Home > The Park Avenue Bank > Securities
The Park Avenue Bank, Securities
| 2009-12-31 | Rank | |
| Total securities | $85,662,000 | 1,498 |
| U.S. Government securities | $61,663,000 | 1,450 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $61,663,000 | 1,403 |
| Securities issued by states & political subdivisions | $2,201,000 | 4,239 |
| Other domestic debt securities | $15,149,000 | 633 |
| Privately issued residential mortgage-backed securities | $12,468,000 | 422 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $2,681,000 | 897 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $6,649,000 | 222 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,897,000 | 1,819 |
| Mortgage-backed securities | $16,872,000 | 2,542 |
| Certificates of participation in pools of residential mortgages | $379,000 | 5,392 |
| Issued or guaranteed by U.S. | $379,000 | 5,379 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $16,493,000 | 1,063 |
| CMOs issued by government agencies or sponsored agencies | $4,025,000 | 1,719 |
| Privately issued | $12,468,000 | 405 |
| 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) | $85,662,000 | 1,318 |
| Total debt securities | $79,013,000 | 1,586 |
| Structured notes | ||
| Amortized cost | $2,078,000 | 1,469 |
| Fair value | $2,074,000 | 1,467 |
| 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 | $102,605,000 | 1,250 |
| U.S. Government securities | $80,550,000 | 1,101 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $80,550,000 | 1,062 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $15,663,000 | 678 |
| Privately issued residential mortgage-backed securities | $12,985,000 | 445 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $2,678,000 | 956 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $6,392,000 | 263 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,414,000 | 954 |
| Mortgage-backed securities | $17,526,000 | 2,530 |
| Certificates of participation in pools of residential mortgages | $380,000 | 5,459 |
| Issued or guaranteed by U.S. | $380,000 | 5,443 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $17,146,000 | 1,018 |
| CMOs issued by government agencies or sponsored agencies | $4,161,000 | 1,674 |
| Privately issued | $12,985,000 | 426 |
| 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) | $102,605,000 | 1,092 |
| Total debt securities | $96,213,000 | 1,302 |
| Structured notes | ||
| Amortized cost | $6,863,000 | 407 |
| Fair value | $6,804,000 | 409 |
| 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 | $89,347,000 | 1,418 |
| U.S. Government securities | $68,878,000 | 1,253 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $68,878,000 | 1,214 |
| Securities issued by states & political subdivisions | $557,000 | 5,258 |
| Other domestic debt securities | $14,557,000 | 727 |
| Privately issued residential mortgage-backed securities | $11,944,000 | 475 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $2,613,000 | 974 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $5,355,000 | 337 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,342,000 | 895 |
| Mortgage-backed securities | $25,897,000 | 1,995 |
| Certificates of participation in pools of residential mortgages | $3,230,000 | 4,207 |
| Issued or guaranteed by U.S. | $3,230,000 | 4,192 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $22,667,000 | 837 |
| CMOs issued by government agencies or sponsored agencies | $10,723,000 | 1,051 |
| Privately issued | $11,944,000 | 454 |
| 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) | $89,347,000 | 1,236 |
| Total debt securities | $83,991,000 | 1,460 |
| 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 | $91,960,000 | 1,347 |
| U.S. Government securities | $74,520,000 | 1,169 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $74,520,000 | 1,133 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $13,812,000 | 709 |
| Privately issued residential mortgage-backed securities | $12,007,000 | 485 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,805,000 | 1,211 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $3,628,000 | 440 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,043,000 | 852 |
| Mortgage-backed securities | $27,504,000 | 1,932 |
| Certificates of participation in pools of residential mortgages | $3,466,000 | 4,221 |
| Issued or guaranteed by U.S. | $3,466,000 | 4,208 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $24,038,000 | 809 |
| CMOs issued by government agencies or sponsored agencies | $12,031,000 | 979 |
| Privately issued | $12,007,000 | 462 |
| 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) | $91,960,000 | 1,178 |
| Total debt securities | $88,330,000 | 1,376 |
| 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 | $78,971,000 | 1,544 |
| U.S. Government securities | $60,725,000 | 1,417 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $60,725,000 | 1,392 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $14,035,000 | 669 |
| Privately issued residential mortgage-backed securities | $11,615,000 | 469 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,420,000 | 1,006 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $4,211,000 | 363 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,324,000 | 805 |
| Mortgage-backed securities | $27,301,000 | 1,901 |
| Certificates of participation in pools of residential mortgages | $3,623,000 | 4,150 |
| Issued or guaranteed by U.S. | $3,623,000 | 4,137 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $23,678,000 | 788 |
| CMOs issued by government agencies or sponsored agencies | $12,063,000 | 937 |
| Privately issued | $11,615,000 | 445 |
| 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) | $78,971,000 | 1,341 |
| Total debt securities | $74,761,000 | 1,600 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 274 |
| Fair value | $5,000,000 | 282 |
| 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 | $102,197,000 | 1,158 |
| U.S. Government securities | $78,237,000 | 1,057 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $78,237,000 | 1,035 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $19,891,000 | 527 |
| Privately issued residential mortgage-backed securities | $16,939,000 | 383 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,952,000 | 879 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $4,069,000 | 389 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $98,234,000 | 583 |
| Mortgage-backed securities | $32,297,000 | 1,593 |
| Certificates of participation in pools of residential mortgages | $3,665,000 | 4,063 |
| Issued or guaranteed by U.S. | $3,665,000 | 4,051 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $28,632,000 | 659 |
| CMOs issued by government agencies or sponsored agencies | $11,693,000 | 905 |
| Privately issued | $16,939,000 | 367 |
| 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) | $102,197,000 | 1,006 |
| Total debt securities | $98,129,000 | 1,198 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 253 |
| Fair value | $4,954,000 | 256 |
| 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 | $109,757,000 | 1,099 |
| U.S. Government securities | $77,229,000 | 1,070 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $77,229,000 | 1,047 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $24,291,000 | 481 |
| Privately issued residential mortgage-backed securities | $19,142,000 | 368 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,149,000 | 686 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $8,237,000 | 320 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,391,000 | 610 |
| Mortgage-backed securities | $34,496,000 | 1,478 |
| Certificates of participation in pools of residential mortgages | $3,839,000 | 4,020 |
| Issued or guaranteed by U.S. | $3,839,000 | 4,005 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $30,657,000 | 614 |
| CMOs issued by government agencies or sponsored agencies | $11,515,000 | 899 |
| Privately issued | $19,142,000 | 346 |
| 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) | $109,757,000 | 958 |
| Total debt securities | $101,520,000 | 1,162 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 275 |
| Fair value | $5,000,000 | 274 |
| 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 | $127,186,000 | 952 |
| U.S. Government securities | $81,355,000 | 1,025 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $81,355,000 | 996 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $25,706,000 | 469 |
| Privately issued residential mortgage-backed securities | $19,750,000 | 353 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,956,000 | 625 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $20,125,000 | 186 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,597,000 | 618 |
| Mortgage-backed securities | $36,075,000 | 1,392 |
| Certificates of participation in pools of residential mortgages | $4,096,000 | 3,808 |
| Issued or guaranteed by U.S. | $4,096,000 | 3,794 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $31,979,000 | 589 |
| CMOs issued by government agencies or sponsored agencies | $12,229,000 | 864 |
| Privately issued | $19,750,000 | 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) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $127,186,000 | 830 |
| Total debt securities | $107,062,000 | 1,111 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 277 |
| Fair value | $5,000,000 | 295 |
| 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 | $104,760,000 | 1,149 |
| U.S. Government securities | $77,044,000 | 1,081 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $77,044,000 | 1,057 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $27,716,000 | 427 |
| Privately issued residential mortgage-backed securities | $21,522,000 | 311 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,194,000 | 585 |
| 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 | $93,319,000 | 587 |
| Mortgage-backed securities | $37,426,000 | 1,212 |
| Certificates of participation in pools of residential mortgages | $4,212,000 | 3,461 |
| Issued or guaranteed by U.S. | $4,212,000 | 3,447 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $33,214,000 | 546 |
| CMOs issued by government agencies or sponsored agencies | $11,692,000 | 827 |
| Privately issued | $21,522,000 | 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) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $104,760,000 | 1,007 |
| Total debt securities | $104,760,000 | 1,126 |
| 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 | $101,451,000 | 1,198 |
| U.S. Government securities | $76,496,000 | 1,124 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $76,496,000 | 1,094 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $24,955,000 | 421 |
| Privately issued residential mortgage-backed securities | $21,955,000 | 293 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,000,000 | 849 |
| 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 | $98,048,000 | 536 |
| Mortgage-backed securities | $38,024,000 | 1,128 |
| Certificates of participation in pools of residential mortgages | $4,302,000 | 3,268 |
| Issued or guaranteed by U.S. | $4,302,000 | 3,254 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $33,722,000 | 522 |
| CMOs issued by government agencies or sponsored agencies | $11,767,000 | 789 |
| Privately issued | $21,955,000 | 278 |
| 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) | $101,451,000 | 1,046 |
| Total debt securities | $101,450,000 | 1,166 |
| 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 | $101,434,000 | 1,199 |
| U.S. Government securities | $75,761,000 | 1,159 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $75,761,000 | 1,133 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $25,673,000 | 411 |
| Privately issued residential mortgage-backed securities | $22,673,000 | 275 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,000,000 | 816 |
| 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 | $85,682,000 | 613 |
| Mortgage-backed securities | $39,002,000 | 1,086 |
| Certificates of participation in pools of residential mortgages | $4,425,000 | 3,162 |
| Issued or guaranteed by U.S. | $4,425,000 | 3,150 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $34,577,000 | 509 |
| CMOs issued by government agencies or sponsored agencies | $11,904,000 | 752 |
| Privately issued | $22,673,000 | 263 |
| 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) | $101,434,000 | 1,038 |
| Total debt securities | $101,434,000 | 1,172 |
| 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 | $102,293,000 | 1,195 |
| U.S. Government securities | $63,032,000 | 1,363 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $63,032,000 | 1,333 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $39,261,000 | 332 |
| Privately issued residential mortgage-backed securities | $36,261,000 | 220 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,000,000 | 835 |
| 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 | $81,663,000 | 643 |
| Mortgage-backed securities | $41,006,000 | 1,054 |
| Certificates of participation in pools of residential mortgages | $4,745,000 | 3,072 |
| Issued or guaranteed by U.S. | $4,745,000 | 3,057 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $36,261,000 | 483 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $36,261,000 | 209 |
| 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) | $102,293,000 | 1,028 |
| Total debt securities | $102,293,000 | 1,167 |
| 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 | $92,996,000 | 1,315 |
| U.S. Government securities | $52,714,000 | 1,671 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $52,714,000 | 1,628 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $40,282,000 | 318 |
| Privately issued residential mortgage-backed securities | $37,272,000 | 207 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,010,000 | 856 |
| 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 | $77,342,000 | 684 |
| Mortgage-backed securities | $42,217,000 | 1,055 |
| Certificates of participation in pools of residential mortgages | $4,945,000 | 3,010 |
| Issued or guaranteed by U.S. | $4,945,000 | 2,998 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $37,272,000 | 483 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $37,272,000 | 197 |
| 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) | $92,996,000 | 1,137 |
| Total debt securities | $92,996,000 | 1,278 |
| 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 | $84,469,000 | 1,441 |
| U.S. Government securities | $45,808,000 | 1,907 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $45,808,000 | 1,851 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $38,661,000 | 329 |
| Privately issued residential mortgage-backed securities | $38,661,000 | 203 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,695,000 | 741 |
| Mortgage-backed securities | $43,830,000 | 1,033 |
| Certificates of participation in pools of residential mortgages | $5,169,000 | 2,957 |
| Issued or guaranteed by U.S. | $5,169,000 | 2,943 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $38,661,000 | 473 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $38,661,000 | 192 |
| 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) | $84,469,000 | 1,246 |
| Total debt securities | $84,467,000 | 1,411 |
| 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 | $79,738,000 | 1,530 |
| U.S. Government securities | $40,089,000 | 2,157 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $40,089,000 | 2,092 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $39,649,000 | 323 |
| Privately issued residential mortgage-backed securities | $39,649,000 | 203 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,699,000 | 856 |
| Mortgage-backed securities | $44,993,000 | 1,012 |
| Certificates of participation in pools of residential mortgages | $5,344,000 | 2,918 |
| Issued or guaranteed by U.S. | $5,344,000 | 2,906 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $39,649,000 | 461 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $39,649,000 | 193 |
| 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 | 4,097 |
| Available-for-sale securities (fair market value) | $79,738,000 | 1,305 |
| Total debt securities | $79,738,000 | 1,495 |
| 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 | $75,864,000 | 1,622 |
| U.S. Government securities | $37,732,000 | 2,315 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $37,732,000 | 2,252 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $38,132,000 | 333 |
| Privately issued residential mortgage-backed securities | $38,132,000 | 207 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,691,000 | 807 |
| Mortgage-backed securities | $47,991,000 | 980 |
| Certificates of participation in pools of residential mortgages | $9,859,000 | 2,169 |
| Issued or guaranteed by U.S. | $9,859,000 | 2,157 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $38,132,000 | 477 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $38,132,000 | 197 |
| 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 | 4,162 |
| Available-for-sale securities (fair market value) | $75,864,000 | 1,399 |
| Total debt securities | $75,864,000 | 1,582 |
| 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 | $73,701,000 | 1,652 |
| U.S. Government securities | $29,222,000 | 2,856 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $29,222,000 | 2,760 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $44,479,000 | 315 |
| Privately issued residential mortgage-backed securities | $44,479,000 | 193 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,042,000 | 856 |
| Mortgage-backed securities | $50,518,000 | 939 |
| Certificates of participation in pools of residential mortgages | $6,039,000 | 2,851 |
| Issued or guaranteed by U.S. | $6,039,000 | 2,841 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $44,479,000 | 422 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $44,479,000 | 182 |
| 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 | 4,235 |
| Available-for-sale securities (fair market value) | $73,701,000 | 1,412 |
| Total debt securities | $73,702,000 | 1,611 |
| 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 | $62,702,000 | 1,922 |
| U.S. Government securities | $20,860,000 | 3,655 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $20,860,000 | 3,523 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $41,842,000 | 327 |
| Privately issued residential mortgage-backed securities | $41,842,000 | 199 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,853,000 | 864 |
| Mortgage-backed securities | $52,765,000 | 910 |
| Certificates of participation in pools of residential mortgages | $10,923,000 | 2,082 |
| Issued or guaranteed by U.S. | $10,923,000 | 2,071 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $41,842,000 | 442 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $41,842,000 | 188 |
| 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 | 4,298 |
| Available-for-sale securities (fair market value) | $62,702,000 | 1,621 |
| Total debt securities | $62,703,000 | 1,872 |
| 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 | $55,533,000 | 2,140 |
| U.S. Government securities | $11,790,000 | 5,189 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $11,790,000 | 5,039 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $43,743,000 | 321 |
| Privately issued residential mortgage-backed securities | $43,743,000 | 189 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,444,000 | 956 |
| Mortgage-backed securities | $50,583,000 | 974 |
| Certificates of participation in pools of residential mortgages | $6,840,000 | 2,762 |
| Issued or guaranteed by U.S. | $6,840,000 | 2,751 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $43,743,000 | 441 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $43,743,000 | 181 |
| 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 | 4,351 |
| Available-for-sale securities (fair market value) | $55,533,000 | 1,797 |
| Total debt securities | $55,533,000 | 2,096 |
| 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 | $45,842,000 | 2,568 |
| U.S. Government securities | $12,132,000 | 5,185 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $12,132,000 | 5,035 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $33,710,000 | 377 |
| Privately issued residential mortgage-backed securities | $33,710,000 | 210 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,080,000 | 1,793 |
| Mortgage-backed securities | $40,909,000 | 1,179 |
| Certificates of participation in pools of residential mortgages | $7,199,000 | 2,757 |
| Issued or guaranteed by U.S. | $7,199,000 | 2,748 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $33,710,000 | 517 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $33,710,000 | 196 |
| 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 | 4,419 |
| Available-for-sale securities (fair market value) | $45,842,000 | 2,164 |
| Total debt securities | $45,842,000 | 2,523 |
| 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 | $23,254,000 | 4,326 |
| U.S. Government securities | $18,552,000 | 4,068 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $18,552,000 | 3,930 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $2,642,000 | 1,583 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,642,000 | 1,212 |
| Foreign debt securities | $2,060,000 | 65 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $13,587,000 | 2,476 |
| Certificates of participation in pools of residential mortgages | $13,587,000 | 1,945 |
| Issued or guaranteed by U.S. | $13,587,000 | 1,937 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $23,254,000 | 3,749 |
| Total debt securities | $23,255,000 | 4,260 |
| 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 | $39,486,000 | 2,917 |
| U.S. Government securities | $34,741,000 | 2,506 |
| U.S. Treasury securities | $19,982,000 | 225 |
| U.S. Government agency obligations | $14,759,000 | 4,525 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $2,640,000 | 1,604 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,640,000 | 1,265 |
| Foreign debt securities | $2,105,000 | 66 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $14,759,000 | 2,373 |
| Certificates of participation in pools of residential mortgages | $14,759,000 | 1,867 |
| Issued or guaranteed by U.S. | $14,759,000 | 1,859 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $39,486,000 | 2,497 |
| Total debt securities | $39,486,000 | 2,861 |
| 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 | $30,852,000 | 3,592 |
| U.S. Government securities | $15,487,000 | 4,608 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $15,487,000 | 4,446 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $15,365,000 | 29 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,216,000 | 6,401 |
| Mortgage-backed securities | $15,487,000 | 2,330 |
| Certificates of participation in pools of residential mortgages | $15,487,000 | 1,823 |
| Issued or guaranteed by U.S. | $15,487,000 | 1,814 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $30,852,000 | 3,092 |
| Total debt securities | $30,852,000 | 3,524 |
| 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 | $40,161,000 | 2,920 |
| U.S. Government securities | $17,661,000 | 4,175 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $17,661,000 | 4,024 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $22,500,000 | 25 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,395,000 | 6,276 |
| Mortgage-backed securities | $17,661,000 | 2,188 |
| Certificates of participation in pools of residential mortgages | $17,661,000 | 1,688 |
| Issued or guaranteed by U.S. | $17,661,000 | 1,677 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $40,161,000 | 2,513 |
| Total debt securities | $40,161,000 | 2,857 |
| 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 | $41,689,000 | 2,883 |
| U.S. Government securities | $18,775,000 | 4,087 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $18,775,000 | 3,950 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $22,914,000 | 25 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,548,000 | 6,134 |
| Mortgage-backed securities | $18,775,000 | 2,103 |
| Certificates of participation in pools of residential mortgages | $18,775,000 | 1,630 |
| Issued or guaranteed by U.S. | $18,775,000 | 1,614 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $41,689,000 | 2,491 |
| Total debt securities | $41,689,000 | 2,824 |
| 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 | $45,310,000 | 2,645 |
| U.S. Government securities | $20,864,000 | 3,684 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $20,864,000 | 3,542 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $1,995,000 | 2,139 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,995,000 | 185 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $22,451,000 | 25 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,387,000 | 5,100 |
| Mortgage-backed securities | $20,864,000 | 1,953 |
| Certificates of participation in pools of residential mortgages | $20,864,000 | 1,480 |
| Issued or guaranteed by U.S. | $20,864,000 | 1,474 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $45,310,000 | 2,268 |
| Total debt securities | $45,175,000 | 2,582 |
| 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 | $51,435,000 | 2,335 |
| U.S. Government securities | $14,005,000 | 4,692 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $14,005,000 | 4,545 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $8,415,000 | 1,017 |
| Privately issued residential mortgage-backed securities | $2,719,000 | 481 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,941,000 | 194 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,755,000 | 1,384 |
| Foreign debt securities | $29,015,000 | 23 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,384,000 | 4,631 |
| Mortgage-backed securities | $16,724,000 | 2,277 |
| Certificates of participation in pools of residential mortgages | $14,005,000 | 1,941 |
| Issued or guaranteed by U.S. | $14,005,000 | 1,932 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $2,719,000 | 2,251 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $2,719,000 | 426 |
| 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 | 4,735 |
| Available-for-sale securities (fair market value) | $51,435,000 | 1,981 |
| Total debt securities | $51,300,000 | 2,272 |
| 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 | $63,968,000 | 1,909 |
| U.S. Government securities | $12,898,000 | 4,905 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $12,898,000 | 4,726 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $15,952,000 | 700 |
| Privately issued residential mortgage-backed securities | $5,083,000 | 403 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,270,000 | 181 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,599,000 | 792 |
| Foreign debt securities | $35,118,000 | 23 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,222,000 | 4,341 |
| Mortgage-backed securities | $17,981,000 | 2,161 |
| Certificates of participation in pools of residential mortgages | $12,898,000 | 2,029 |
| Issued or guaranteed by U.S. | $12,898,000 | 2,021 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $5,083,000 | 1,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $5,083,000 | 355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $63,968,000 | 1,620 |
| Total debt securities | $63,833,000 | 1,848 |
| 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 | $60,627,000 | 1,985 |
| U.S. Government securities | $10,192,000 | 5,535 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $10,192,000 | 5,339 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $17,845,000 | 646 |
| Privately issued residential mortgage-backed securities | $5,121,000 | 390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,264,000 | 184 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,460,000 | 689 |
| Foreign debt securities | $32,590,000 | 22 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,511,000 | 3,162 |
| Mortgage-backed securities | $15,313,000 | 2,368 |
| Certificates of participation in pools of residential mortgages | $10,192,000 | 2,314 |
| Issued or guaranteed by U.S. | $10,192,000 | 2,301 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $5,121,000 | 1,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $5,121,000 | 346 |
| 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 | 4,875 |
| Available-for-sale securities (fair market value) | $60,627,000 | 1,667 |
| Total debt securities | $60,492,000 | 1,922 |
| 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 | $72,122,000 | 1,549 |
| U.S. Government securities | $16,443,000 | 4,101 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $16,443,000 | 3,903 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $28,231,000 | 494 |
| Privately issued residential mortgage-backed securities | $8,023,000 | 341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,867,000 | 100 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,341,000 | 763 |
| Foreign debt securities | $27,448,000 | 25 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,857,000 | 2,826 |
| Mortgage-backed securities | $21,991,000 | 1,714 |
| Certificates of participation in pools of residential mortgages | $4,747,000 | 3,226 |
| Issued or guaranteed by U.S. | $4,747,000 | 3,209 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $17,244,000 | 915 |
| CMOs issued by government agencies or sponsored agencies | $9,221,000 | 1,258 |
| Privately issued | $8,023,000 | 305 |
| 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 | 5,093 |
| Available-for-sale securities (fair market value) | $72,122,000 | 1,297 |
| Total debt securities | $72,122,000 | 1,499 |
| Structured notes | ||
| Amortized cost | $2,551,000 | 156 |
| Fair value | $2,475,000 | 163 |
| 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 | $66,202,000 | 1,658 |
| U.S. Government securities | $41,450,000 | 1,927 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $41,450,000 | 1,794 |
| Securities issued by states & political subdivisions | $35,000 | 7,155 |
| Other domestic debt securities | $15,552,000 | 626 |
| Privately issued residential mortgage-backed securities | $9,557,000 | 289 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,995,000 | 904 |
| Foreign debt securities | $7,707,000 | 42 |
| Equity securities | $1,458,000 | 1,954 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,326,000 | 3,585 |
| Mortgage-backed securities | $36,331,000 | 994 |
| Certificates of participation in pools of residential mortgages | $1,958,000 | 3,997 |
| Issued or guaranteed by U.S. | $1,480,000 | 4,335 |
| Privately issued | $478,000 | 183 |
| Collaterized mortgage obligations | $34,373,000 | 483 |
| CMOs issued by government agencies or sponsored agencies | $25,294,000 | 512 |
| Privately issued | $9,079,000 | 264 |
| 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) | $35,300,000 | 708 |
| Available-for-sale securities (fair market value) | $30,902,000 | 2,698 |
| Total debt securities | $64,744,000 | 1,607 |
| 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 | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $64,373,000 | 1,775 |
| U.S. Government securities | $46,905,000 | 1,785 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $46,905,000 | 1,602 |
| Securities issued by states & political subdivisions | $35,000 | 7,524 |
| Other domestic debt securities | $4,934,000 | 1,221 |
| Privately issued residential mortgage-backed securities | $4,934,000 | 412 |
| 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 | $10,918,000 | 41 |
| Equity securities | $1,581,000 | 1,780 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,501,000 | 3,789 |
| Mortgage-backed securities | $37,737,000 | 1,048 |
| Certificates of participation in pools of residential mortgages | $2,105,000 | 4,139 |
| Issued or guaranteed by U.S. | $1,637,000 | 4,449 |
| Privately issued | $468,000 | 185 |
| Collaterized mortgage obligations | $35,632,000 | 510 |
| CMOs issued by government agencies or sponsored agencies | $31,166,000 | 489 |
| Privately issued | $4,466,000 | 371 |
| 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) | $51,319,000 | 539 |
| Available-for-sale securities (fair market value) | $13,054,000 | 5,139 |
| Total debt securities | $62,792,000 | 1,747 |
| 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 | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $44,741,000 | 2,565 |
| U.S. Government securities | $27,472,000 | 3,059 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $27,472,000 | 2,550 |
| Securities issued by states & political subdivisions | $35,000 | 7,757 |
| 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 | $16,787,000 | 36 |
| Equity securities | $447,000 | 3,817 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,448,000 | 2,521 |
| Mortgage-backed securities | $27,441,000 | 1,385 |
| Certificates of participation in pools of residential mortgages | $2,452,000 | 4,101 |
| Issued or guaranteed by U.S. | $2,452,000 | 4,081 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $24,989,000 | 668 |
| CMOs issued by government agencies or sponsored agencies | $24,989,000 | 597 |
| 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) | $14,862,000 | 1,751 |
| Available-for-sale securities (fair market value) | $29,879,000 | 2,814 |
| Total debt securities | $44,294,000 | 2,494 |
| 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 | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $19,912,000 | 4,926 |
| U.S. Government securities | $13,127,000 | 5,505 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $13,127,000 | 4,399 |
| Securities issued by states & political subdivisions | $35,000 | 8,065 |
| 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 | $6,303,000 | 52 |
| Equity securities | $447,000 | 3,860 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,600,000 | 3,536 |
| Mortgage-backed securities | $509,000 | 6,955 |
| 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 | $509,000 | 3,962 |
| CMOs issued by government agencies or sponsored agencies | $509,000 | 3,813 |
| 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) | $6,388,000 | 3,682 |
| Available-for-sale securities (fair market value) | $13,524,000 | 4,799 |
| Total debt securities | $19,465,000 | 4,900 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $3,042,000 | 10,531 |
| U.S. Government securities | $2,560,000 | 10,357 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $2,560,000 | 9,096 |
| Securities issued by states & political subdivisions | $35,000 | 8,508 |
| 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 | $0 | 466 |
| Equity securities | $447,000 | 3,747 |
| 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) | $71,000 | 7,930 |
| Available-for-sale securities (fair market value) | $2,971,000 | 8,622 |
| Total debt securities | $2,595,000 | 10,583 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $1,842,000 | 160 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $575,000 | 11,730 |
| U.S. Government securities | $93,000 | 11,735 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $93,000 | 11,156 |
| Securities issued by states & political subdivisions | $35,000 | 8,880 |
| 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 | $0 | 553 |
| Equity securities | $447,000 | 3,516 |
| 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) | $93,000 | 8,287 |
| Available-for-sale securities (fair market value) | $482,000 | 10,294 |
| Total debt securities | $128,000 | 11,753 |
| 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 | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $595,000 | 12,396 |
| U.S. Government securities | $115,000 | 12,392 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $115,000 | 11,650 |
| Securities issued by states & political subdivisions | $33,000 | 9,404 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $447,000 | 3,297 |
| 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 | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $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) | $115,000 | 11,390 |
| Available-for-sale securities (fair market value) | $480,000 | 10,167 |
| Total debt securities | $148,000 | 12,417 |
| 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 | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $586,000 | 13,007 |
| U.S. Government securities | $139,000 | 12,984 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $139,000 | 12,068 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $447,000 | 3,259 |
| 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 | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $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 | $139,000 | 13,034 |
| 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 | $447,000 | 13,623 |
| U.S. Government securities | $0 | 13,618 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $0 | 12,681 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $447,000 | 2,787 |
| 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 | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $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 | $0 | 13,675 |
| 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 |