,000 | 1,257 |
| 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 | $13,670,000 | 2,902 |
| Certificates of participation in pools of residential mortgages | $10,079,000 | 2,714 |
| Issued or guaranteed by U.S. | $10,079,000 | 2,699 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $3,591,000 | 2,034 |
| CMOs issued by government agencies or sponsored agencies | $26,000 | 3,299 |
| Privately issued | $3,565,000 | 754 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $30,806,000 | 3,018 |
| Total debt securities | $30,709,000 | 3,357 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $31,296,000 | 3,285 |
| U.S. Government securities | $22,903,000 | 3,167 |
| U.S. Treasury securities | $11,974,000 | 152 |
| U.S. Government agency obligations | $10,929,000 | 4,823 |
| Securities issued by states & political subdivisions | $3,279,000 | 3,643 |
| Other domestic debt securities | $4,812,000 | 1,209 |
| Privately issued residential mortgage-backed securities | $3,860,000 | 767 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $952,000 | 1,533 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $302,000 | 1,105 |
| 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 | $14,789,000 | 2,704 |
| Certificates of participation in pools of residential mortgages | $10,890,000 | 2,553 |
| Issued or guaranteed by U.S. | $10,890,000 | 2,536 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $3,899,000 | 1,906 |
| CMOs issued by government agencies or sponsored agencies | $39,000 | 3,207 |
| Privately issued | $3,860,000 | 733 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $31,296,000 | 2,929 |
| Total debt securities | $30,994,000 | 3,278 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $35,293,000 | 3,047 |
| U.S. Government securities | $21,346,000 | 3,394 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $21,346,000 | 3,328 |
| Securities issued by states & political subdivisions | $4,220,000 | 3,343 |
| Other domestic debt securities | $5,867,000 | 1,141 |
| Privately issued residential mortgage-backed securities | $4,206,000 | 751 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,661,000 | 1,297 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $3,860,000 | 558 |
| 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 | $16,413,000 | 2,544 |
| Certificates of participation in pools of residential mortgages | $12,153,000 | 2,348 |
| Issued or guaranteed by U.S. | $12,153,000 | 2,336 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $4,260,000 | 1,834 |
| CMOs issued by government agencies or sponsored agencies | $54,000 | 3,214 |
| Privately issued | $4,206,000 | 716 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $35,293,000 | 2,721 |
| Total debt securities | $31,433,000 | 3,285 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $31,099,000 | 3,359 |
| U.S. Government securities | $18,351,000 | 3,727 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $18,351,000 | 3,660 |
| Securities issued by states & political subdivisions | $4,368,000 | 3,312 |
| Other domestic debt securities | $8,380,000 | 930 |
| Privately issued residential mortgage-backed securities | $4,649,000 | 682 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,731,000 | 833 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,633 |
| Mortgage-backed securities | $17,868,000 | 2,334 |
| Certificates of participation in pools of residential mortgages | $13,145,000 | 2,163 |
| Issued or guaranteed by U.S. | $13,145,000 | 2,152 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $4,723,000 | 1,732 |
| CMOs issued by government agencies or sponsored agencies | $74,000 | 3,161 |
| Privately issued | $4,649,000 | 646 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $31,099,000 | 2,981 |
| Total debt securities | $31,099,000 | 3,308 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $33,624,000 | 3,183 |
| U.S. Government securities | $19,988,000 | 3,592 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $19,988,000 | 3,516 |
| Securities issued by states & political subdivisions | $4,636,000 | 3,213 |
| Other domestic debt securities | $9,000,000 | 852 |
| Privately issued residential mortgage-backed securities | $4,849,000 | 628 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,151,000 | 742 |
| 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 | $18,748,000 | 2,003 |
| Certificates of participation in pools of residential mortgages | $13,803,000 | 1,872 |
| Issued or guaranteed by U.S. | $13,803,000 | 1,863 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $4,945,000 | 1,621 |
| CMOs issued by government agencies or sponsored agencies | $96,000 | 3,064 |
| Privately issued | $4,849,000 | 591 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $33,624,000 | 2,795 |
| Total debt securities | $33,624,000 | 3,142 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $33,470,000 | 3,188 |
| U.S. Government securities | $22,678,000 | 3,313 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $22,678,000 | 3,248 |
| Securities issued by states & political subdivisions | $4,592,000 | 3,212 |
| Other domestic debt securities | $6,200,000 | 969 |
| Privately issued residential mortgage-backed securities | $5,009,000 | 588 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,191,000 | 1,285 |
| 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 | $19,624,000 | 1,826 |
| Certificates of participation in pools of residential mortgages | $14,495,000 | 1,673 |
| Issued or guaranteed by U.S. | $14,495,000 | 1,663 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $5,129,000 | 1,554 |
| CMOs issued by government agencies or sponsored agencies | $120,000 | 2,986 |
| Privately issued | $5,009,000 | 556 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $33,470,000 | 2,796 |
| Total debt securities | $33,470,000 | 3,145 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $36,650,000 | 2,956 |
| U.S. Government securities | $25,448,000 | 3,065 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $25,448,000 | 2,989 |
| Securities issued by states & political subdivisions | $4,864,000 | 3,120 |
| Other domestic debt securities | $6,338,000 | 909 |
| Privately issued residential mortgage-backed securities | $5,138,000 | 543 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,200,000 | 1,240 |
| 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 | $21,582,000 | 1,664 |
| Certificates of participation in pools of residential mortgages | $16,300,000 | 1,489 |
| Issued or guaranteed by U.S. | $16,300,000 | 1,482 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $5,282,000 | 1,507 |
| CMOs issued by government agencies or sponsored agencies | $144,000 | 2,942 |
| Privately issued | $5,138,000 | 511 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $36,650,000 | 2,589 |
| Total debt securities | $36,650,000 | 2,913 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $38,302,000 | 2,884 |
| U.S. Government securities | $26,700,000 | 2,964 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $26,700,000 | 2,886 |
| Securities issued by states & political subdivisions | $4,964,000 | 3,093 |
| Other domestic debt securities | $6,638,000 | 904 |
| Privately issued residential mortgage-backed securities | $5,434,000 | 520 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,204,000 | 1,262 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $23,128,000 | 1,570 |
| Certificates of participation in pools of residential mortgages | $17,520,000 | 1,425 |
| Issued or guaranteed by U.S. | $17,520,000 | 1,418 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $5,608,000 | 1,440 |
| CMOs issued by government agencies or sponsored agencies | $174,000 | 2,910 |
| Privately issued | $5,434,000 | 487 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $38,302,000 | 2,508 |
| Total debt securities | $38,302,000 | 2,835 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $40,437,000 | 2,771 |
| U.S. Government securities | $27,697,000 | 2,901 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $27,697,000 | 2,828 |
| Securities issued by states & political subdivisions | $4,972,000 | 3,131 |
| Other domestic debt securities | $7,768,000 | 823 |
| Privately issued residential mortgage-backed securities | $5,587,000 | 510 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,181,000 | 998 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $24,312,000 | 1,524 |
| Certificates of participation in pools of residential mortgages | $18,520,000 | 1,380 |
| Issued or guaranteed by U.S. | $18,520,000 | 1,373 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $5,792,000 | 1,419 |
| CMOs issued by government agencies or sponsored agencies | $205,000 | 2,882 |
| Privately issued | $5,587,000 | 483 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $40,437,000 | 2,417 |
| Total debt securities | $40,437,000 | 2,727 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $43,946,000 | 2,612 |
| U.S. Government securities | $30,507,000 | 2,736 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $30,507,000 | 2,662 |
| Securities issued by states & political subdivisions | $5,465,000 | 2,946 |
| Other domestic debt securities | $7,974,000 | 805 |
| Privately issued residential mortgage-backed securities | $5,795,000 | 499 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,179,000 | 999 |
| 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 | $25,344,000 | 1,495 |
| Certificates of participation in pools of residential mortgages | $19,308,000 | 1,358 |
| Issued or guaranteed by U.S. | $19,308,000 | 1,348 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $6,036,000 | 1,342 |
| CMOs issued by government agencies or sponsored agencies | $241,000 | 2,823 |
| Privately issued | $5,795,000 | 470 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $43,946,000 | 2,247 |
| Total debt securities | $43,946,000 | 2,570 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $50,019,000 | 2,332 |
| U.S. Government securities | $36,350,000 | 2,355 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $36,350,000 | 2,285 |
| Securities issued by states & political subdivisions | $5,303,000 | 2,981 |
| Other domestic debt securities | $7,165,000 | 848 |
| Privately issued residential mortgage-backed securities | $6,192,000 | 469 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $973,000 | 1,498 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $1,201,000 | 964 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $27,478,000 | 1,437 |
| Certificates of participation in pools of residential mortgages | $21,011,000 | 1,287 |
| Issued or guaranteed by U.S. | $21,011,000 | 1,280 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $6,467,000 | 1,288 |
| CMOs issued by government agencies or sponsored agencies | $275,000 | 2,764 |
| Privately issued | $6,192,000 | 443 |
| 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) | $42,483,000 | 495 |
| Available-for-sale securities (fair market value) | $7,536,000 | 6,051 |
| Total debt securities | $48,819,000 | 2,346 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $50,046,000 | 2,368 |
| U.S. Government securities | $38,790,000 | 2,266 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $38,790,000 | 2,192 |
| Securities issued by states & political subdivisions | $3,446,000 | 3,616 |
| Other domestic debt securities | $6,617,000 | 913 |
| Privately issued residential mortgage-backed securities | $6,617,000 | 462 |
| 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 | $1,193,000 | 986 |
| 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 | $29,350,000 | 1,379 |
| Certificates of participation in pools of residential mortgages | $22,406,000 | 1,238 |
| Issued or guaranteed by U.S. | $22,406,000 | 1,227 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $6,944,000 | 1,246 |
| CMOs issued by government agencies or sponsored agencies | $327,000 | 2,715 |
| Privately issued | $6,617,000 | 435 |
| 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) | $45,343,000 | 478 |
| Available-for-sale securities (fair market value) | $4,703,000 | 6,745 |
| Total debt securities | $48,853,000 | 2,357 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $53,662,000 | 2,226 |
| U.S. Government securities | $43,623,000 | 2,040 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $43,623,000 | 1,970 |
| Securities issued by states & political subdivisions | $1,948,000 | 4,393 |
| Other domestic debt securities | $6,916,000 | 910 |
| Privately issued residential mortgage-backed securities | $6,916,000 | 437 |
| 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 | $1,175,000 | 1,020 |
| 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 | $31,188,000 | 1,330 |
| Certificates of participation in pools of residential mortgages | $23,903,000 | 1,210 |
| Issued or guaranteed by U.S. | $23,903,000 | 1,203 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $7,285,000 | 1,208 |
| CMOs issued by government agencies or sponsored agencies | $369,000 | 2,698 |
| Privately issued | $6,916,000 | 415 |
| 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) | $50,470,000 | 454 |
| Available-for-sale securities (fair market value) | $3,192,000 | 7,118 |
| Total debt securities | $52,487,000 | 2,223 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $56,938,000 | 2,090 |
| U.S. Government securities | $45,154,000 | 1,967 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $45,154,000 | 1,900 |
| Securities issued by states & political subdivisions | $1,959,000 | 4,392 |
| Other domestic debt securities | $8,293,000 | 829 |
| Privately issued residential mortgage-backed securities | $7,292,000 | 422 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,001,000 | 1,669 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $1,532,000 | 940 |
| 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 | $33,107,000 | 1,296 |
| Certificates of participation in pools of residential mortgages | $25,387,000 | 1,182 |
| Issued or guaranteed by U.S. | $25,387,000 | 1,173 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $7,720,000 | 1,179 |
| CMOs issued by government agencies or sponsored agencies | $428,000 | 2,651 |
| Privately issued | $7,292,000 | 398 |
| 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) | $53,372,000 | 431 |
| Available-for-sale securities (fair market value) | $3,566,000 | 7,048 |
| Total debt securities | $55,406,000 | 2,093 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $54,988,000 | 2,163 |
| U.S. Government securities | $42,276,000 | 2,098 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $42,276,000 | 2,033 |
| Securities issued by states & political subdivisions | $1,968,000 | 4,371 |
| Other domestic debt securities | $9,189,000 | 791 |
| Privately issued residential mortgage-backed securities | $7,683,000 | 409 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,506,000 | 1,475 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $1,555,000 | 941 |
| 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 | $35,693,000 | 1,257 |
| Certificates of participation in pools of residential mortgages | $27,507,000 | 1,139 |
| Issued or guaranteed by U.S. | $27,507,000 | 1,129 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $8,186,000 | 1,180 |
| CMOs issued by government agencies or sponsored agencies | $503,000 | 2,632 |
| Privately issued | $7,683,000 | 386 |
| 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) | $51,382,000 | 458 |
| Available-for-sale securities (fair market value) | $3,606,000 | 7,081 |
| Total debt securities | $53,433,000 | 2,180 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $59,015,000 | 2,078 |
| U.S. Government securities | $44,876,000 | 2,021 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $44,876,000 | 1,936 |
| Securities issued by states & political subdivisions | $1,956,000 | 4,379 |
| Other domestic debt securities | $10,630,000 | 744 |
| Privately issued residential mortgage-backed securities | $8,119,000 | 397 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,511,000 | 1,192 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $1,553,000 | 991 |
| 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 | $37,729,000 | 1,252 |
| Certificates of participation in pools of residential mortgages | $29,042,000 | 1,120 |
| Issued or guaranteed by U.S. | $29,042,000 | 1,113 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $8,687,000 | 1,172 |
| CMOs issued by government agencies or sponsored agencies | $568,000 | 2,627 |
| Privately issued | $8,119,000 | 368 |
| 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) | $55,413,000 | 429 |
| Available-for-sale securities (fair market value) | $3,602,000 | 7,154 |
| Total debt securities | $57,462,000 | 2,082 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $62,692,000 | 1,990 |
| U.S. Government securities | $44,279,000 | 2,062 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $44,279,000 | 1,979 |
| Securities issued by states & political subdivisions | $1,972,000 | 4,376 |
| Other domestic debt securities | $11,137,000 | 750 |
| Privately issued residential mortgage-backed securities | $8,620,000 | 385 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,517,000 | 1,243 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $5,304,000 | 519 |
| 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 | $39,919,000 | 1,210 |
| Certificates of participation in pools of residential mortgages | $30,649,000 | 1,095 |
| Issued or guaranteed by U.S. | $30,649,000 | 1,089 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $9,270,000 | 1,140 |
| CMOs issued by government agencies or sponsored agencies | $650,000 | 2,625 |
| Privately issued | $8,620,000 | 358 |
| 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) | $55,313,000 | 427 |
| Available-for-sale securities (fair market value) | $7,379,000 | 6,263 |
| Total debt securities | $57,388,000 | 2,094 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| 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 | $64,556,000 | 1,915 |
| U.S. Government securities | $42,663,000 | 2,089 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $42,663,000 | 2,013 |
| Securities issued by states & political subdivisions | $1,979,000 | 4,378 |
| Other domestic debt securities | $14,080,000 | 670 |
| Privately issued residential mortgage-backed securities | $9,054,000 | 360 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,026,000 | 851 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $5,834,000 | 512 |
| 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 | $38,734,000 | 1,239 |
| Certificates of participation in pools of residential mortgages | $28,928,000 | 1,139 |
| Issued or guaranteed by U.S. | $28,928,000 | 1,131 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $9,806,000 | 1,103 |
| CMOs issued by government agencies or sponsored agencies | $752,000 | 2,591 |
| Privately issued | $9,054,000 | 331 |
| 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) | $56,629,000 | 410 |
| Available-for-sale securities (fair market value) | $7,927,000 | 6,174 |
| Total debt securities | $58,722,000 | 2,039 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| 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 | $62,354,000 | 2,011 |
| U.S. Government securities | $35,828,000 | 2,472 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $35,828,000 | 2,379 |
| Securities issued by states & political subdivisions | $1,957,000 | 4,396 |
| Other domestic debt securities | $17,538,000 | 595 |
| Privately issued residential mortgage-backed securities | $9,587,000 | 342 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,951,000 | 662 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $7,031,000 | 485 |
| 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 | $35,427,000 | 1,334 |
| Certificates of participation in pools of residential mortgages | $24,972,000 | 1,286 |
| Issued or guaranteed by U.S. | $24,972,000 | 1,277 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $10,455,000 | 1,077 |
| CMOs issued by government agencies or sponsored agencies | $868,000 | 2,580 |
| Privately issued | $9,587,000 | 319 |
| 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) | $53,239,000 | 434 |
| Available-for-sale securities (fair market value) | $9,115,000 | 6,005 |
| Total debt securities | $55,323,000 | 2,183 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| 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 | $54,383,000 | 2,273 |
| U.S. Government securities | $23,286,000 | 3,462 |
| U.S. Treasury securities | $1,001,000 | 1,424 |
| U.S. Government agency obligations | $22,285,000 | 3,446 |
| Securities issued by states & political subdivisions | $1,997,000 | 4,356 |
| Other domestic debt securities | $20,911,000 | 565 |
| Privately issued residential mortgage-backed securities | $10,808,000 | 332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,103,000 | 592 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $8,189,000 | 475 |
| 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 | $31,037,000 | 1,493 |
| Certificates of participation in pools of residential mortgages | $19,126,000 | 1,589 |
| Issued or guaranteed by U.S. | $19,126,000 | 1,579 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $11,911,000 | 1,033 |
| CMOs issued by government agencies or sponsored agencies | $1,103,000 | 2,442 |
| Privately issued | $10,808,000 | 311 |
| 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) | $44,048,000 | 500 |
| Available-for-sale securities (fair market value) | $10,335,000 | 5,750 |
| Total debt securities | $46,194,000 | 2,568 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $52,856,000 | 2,378 |
| U.S. Government securities | $21,985,000 | 3,659 |
| U.S. Treasury securities | $1,003,000 | 1,494 |
| U.S. Government agency obligations | $20,982,000 | 3,656 |
| Securities issued by states & political subdivisions | $1,991,000 | 4,397 |
| Other domestic debt securities | $21,517,000 | 523 |
| Privately issued residential mortgage-backed securities | $6,291,000 | 334 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,226,000 | 483 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $7,363,000 | 482 |
| 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 | $25,206,000 | 1,742 |
| Certificates of participation in pools of residential mortgages | $17,626,000 | 1,701 |
| Issued or guaranteed by U.S. | $17,626,000 | 1,688 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $7,580,000 | 1,300 |
| CMOs issued by government agencies or sponsored agencies | $1,289,000 | 2,479 |
| Privately issued | $6,291,000 | 289 |
| 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) | $43,330,000 | 502 |
| Available-for-sale securities (fair market value) | $9,526,000 | 5,975 |
| Total debt securities | $45,493,000 | 2,629 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $43,454,000 | 2,733 |
| U.S. Government securities | $15,042,000 | 4,540 |
| U.S. Treasury securities | $1,004,000 | 1,534 |
| U.S. Government agency obligations | $14,038,000 | 4,563 |
| Securities issued by states & political subdivisions | $2,005,000 | 4,401 |
| Other domestic debt securities | $19,174,000 | 589 |
| Privately issued residential mortgage-backed securities | $4,523,000 | 404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,651,000 | 521 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $7,233,000 | 531 |
| 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 | $14,983,000 | 2,418 |
| Certificates of participation in pools of residential mortgages | $8,827,000 | 2,575 |
| Issued or guaranteed by U.S. | $8,827,000 | 2,566 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $6,156,000 | 1,461 |
| CMOs issued by government agencies or sponsored agencies | $1,633,000 | 2,350 |
| Privately issued | $4,523,000 | 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) | $34,013,000 | 627 |
| Available-for-sale securities (fair market value) | $9,441,000 | 5,911 |
| Total debt securities | $36,221,000 | 3,093 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $40,938,000 | 2,819 |
| U.S. Government securities | $7,465,000 | 6,262 |
| U.S. Treasury securities | $1,006,000 | 1,567 |
| U.S. Government agency obligations | $6,459,000 | 6,409 |
| Securities issued by states & political subdivisions | $2,134,000 | 4,287 |
| Other domestic debt securities | $17,060,000 | 660 |
| Privately issued residential mortgage-backed securities | $2,033,000 | 534 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,027,000 | 532 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $14,279,000 | 324 |
| 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 | $4,895,000 | 4,154 |
| Certificates of participation in pools of residential mortgages | $295,000 | 6,106 |
| Issued or guaranteed by U.S. | $295,000 | 6,086 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $4,600,000 | 1,811 |
| CMOs issued by government agencies or sponsored agencies | $2,567,000 | 2,174 |
| Privately issued | $2,033,000 | 476 |
| 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) | $24,272,000 | 767 |
| Available-for-sale securities (fair market value) | $16,666,000 | 4,520 |
| Total debt securities | $26,659,000 | 3,801 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $37,396,000 | 2,986 |
| U.S. Government securities | $8,470,000 | 5,990 |
| U.S. Treasury securities | $1,007,000 | 1,583 |
| U.S. Government agency obligations | $7,463,000 | 6,130 |
| Securities issued by states & political subdivisions | $2,104,000 | 4,228 |
| Other domestic debt securities | $17,483,000 | 657 |
| Privately issued residential mortgage-backed securities | $3,304,000 | 463 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,179,000 | 550 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $9,339,000 | 461 |
| 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 | $7,152,000 | 3,584 |
| Certificates of participation in pools of residential mortgages | $374,000 | 6,002 |
| Issued or guaranteed by U.S. | $374,000 | 5,983 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $6,778,000 | 1,550 |
| CMOs issued by government agencies or sponsored agencies | $3,474,000 | 1,993 |
| Privately issued | $3,304,000 | 412 |
| 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) | $25,649,000 | 753 |
| Available-for-sale securities (fair market value) | $11,747,000 | 5,374 |
| Total debt securities | $28,057,000 | 3,633 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $40,142,000 | 2,795 |
| U.S. Government securities | $11,900,000 | 5,132 |
| U.S. Treasury securities | $2,014,000 | 1,263 |
| U.S. Government agency obligations | $9,886,000 | 5,423 |
| Securities issued by states & political subdivisions | $2,289,000 | 4,131 |
| Other domestic debt securities | $16,621,000 | 676 |
| Privately issued residential mortgage-backed securities | $1,911,000 | 545 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,710,000 | 538 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $9,332,000 | 464 |
| 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 | $7,872,000 | 3,398 |
| Certificates of participation in pools of residential mortgages | $455,000 | 5,885 |
| Issued or guaranteed by U.S. | $455,000 | 5,865 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $7,417,000 | 1,496 |
| CMOs issued by government agencies or sponsored agencies | $5,506,000 | 1,650 |
| Privately issued | $1,911,000 | 485 |
| 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) | $28,093,000 | 700 |
| Available-for-sale securities (fair market value) | $12,049,000 | 5,276 |
| Total debt securities | $30,810,000 | 3,380 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $30,721,000 | 3,273 |
| U.S. Government securities | $14,121,000 | 4,538 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $14,121,000 | 4,318 |
| Securities issued by states & political subdivisions | $2,209,000 | 4,180 |
| Other domestic debt securities | $10,019,000 | 941 |
| Privately issued residential mortgage-backed securities | $2,019,000 | 619 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,000,000 | 834 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $4,372,000 | 733 |
| 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 | $13,893,000 | 2,345 |
| Certificates of participation in pools of residential mortgages | $755,000 | 5,440 |
| Issued or guaranteed by U.S. | $755,000 | 5,419 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $13,138,000 | 1,101 |
| CMOs issued by government agencies or sponsored agencies | $11,119,000 | 1,121 |
| Privately issued | $2,019,000 | 554 |
| 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) | $21,181,000 | 889 |
| Available-for-sale securities (fair market value) | $9,540,000 | 5,738 |
| Total debt securities | $26,349,000 | 3,609 |
| 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 | $24,058,000 | 4,059 |
| U.S. Government securities | $15,811,000 | 4,360 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $15,811,000 | 4,060 |
| Securities issued by states & political subdivisions | $2,206,000 | 4,238 |
| Other domestic debt securities | $4,691,000 | 1,249 |
| Privately issued residential mortgage-backed securities | $93,000 | 1,189 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,598,000 | 1,051 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,350,000 | 2,056 |
| 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 | $3,336,000 | 4,005 |
| Certificates of participation in pools of residential mortgages | $1,258,000 | 4,534 |
| Issued or guaranteed by U.S. | $1,258,000 | 4,517 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $2,078,000 | 2,265 |
| CMOs issued by government agencies or sponsored agencies | $1,985,000 | 2,170 |
| Privately issued | $93,000 | 1,027 |
| 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) | $5,584,000 | 2,633 |
| Available-for-sale securities (fair market value) | $18,474,000 | 4,027 |
| Total debt securities | $22,708,000 | 4,110 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $20,240,000 | 4,816 |
| U.S. Government securities | $16,518,000 | 4,451 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $16,518,000 | 4,022 |
| Securities issued by states & political subdivisions | $2,092,000 | 4,555 |
| Other domestic debt securities | $206,000 | 3,310 |
| Privately issued residential mortgage-backed securities | $206,000 | 1,117 |
| 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 | $1,424,000 | 1,902 |
| 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 | $3,318,000 | 4,324 |
| Certificates of participation in pools of residential mortgages | $887,000 | 5,182 |
| Issued or guaranteed by U.S. | $887,000 | 5,171 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $2,431,000 | 2,268 |
| CMOs issued by government agencies or sponsored agencies | $2,225,000 | 2,213 |
| Privately issued | $206,000 | 978 |
| 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) | $500,000 | 5,341 |
| Available-for-sale securities (fair market value) | $19,740,000 | 3,933 |
| Total debt securities | $18,816,000 | 4,935 |
| 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 | $17,280,000 | 5,325 |
| U.S. Government securities | $13,855,000 | 5,046 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $13,855,000 | 4,336 |
| Securities issued by states & political subdivisions | $2,253,000 | 4,508 |
| 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 | $1,172,000 | 2,118 |
| 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 | $3,860,000 | 4,310 |
| Certificates of participation in pools of residential mortgages | $1,215,000 | 5,035 |
| Issued or guaranteed by U.S. | $1,215,000 | 5,020 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $2,645,000 | 2,353 |
| CMOs issued by government agencies or sponsored agencies | $2,645,000 | 2,225 |
| 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) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $17,280,000 | 4,226 |
| Total debt securities | $16,108,000 | 5,436 |
| 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 | $11,679,000 | 6,913 |
| U.S. Government securities | $8,998,000 | 6,861 |
| U.S. Treasury securities | $2,442,000 | 4,772 |
| U.S. Government agency obligations | $6,556,000 | 6,562 |
| Securities issued by states & political subdivisions | $1,420,000 | 5,224 |
| 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 | $1,261,000 | 1,999 |
| 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 | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $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) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $11,679,000 | 5,263 |
| Total debt securities | $10,418,000 | 7,146 |
| Structured notes | ||
| Amortized cost | $498,000 | 2,132 |
| Fair value | $499,000 | 1,905 |
| 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 | $8,270,000 | 8,511 |
| U.S. Government securities | $4,042,000 | 9,654 |
| U.S. Treasury securities | $4,042,000 | 4,283 |
| U.S. Government agency obligations | $0 | 10,810 |
| 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 | $4,237,000 | 869 |
| 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 | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $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) | $4,042,000 | 5,133 |
| Available-for-sale securities (fair market value) | $4,228,000 | 8,112 |
| Total debt securities | $4,042,000 | 10,055 |
| 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 | $9,580,000 | 8,421 |
| U.S. Government securities | $4,347,000 | 9,887 |
| U.S. Treasury securities | $3,795,000 | 5,413 |
| U.S. Government agency obligations | $552,000 | 10,794 |
| 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 | $5,233,000 | 699 |
| 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 | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $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) | $4,347,000 | 5,317 |
| Available-for-sale securities (fair market value) | $5,233,000 | 7,909 |
| Total debt securities | $4,347,000 | 10,390 |
| 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 | $8,280,000 | 9,430 |
| U.S. Government securities | $5,314,000 | 9,985 |
| U.S. Treasury securities | $4,095,000 | 6,144 |
| U.S. Government agency obligations | $1,219,000 | 10,643 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $10,000 | 5,687 |
| 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 | $10,000 | 4,405 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,956,000 | 982 |
| 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 | $64,000 | 9,747 |
| Certificates of participation in pools of residential mortgages | $64,000 | 8,993 |
| Issued or guaranteed by U.S. | $64,000 | 8,964 |
| 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) | $5,324,000 | 7,824 |
| Available-for-sale securities (fair market value) | $2,956,000 | 8,162 |
| Total debt securities | $5,324,000 | 10,581 |
| 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 | $9,828,000 | 9,155 |
| U.S. Government securities | $5,842,000 | 10,021 |
| U.S. Treasury securities | $4,345,000 | 6,159 |
| U.S. Government agency obligations | $1,497,000 | 10,720 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $10,000 | 6,445 |
| 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 | $10,000 | 5,012 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,976,000 | 900 |
| 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 | $89,000 | 10,305 |
| Certificates of participation in pools of residential mortgages | $89,000 | 9,452 |
| Issued or guaranteed by U.S. | $89,000 | 9,403 |
| 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 | $5,852,000 | 10,714 |
| 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 | $9,760,000 | 9,254 |
| U.S. Government securities | $5,771,000 | 10,301 |
| U.S. Treasury securities | $3,950,000 | 6,678 |
| U.S. Government agency obligations | $1,821,000 | 10,717 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $10,000 | 7,367 |
| 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 | $10,000 | 5,728 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,979,000 | 765 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,910 |
| Mortgage-backed securities | $109,000 | 10,740 |
| Certificates of participation in pools of residential mortgages | $109,000 | 9,766 |
| Issued or guaranteed by U.S. | $109,000 | 9,696 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $5,781,000 | 11,047 |
| 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 |