Home > The Patapsco Bank > Securities
The Patapsco Bank, Securities
| 2015-06-30 | Rank | |
| Total securities | $25,819,000 | 3,739 |
| U.S. Government securities | $25,819,000 | 2,798 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $25,819,000 | 2,709 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,234,000 | 4,419 |
| Mortgage-backed securities | $18,012,000 | 2,286 |
| Certificates of participation in pools of residential mortgages | $2,185,000 | 3,859 |
| Issued or guaranteed by U.S. | $2,185,000 | 3,855 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $15,827,000 | 964 |
| CMOs issued by government agencies or sponsored agencies | $15,827,000 | 915 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $5,750,000 | 1,310 |
| Available-for-sale securities (fair market value) | $20,069,000 | 3,822 |
| Total debt securities | $25,819,000 | 3,715 |
| Structured notes | ||
| Amortized cost | $5,750,000 | 484 |
| Fair value | $5,723,000 | 481 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $30,050,000 | 3,520 |
| U.S. Government securities | $30,050,000 | 2,590 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $30,050,000 | 2,501 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,545,000 | 4,398 |
| Mortgage-backed securities | $19,245,000 | 2,250 |
| Certificates of participation in pools of residential mortgages | $2,348,000 | 3,879 |
| Issued or guaranteed by U.S. | $2,348,000 | 3,874 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $16,897,000 | 947 |
| CMOs issued by government agencies or sponsored agencies | $16,897,000 | 903 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $8,744,000 | 1,121 |
| Available-for-sale securities (fair market value) | $21,306,000 | 3,777 |
| Total debt securities | $30,050,000 | 3,492 |
| Structured notes | ||
| Amortized cost | $8,744,000 | 388 |
| Fair value | $8,763,000 | 386 |
| 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 | $35,849,000 | 3,219 |
| U.S. Government securities | $34,860,000 | 2,396 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $34,860,000 | 2,317 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $989,000 | 1,728 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $989,000 | 1,387 |
| 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 | $3,777,000 | 4,406 |
| Mortgage-backed securities | $20,003,000 | 2,245 |
| Certificates of participation in pools of residential mortgages | $2,428,000 | 3,938 |
| Issued or guaranteed by U.S. | $2,428,000 | 3,932 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $17,575,000 | 942 |
| CMOs issued by government agencies or sponsored agencies | $17,575,000 | 896 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $12,800,000 | 987 |
| Available-for-sale securities (fair market value) | $23,049,000 | 3,692 |
| Total debt securities | $35,849,000 | 3,197 |
| Structured notes | ||
| Amortized cost | $11,744,000 | 290 |
| Fair value | $11,728,000 | 291 |
| 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 | $44,160,000 | 2,865 |
| U.S. Government securities | $43,164,000 | 2,102 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $43,164,000 | 2,017 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $996,000 | 1,775 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $996,000 | 1,413 |
| 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 | $4,301,000 | 4,323 |
| Mortgage-backed securities | $21,039,000 | 2,236 |
| Certificates of participation in pools of residential mortgages | $2,617,000 | 3,962 |
| Issued or guaranteed by U.S. | $2,617,000 | 3,959 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $18,422,000 | 933 |
| CMOs issued by government agencies or sponsored agencies | $18,422,000 | 888 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $20,084,000 | 788 |
| Available-for-sale securities (fair market value) | $24,076,000 | 3,704 |
| Total debt securities | $44,160,000 | 2,839 |
| Structured notes | ||
| Amortized cost | $17,744,000 | 223 |
| Fair value | $17,474,000 | 222 |
| 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 | $45,236,000 | 2,857 |
| U.S. Government securities | $44,235,000 | 2,078 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $44,235,000 | 2,001 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $1,001,000 | 1,796 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $1,001,000 | 1,417 |
| 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 | $4,797,000 | 4,250 |
| Mortgage-backed securities | $22,225,000 | 2,200 |
| Certificates of participation in pools of residential mortgages | $2,729,000 | 3,991 |
| Issued or guaranteed by U.S. | $2,729,000 | 3,989 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $19,496,000 | 917 |
| CMOs issued by government agencies or sponsored agencies | $19,496,000 | 867 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $19,962,000 | 789 |
| Available-for-sale securities (fair market value) | $25,274,000 | 3,657 |
| Total debt securities | $45,236,000 | 2,829 |
| Structured notes | ||
| Amortized cost | $16,748,000 | 258 |
| Fair value | $16,455,000 | 257 |
| 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 | $46,063,000 | 2,847 |
| U.S. Government securities | $44,074,000 | 2,098 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $44,074,000 | 2,036 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $1,989,000 | 1,490 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $1,989,000 | 1,149 |
| 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 | $4,996,000 | 4,217 |
| Mortgage-backed securities | $16,963,000 | 2,542 |
| Certificates of participation in pools of residential mortgages | $3,342,000 | 3,850 |
| Issued or guaranteed by U.S. | $3,342,000 | 3,850 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $13,621,000 | 1,155 |
| CMOs issued by government agencies or sponsored agencies | $13,621,000 | 1,099 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $23,977,000 | 697 |
| Available-for-sale securities (fair market value) | $22,086,000 | 3,922 |
| Total debt securities | $46,063,000 | 2,820 |
| Structured notes | ||
| Amortized cost | $21,741,000 | 211 |
| Fair value | $21,052,000 | 209 |
| 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 | $46,768,000 | 2,813 |
| U.S. Government securities | $44,806,000 | 2,048 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $44,806,000 | 1,987 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $1,962,000 | 1,532 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $1,962,000 | 1,186 |
| 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 | $8,840,000 | 3,463 |
| Mortgage-backed securities | $16,705,000 | 2,563 |
| Certificates of participation in pools of residential mortgages | $3,516,000 | 3,826 |
| Issued or guaranteed by U.S. | $3,516,000 | 3,822 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $11,858,000 | 1,243 |
| CMOs issued by government agencies or sponsored agencies | $11,858,000 | 1,177 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $1,331,000 | 656 |
| Commercial mortgage pass-through securities | $1,331,000 | 418 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $24,999,000 | 672 |
| Available-for-sale securities (fair market value) | $21,769,000 | 3,955 |
| Total debt securities | $46,769,000 | 2,789 |
| Structured notes | ||
| Amortized cost | $22,741,000 | 196 |
| Fair value | $21,215,000 | 195 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $47,931,000 | 2,787 |
| U.S. Government securities | $46,031,000 | 2,030 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $46,031,000 | 1,969 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $1,900,000 | 1,604 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $1,900,000 | 1,239 |
| 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 | $9,675,000 | 3,317 |
| Mortgage-backed securities | $17,886,000 | 2,495 |
| Certificates of participation in pools of residential mortgages | $3,775,000 | 3,772 |
| Issued or guaranteed by U.S. | $3,775,000 | 3,767 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $12,785,000 | 1,209 |
| CMOs issued by government agencies or sponsored agencies | $12,785,000 | 1,141 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $1,326,000 | 647 |
| Commercial mortgage pass-through securities | $1,326,000 | 402 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $25,020,000 | 654 |
| Available-for-sale securities (fair market value) | $22,911,000 | 3,885 |
| Total debt securities | $47,931,000 | 2,759 |
| Structured notes | ||
| Amortized cost | $22,741,000 | 191 |
| Fair value | $21,677,000 | 187 |
| 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 | $50,112,000 | 2,673 |
| U.S. Government securities | $48,182,000 | 1,933 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $48,182,000 | 1,878 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $1,930,000 | 1,631 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $1,930,000 | 1,261 |
| 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 | $10,848,000 | 3,140 |
| Mortgage-backed securities | $19,986,000 | 2,365 |
| Certificates of participation in pools of residential mortgages | $3,983,000 | 3,710 |
| Issued or guaranteed by U.S. | $3,983,000 | 3,705 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $14,671,000 | 1,153 |
| CMOs issued by government agencies or sponsored agencies | $14,671,000 | 1,082 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $1,332,000 | 617 |
| Commercial mortgage pass-through securities | $1,332,000 | 396 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $25,046,000 | 609 |
| Available-for-sale securities (fair market value) | $25,066,000 | 3,751 |
| Total debt securities | $50,112,000 | 2,643 |
| Structured notes | ||
| Amortized cost | $22,741,000 | 184 |
| Fair value | $22,287,000 | 181 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $44,953,000 | 2,910 |
| U.S. Government securities | $42,238,000 | 2,183 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $42,238,000 | 2,124 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $2,715,000 | 1,392 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $2,715,000 | 1,023 |
| 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 | $12,559,000 | 2,954 |
| Mortgage-backed securities | $22,593,000 | 2,247 |
| Certificates of participation in pools of residential mortgages | $4,748,000 | 3,587 |
| Issued or guaranteed by U.S. | $4,748,000 | 3,583 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $16,484,000 | 1,119 |
| CMOs issued by government agencies or sponsored agencies | $16,484,000 | 1,052 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $1,361,000 | 535 |
| Commercial mortgage pass-through securities | $1,361,000 | 358 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $12,082,000 | 887 |
| Available-for-sale securities (fair market value) | $32,871,000 | 3,287 |
| Total debt securities | $44,952,000 | 2,882 |
| Structured notes | ||
| Amortized cost | $12,252,000 | 337 |
| Fair value | $12,170,000 | 338 |
| 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 | $44,029,000 | 2,904 |
| U.S. Government securities | $41,389,000 | 2,167 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $41,389,000 | 2,115 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $2,640,000 | 1,391 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $2,640,000 | 1,013 |
| 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 | $14,170,000 | 2,759 |
| Mortgage-backed securities | $23,799,000 | 2,194 |
| Certificates of participation in pools of residential mortgages | $5,456,000 | 3,415 |
| Issued or guaranteed by U.S. | $5,456,000 | 3,413 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $16,986,000 | 1,120 |
| CMOs issued by government agencies or sponsored agencies | $16,986,000 | 1,042 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $1,357,000 | 437 |
| Commercial mortgage pass-through securities | $1,357,000 | 309 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $10,029,000 | 961 |
| Available-for-sale securities (fair market value) | $34,000,000 | 3,171 |
| Total debt securities | $44,029,000 | 2,871 |
| Structured notes | ||
| Amortized cost | $14,529,000 | 311 |
| Fair value | $14,377,000 | 318 |
| 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 | $45,747,000 | 2,862 |
| U.S. Government securities | $43,089,000 | 2,153 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $43,089,000 | 2,103 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $2,658,000 | 1,427 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $2,658,000 | 1,054 |
| 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 | $15,497,000 | 2,620 |
| Mortgage-backed securities | $25,950,000 | 2,161 |
| Certificates of participation in pools of residential mortgages | $5,862,000 | 3,499 |
| Issued or guaranteed by U.S. | $5,862,000 | 3,499 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $18,715,000 | 1,104 |
| CMOs issued by government agencies or sponsored agencies | $18,715,000 | 1,030 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $1,373,000 | 421 |
| Commercial mortgage pass-through securities | $1,373,000 | 282 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $4,008,000 | 1,427 |
| Available-for-sale securities (fair market value) | $41,739,000 | 2,821 |
| Total debt securities | $45,747,000 | 2,840 |
| Structured notes | ||
| Amortized cost | $14,008,000 | 329 |
| Fair value | $13,892,000 | 335 |
| 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 | $41,124,000 | 3,082 |
| U.S. Government securities | $38,532,000 | 2,383 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $38,532,000 | 2,333 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $2,592,000 | 1,461 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $2,592,000 | 1,072 |
| 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 | $16,598,000 | 2,548 |
| Mortgage-backed securities | $27,669,000 | 2,098 |
| Certificates of participation in pools of residential mortgages | $7,535,000 | 3,203 |
| Issued or guaranteed by U.S. | $7,535,000 | 3,203 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $20,134,000 | 1,069 |
| CMOs issued by government agencies or sponsored agencies | $20,134,000 | 987 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $41,124,000 | 2,845 |
| Total debt securities | $41,124,000 | 3,057 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 495 |
| Fair value | $9,756,000 | 514 |
| 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 | $39,752,000 | 3,175 |
| U.S. Government securities | $34,180,000 | 2,630 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $34,180,000 | 2,575 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $5,572,000 | 1,010 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $5,572,000 | 700 |
| 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 | $20,840,000 | 2,207 |
| Mortgage-backed securities | $32,179,000 | 1,915 |
| Certificates of participation in pools of residential mortgages | $8,953,000 | 2,971 |
| Issued or guaranteed by U.S. | $8,953,000 | 2,969 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $23,226,000 | 984 |
| CMOs issued by government agencies or sponsored agencies | $23,226,000 | 919 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $39,752,000 | 2,924 |
| Total debt securities | $39,752,000 | 3,143 |
| Structured notes | ||
| Amortized cost | $5,922,000 | 931 |
| Fair value | $5,740,000 | 936 |
| 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 | $42,331,000 | 2,958 |
| U.S. Government securities | $37,767,000 | 2,343 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $37,767,000 | 2,281 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $4,564,000 | 1,096 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $4,564,000 | 734 |
| 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 | $27,220,000 | 1,733 |
| Mortgage-backed securities | $28,757,000 | 1,973 |
| Certificates of participation in pools of residential mortgages | $7,647,000 | 3,073 |
| Issued or guaranteed by U.S. | $7,647,000 | 3,073 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $21,110,000 | 1,027 |
| CMOs issued by government agencies or sponsored agencies | $21,110,000 | 912 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $42,331,000 | 2,709 |
| Total debt securities | $42,331,000 | 2,936 |
| Structured notes | ||
| Amortized cost | $8,000,000 | 663 |
| Fair value | $8,009,000 | 673 |
| 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 | $38,852,000 | 3,066 |
| U.S. Government securities | $35,072,000 | 2,425 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $35,072,000 | 2,363 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $3,780,000 | 1,208 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $3,780,000 | 794 |
| 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 | $19,685,000 | 2,152 |
| Mortgage-backed securities | $24,556,000 | 2,109 |
| Certificates of participation in pools of residential mortgages | $2,706,000 | 4,170 |
| Issued or guaranteed by U.S. | $2,706,000 | 4,155 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $21,850,000 | 996 |
| CMOs issued by government agencies or sponsored agencies | $21,850,000 | 873 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $38,852,000 | 2,805 |
| Total debt securities | $38,852,000 | 3,041 |
| Structured notes | ||
| Amortized cost | $7,500,000 | 745 |
| Fair value | $7,502,000 | 751 |
| 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 | $39,814,000 | 3,018 |
| U.S. Government securities | $36,859,000 | 2,382 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $36,859,000 | 2,315 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $2,955,000 | 1,300 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $2,955,000 | 844 |
| 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 | $25,038,000 | 1,850 |
| Mortgage-backed securities | $24,339,000 | 2,081 |
| Certificates of participation in pools of residential mortgages | $4,098,000 | 3,740 |
| Issued or guaranteed by U.S. | $4,098,000 | 3,728 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $20,241,000 | 1,044 |
| CMOs issued by government agencies or sponsored agencies | $20,241,000 | 907 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $39,814,000 | 2,754 |
| Total debt securities | $39,814,000 | 2,995 |
| Structured notes | ||
| Amortized cost | $9,500,000 | 727 |
| Fair value | $9,484,000 | 729 |
| 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 | $38,004,000 | 3,088 |
| U.S. Government securities | $34,997,000 | 2,473 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $34,997,000 | 2,401 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $3,007,000 | 1,316 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $3,007,000 | 844 |
| 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 | $25,972,000 | 1,798 |
| Mortgage-backed securities | $23,067,000 | 2,115 |
| Certificates of participation in pools of residential mortgages | $4,183,000 | 3,652 |
| Issued or guaranteed by U.S. | $4,183,000 | 3,643 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $18,884,000 | 1,064 |
| CMOs issued by government agencies or sponsored agencies | $18,884,000 | 907 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $38,004,000 | 2,810 |
| Total debt securities | $38,004,000 | 3,065 |
| Structured notes | ||
| Amortized cost | $9,500,000 | 755 |
| Fair value | $9,387,000 | 759 |
| 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 | $36,571,000 | 3,086 |
| U.S. Government securities | $33,568,000 | 2,436 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $33,568,000 | 2,357 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $3,003,000 | 1,412 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $3,003,000 | 846 |
| 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 | $4,568,000 | 4,333 |
| Mortgage-backed securities | $18,628,000 | 2,315 |
| Certificates of participation in pools of residential mortgages | $5,829,000 | 3,165 |
| Issued or guaranteed by U.S. | $5,829,000 | 3,159 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $12,799,000 | 1,296 |
| CMOs issued by government agencies or sponsored agencies | $12,799,000 | 1,122 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $36,571,000 | 2,808 |
| Total debt securities | $36,575,000 | 3,065 |
| Structured notes | ||
| Amortized cost | $9,500,000 | 694 |
| Fair value | $9,383,000 | 696 |
| 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 | $24,054,000 | 3,957 |
| U.S. Government securities | $12,758,000 | 4,364 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $12,758,000 | 4,251 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $11,296,000 | 701 |
| Privately issued residential mortgage-backed securities | $7,790,000 | 452 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $3,506,000 | 756 |
| 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 | $4,816,000 | 4,305 |
| Mortgage-backed securities | $12,970,000 | 2,800 |
| Certificates of participation in pools of residential mortgages | $5,180,000 | 3,278 |
| Issued or guaranteed by U.S. | $5,180,000 | 3,271 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $7,790,000 | 1,654 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $7,790,000 | 434 |
| 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) | $24,054,000 | 3,634 |
| Total debt securities | $24,054,000 | 3,918 |
| Structured notes | ||
| Amortized cost | $5,003,000 | 1,099 |
| Fair value | $5,000,000 | 1,155 |
| 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 | $25,482,000 | 3,841 |
| U.S. Government securities | $20,660,000 | 3,423 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $20,660,000 | 3,336 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $4,822,000 | 1,163 |
| Privately issued residential mortgage-backed securities | $3,310,000 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $1,512,000 | 1,122 |
| 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 | $4,846,000 | 4,358 |
| Mortgage-backed securities | $10,334,000 | 3,107 |
| Certificates of participation in pools of residential mortgages | $7,024,000 | 2,915 |
| Issued or guaranteed by U.S. | $7,024,000 | 2,905 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $3,310,000 | 2,183 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $3,310,000 | 674 |
| 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) | $25,482,000 | 3,518 |
| Total debt securities | $25,482,000 | 3,805 |
| Structured notes | ||
| Amortized cost | $6,998,000 | 913 |
| Fair value | $7,020,000 | 917 |
| 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 | $15,832,000 | 4,927 |
| U.S. Government securities | $14,340,000 | 4,240 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $14,340,000 | 4,132 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $1,492,000 | 1,959 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $1,492,000 | 1,159 |
| 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 | $4,198,000 | 4,601 |
| Mortgage-backed securities | $5,785,000 | 3,927 |
| Certificates of participation in pools of residential mortgages | $5,785,000 | 3,266 |
| Issued or guaranteed by U.S. | $5,785,000 | 3,259 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $15,832,000 | 4,488 |
| Total debt securities | $15,832,000 | 4,892 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,588 |
| Fair value | $2,497,000 | 1,613 |
| 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 | $17,092,000 | 4,738 |
| U.S. Government securities | $14,059,000 | 4,254 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $14,059,000 | 4,167 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $3,033,000 | 1,535 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $3,033,000 | 836 |
| 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 | $4,639,000 | 4,504 |
| Mortgage-backed securities | $6,041,000 | 3,925 |
| Certificates of participation in pools of residential mortgages | $6,041,000 | 3,283 |
| Issued or guaranteed by U.S. | $6,041,000 | 3,274 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $17,092,000 | 4,311 |
| Total debt securities | $17,092,000 | 4,702 |
| 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 | $16,073,000 | 4,923 |
| U.S. Government securities | $13,038,000 | 4,437 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $13,038,000 | 4,346 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $3,035,000 | 1,630 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $3,035,000 | 891 |
| 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 | $6,419,000 | 3,916 |
| Certificates of participation in pools of residential mortgages | $6,419,000 | 3,269 |
| Issued or guaranteed by U.S. | $6,419,000 | 3,260 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $16,073,000 | 4,490 |
| Total debt securities | $16,073,000 | 4,880 |
| 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 | $16,084,000 | 4,906 |
| U.S. Government securities | $13,267,000 | 4,411 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $13,267,000 | 4,315 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $2,817,000 | 1,707 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $2,817,000 | 939 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,462 |
| Mortgage-backed securities | $6,691,000 | 3,913 |
| Certificates of participation in pools of residential mortgages | $6,691,000 | 3,268 |
| Issued or guaranteed by U.S. | $6,691,000 | 3,257 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $16,084,000 | 4,463 |
| Total debt securities | $16,084,000 | 4,861 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,123 |
| Fair value | $1,000,000 | 1,179 |
| 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 | $11,478,000 | 5,624 |
| U.S. Government securities | $8,748,000 | 5,348 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $8,748,000 | 5,269 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $2,730,000 | 1,651 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,730,000 | 965 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,516 |
| Mortgage-backed securities | $5,719,000 | 4,192 |
| Certificates of participation in pools of residential mortgages | $5,719,000 | 3,578 |
| Issued or guaranteed by U.S. | $5,719,000 | 3,568 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $11,478,000 | 5,129 |
| Total debt securities | $11,478,000 | 5,578 |
| 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 | $8,912,000 | 6,131 |
| U.S. Government securities | $6,080,000 | 6,103 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $6,080,000 | 6,018 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $2,832,000 | 1,584 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,832,000 | 919 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,541 |
| Mortgage-backed securities | $6,080,000 | 4,060 |
| Certificates of participation in pools of residential mortgages | $6,080,000 | 3,465 |
| Issued or guaranteed by U.S. | $6,080,000 | 3,453 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $8,912,000 | 5,598 |
| Total debt securities | $8,912,000 | 6,085 |
| 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 | $8,157,000 | 6,237 |
| U.S. Government securities | $5,471,000 | 6,249 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $5,471,000 | 6,158 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $2,686,000 | 1,590 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,686,000 | 934 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,576 |
| Mortgage-backed securities | $4,971,000 | 4,218 |
| Certificates of participation in pools of residential mortgages | $4,971,000 | 3,660 |
| Issued or guaranteed by U.S. | $4,971,000 | 3,648 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $8,157,000 | 5,685 |
| Total debt securities | $8,157,000 | 6,197 |
| 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 | $9,601,000 | 6,007 |
| U.S. Government securities | $6,684,000 | 5,959 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $6,684,000 | 5,876 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $2,917,000 | 1,593 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,917,000 | 973 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,612 |
| Mortgage-backed securities | $5,183,000 | 4,160 |
| Certificates of participation in pools of residential mortgages | $5,183,000 | 3,592 |
| Issued or guaranteed by U.S. | $5,183,000 | 3,576 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $9,601,000 | 5,492 |
| Total debt securities | $9,601,000 | 5,944 |
| 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 | $9,210,000 | 6,093 |
| U.S. Government securities | $7,238,000 | 5,820 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $7,238,000 | 5,732 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $1,972,000 | 1,772 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,972,000 | 1,162 |
| 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 | $5,735,000 | 3,947 |
| Certificates of participation in pools of residential mortgages | $5,735,000 | 3,353 |
| Issued or guaranteed by U.S. | $5,735,000 | 3,336 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $9,210,000 | 5,553 |
| Total debt securities | $9,210,000 | 6,019 |
| 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 | $11,694,000 | 5,723 |
| U.S. Government securities | $9,727,000 | 5,309 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $9,727,000 | 5,207 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $1,967,000 | 1,640 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,967,000 | 1,086 |
| 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 | $5,983,000 | 3,619 |
| Certificates of participation in pools of residential mortgages | $5,983,000 | 3,009 |
| Issued or guaranteed by U.S. | $5,983,000 | 2,994 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $11,694,000 | 5,153 |
| Total debt securities | $11,694,000 | 5,662 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 1,188 |
| Fair value | $1,751,000 | 1,183 |
| 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 | $11,897,000 | 5,746 |
| U.S. Government securities | $9,961,000 | 5,357 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $9,961,000 | 5,246 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $1,936,000 | 1,609 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,936,000 | 1,079 |
| 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 | $6,232,000 | 3,399 |
| Certificates of participation in pools of residential mortgages | $6,232,000 | 2,786 |
| Issued or guaranteed by U.S. | $6,232,000 | 2,771 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $11,897,000 | 5,164 |
| Total debt securities | $11,897,000 | 5,682 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 1,366 |
| Fair value | $1,748,000 | 1,368 |
| 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 | $13,147,000 | 5,533 |
| U.S. Government securities | $11,234,000 | 5,141 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $11,234,000 | 5,035 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $1,913,000 | 1,556 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,913,000 | 1,051 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,778 |
| Mortgage-backed securities | $6,558,000 | 3,279 |
| Certificates of participation in pools of residential mortgages | $6,558,000 | 2,639 |
| Issued or guaranteed by U.S. | $6,558,000 | 2,626 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $13,147,000 | 4,925 |
| Total debt securities | $13,147,000 | 5,487 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 1,446 |
| Fair value | $1,726,000 | 1,453 |
| 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 | $14,809,000 | 5,287 |
| U.S. Government securities | $12,872,000 | 4,821 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $12,872,000 | 4,694 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $1,937,000 | 1,556 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,937,000 | 1,063 |
| 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 | $7,193,000 | 3,128 |
| Certificates of participation in pools of residential mortgages | $7,193,000 | 2,499 |
| Issued or guaranteed by U.S. | $7,193,000 | 2,489 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $14,809,000 | 4,673 |
| Total debt securities | $14,809,000 | 5,235 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 1,520 |
| Fair value | $1,729,000 | 1,527 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $15,116,000 | 5,275 |
| U.S. Government securities | $13,183,000 | 4,819 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $13,183,000 | 4,689 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $1,933,000 | 1,555 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,933,000 | 1,082 |
| 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 | $7,534,000 | 3,041 |
| Certificates of participation in pools of residential mortgages | $7,534,000 | 2,438 |
| Issued or guaranteed by U.S. | $7,534,000 | 2,426 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $15,116,000 | 4,667 |
| Total debt securities | $15,116,000 | 5,236 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 1,619 |
| Fair value | $1,721,000 | 1,632 |
| 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 | $16,457,000 | 5,111 |
| U.S. Government securities | $14,518,000 | 4,605 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $14,518,000 | 4,478 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $1,939,000 | 1,551 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,939,000 | 1,082 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $7,880,000 | 2,957 |
| Certificates of participation in pools of residential mortgages | $7,880,000 | 2,404 |
| Issued or guaranteed by U.S. | $7,880,000 | 2,392 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $16,457,000 | 4,493 |
| Total debt securities | $16,457,000 | 5,072 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 1,698 |
| Fair value | $1,722,000 | 1,709 |
| 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 | $16,589,000 | 5,081 |
| U.S. Government securities | $14,686,000 | 4,573 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $14,686,000 | 4,434 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $1,903,000 | 1,583 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,903,000 | 1,111 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $8,127,000 | 2,917 |
| Certificates of participation in pools of residential mortgages | $8,127,000 | 2,382 |
| Issued or guaranteed by U.S. | $8,127,000 | 2,371 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $16,589,000 | 4,431 |
| Total debt securities | $16,589,000 | 5,031 |
| 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 | $20,136,000 | 4,597 |
| U.S. Government securities | $18,223,000 | 4,054 |
| U.S. Treasury securities | $498,000 | 1,379 |
| U.S. Government agency obligations | $17,725,000 | 3,999 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $1,913,000 | 1,630 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,913,000 | 1,168 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $8,656,000 | 2,880 |
| Certificates of participation in pools of residential mortgages | $8,656,000 | 2,343 |
| Issued or guaranteed by U.S. | $8,656,000 | 2,331 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $20,136,000 | 3,976 |
| Total debt securities | $20,136,000 | 4,542 |
| 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 | $20,925,000 | 4,505 |
| U.S. Government securities | $18,685,000 | 3,993 |
| U.S. Treasury securities | $496,000 | 1,407 |
| U.S. Government agency obligations | $18,189,000 | 3,924 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $2,240,000 | 1,552 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,240,000 | 1,112 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,036 |
| Mortgage-backed securities | $9,101,000 | 2,829 |
| Certificates of participation in pools of residential mortgages | $9,101,000 | 2,282 |
| Issued or guaranteed by U.S. | $9,101,000 | 2,270 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $20,925,000 | 3,890 |
| Total debt securities | $20,925,000 | 4,441 |
| 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 | $22,839,000 | 4,238 |
| U.S. Government securities | $20,585,000 | 3,693 |
| U.S. Treasury securities | $494,000 | 1,467 |
| U.S. Government agency obligations | $20,091,000 | 3,615 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $2,254,000 | 1,568 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,254,000 | 1,147 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $9,989,000 | 2,741 |
| Certificates of participation in pools of residential mortgages | $9,989,000 | 2,193 |
| Issued or guaranteed by U.S. | $9,989,000 | 2,182 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $22,839,000 | 3,661 |
| Total debt securities | $22,839,000 | 4,189 |
| 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 | $24,732,000 | 4,068 |
| U.S. Government securities | $22,152,000 | 3,537 |
| U.S. Treasury securities | $1,492,000 | 1,041 |
| U.S. Government agency obligations | $20,660,000 | 3,594 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $2,580,000 | 1,504 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,580,000 | 1,105 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $10,491,000 | 2,753 |
| Certificates of participation in pools of residential mortgages | $10,491,000 | 2,197 |
| Issued or guaranteed by U.S. | $10,491,000 | 2,185 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $24,732,000 | 3,523 |
| Total debt securities | $24,732,000 | 4,017 |
| 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 | $25,951,000 | 4,002 |
| U.S. Government securities | $22,893,000 | 3,527 |
| U.S. Treasury securities | $2,236,000 | 937 |
| U.S. Government agency obligations | $20,657,000 | 3,648 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $3,058,000 | 1,439 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,058,000 | 1,071 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $11,060,000 | 2,750 |
| Certificates of participation in pools of residential mortgages | $11,060,000 | 2,194 |
| Issued or guaranteed by U.S. | $11,060,000 | 2,185 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $25,951,000 | 3,465 |
| Total debt securities | $25,951,000 | 3,945 |
| 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 | $25,363,000 | 4,091 |
| U.S. Government securities | $22,758,000 | 3,531 |
| U.S. Treasury securities | $2,236,000 | 959 |
| U.S. Government agency obligations | $20,522,000 | 3,679 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $2,605,000 | 1,593 |
| 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 | $2,605,000 | 1,221 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $11,824,000 | 2,699 |
| Certificates of participation in pools of residential mortgages | $11,824,000 | 2,141 |
| Issued or guaranteed by U.S. | $11,824,000 | 2,132 |
| 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) | $25,363,000 | 3,539 |
| Total debt securities | $25,363,000 | 4,023 |
| 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 | $27,843,000 | 3,822 |
| U.S. Government securities | $25,227,000 | 3,238 |
| U.S. Treasury securities | $3,240,000 | 784 |
| U.S. Government agency obligations | $21,987,000 | 3,499 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $2,616,000 | 1,608 |
| 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 | $2,616,000 | 1,269 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $12,647,000 | 2,595 |
| Certificates of participation in pools of residential mortgages | $12,647,000 | 2,064 |
| Issued or guaranteed by U.S. | $12,647,000 | 2,056 |
| 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) | $27,843,000 | 3,308 |
| Total debt securities | $27,843,000 | 3,749 |
| 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 | $29,172,000 | 3,731 |
| U.S. Government securities | $26,600,000 | 3,167 |
| U.S. Treasury securities | $3,237,000 | 828 |
| U.S. Government agency obligations | $23,363,000 | 3,407 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $2,572,000 | 1,684 |
| 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 | $2,572,000 | 1,343 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $13,110,000 | 2,564 |
| Certificates of participation in pools of residential mortgages | $13,110,000 | 2,036 |
| Issued or guaranteed by U.S. | $13,110,000 | 2,028 |
| 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) | $29,172,000 | 3,227 |
| Total debt securities | $29,172,000 | 3,667 |
| 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 | $23,295,000 | 4,352 |
| U.S. Government securities | $20,623,000 | 3,768 |
| U.S. Treasury securities | $2,264,000 | 960 |
| U.S. Government agency obligations | $18,359,000 | 3,918 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $2,672,000 | 1,749 |
| 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 | $2,672,000 | 1,401 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $14,976,000 | 2,421 |
| Certificates of participation in pools of residential mortgages | $14,976,000 | 1,881 |
| Issued or guaranteed by U.S. | $14,976,000 | 1,873 |
| 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) | $23,295,000 | 3,777 |
| Total debt securities | $23,295,000 | 4,275 |
| 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 | $31,781,000 | 3,556 |
| U.S. Government securities | $28,676,000 | 3,015 |
| U.S. Treasury securities | $2,257,000 | 1,025 |
| U.S. Government agency obligations | $26,419,000 | 3,079 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $3,105,000 | 1,658 |
| 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 | $3,105,000 | 1,384 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $23,074,000 | 1,850 |
| Certificates of participation in pools of residential mortgages | $23,074,000 | 1,393 |
| Issued or guaranteed by U.S. | $23,074,000 | 1,382 |
| 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) | $31,781,000 | 3,072 |
| Total debt securities | $31,781,000 | 3,492 |
| 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 | $34,544,000 | 3,284 |
| U.S. Government securities | $31,407,000 | 2,732 |
| U.S. Treasury securities | $2,268,000 | 1,030 |
| U.S. Government agency obligations | $29,139,000 | 2,777 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $3,137,000 | 1,740 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,137,000 | 1,466 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $25,009,000 | 1,725 |
| Certificates of participation in pools of residential mortgages | $25,009,000 | 1,296 |
| Issued or guaranteed by U.S. | $25,009,000 | 1,292 |
| 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) | $34,544,000 | 2,834 |
| Total debt securities | $34,544,000 | 3,216 |
| 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 | $24,345,000 | 4,117 |
| U.S. Government securities | $21,722,000 | 3,495 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $21,722,000 | 3,361 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $2,623,000 | 1,948 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,623,000 | 1,670 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $19,844,000 | 2,064 |
| Certificates of participation in pools of residential mortgages | $19,844,000 | 1,536 |
| Issued or guaranteed by U.S. | $19,844,000 | 1,530 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $24,345,000 | 3,560 |
| Total debt securities | $24,345,000 | 4,031 |
| 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 | $26,537,000 | 3,844 |
| U.S. Government securities | $24,948,000 | 3,133 |
| U.S. Treasury securities | $521,000 | 1,845 |
| U.S. Government agency obligations | $24,427,000 | 3,041 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $1,589,000 | 2,388 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,589,000 | 2,086 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $23,051,000 | 1,852 |
| Certificates of participation in pools of residential mortgages | $23,051,000 | 1,372 |
| Issued or guaranteed by U.S. | $23,051,000 | 1,368 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $26,537,000 | 3,318 |
| Total debt securities | $26,537,000 | 3,767 |
| 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 | $22,071,000 | 4,363 |
| U.S. Government securities | $19,433,000 | 3,780 |
| U.S. Treasury securities | $520,000 | 1,946 |
| U.S. Government agency obligations | $18,913,000 | 3,687 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $2,638,000 | 1,938 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,638,000 | 1,673 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $17,531,000 | 2,158 |
| Certificates of participation in pools of residential mortgages | $17,531,000 | 1,603 |
| Issued or guaranteed by U.S. | $17,531,000 | 1,593 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $22,071,000 | 3,746 |
| Total debt securities | $22,071,000 | 4,274 |
| 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 | $7,739,000 | 7,111 |
| U.S. Government securities | $6,739,000 | 6,554 |
| U.S. Treasury securities | $482,000 | 2,640 |
| U.S. Government agency obligations | $6,257,000 | 6,496 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $1,000,000 | 2,920 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,000,000 | 2,520 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $4,554,000 | 4,119 |
| Certificates of participation in pools of residential mortgages | $4,554,000 | 3,283 |
| Issued or guaranteed by U.S. | $4,554,000 | 3,266 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $7,739,000 | 6,215 |
| Total debt securities | $7,739,000 | 7,008 |
| 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 | $10,261,000 | 6,719 |
| U.S. Government securities | $7,331,000 | 6,780 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $7,331,000 | 6,405 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $1,229,000 | 2,313 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,229,000 | 1,999 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $1,701,000 | 1,772 |
| 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 | $6,605,000 | 2,949 |
| Certificates of participation in pools of residential mortgages | $6,602,000 | 2,251 |
| Issued or guaranteed by U.S. | $6,602,000 | 2,237 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $3,000 | 4,273 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 4,004 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $10,261,000 | 5,666 |
| Total debt securities | $8,560,000 | 7,084 |
| Structured notes | ||
| Amortized cost | $450,000 | 665 |
| Fair value | $485,000 | 601 |
| 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 | $5,573,000 | 8,466 |
| U.S. Government securities | $4,622,000 | 8,217 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $4,622,000 | 7,704 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $951,000 | 2,516 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $4,622,000 | 3,718 |
| Certificates of participation in pools of residential mortgages | $4,622,000 | 2,921 |
| Issued or guaranteed by U.S. | $4,622,000 | 2,911 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $5,573,000 | 7,237 |
| Total debt securities | $4,622,000 | 8,704 |
| 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 | $3,353,000 | 9,354 |
| U.S. Government securities | $2,662,000 | 9,160 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $2,662,000 | 8,405 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| 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 | $691,000 | 2,961 |
| 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 | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $3,353,000 | 7,973 |
| Total debt securities | $2,662,000 | 9,494 |
| 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 | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $5,653,000 | 8,945 |
| U.S. Government securities | $5,017,000 | 8,548 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $5,017,000 | 7,261 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $636,000 | 3,120 |
| 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) | $5,653,000 | 7,202 |
| Total debt securities | $5,017,000 | 9,094 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $10,500,000 | 7,757 |
| U.S. Government securities | $9,908,000 | 7,057 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $9,908,000 | 5,539 |
| 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 | $592,000 | 3,177 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,500,000 | 2,814 |
| Mortgage-backed securities | $7,915,000 | 3,308 |
| Certificates of participation in pools of residential mortgages | $2,418,000 | 4,442 |
| Issued or guaranteed by U.S. | $2,418,000 | 4,423 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $5,497,000 | 1,816 |
| CMOs issued by government agencies or sponsored agencies | $5,497,000 | 1,730 |
| 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) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $10,500,000 | 5,840 |
| Total debt securities | $9,908,000 | 7,854 |
| 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 | $25,978,000 | 4,566 |
| U.S. Government securities | $25,860,000 | 3,796 |
| U.S. Treasury securities | $3,485,000 | 5,670 |
| U.S. Government agency obligations | $22,375,000 | 3,023 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $41,000 | 4,847 |
| 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 | $41,000 | 3,744 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-77,000 | 1,051 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $16,945,000 | 2,181 |
| Certificates of participation in pools of residential mortgages | $4,781,000 | 3,363 |
| Issued or guaranteed by U.S. | $4,781,000 | 3,336 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $12,164,000 | 1,221 |
| CMOs issued by government agencies or sponsored agencies | $12,164,000 | 1,160 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $118,000 | 8,246 |
| Available-for-sale securities (fair market value) | $25,860,000 | 3,205 |
| Total debt securities | $25,901,000 | 4,493 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $29,062,000 | 4,383 |
| U.S. Government securities | $29,018,000 | 3,584 |
| U.S. Treasury securities | $2,496,000 | 7,645 |
| U.S. Government agency obligations | $26,522,000 | 2,531 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $41,000 | 5,446 |
| 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 | $41,000 | 4,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-3,000 | 871 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $16,070,000 | 2,363 |
| Certificates of participation in pools of residential mortgages | $201,000 | 8,344 |
| Issued or guaranteed by U.S. | $201,000 | 8,318 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $15,869,000 | 1,063 |
| CMOs issued by government agencies or sponsored agencies | $15,869,000 | 989 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $23,538,000 | 3,013 |
| Available-for-sale securities (fair market value) | $5,524,000 | 6,583 |
| Total debt securities | $29,059,000 | 4,299 |
| 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 | $29,442,000 | 4,557 |
| U.S. Government securities | $29,381,000 | 3,667 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $29,381,000 | 2,336 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $41,000 | 6,213 |
| 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 | $41,000 | 4,863 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,520,000 | 962 |
| Assets held in trading accounts for TFR Reporters | $3,511,000 | 26 |
| General valuation allowances for securities for TFR Reporters | $-11,000 | 983 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $23,928,000 | 2,001 |
| Certificates of participation in pools of residential mortgages | $2,037,000 | 5,698 |
| Issued or guaranteed by U.S. | $2,037,000 | 5,652 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $21,891,000 | 982 |
| CMOs issued by government agencies or sponsored agencies | $21,891,000 | 897 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $29,422,000 | 4,450 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $3,511,000 | 191 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $32,891,000 | 4,117 |
| U.S. Government securities | $27,828,000 | 3,837 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $27,828,000 | 2,449 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $41,000 | 7,128 |
| 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 | $41,000 | 5,542 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,027,000 | 624 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $5,000 | 495 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $27,828,000 | 1,812 |
| Certificates of participation in pools of residential mortgages | $3,564,000 | 4,733 |
| Issued or guaranteed by U.S. | $3,564,000 | 4,682 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $24,264,000 | 869 |
| CMOs issued by government agencies or sponsored agencies | $24,264,000 | 780 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $27,869,000 | 4,665 |
| 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 |