Home > United Legacy Bank > Securities
United Legacy Bank, Securities
| 2014-12-31 | Rank | |
| Total securities | $1,501,000 | 6,135 |
| U.S. Government securities | $1,501,000 | 5,841 |
| U.S. Treasury securities | $1,501,000 | 908 |
| U.S. Government agency obligations | $0 | 6,153 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,501,000 | 5,007 |
| Mortgage-backed securities | $0 | 5,380 |
| Certificates of participation in pools of residential mortgages | $0 | 5,212 |
| Issued or guaranteed by U.S. | $0 | 5,203 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $1,501,000 | 5,758 |
| Total debt securities | $1,501,000 | 6,114 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $41,613,000 | 2,978 |
| U.S. Government securities | $37,856,000 | 2,311 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $37,856,000 | 2,230 |
| Securities issued by states & political subdivisions | $3,757,000 | 3,967 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,903,000 | 3,586 |
| Mortgage-backed securities | $37,856,000 | 1,538 |
| Certificates of participation in pools of residential mortgages | $37,856,000 | 1,069 |
| Issued or guaranteed by U.S. | $37,856,000 | 1,069 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $41,613,000 | 2,711 |
| Total debt securities | $41,613,000 | 2,957 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $42,468,000 | 2,978 |
| U.S. Government securities | $38,776,000 | 2,297 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $38,776,000 | 2,228 |
| Securities issued by states & political subdivisions | $3,692,000 | 4,023 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,198,000 | 3,105 |
| Mortgage-backed securities | $38,776,000 | 1,528 |
| Certificates of participation in pools of residential mortgages | $38,776,000 | 1,075 |
| Issued or guaranteed by U.S. | $38,776,000 | 1,075 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $42,468,000 | 2,713 |
| Total debt securities | $42,468,000 | 2,953 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $42,614,000 | 2,999 |
| U.S. Government securities | $39,011,000 | 2,319 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $39,011,000 | 2,248 |
| Securities issued by states & political subdivisions | $3,603,000 | 4,085 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,253,000 | 3,109 |
| Mortgage-backed securities | $39,011,000 | 1,527 |
| Certificates of participation in pools of residential mortgages | $39,011,000 | 1,062 |
| Issued or guaranteed by U.S. | $39,011,000 | 1,061 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $42,614,000 | 2,736 |
| Total debt securities | $42,614,000 | 2,967 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| 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 | $42,907,000 | 2,990 |
| U.S. Government securities | $41,017,000 | 2,214 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $41,017,000 | 2,146 |
| Securities issued by states & political subdivisions | $1,890,000 | 4,591 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,034,000 | 3,608 |
| Mortgage-backed securities | $41,017,000 | 1,471 |
| Certificates of participation in pools of residential mortgages | $41,017,000 | 1,016 |
| Issued or guaranteed by U.S. | $41,017,000 | 1,015 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $42,907,000 | 2,718 |
| Total debt securities | $42,907,000 | 2,958 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| 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 | $42,518,000 | 3,021 |
| U.S. Government securities | $42,001,000 | 2,179 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $42,001,000 | 2,121 |
| Securities issued by states & political subdivisions | $517,000 | 5,193 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,318,000 | 4,183 |
| Mortgage-backed securities | $42,001,000 | 1,458 |
| Certificates of participation in pools of residential mortgages | $42,001,000 | 995 |
| Issued or guaranteed by U.S. | $42,001,000 | 992 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $42,518,000 | 2,763 |
| Total debt securities | $42,518,000 | 2,992 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| 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 | $40,612,000 | 3,092 |
| U.S. Government securities | $40,612,000 | 2,210 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $40,612,000 | 2,148 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,032,000 | 4,512 |
| Mortgage-backed securities | $40,612,000 | 1,484 |
| Certificates of participation in pools of residential mortgages | $40,612,000 | 1,023 |
| Issued or guaranteed by U.S. | $40,612,000 | 1,022 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $40,612,000 | 2,839 |
| Total debt securities | $40,613,000 | 3,060 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $43,527,000 | 2,969 |
| U.S. Government securities | $43,527,000 | 2,129 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $43,527,000 | 2,070 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,397,000 | 4,445 |
| Mortgage-backed securities | $43,527,000 | 1,448 |
| Certificates of participation in pools of residential mortgages | $43,527,000 | 979 |
| Issued or guaranteed by U.S. | $43,527,000 | 979 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $43,527,000 | 2,756 |
| Total debt securities | $43,527,000 | 2,941 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $43,309,000 | 2,949 |
| U.S. Government securities | $43,309,000 | 2,096 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $43,309,000 | 2,037 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,658,000 | 4,975 |
| Mortgage-backed securities | $43,309,000 | 1,443 |
| Certificates of participation in pools of residential mortgages | $43,309,000 | 968 |
| Issued or guaranteed by U.S. | $43,309,000 | 966 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $43,309,000 | 2,725 |
| Total debt securities | $43,309,000 | 2,920 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $43,344,000 | 2,973 |
| U.S. Government securities | $43,344,000 | 2,146 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $43,344,000 | 2,096 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,489,000 | 5,090 |
| Mortgage-backed securities | $43,344,000 | 1,523 |
| Certificates of participation in pools of residential mortgages | $43,344,000 | 1,024 |
| Issued or guaranteed by U.S. | $43,344,000 | 1,024 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $43,344,000 | 2,747 |
| Total debt securities | $43,344,000 | 2,947 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $43,376,000 | 2,985 |
| U.S. Government securities | $43,376,000 | 2,148 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $43,376,000 | 2,100 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,107,000 | 4,599 |
| Mortgage-backed securities | $43,376,000 | 1,535 |
| Certificates of participation in pools of residential mortgages | $43,376,000 | 1,040 |
| Issued or guaranteed by U.S. | $43,376,000 | 1,039 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $43,376,000 | 2,749 |
| Total debt securities | $43,376,000 | 2,959 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $47,410,000 | 2,779 |
| U.S. Government securities | $47,410,000 | 2,051 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $47,410,000 | 2,007 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,953,000 | 4,682 |
| Mortgage-backed securities | $47,410,000 | 1,439 |
| Certificates of participation in pools of residential mortgages | $47,410,000 | 960 |
| Issued or guaranteed by U.S. | $47,410,000 | 959 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $47,410,000 | 2,543 |
| Total debt securities | $47,410,000 | 2,759 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $46,163,000 | 2,765 |
| U.S. Government securities | $46,163,000 | 2,014 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $46,163,000 | 1,965 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,618,000 | 4,893 |
| Mortgage-backed securities | $40,505,000 | 1,553 |
| Certificates of participation in pools of residential mortgages | $40,505,000 | 1,037 |
| Issued or guaranteed by U.S. | $40,505,000 | 1,037 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $46,163,000 | 2,518 |
| Total debt securities | $46,163,000 | 2,740 |
| Structured notes | ||
| Amortized cost | $5,650,000 | 922 |
| Fair value | $5,658,000 | 921 |
| 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 | $38,068,000 | 3,110 |
| U.S. Government securities | $38,068,000 | 2,261 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $38,068,000 | 2,195 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,887,000 | 4,832 |
| Mortgage-backed securities | $25,186,000 | 2,077 |
| Certificates of participation in pools of residential mortgages | $25,186,000 | 1,436 |
| Issued or guaranteed by U.S. | $25,186,000 | 1,432 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $38,068,000 | 2,844 |
| Total debt securities | $38,068,000 | 3,087 |
| Structured notes | ||
| Amortized cost | $12,845,000 | 450 |
| Fair value | $12,882,000 | 450 |
| 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 | $50,981,000 | 2,515 |
| U.S. Government securities | $50,981,000 | 1,824 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $50,981,000 | 1,777 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,053,000 | 4,482 |
| Mortgage-backed securities | $50,981,000 | 1,248 |
| Certificates of participation in pools of residential mortgages | $50,981,000 | 810 |
| Issued or guaranteed by U.S. | $50,981,000 | 807 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $50,981,000 | 2,279 |
| Total debt securities | $50,981,000 | 2,492 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $44,172,000 | 2,767 |
| U.S. Government securities | $44,172,000 | 2,045 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $44,172,000 | 1,979 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,036,000 | 3,969 |
| Mortgage-backed securities | $43,172,000 | 1,361 |
| Certificates of participation in pools of residential mortgages | $42,598,000 | 898 |
| Issued or guaranteed by U.S. | $42,598,000 | 895 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $574,000 | 3,233 |
| CMOs issued by government agencies or sponsored agencies | $574,000 | 2,963 |
| 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) | $44,172,000 | 2,512 |
| Total debt securities | $44,172,000 | 2,740 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,483 |
| Fair value | $1,000,000 | 2,547 |
| 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 | $44,167,000 | 2,684 |
| U.S. Government securities | $44,167,000 | 1,954 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $44,167,000 | 1,882 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,992,000 | 2,650 |
| Mortgage-backed securities | $42,167,000 | 1,341 |
| Certificates of participation in pools of residential mortgages | $41,553,000 | 888 |
| Issued or guaranteed by U.S. | $41,553,000 | 882 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $614,000 | 3,217 |
| CMOs issued by government agencies or sponsored agencies | $614,000 | 2,930 |
| 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) | $44,167,000 | 2,408 |
| Total debt securities | $44,167,000 | 2,656 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,852 |
| Fair value | $2,000,000 | 1,892 |
| 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 | $38,811,000 | 2,919 |
| U.S. Government securities | $38,811,000 | 2,138 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $38,811,000 | 2,066 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,793,000 | 2,589 |
| Mortgage-backed securities | $36,810,000 | 1,477 |
| Certificates of participation in pools of residential mortgages | $36,126,000 | 966 |
| Issued or guaranteed by U.S. | $36,126,000 | 958 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $684,000 | 3,176 |
| CMOs issued by government agencies or sponsored agencies | $684,000 | 2,873 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $38,811,000 | 2,640 |
| Total debt securities | $38,811,000 | 2,896 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,860 |
| Fair value | $2,001,000 | 1,990 |
| 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 | $25,936,000 | 3,792 |
| U.S. Government securities | $25,936,000 | 2,951 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $25,936,000 | 2,867 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,810,000 | 2,834 |
| Mortgage-backed securities | $24,936,000 | 1,909 |
| Certificates of participation in pools of residential mortgages | $23,538,000 | 1,358 |
| Issued or guaranteed by U.S. | $23,538,000 | 1,352 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,398,000 | 2,735 |
| CMOs issued by government agencies or sponsored agencies | $1,398,000 | 2,433 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $25,936,000 | 3,472 |
| Total debt securities | $25,936,000 | 3,758 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,460 |
| Fair value | $1,000,000 | 2,624 |
| 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 | $19,000,000 | 4,558 |
| U.S. Government securities | $19,000,000 | 3,671 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $19,000,000 | 3,583 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,380,000 | 2,519 |
| Mortgage-backed securities | $19,000,000 | 2,316 |
| Certificates of participation in pools of residential mortgages | $16,549,000 | 1,857 |
| Issued or guaranteed by U.S. | $16,549,000 | 1,854 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,451,000 | 2,348 |
| CMOs issued by government agencies or sponsored agencies | $2,451,000 | 2,070 |
| 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) | $19,000,000 | 4,146 |
| Total debt securities | $19,003,000 | 4,519 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $14,901,000 | 5,029 |
| U.S. Government securities | $14,901,000 | 4,133 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $14,901,000 | 4,051 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,853,000 | 3,208 |
| Mortgage-backed securities | $14,901,000 | 2,721 |
| Certificates of participation in pools of residential mortgages | $6,738,000 | 3,138 |
| Issued or guaranteed by U.S. | $6,738,000 | 3,130 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $8,163,000 | 1,503 |
| CMOs issued by government agencies or sponsored agencies | $8,163,000 | 1,264 |
| 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) | $14,901,000 | 4,594 |
| Total debt securities | $14,901,000 | 4,990 |
| 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 | $17,032,000 | 4,793 |
| U.S. Government securities | $17,032,000 | 3,846 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $17,032,000 | 3,773 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,537,000 | 2,953 |
| Mortgage-backed securities | $17,032,000 | 2,569 |
| Certificates of participation in pools of residential mortgages | $7,728,000 | 3,027 |
| Issued or guaranteed by U.S. | $7,728,000 | 3,017 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $9,304,000 | 1,419 |
| CMOs issued by government agencies or sponsored agencies | $9,304,000 | 1,166 |
| 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) | $17,032,000 | 4,363 |
| Total debt securities | $17,032,000 | 4,746 |
| 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 | $19,807,000 | 4,458 |
| U.S. Government securities | $19,807,000 | 3,493 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $19,807,000 | 3,420 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,924,000 | 2,496 |
| Mortgage-backed securities | $19,807,000 | 2,378 |
| Certificates of participation in pools of residential mortgages | $8,106,000 | 3,015 |
| Issued or guaranteed by U.S. | $8,106,000 | 3,003 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $11,701,000 | 1,251 |
| CMOs issued by government agencies or sponsored agencies | $11,701,000 | 998 |
| 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) | $19,807,000 | 4,018 |
| Total debt securities | $19,807,000 | 4,415 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $28,128,000 | 3,621 |
| U.S. Government securities | $28,128,000 | 2,807 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $28,128,000 | 2,739 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,133,000 | 2,935 |
| Mortgage-backed securities | $28,128,000 | 1,898 |
| Certificates of participation in pools of residential mortgages | $13,861,000 | 2,294 |
| Issued or guaranteed by U.S. | $13,861,000 | 2,281 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $14,267,000 | 1,118 |
| CMOs issued by government agencies or sponsored agencies | $14,267,000 | 872 |
| 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) | $28,128,000 | 3,253 |
| Total debt securities | $28,128,000 | 3,591 |
| 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 | $31,776,000 | 3,323 |
| U.S. Government securities | $31,776,000 | 2,552 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $31,776,000 | 2,499 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,048,000 | 3,286 |
| Mortgage-backed securities | $31,776,000 | 1,692 |
| Certificates of participation in pools of residential mortgages | $16,200,000 | 2,041 |
| Issued or guaranteed by U.S. | $16,200,000 | 2,027 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $15,576,000 | 1,014 |
| CMOs issued by government agencies or sponsored agencies | $15,576,000 | 793 |
| 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) | $31,776,000 | 2,957 |
| Total debt securities | $31,776,000 | 3,286 |
| 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 | $32,284,000 | 3,221 |
| U.S. Government securities | $32,284,000 | 2,434 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $32,284,000 | 2,386 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,426,000 | 2,794 |
| Mortgage-backed securities | $32,284,000 | 1,594 |
| Certificates of participation in pools of residential mortgages | $16,558,000 | 1,939 |
| Issued or guaranteed by U.S. | $16,558,000 | 1,929 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $15,726,000 | 964 |
| CMOs issued by government agencies or sponsored agencies | $15,726,000 | 737 |
| 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) | $32,284,000 | 2,863 |
| Total debt securities | $32,284,000 | 3,189 |
| 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 | $33,723,000 | 3,171 |
| U.S. Government securities | $33,723,000 | 2,384 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $33,723,000 | 2,334 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,078,000 | 2,927 |
| Mortgage-backed securities | $33,723,000 | 1,513 |
| Certificates of participation in pools of residential mortgages | $17,055,000 | 1,883 |
| Issued or guaranteed by U.S. | $17,055,000 | 1,873 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $16,668,000 | 918 |
| CMOs issued by government agencies or sponsored agencies | $16,668,000 | 702 |
| 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) | $33,723,000 | 2,835 |
| Total debt securities | $33,723,000 | 3,133 |
| 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 | $44,337,000 | 2,544 |
| U.S. Government securities | $44,337,000 | 1,863 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $44,337,000 | 1,826 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,599,000 | 1,357 |
| Mortgage-backed securities | $44,337,000 | 1,191 |
| Certificates of participation in pools of residential mortgages | $24,207,000 | 1,398 |
| Issued or guaranteed by U.S. | $24,207,000 | 1,387 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $20,130,000 | 795 |
| CMOs issued by government agencies or sponsored agencies | $20,130,000 | 587 |
| 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) | $44,337,000 | 2,257 |
| Total debt securities | $44,337,000 | 2,499 |
| 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 | $41,085,000 | 2,719 |
| U.S. Government securities | $41,085,000 | 2,008 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $41,085,000 | 1,964 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,546,000 | 2,424 |
| Mortgage-backed securities | $41,085,000 | 1,131 |
| Certificates of participation in pools of residential mortgages | $26,459,000 | 1,135 |
| Issued or guaranteed by U.S. | $26,459,000 | 1,126 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $14,626,000 | 902 |
| CMOs issued by government agencies or sponsored agencies | $14,626,000 | 708 |
| 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) | $41,085,000 | 2,386 |
| Total debt securities | $41,085,000 | 2,679 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $61,558,000 | 1,887 |
| U.S. Government securities | $61,558,000 | 1,378 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $61,558,000 | 1,351 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,044,000 | 1,660 |
| Mortgage-backed securities | $49,847,000 | 928 |
| Certificates of participation in pools of residential mortgages | $34,199,000 | 880 |
| Issued or guaranteed by U.S. | $34,199,000 | 870 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $15,648,000 | 827 |
| CMOs issued by government agencies or sponsored agencies | $15,648,000 | 636 |
| 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) | $61,558,000 | 1,621 |
| Total debt securities | $61,558,000 | 1,843 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $46,471,000 | 2,430 |
| U.S. Government securities | $46,471,000 | 1,829 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $46,471,000 | 1,775 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,726,000 | 3,300 |
| Mortgage-backed securities | $34,898,000 | 1,180 |
| Certificates of participation in pools of residential mortgages | $26,719,000 | 1,046 |
| Issued or guaranteed by U.S. | $26,719,000 | 1,040 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $8,179,000 | 1,200 |
| CMOs issued by government agencies or sponsored agencies | $8,179,000 | 968 |
| 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) | $46,471,000 | 2,109 |
| Total debt securities | $46,471,000 | 2,389 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $25,720,000 | 3,825 |
| U.S. Government securities | $25,720,000 | 3,049 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $25,720,000 | 2,968 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,627,000 | 3,497 |
| Mortgage-backed securities | $14,028,000 | 2,195 |
| Certificates of participation in pools of residential mortgages | $9,530,000 | 2,127 |
| Issued or guaranteed by U.S. | $9,530,000 | 2,119 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $4,498,000 | 1,599 |
| CMOs issued by government agencies or sponsored agencies | $4,498,000 | 1,347 |
| 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) | $25,720,000 | 3,358 |
| Total debt securities | $25,720,000 | 3,778 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $21,473,000 | 4,344 |
| U.S. Government securities | $21,473,000 | 3,540 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $21,473,000 | 3,440 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,026,000 | 3,403 |
| Mortgage-backed securities | $14,531,000 | 2,146 |
| Certificates of participation in pools of residential mortgages | $10,044,000 | 2,075 |
| Issued or guaranteed by U.S. | $10,044,000 | 2,064 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $4,487,000 | 1,606 |
| CMOs issued by government agencies or sponsored agencies | $4,487,000 | 1,364 |
| 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) | $21,473,000 | 3,797 |
| Total debt securities | $21,473,000 | 4,292 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $22,007,000 | 4,303 |
| U.S. Government securities | $22,007,000 | 3,504 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $22,007,000 | 3,399 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,971,000 | 3,424 |
| Mortgage-backed securities | $15,055,000 | 2,101 |
| Certificates of participation in pools of residential mortgages | $10,564,000 | 2,027 |
| Issued or guaranteed by U.S. | $10,564,000 | 2,013 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $4,491,000 | 1,558 |
| CMOs issued by government agencies or sponsored agencies | $4,491,000 | 1,334 |
| 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) | $22,007,000 | 3,756 |
| Total debt securities | $22,007,000 | 4,246 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $20,959,000 | 4,442 |
| U.S. Government securities | $20,959,000 | 3,637 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $20,959,000 | 3,522 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,600,000 | 3,675 |
| Mortgage-backed securities | $14,134,000 | 2,194 |
| Certificates of participation in pools of residential mortgages | $9,674,000 | 2,149 |
| Issued or guaranteed by U.S. | $9,674,000 | 2,134 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $4,460,000 | 1,549 |
| CMOs issued by government agencies or sponsored agencies | $4,460,000 | 1,334 |
| 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) | $20,959,000 | 3,866 |
| Total debt securities | $20,959,000 | 4,378 |
| 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 | $22,001,000 | 4,361 |
| U.S. Government securities | $22,001,000 | 3,537 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $22,001,000 | 3,418 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,762,000 | 3,646 |
| Mortgage-backed securities | $15,089,000 | 2,137 |
| Certificates of participation in pools of residential mortgages | $10,496,000 | 2,083 |
| Issued or guaranteed by U.S. | $10,496,000 | 2,069 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $4,593,000 | 1,537 |
| CMOs issued by government agencies or sponsored agencies | $4,593,000 | 1,319 |
| 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) | $22,001,000 | 3,769 |
| Total debt securities | $22,001,000 | 4,299 |
| 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 | $15,798,000 | 5,240 |
| U.S. Government securities | $15,798,000 | 4,416 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $15,798,000 | 4,277 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,759,000 | 5,976 |
| Mortgage-backed securities | $15,798,000 | 2,097 |
| Certificates of participation in pools of residential mortgages | $11,063,000 | 2,033 |
| Issued or guaranteed by U.S. | $11,063,000 | 2,019 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $4,735,000 | 1,519 |
| CMOs issued by government agencies or sponsored agencies | $4,735,000 | 1,306 |
| 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) | $15,798,000 | 4,573 |
| Total debt securities | $15,799,000 | 5,188 |
| 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 | $13,334,000 | 5,654 |
| U.S. Government securities | $13,334,000 | 4,833 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $13,334,000 | 4,699 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,842,000 | 5,956 |
| Mortgage-backed securities | $13,334,000 | 2,330 |
| Certificates of participation in pools of residential mortgages | $11,492,000 | 2,017 |
| Issued or guaranteed by U.S. | $11,492,000 | 2,006 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,842,000 | 2,120 |
| CMOs issued by government agencies or sponsored agencies | $1,842,000 | 1,882 |
| 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) | $13,334,000 | 4,981 |
| Total debt securities | $13,334,000 | 5,598 |
| 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 | $10,947,000 | 6,177 |
| U.S. Government securities | $10,947,000 | 5,391 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $10,947,000 | 5,243 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,115,000 | 5,764 |
| Mortgage-backed securities | $10,947,000 | 2,689 |
| Certificates of participation in pools of residential mortgages | $8,832,000 | 2,420 |
| Issued or guaranteed by U.S. | $8,832,000 | 2,411 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $2,115,000 | 2,074 |
| CMOs issued by government agencies or sponsored agencies | $2,115,000 | 1,842 |
| 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) | $10,947,000 | 5,440 |
| Total debt securities | $10,947,000 | 6,114 |
| 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 | $11,246,000 | 6,196 |
| U.S. Government securities | $11,246,000 | 5,385 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $11,246,000 | 5,246 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,238,000 | 5,769 |
| Mortgage-backed securities | $11,246,000 | 2,719 |
| Certificates of participation in pools of residential mortgages | $9,007,000 | 2,455 |
| Issued or guaranteed by U.S. | $9,007,000 | 2,447 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,239,000 | 2,066 |
| CMOs issued by government agencies or sponsored agencies | $2,239,000 | 1,845 |
| 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) | $11,246,000 | 5,450 |
| Total debt securities | $11,246,000 | 6,133 |
| 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 | $12,790,000 | 5,912 |
| U.S. Government securities | $11,853,000 | 5,277 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $11,853,000 | 5,117 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $937,000 | 1,265 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,431,000 | 5,678 |
| Mortgage-backed securities | $11,853,000 | 2,695 |
| Certificates of participation in pools of residential mortgages | $9,422,000 | 2,453 |
| Issued or guaranteed by U.S. | $9,422,000 | 2,446 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $2,431,000 | 2,045 |
| CMOs issued by government agencies or sponsored agencies | $2,431,000 | 1,827 |
| 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) | $12,790,000 | 5,185 |
| Total debt securities | $11,853,000 | 6,037 |
| 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 | $13,239,000 | 5,839 |
| U.S. Government securities | $12,324,000 | 5,189 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $12,324,000 | 5,032 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $915,000 | 1,290 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,197,000 | 3,483 |
| Mortgage-backed securities | $12,324,000 | 2,638 |
| Certificates of participation in pools of residential mortgages | $9,716,000 | 2,418 |
| Issued or guaranteed by U.S. | $9,716,000 | 2,409 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,608,000 | 1,998 |
| CMOs issued by government agencies or sponsored agencies | $2,608,000 | 1,788 |
| 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) | $13,239,000 | 5,106 |
| Total debt securities | $12,324,000 | 5,953 |
| 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 | $13,564,000 | 5,846 |
| U.S. Government securities | $12,564,000 | 5,175 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $12,564,000 | 5,022 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $1,000,000 | 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 | $12,564,000 | 2,845 |
| Mortgage-backed securities | $12,564,000 | 2,636 |
| Certificates of participation in pools of residential mortgages | $9,605,000 | 2,458 |
| Issued or guaranteed by U.S. | $9,605,000 | 2,450 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,959,000 | 1,939 |
| CMOs issued by government agencies or sponsored agencies | $2,959,000 | 1,737 |
| 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) | $13,564,000 | 5,133 |
| Total debt securities | $12,564,000 | 5,969 |
| 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 | $13,244,000 | 5,887 |
| U.S. Government securities | $12,244,000 | 5,190 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $12,244,000 | 5,044 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $1,000,000 | 1,324 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,244,000 | 2,874 |
| Mortgage-backed securities | $12,244,000 | 2,707 |
| Certificates of participation in pools of residential mortgages | $7,324,000 | 2,854 |
| Issued or guaranteed by U.S. | $7,324,000 | 2,844 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $4,920,000 | 1,606 |
| CMOs issued by government agencies or sponsored agencies | $4,920,000 | 1,416 |
| 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) | $13,244,000 | 5,170 |
| Total debt securities | $12,244,000 | 6,005 |
| 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 | $16,736,000 | 5,319 |
| U.S. Government securities | $15,736,000 | 4,556 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $15,736,000 | 4,410 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $1,000,000 | 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 | $15,736,000 | 2,363 |
| Mortgage-backed securities | $15,736,000 | 2,336 |
| Certificates of participation in pools of residential mortgages | $10,086,000 | 2,409 |
| Issued or guaranteed by U.S. | $10,086,000 | 2,399 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $5,650,000 | 1,496 |
| CMOs issued by government agencies or sponsored agencies | $5,650,000 | 1,401 |
| 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) | $16,736,000 | 4,638 |
| Total debt securities | $15,736,000 | 5,403 |
| 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 | $15,434,000 | 5,469 |
| U.S. Government securities | $14,434,000 | 4,646 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $14,434,000 | 4,491 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $1,000,000 | 1,361 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,937,000 | 3,098 |
| Mortgage-backed securities | $14,434,000 | 2,464 |
| Certificates of participation in pools of residential mortgages | $8,381,000 | 2,659 |
| Issued or guaranteed by U.S. | $8,381,000 | 2,649 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $6,053,000 | 1,471 |
| CMOs issued by government agencies or sponsored agencies | $6,053,000 | 1,369 |
| 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) | $15,434,000 | 4,777 |
| Total debt securities | $14,434,000 | 5,546 |
| 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 | $12,215,000 | 6,014 |
| U.S. Government securities | $11,215,000 | 5,258 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $11,215,000 | 5,092 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $1,000,000 | 1,383 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,307,000 | 4,665 |
| Mortgage-backed securities | $11,215,000 | 2,893 |
| Certificates of participation in pools of residential mortgages | $4,497,000 | 3,596 |
| Issued or guaranteed by U.S. | $4,497,000 | 3,586 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $6,718,000 | 1,513 |
| CMOs issued by government agencies or sponsored agencies | $6,718,000 | 1,414 |
| 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) | $12,215,000 | 5,283 |
| Total debt securities | $11,215,000 | 6,110 |
| 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 | $14,283,000 | 5,614 |
| U.S. Government securities | $13,283,000 | 4,831 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $13,283,000 | 4,666 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $1,000,000 | 1,396 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,067,000 | 3,488 |
| Mortgage-backed securities | $13,283,000 | 2,646 |
| Certificates of participation in pools of residential mortgages | $7,443,000 | 2,780 |
| Issued or guaranteed by U.S. | $7,443,000 | 2,767 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $5,840,000 | 1,680 |
| CMOs issued by government agencies or sponsored agencies | $5,840,000 | 1,572 |
| 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) | $14,283,000 | 4,900 |
| Total debt securities | $13,283,000 | 5,715 |
| 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 | $15,295,000 | 5,410 |
| U.S. Government securities | $14,303,000 | 4,596 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $14,303,000 | 4,426 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $992,000 | 1,420 |
| 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 | $14,303,000 | 2,483 |
| Certificates of participation in pools of residential mortgages | $6,903,000 | 2,872 |
| Issued or guaranteed by U.S. | $6,903,000 | 2,862 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $7,400,000 | 1,498 |
| CMOs issued by government agencies or sponsored agencies | $7,400,000 | 1,395 |
| 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) | $15,295,000 | 4,677 |
| Total debt securities | $14,303,000 | 5,486 |
| 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 | $3,880,000 | 8,296 |
| U.S. Government securities | $3,880,000 | 7,712 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $3,880,000 | 7,459 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $3,880,000 | 4,355 |
| Certificates of participation in pools of residential mortgages | $3,880,000 | 3,504 |
| Issued or guaranteed by U.S. | $3,880,000 | 3,490 |
| 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) | $3,880,000 | 7,334 |
| Total debt securities | $3,880,000 | 8,204 |
| 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 |