Home > Bluestem National Bank > Securities
Bluestem National Bank, Securities
| 2012-12-31 | Rank | |
| Total securities | $26,447,000 | 3,928 |
| U.S. Government securities | $23,528,000 | 3,188 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $23,528,000 | 3,120 |
| Securities issued by states & political subdivisions | $2,706,000 | 4,334 |
| Other domestic debt securities | $213,000 | 2,574 |
| 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 | $213,000 | 1,993 |
| 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 | $6,349,000 | 3,992 |
| Mortgage-backed securities | $15,105,000 | 2,770 |
| Certificates of participation in pools of residential mortgages | $15,105,000 | 2,143 |
| Issued or guaranteed by U.S. | $15,105,000 | 2,141 |
| 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) | $26,447,000 | 3,626 |
| Total debt securities | $26,447,000 | 3,900 |
| 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 | $49,318,000 | 2,698 |
| U.S. Government securities | $38,299,000 | 2,364 |
| U.S. Treasury securities | $2,003,000 | 645 |
| U.S. Government agency obligations | $36,296,000 | 2,411 |
| Securities issued by states & political subdivisions | $10,803,000 | 2,687 |
| Other domestic debt securities | $216,000 | 2,659 |
| 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 | $216,000 | 2,066 |
| 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 | $6,283,000 | 4,040 |
| Mortgage-backed securities | $20,818,000 | 2,462 |
| Certificates of participation in pools of residential mortgages | $18,208,000 | 1,982 |
| Issued or guaranteed by U.S. | $18,208,000 | 1,982 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $2,610,000 | 2,579 |
| CMOs issued by government agencies or sponsored agencies | $2,610,000 | 2,474 |
| 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) | $49,318,000 | 2,483 |
| Total debt securities | $49,318,000 | 2,675 |
| Structured notes | ||
| Amortized cost | $5,994,000 | 686 |
| Fair value | $6,008,000 | 674 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $41,784,000 | 3,056 |
| U.S. Government securities | $30,150,000 | 2,837 |
| U.S. Treasury securities | $2,009,000 | 627 |
| U.S. Government agency obligations | $28,141,000 | 2,901 |
| Securities issued by states & political subdivisions | $11,417,000 | 2,547 |
| Other domestic debt securities | $217,000 | 2,655 |
| 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 | $217,000 | 2,060 |
| 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 | $6,245,000 | 4,081 |
| Mortgage-backed securities | $13,641,000 | 3,082 |
| Certificates of participation in pools of residential mortgages | $12,001,000 | 2,601 |
| Issued or guaranteed by U.S. | $12,001,000 | 2,599 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,640,000 | 2,892 |
| CMOs issued by government agencies or sponsored agencies | $1,640,000 | 2,762 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $41,784,000 | 2,818 |
| Total debt securities | $41,784,000 | 3,029 |
| Structured notes | ||
| Amortized cost | $3,998,000 | 1,062 |
| Fair value | $4,017,000 | 1,041 |
| 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 | $42,447,000 | 3,035 |
| U.S. Government securities | $28,131,000 | 3,007 |
| U.S. Treasury securities | $2,014,000 | 662 |
| U.S. Government agency obligations | $26,117,000 | 3,085 |
| Securities issued by states & political subdivisions | $10,611,000 | 2,573 |
| Other domestic debt securities | $220,000 | 2,644 |
| 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 | $220,000 | 2,060 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $3,485,000 | 312 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,140,000 | 4,097 |
| Mortgage-backed securities | $12,695,000 | 3,178 |
| Certificates of participation in pools of residential mortgages | $10,908,000 | 2,723 |
| Issued or guaranteed by U.S. | $10,908,000 | 2,721 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,787,000 | 2,877 |
| CMOs issued by government agencies or sponsored agencies | $1,787,000 | 2,752 |
| 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) | $42,447,000 | 2,795 |
| Total debt securities | $38,962,000 | 3,190 |
| Structured notes | ||
| Amortized cost | $2,999,000 | 1,435 |
| Fair value | $3,015,000 | 1,393 |
| 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 | $43,406,000 | 2,907 |
| U.S. Government securities | $27,228,000 | 2,993 |
| U.S. Treasury securities | $2,021,000 | 617 |
| U.S. Government agency obligations | $25,207,000 | 3,087 |
| Securities issued by states & political subdivisions | $12,484,000 | 2,317 |
| Other domestic debt securities | $221,000 | 2,624 |
| 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 | $221,000 | 1,981 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $3,473,000 | 300 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,133,000 | 3,917 |
| Mortgage-backed securities | $9,797,000 | 3,457 |
| Certificates of participation in pools of residential mortgages | $8,415,000 | 2,949 |
| Issued or guaranteed by U.S. | $8,415,000 | 2,949 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,382,000 | 2,979 |
| CMOs issued by government agencies or sponsored agencies | $1,382,000 | 2,753 |
| 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) | $43,406,000 | 2,652 |
| Total debt securities | $39,931,000 | 3,055 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 988 |
| Fair value | $5,026,000 | 996 |
| 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 | $43,318,000 | 2,821 |
| U.S. Government securities | $27,014,000 | 2,946 |
| U.S. Treasury securities | $2,027,000 | 646 |
| U.S. Government agency obligations | $24,987,000 | 3,032 |
| Securities issued by states & political subdivisions | $12,603,000 | 2,238 |
| Other domestic debt securities | $224,000 | 2,606 |
| 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 | $224,000 | 1,947 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $3,477,000 | 306 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,146,000 | 3,892 |
| Mortgage-backed securities | $7,534,000 | 3,723 |
| Certificates of participation in pools of residential mortgages | $6,148,000 | 3,300 |
| Issued or guaranteed by U.S. | $6,148,000 | 3,297 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,386,000 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $1,386,000 | 2,734 |
| 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) | $43,318,000 | 2,578 |
| Total debt securities | $39,841,000 | 2,978 |
| Structured notes | ||
| Amortized cost | $6,502,000 | 842 |
| Fair value | $6,540,000 | 847 |
| 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 | $44,663,000 | 2,772 |
| U.S. Government securities | $29,961,000 | 2,811 |
| U.S. Treasury securities | $2,030,000 | 706 |
| U.S. Government agency obligations | $27,931,000 | 2,857 |
| Securities issued by states & political subdivisions | $10,976,000 | 2,383 |
| Other domestic debt securities | $226,000 | 2,549 |
| 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 | $226,000 | 1,876 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $3,500,000 | 312 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,032,000 | 3,987 |
| Mortgage-backed securities | $8,323,000 | 3,571 |
| Certificates of participation in pools of residential mortgages | $6,627,000 | 3,177 |
| Issued or guaranteed by U.S. | $6,627,000 | 3,170 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,696,000 | 2,816 |
| CMOs issued by government agencies or sponsored agencies | $1,696,000 | 2,581 |
| 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) | $44,663,000 | 2,526 |
| Total debt securities | $41,162,000 | 2,921 |
| Structured notes | ||
| Amortized cost | $8,503,000 | 787 |
| Fair value | $8,476,000 | 793 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $38,108,000 | 3,085 |
| U.S. Government securities | $28,314,000 | 2,906 |
| U.S. Treasury securities | $2,023,000 | 736 |
| U.S. Government agency obligations | $26,291,000 | 2,975 |
| Securities issued by states & political subdivisions | $9,059,000 | 2,628 |
| Other domestic debt securities | $735,000 | 2,158 |
| 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 | $735,000 | 1,529 |
| 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 | $3,924,000 | 4,537 |
| Mortgage-backed securities | $7,167,000 | 3,702 |
| Certificates of participation in pools of residential mortgages | $7,167,000 | 3,006 |
| Issued or guaranteed by U.S. | $7,167,000 | 3,000 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $38,108,000 | 2,807 |
| Total debt securities | $38,107,000 | 3,060 |
| Structured notes | ||
| Amortized cost | $7,495,000 | 930 |
| Fair value | $7,292,000 | 938 |
| Trading account assets | $217,000 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $37,485,000 | 3,037 |
| U.S. Government securities | $28,247,000 | 2,776 |
| U.S. Treasury securities | $2,001,000 | 767 |
| U.S. Government agency obligations | $26,246,000 | 2,809 |
| Securities issued by states & political subdivisions | $8,501,000 | 2,710 |
| Other domestic debt securities | $737,000 | 2,290 |
| 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 | $737,000 | 1,537 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,422,000 | 4,373 |
| Mortgage-backed securities | $7,727,000 | 3,513 |
| Certificates of participation in pools of residential mortgages | $7,727,000 | 2,797 |
| Issued or guaranteed by U.S. | $7,727,000 | 2,788 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $37,485,000 | 2,760 |
| Total debt securities | $37,486,000 | 3,015 |
| Structured notes | ||
| Amortized cost | $7,495,000 | 843 |
| Fair value | $7,257,000 | 851 |
| Trading account assets | $217,000 | 181 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $37,401,000 | 2,998 |
| U.S. Government securities | $28,349,000 | 2,738 |
| U.S. Treasury securities | $3,003,000 | 594 |
| U.S. Government agency obligations | $25,346,000 | 2,860 |
| Securities issued by states & political subdivisions | $8,243,000 | 2,666 |
| Other domestic debt securities | $809,000 | 2,311 |
| 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 | $809,000 | 1,505 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,470,000 | 4,406 |
| Mortgage-backed securities | $7,263,000 | 3,573 |
| Certificates of participation in pools of residential mortgages | $7,263,000 | 2,837 |
| Issued or guaranteed by U.S. | $7,263,000 | 2,830 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $37,401,000 | 2,714 |
| Total debt securities | $37,399,000 | 2,976 |
| Structured notes | ||
| Amortized cost | $8,499,000 | 725 |
| Fair value | $8,518,000 | 731 |
| 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 | $30,353,000 | 3,451 |
| U.S. Government securities | $22,940,000 | 3,196 |
| U.S. Treasury securities | $3,005,000 | 574 |
| U.S. Government agency obligations | $19,935,000 | 3,418 |
| Securities issued by states & political subdivisions | $6,607,000 | 2,856 |
| Other domestic debt securities | $806,000 | 2,315 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,496 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $805,000 | 1,469 |
| 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 | $5,484,000 | 4,166 |
| Mortgage-backed securities | $7,883,000 | 3,468 |
| Certificates of participation in pools of residential mortgages | $7,882,000 | 2,761 |
| Issued or guaranteed by U.S. | $7,882,000 | 2,752 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,000 | 3,753 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $1,000 | 1,425 |
| 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) | $30,353,000 | 3,136 |
| Total debt securities | $30,352,000 | 3,417 |
| Structured notes | ||
| Amortized cost | $5,995,000 | 1,048 |
| Fair value | $6,006,000 | 1,049 |
| 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 | $33,565,000 | 3,259 |
| U.S. Government securities | $23,660,000 | 3,194 |
| U.S. Treasury securities | $5,019,000 | 438 |
| U.S. Government agency obligations | $18,641,000 | 3,614 |
| Securities issued by states & political subdivisions | $8,596,000 | 2,464 |
| Other domestic debt securities | $1,309,000 | 2,036 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $1,309,000 | 1,214 |
| 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 | $5,795,000 | 4,172 |
| Mortgage-backed securities | $8,415,000 | 3,435 |
| Certificates of participation in pools of residential mortgages | $8,415,000 | 2,752 |
| Issued or guaranteed by U.S. | $8,415,000 | 2,746 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $33,565,000 | 2,935 |
| Total debt securities | $33,567,000 | 3,228 |
| Structured notes | ||
| Amortized cost | $3,196,000 | 1,366 |
| Fair value | $3,180,000 | 1,366 |
| 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 | $36,543,000 | 3,047 |
| U.S. Government securities | $26,574,000 | 2,911 |
| U.S. Treasury securities | $9,033,000 | 272 |
| U.S. Government agency obligations | $17,541,000 | 3,719 |
| Securities issued by states & political subdivisions | $8,596,000 | 2,466 |
| Other domestic debt securities | $1,373,000 | 2,066 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,565 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $1,372,000 | 1,227 |
| 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 | $5,813,000 | 4,190 |
| Mortgage-backed securities | $9,110,000 | 3,391 |
| Certificates of participation in pools of residential mortgages | $9,109,000 | 2,719 |
| Issued or guaranteed by U.S. | $9,109,000 | 2,712 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,000 | 3,771 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $1,000 | 1,486 |
| 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) | $36,543,000 | 2,722 |
| Total debt securities | $36,543,000 | 3,021 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,971 |
| Fair value | $1,003,000 | 1,997 |
| 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 | $39,763,000 | 2,878 |
| U.S. Government securities | $29,924,000 | 2,688 |
| U.S. Treasury securities | $11,991,000 | 211 |
| U.S. Government agency obligations | $17,933,000 | 3,658 |
| Securities issued by states & political subdivisions | $8,569,000 | 2,499 |
| Other domestic debt securities | $1,270,000 | 2,231 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,621 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $1,269,000 | 1,348 |
| 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 | $5,836,000 | 4,165 |
| Mortgage-backed securities | $9,812,000 | 3,369 |
| Certificates of participation in pools of residential mortgages | $9,811,000 | 2,702 |
| Issued or guaranteed by U.S. | $9,811,000 | 2,692 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,000 | 3,777 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $1,000 | 1,537 |
| 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) | $39,763,000 | 2,554 |
| Total debt securities | $39,763,000 | 2,849 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,528 |
| Fair value | $1,003,000 | 1,592 |
| 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 | $38,377,000 | 2,891 |
| U.S. Government securities | $28,390,000 | 2,740 |
| U.S. Treasury securities | $7,494,000 | 273 |
| U.S. Government agency obligations | $20,896,000 | 3,306 |
| Securities issued by states & political subdivisions | $8,746,000 | 2,408 |
| Other domestic debt securities | $1,241,000 | 2,297 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,637 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $1,240,000 | 1,399 |
| 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 | $5,795,000 | 4,180 |
| Mortgage-backed securities | $10,401,000 | 3,306 |
| Certificates of participation in pools of residential mortgages | $10,400,000 | 2,660 |
| Issued or guaranteed by U.S. | $10,400,000 | 2,649 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,000 | 3,775 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $1,000 | 1,553 |
| 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) | $38,377,000 | 2,574 |
| Total debt securities | $38,378,000 | 2,860 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,123 |
| Fair value | $1,003,000 | 1,156 |
| 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 | $35,810,000 | 3,054 |
| U.S. Government securities | $26,080,000 | 2,955 |
| U.S. Treasury securities | $2,996,000 | 428 |
| U.S. Government agency obligations | $23,084,000 | 3,133 |
| Securities issued by states & political subdivisions | $8,730,000 | 2,338 |
| Other domestic debt securities | $1,000,000 | 2,331 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,657 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $999,000 | 1,555 |
| 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 | $3,977,000 | 4,824 |
| Mortgage-backed securities | $11,349,000 | 3,225 |
| Certificates of participation in pools of residential mortgages | $11,348,000 | 2,585 |
| Issued or guaranteed by U.S. | $11,348,000 | 2,570 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,000 | 3,784 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $1,000 | 1,572 |
| 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) | $35,810,000 | 2,721 |
| Total debt securities | $35,812,000 | 3,016 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 892 |
| Fair value | $1,002,000 | 950 |
| 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 | $35,636,000 | 3,045 |
| U.S. Government securities | $26,074,000 | 2,952 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $26,074,000 | 2,897 |
| Securities issued by states & political subdivisions | $8,558,000 | 2,336 |
| Other domestic debt securities | $1,004,000 | 2,265 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,615 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,003,000 | 1,494 |
| 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 | $4,794,000 | 4,590 |
| Mortgage-backed securities | $11,850,000 | 3,119 |
| Certificates of participation in pools of residential mortgages | $11,849,000 | 2,497 |
| Issued or guaranteed by U.S. | $11,849,000 | 2,482 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,000 | 3,761 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $1,000 | 1,530 |
| 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) | $35,636,000 | 2,700 |
| Total debt securities | $35,635,000 | 3,006 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 943 |
| Fair value | $1,003,000 | 1,007 |
| 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 | $37,559,000 | 2,879 |
| U.S. Government securities | $27,638,000 | 2,760 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $27,638,000 | 2,708 |
| Securities issued by states & political subdivisions | $8,656,000 | 2,281 |
| Other domestic debt securities | $1,265,000 | 2,094 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,264,000 | 1,363 |
| 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 | $5,180,000 | 4,474 |
| Mortgage-backed securities | $12,075,000 | 2,978 |
| Certificates of participation in pools of residential mortgages | $12,074,000 | 2,384 |
| Issued or guaranteed by U.S. | $12,074,000 | 2,368 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,000 | 3,711 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $1,000 | 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) | $1,000 | 3,536 |
| Available-for-sale securities (fair market value) | $37,558,000 | 2,546 |
| Total debt securities | $37,560,000 | 2,838 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 606 |
| Fair value | $1,930,000 | 681 |
| 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 | $37,399,000 | 2,927 |
| U.S. Government securities | $27,299,000 | 2,820 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $27,299,000 | 2,773 |
| Securities issued by states & political subdivisions | $8,762,000 | 2,287 |
| Other domestic debt securities | $1,338,000 | 2,090 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,571 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,337,000 | 1,410 |
| 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 | $6,139,000 | 4,210 |
| Mortgage-backed securities | $11,233,000 | 3,080 |
| Certificates of participation in pools of residential mortgages | $11,232,000 | 2,490 |
| Issued or guaranteed by U.S. | $11,232,000 | 2,474 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,000 | 3,743 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $1,000 | 1,479 |
| 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) | $1,000 | 3,569 |
| Available-for-sale securities (fair market value) | $37,398,000 | 2,602 |
| Total debt securities | $37,398,000 | 2,895 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 338 |
| Fair value | $3,952,000 | 351 |
| 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 | $37,253,000 | 2,921 |
| U.S. Government securities | $26,584,000 | 2,881 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $26,584,000 | 2,829 |
| Securities issued by states & political subdivisions | $8,876,000 | 2,260 |
| Other domestic debt securities | $1,793,000 | 1,832 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,559 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,792,000 | 1,210 |
| 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 | $6,201,000 | 4,140 |
| Mortgage-backed securities | $11,021,000 | 3,036 |
| Certificates of participation in pools of residential mortgages | $11,020,000 | 2,413 |
| Issued or guaranteed by U.S. | $11,020,000 | 2,399 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,000 | 3,745 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $1,000 | 1,465 |
| 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) | $1,000 | 3,607 |
| Available-for-sale securities (fair market value) | $37,252,000 | 2,600 |
| Total debt securities | $37,254,000 | 2,886 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 368 |
| Fair value | $3,979,000 | 387 |
| 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 | $35,445,000 | 3,044 |
| U.S. Government securities | $25,759,000 | 2,997 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $25,759,000 | 2,945 |
| Securities issued by states & political subdivisions | $8,302,000 | 2,349 |
| Other domestic debt securities | $1,384,000 | 1,841 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,462 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,383,000 | 1,256 |
| 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 | $7,375,000 | 3,915 |
| Mortgage-backed securities | $10,315,000 | 2,868 |
| Certificates of participation in pools of residential mortgages | $10,314,000 | 2,239 |
| Issued or guaranteed by U.S. | $10,314,000 | 2,226 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,000 | 3,682 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $1,000 | 1,376 |
| 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) | $2,000 | 3,647 |
| Available-for-sale securities (fair market value) | $35,443,000 | 2,673 |
| Total debt securities | $35,447,000 | 2,998 |
| Structured notes | ||
| Amortized cost | $3,999,000 | 615 |
| Fair value | $3,913,000 | 645 |
| 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 | $34,932,000 | 3,074 |
| U.S. Government securities | $25,867,000 | 3,028 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $25,867,000 | 2,966 |
| Securities issued by states & political subdivisions | $7,636,000 | 2,438 |
| Other domestic debt securities | $1,429,000 | 1,784 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,435 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,428,000 | 1,232 |
| 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 | $5,366,000 | 4,431 |
| Mortgage-backed securities | $8,577,000 | 2,970 |
| Certificates of participation in pools of residential mortgages | $8,576,000 | 2,328 |
| Issued or guaranteed by U.S. | $8,576,000 | 2,317 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,000 | 3,665 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $1,000 | 1,348 |
| 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) | $2,000 | 3,699 |
| Available-for-sale securities (fair market value) | $34,930,000 | 2,688 |
| Total debt securities | $34,932,000 | 3,032 |
| Structured notes | ||
| Amortized cost | $3,999,000 | 744 |
| Fair value | $3,867,000 | 781 |
| 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 | $34,728,000 | 3,095 |
| U.S. Government securities | $25,899,000 | 3,027 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $25,899,000 | 2,954 |
| Securities issued by states & political subdivisions | $7,353,000 | 2,493 |
| Other domestic debt securities | $1,476,000 | 1,695 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,396 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,475,000 | 1,177 |
| 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 | $3,358,000 | 5,140 |
| Mortgage-backed securities | $8,835,000 | 2,864 |
| Certificates of participation in pools of residential mortgages | $8,834,000 | 2,230 |
| Issued or guaranteed by U.S. | $8,834,000 | 2,218 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,000 | 3,656 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $1,000 | 1,306 |
| 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) | $2,000 | 3,746 |
| Available-for-sale securities (fair market value) | $34,726,000 | 2,701 |
| Total debt securities | $34,728,000 | 3,050 |
| Structured notes | ||
| Amortized cost | $3,999,000 | 793 |
| Fair value | $3,795,000 | 823 |
| 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 | $37,324,000 | 2,940 |
| U.S. Government securities | $28,852,000 | 2,782 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $28,852,000 | 2,713 |
| Securities issued by states & political subdivisions | $6,965,000 | 2,592 |
| Other domestic debt securities | $1,507,000 | 1,680 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,368 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,506,000 | 1,165 |
| 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 | $7,384,000 | 3,943 |
| Mortgage-backed securities | $9,494,000 | 2,720 |
| Certificates of participation in pools of residential mortgages | $9,493,000 | 2,133 |
| Issued or guaranteed by U.S. | $9,493,000 | 2,125 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,000 | 3,640 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $1,000 | 1,263 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,000 | 3,799 |
| Available-for-sale securities (fair market value) | $37,320,000 | 2,558 |
| Total debt securities | $37,324,000 | 2,896 |
| Structured notes | ||
| Amortized cost | $3,998,000 | 844 |
| Fair value | $3,897,000 | 865 |
| 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 | $37,486,000 | 2,971 |
| U.S. Government securities | $29,267,000 | 2,783 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $29,267,000 | 2,709 |
| Securities issued by states & political subdivisions | $6,712,000 | 2,656 |
| Other domestic debt securities | $1,507,000 | 1,691 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,359 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,506,000 | 1,188 |
| 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 | $7,385,000 | 3,948 |
| Mortgage-backed securities | $9,916,000 | 2,655 |
| Certificates of participation in pools of residential mortgages | $9,915,000 | 2,092 |
| Issued or guaranteed by U.S. | $9,915,000 | 2,081 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,000 | 3,653 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $1,000 | 1,263 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,000 | 3,885 |
| Available-for-sale securities (fair market value) | $37,482,000 | 2,575 |
| Total debt securities | $37,486,000 | 2,927 |
| Structured notes | ||
| Amortized cost | $3,998,000 | 905 |
| Fair value | $3,893,000 | 927 |
| 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 | $39,151,000 | 2,876 |
| U.S. Government securities | $31,405,000 | 2,682 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $31,405,000 | 2,613 |
| Securities issued by states & political subdivisions | $6,250,000 | 2,753 |
| Other domestic debt securities | $1,496,000 | 1,709 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,347 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,495,000 | 1,210 |
| 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 | $7,372,000 | 3,957 |
| Mortgage-backed securities | $10,348,000 | 2,597 |
| Certificates of participation in pools of residential mortgages | $10,347,000 | 2,061 |
| Issued or guaranteed by U.S. | $10,347,000 | 2,049 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,000 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $1,000 | 1,240 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,000 | 3,971 |
| Available-for-sale securities (fair market value) | $39,146,000 | 2,473 |
| Total debt securities | $39,151,000 | 2,841 |
| Structured notes | ||
| Amortized cost | $4,792,000 | 843 |
| Fair value | $4,641,000 | 853 |
| 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 | $38,953,000 | 2,886 |
| U.S. Government securities | $31,324,000 | 2,662 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $31,324,000 | 2,585 |
| Securities issued by states & political subdivisions | $6,151,000 | 2,750 |
| Other domestic debt securities | $1,478,000 | 1,740 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,358 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,477,000 | 1,247 |
| 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 | $7,258,000 | 3,978 |
| Mortgage-backed securities | $9,672,000 | 2,671 |
| Certificates of participation in pools of residential mortgages | $9,671,000 | 2,151 |
| Issued or guaranteed by U.S. | $9,671,000 | 2,136 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,000 | 3,671 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $1,000 | 1,259 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,000 | 4,026 |
| Available-for-sale securities (fair market value) | $38,948,000 | 2,473 |
| Total debt securities | $38,954,000 | 2,845 |
| Structured notes | ||
| Amortized cost | $5,792,000 | 754 |
| Fair value | $5,504,000 | 769 |
| 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 | $40,256,000 | 2,841 |
| U.S. Government securities | $32,285,000 | 2,630 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $32,285,000 | 2,555 |
| Securities issued by states & political subdivisions | $6,460,000 | 2,663 |
| Other domestic debt securities | $1,511,000 | 1,763 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,349 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,510,000 | 1,276 |
| 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 | $7,541,000 | 3,904 |
| Mortgage-backed securities | $10,332,000 | 2,623 |
| Certificates of participation in pools of residential mortgages | $10,331,000 | 2,104 |
| Issued or guaranteed by U.S. | $10,331,000 | 2,090 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,000 | 3,674 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $1,000 | 1,255 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,000 | 4,088 |
| Available-for-sale securities (fair market value) | $40,250,000 | 2,449 |
| Total debt securities | $40,256,000 | 2,798 |
| Structured notes | ||
| Amortized cost | $6,785,000 | 651 |
| Fair value | $6,584,000 | 658 |
| 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 | $41,574,000 | 2,756 |
| U.S. Government securities | $32,996,000 | 2,563 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $32,996,000 | 2,482 |
| Securities issued by states & political subdivisions | $6,807,000 | 2,574 |
| Other domestic debt securities | $1,771,000 | 1,724 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,345 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,770,000 | 1,275 |
| 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 | $7,646,000 | 3,861 |
| Mortgage-backed securities | $8,994,000 | 2,852 |
| Certificates of participation in pools of residential mortgages | $8,993,000 | 2,295 |
| Issued or guaranteed by U.S. | $8,993,000 | 2,284 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,000 | 3,703 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $1,000 | 1,241 |
| 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) | $7,000 | 4,165 |
| Available-for-sale securities (fair market value) | $41,567,000 | 2,379 |
| Total debt securities | $41,574,000 | 2,719 |
| Structured notes | ||
| Amortized cost | $6,988,000 | 636 |
| Fair value | $6,790,000 | 637 |
| 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 | $41,646,000 | 2,722 |
| U.S. Government securities | $32,516,000 | 2,576 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $32,516,000 | 2,498 |
| Securities issued by states & political subdivisions | $7,347,000 | 2,429 |
| Other domestic debt securities | $1,783,000 | 1,743 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,310 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,781,000 | 1,316 |
| 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 | $7,729,000 | 3,836 |
| Mortgage-backed securities | $9,763,000 | 2,769 |
| Certificates of participation in pools of residential mortgages | $9,761,000 | 2,227 |
| Issued or guaranteed by U.S. | $9,761,000 | 2,217 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,000 | 3,686 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $2,000 | 1,199 |
| 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) | $7,000 | 4,227 |
| Available-for-sale securities (fair market value) | $41,639,000 | 2,333 |
| Total debt securities | $41,646,000 | 2,683 |
| Structured notes | ||
| Amortized cost | $7,486,000 | 573 |
| Fair value | $7,366,000 | 574 |
| 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 | $43,911,000 | 2,634 |
| U.S. Government securities | $34,702,000 | 2,480 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $34,702,000 | 2,400 |
| Securities issued by states & political subdivisions | $7,415,000 | 2,396 |
| Other domestic debt securities | $1,794,000 | 1,770 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,282 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,792,000 | 1,360 |
| 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 | $7,811,000 | 3,819 |
| Mortgage-backed securities | $10,748,000 | 2,721 |
| Certificates of participation in pools of residential mortgages | $10,746,000 | 2,173 |
| Issued or guaranteed by U.S. | $10,746,000 | 2,160 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $2,000 | 3,719 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $2,000 | 1,169 |
| 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) | $7,000 | 4,281 |
| Available-for-sale securities (fair market value) | $43,904,000 | 2,235 |
| Total debt securities | $43,912,000 | 2,587 |
| Structured notes | ||
| Amortized cost | $6,988,000 | 624 |
| Fair value | $6,907,000 | 624 |
| 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 | $42,725,000 | 2,738 |
| U.S. Government securities | $33,587,000 | 2,603 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $33,587,000 | 2,509 |
| Securities issued by states & political subdivisions | $7,345,000 | 2,414 |
| Other domestic debt securities | $1,793,000 | 1,828 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,276 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,791,000 | 1,445 |
| 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 | $7,793,000 | 3,847 |
| Mortgage-backed securities | $11,369,000 | 2,700 |
| Certificates of participation in pools of residential mortgages | $11,367,000 | 2,156 |
| Issued or guaranteed by U.S. | $11,367,000 | 2,145 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,000 | 3,759 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $2,000 | 1,168 |
| 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) | $110,000 | 4,087 |
| Available-for-sale securities (fair market value) | $42,615,000 | 2,327 |
| Total debt securities | $42,727,000 | 2,691 |
| Structured notes | ||
| Amortized cost | $7,966,000 | 545 |
| Fair value | $7,722,000 | 552 |
| 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 | $44,369,000 | 2,667 |
| U.S. Government securities | $35,098,000 | 2,516 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $35,098,000 | 2,414 |
| Securities issued by states & political subdivisions | $7,453,000 | 2,414 |
| Other domestic debt securities | $1,818,000 | 1,869 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,271 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,816,000 | 1,495 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,897,000 | 3,813 |
| Mortgage-backed securities | $9,995,000 | 2,938 |
| Certificates of participation in pools of residential mortgages | $9,993,000 | 2,368 |
| Issued or guaranteed by U.S. | $9,993,000 | 2,362 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $2,000 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $2,000 | 1,167 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $115,000 | 4,133 |
| Available-for-sale securities (fair market value) | $44,254,000 | 2,269 |
| Total debt securities | $44,370,000 | 2,615 |
| Structured notes | ||
| Amortized cost | $8,965,000 | 478 |
| Fair value | $8,850,000 | 480 |
| 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 | $45,744,000 | 2,588 |
| U.S. Government securities | $36,637,000 | 2,389 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $36,637,000 | 2,309 |
| Securities issued by states & political subdivisions | $7,266,000 | 2,466 |
| Other domestic debt securities | $1,841,000 | 1,878 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,254 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,839,000 | 1,534 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,689,000 | 4,081 |
| Mortgage-backed securities | $9,339,000 | 3,057 |
| Certificates of participation in pools of residential mortgages | $9,337,000 | 2,465 |
| Issued or guaranteed by U.S. | $9,337,000 | 2,456 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,000 | 3,822 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $2,000 | 1,139 |
| 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) | $318,000 | 3,872 |
| Available-for-sale securities (fair market value) | $45,426,000 | 2,212 |
| Total debt securities | $45,744,000 | 2,537 |
| Structured notes | ||
| Amortized cost | $10,015,000 | 426 |
| Fair value | $9,934,000 | 440 |
| 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 | $44,982,000 | 2,662 |
| U.S. Government securities | $37,552,000 | 2,388 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $37,552,000 | 2,297 |
| Securities issued by states & political subdivisions | $5,601,000 | 2,870 |
| Other domestic debt securities | $1,829,000 | 1,961 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,248 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,827,000 | 1,620 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,625,000 | 3,828 |
| Mortgage-backed securities | $7,428,000 | 3,445 |
| Certificates of participation in pools of residential mortgages | $7,426,000 | 2,839 |
| Issued or guaranteed by U.S. | $7,426,000 | 2,830 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,000 | 3,903 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $2,000 | 1,140 |
| 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) | $337,000 | 3,901 |
| Available-for-sale securities (fair market value) | $44,645,000 | 2,293 |
| Total debt securities | $44,983,000 | 2,605 |
| Structured notes | ||
| Amortized cost | $8,967,000 | 486 |
| Fair value | $8,545,000 | 489 |
| 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 | $42,819,000 | 2,791 |
| U.S. Government securities | $35,153,000 | 2,482 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $35,153,000 | 2,402 |
| Securities issued by states & political subdivisions | $5,789,000 | 2,835 |
| Other domestic debt securities | $1,877,000 | 2,056 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,318 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,875,000 | 1,707 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,409,000 | 3,573 |
| Mortgage-backed securities | $8,290,000 | 3,316 |
| Certificates of participation in pools of residential mortgages | $8,288,000 | 2,690 |
| Issued or guaranteed by U.S. | $8,288,000 | 2,679 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $2,000 | 3,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $2,000 | 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) | $344,000 | 3,931 |
| Available-for-sale securities (fair market value) | $42,475,000 | 2,414 |
| Total debt securities | $42,820,000 | 2,721 |
| Structured notes | ||
| Amortized cost | $6,966,000 | 547 |
| Fair value | $6,957,000 | 549 |
| 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 | $47,037,000 | 2,613 |
| U.S. Government securities | $38,172,000 | 2,393 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $38,172,000 | 2,315 |
| Securities issued by states & political subdivisions | $7,003,000 | 2,546 |
| Other domestic debt securities | $1,862,000 | 2,074 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,163 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,859,000 | 1,803 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,785,000 | 3,030 |
| Mortgage-backed securities | $8,016,000 | 3,341 |
| Certificates of participation in pools of residential mortgages | $8,013,000 | 2,750 |
| Issued or guaranteed by U.S. | $8,013,000 | 2,735 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $3,000 | 4,017 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $3,000 | 1,011 |
| 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) | $357,000 | 3,979 |
| Available-for-sale securities (fair market value) | $46,680,000 | 2,256 |
| Total debt securities | $47,037,000 | 2,558 |
| Structured notes | ||
| Amortized cost | $6,966,000 | 465 |
| Fair value | $6,808,000 | 467 |
| 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 | $49,164,000 | 2,478 |
| U.S. Government securities | $40,073,000 | 2,248 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $40,073,000 | 2,171 |
| Securities issued by states & political subdivisions | $6,683,000 | 2,616 |
| Other domestic debt securities | $2,408,000 | 1,949 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,247 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,405,000 | 1,672 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,408,000 | 2,833 |
| Mortgage-backed securities | $9,304,000 | 3,102 |
| Certificates of participation in pools of residential mortgages | $9,301,000 | 2,507 |
| Issued or guaranteed by U.S. | $9,301,000 | 2,497 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $3,000 | 4,117 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $3,000 | 1,090 |
| 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) | $576,000 | 3,770 |
| Available-for-sale securities (fair market value) | $48,588,000 | 2,137 |
| Total debt securities | $49,162,000 | 2,417 |
| Structured notes | ||
| Amortized cost | $6,482,000 | 398 |
| Fair value | $6,281,000 | 406 |
| 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 | $49,698,000 | 2,406 |
| U.S. Government securities | $40,961,000 | 2,120 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $40,961,000 | 2,042 |
| Securities issued by states & political subdivisions | $6,286,000 | 2,664 |
| Other domestic debt securities | $2,451,000 | 2,003 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,448,000 | 1,730 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,670,000 | 2,917 |
| Mortgage-backed securities | $10,294,000 | 3,017 |
| Certificates of participation in pools of residential mortgages | $10,291,000 | 2,364 |
| Issued or guaranteed by U.S. | $10,291,000 | 2,353 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $3,000 | 4,282 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $3,000 | 1,152 |
| 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) | $587,000 | 3,788 |
| Available-for-sale securities (fair market value) | $49,111,000 | 2,066 |
| Total debt securities | $49,696,000 | 2,340 |
| Structured notes | ||
| Amortized cost | $4,483,000 | 451 |
| Fair value | $4,500,000 | 450 |
| 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 | $46,965,000 | 2,507 |
| U.S. Government securities | $38,509,000 | 2,225 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $38,509,000 | 2,149 |
| Securities issued by states & political subdivisions | $6,117,000 | 2,625 |
| Other domestic debt securities | $2,339,000 | 2,057 |
| Privately issued residential mortgage-backed securities | $4,000 | 1,320 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,335,000 | 1,767 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,591,000 | 3,156 |
| Mortgage-backed securities | $11,543,000 | 2,835 |
| Certificates of participation in pools of residential mortgages | $11,539,000 | 2,178 |
| Issued or guaranteed by U.S. | $11,539,000 | 2,169 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $4,000 | 4,352 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $4,000 | 1,167 |
| 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) | $598,000 | 3,822 |
| Available-for-sale securities (fair market value) | $46,367,000 | 2,152 |
| Total debt securities | $46,966,000 | 2,439 |
| Structured notes | ||
| Amortized cost | $496,000 | 1,509 |
| Fair value | $494,000 | 1,510 |
| 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 | $47,114,000 | 2,458 |
| U.S. Government securities | $39,144,000 | 2,180 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $39,144,000 | 2,093 |
| Securities issued by states & political subdivisions | $6,130,000 | 2,601 |
| Other domestic debt securities | $1,840,000 | 2,297 |
| Privately issued residential mortgage-backed securities | $4,000 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,836,000 | 2,009 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,527,000 | 2,966 |
| Mortgage-backed securities | $12,539,000 | 2,670 |
| Certificates of participation in pools of residential mortgages | $12,535,000 | 2,026 |
| Issued or guaranteed by U.S. | $12,535,000 | 2,017 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $4,000 | 4,410 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $4,000 | 1,195 |
| 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) | $621,000 | 3,894 |
| Available-for-sale securities (fair market value) | $46,493,000 | 2,103 |
| Total debt securities | $47,113,000 | 2,394 |
| 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 | $34,225,000 | 3,030 |
| U.S. Government securities | $28,008,000 | 2,682 |
| U.S. Treasury securities | $1,030,000 | 1,887 |
| U.S. Government agency obligations | $26,978,000 | 2,626 |
| Securities issued by states & political subdivisions | $5,686,000 | 2,631 |
| Other domestic debt securities | $531,000 | 3,293 |
| Privately issued residential mortgage-backed securities | $5,000 | 1,448 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $526,000 | 2,859 |
| 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 | $10,935,000 | 2,815 |
| Mortgage-backed securities | $5,706,000 | 3,783 |
| Certificates of participation in pools of residential mortgages | $5,701,000 | 2,954 |
| Issued or guaranteed by U.S. | $5,701,000 | 2,938 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $5,000 | 4,500 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $5,000 | 1,301 |
| 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) | $845,000 | 3,960 |
| Available-for-sale securities (fair market value) | $33,380,000 | 2,578 |
| Total debt securities | $34,225,000 | 2,966 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $25,536,000 | 3,888 |
| U.S. Government securities | $22,752,000 | 3,304 |
| U.S. Treasury securities | $1,008,000 | 2,611 |
| U.S. Government agency obligations | $21,744,000 | 3,170 |
| Securities issued by states & political subdivisions | $2,705,000 | 3,889 |
| Other domestic debt securities | $6,000 | 3,920 |
| Privately issued residential mortgage-backed securities | $6,000 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $73,000 | 7,115 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,611,000 | 4,404 |
| Mortgage-backed securities | $4,433,000 | 3,586 |
| Certificates of participation in pools of residential mortgages | $4,427,000 | 2,828 |
| Issued or guaranteed by U.S. | $4,427,000 | 2,809 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $6,000 | 4,245 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $6,000 | 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) | $945,000 | 4,520 |
| Available-for-sale securities (fair market value) | $24,591,000 | 3,246 |
| Total debt securities | $25,463,000 | 3,786 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $34,064,000 | 3,237 |
| U.S. Government securities | $29,399,000 | 2,806 |
| U.S. Treasury securities | $5,513,000 | 1,434 |
| U.S. Government agency obligations | $23,886,000 | 3,001 |
| Securities issued by states & political subdivisions | $4,584,000 | 3,091 |
| Other domestic debt securities | $8,000 | 3,878 |
| Privately issued residential mortgage-backed securities | $8,000 | 1,548 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $73,000 | 7,061 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,978,000 | 4,269 |
| Mortgage-backed securities | $4,881,000 | 3,633 |
| Certificates of participation in pools of residential mortgages | $4,873,000 | 2,840 |
| Issued or guaranteed by U.S. | $4,873,000 | 2,828 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $8,000 | 4,521 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $8,000 | 1,354 |
| 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) | $2,205,000 | 4,124 |
| Available-for-sale securities (fair market value) | $31,859,000 | 2,671 |
| Total debt securities | $33,991,000 | 3,143 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $24,269,000 | 4,241 |
| U.S. Government securities | $18,594,000 | 4,124 |
| U.S. Treasury securities | $4,100,000 | 2,547 |
| U.S. Government agency obligations | $14,494,000 | 4,223 |
| Securities issued by states & political subdivisions | $5,591,000 | 2,754 |
| Other domestic debt securities | $11,000 | 3,869 |
| Privately issued residential mortgage-backed securities | $11,000 | 1,599 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $73,000 | 6,810 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,232,000 | 3,802 |
| Mortgage-backed securities | $6,556,000 | 3,386 |
| Certificates of participation in pools of residential mortgages | $6,545,000 | 2,566 |
| Issued or guaranteed by U.S. | $6,545,000 | 2,552 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $11,000 | 4,802 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $11,000 | 1,385 |
| 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) | $3,929,000 | 3,812 |
| Available-for-sale securities (fair market value) | $20,340,000 | 3,740 |
| Total debt securities | $24,196,000 | 4,140 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $28,397,000 | 3,796 |
| U.S. Government securities | $22,562,000 | 3,730 |
| U.S. Treasury securities | $9,072,000 | 2,005 |
| U.S. Government agency obligations | $13,490,000 | 4,315 |
| Securities issued by states & political subdivisions | $5,746,000 | 2,472 |
| Other domestic debt securities | $16,000 | 3,738 |
| Privately issued residential mortgage-backed securities | $16,000 | 1,623 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $73,000 | 6,722 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,842,000 | 3,776 |
| Mortgage-backed securities | $8,280,000 | 2,934 |
| Certificates of participation in pools of residential mortgages | $8,264,000 | 2,189 |
| Issued or guaranteed by U.S. | $8,264,000 | 2,177 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $16,000 | 5,052 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $16,000 | 1,377 |
| 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) | $7,303,000 | 3,413 |
| Available-for-sale securities (fair market value) | $21,094,000 | 3,454 |
| Total debt securities | $28,324,000 | 3,702 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $36,908,000 | 3,282 |
| U.S. Government securities | $30,833,000 | 3,118 |
| U.S. Treasury securities | $14,584,000 | 1,588 |
| U.S. Government agency obligations | $16,249,000 | 3,923 |
| Securities issued by states & political subdivisions | $5,968,000 | 2,461 |
| Other domestic debt securities | $47,000 | 4,110 |
| Privately issued residential mortgage-backed securities | $47,000 | 1,772 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $60,000 | 6,894 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,646,000 | 3,922 |
| Mortgage-backed securities | $10,085,000 | 2,908 |
| Certificates of participation in pools of residential mortgages | $10,038,000 | 2,158 |
| Issued or guaranteed by U.S. | $10,038,000 | 2,136 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $47,000 | 5,402 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $47,000 | 1,488 |
| 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) | $9,896,000 | 3,193 |
| Available-for-sale securities (fair market value) | $27,012,000 | 2,994 |
| Total debt securities | $36,848,000 | 3,184 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $26,804,000 | 4,452 |
| U.S. Government securities | $22,036,000 | 4,307 |
| U.S. Treasury securities | $15,597,000 | 1,802 |
| U.S. Government agency obligations | $6,439,000 | 6,968 |
| Securities issued by states & political subdivisions | $4,649,000 | 2,959 |
| Other domestic debt securities | $59,000 | 4,714 |
| Privately issued residential mortgage-backed securities | $59,000 | 2,084 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $60,000 | 6,788 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,780,000 | 4,312 |
| Mortgage-backed securities | $2,260,000 | 6,033 |
| Certificates of participation in pools of residential mortgages | $2,201,000 | 4,742 |
| Issued or guaranteed by U.S. | $2,201,000 | 4,715 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $59,000 | 5,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $59,000 | 1,763 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $23,643,000 | 1,736 |
| Available-for-sale securities (fair market value) | $3,161,000 | 8,862 |
| Total debt securities | $26,744,000 | 4,368 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $23,025,000 | 5,307 |
| U.S. Government securities | $19,413,000 | 5,049 |
| U.S. Treasury securities | $14,044,000 | 2,501 |
| U.S. Government agency obligations | $5,369,000 | 7,502 |
| Securities issued by states & political subdivisions | $3,480,000 | 3,813 |
| Other domestic debt securities | $72,000 | 5,255 |
| Privately issued residential mortgage-backed securities | $72,000 | 2,308 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $60,000 | 6,679 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,274,000 | 5,846 |
| Mortgage-backed securities | $2,660,000 | 6,104 |
| Certificates of participation in pools of residential mortgages | $2,588,000 | 4,687 |
| Issued or guaranteed by U.S. | $2,588,000 | 4,661 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $72,000 | 6,295 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $72,000 | 1,994 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,298,000 | 3,175 |
| Available-for-sale securities (fair market value) | $727,000 | 9,923 |
| Total debt securities | $22,965,000 | 5,221 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $25,558,000 | 5,123 |
| U.S. Government securities | $21,040,000 | 4,909 |
| U.S. Treasury securities | $14,061,000 | 2,581 |
| U.S. Government agency obligations | $6,979,000 | 6,824 |
| Securities issued by states & political subdivisions | $3,321,000 | 4,007 |
| Other domestic debt securities | $110,000 | 5,702 |
| Privately issued residential mortgage-backed securities | $110,000 | 2,660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,087,000 | 2,000 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,900,000 | 5,327 |
| Mortgage-backed securities | $3,947,000 | 5,845 |
| Certificates of participation in pools of residential mortgages | $3,837,000 | 4,354 |
| Issued or guaranteed by U.S. | $3,837,000 | 4,314 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $110,000 | 6,597 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $110,000 | 2,246 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $24,471,000 | 5,186 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $29,213,000 | 4,568 |
| U.S. Government securities | $25,533,000 | 4,143 |
| U.S. Treasury securities | $14,233,000 | 2,611 |
| U.S. Government agency obligations | $11,300,000 | 5,101 |
| Securities issued by states & political subdivisions | $3,454,000 | 3,691 |
| Other domestic debt securities | $166,000 | 6,341 |
| Privately issued residential mortgage-backed securities | $166,000 | 3,206 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $60,000 | 6,005 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,572,000 | 5,458 |
| Mortgage-backed securities | $5,827,000 | 5,080 |
| Certificates of participation in pools of residential mortgages | $5,661,000 | 3,694 |
| Issued or guaranteed by U.S. | $5,661,000 | 3,648 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $166,000 | 6,737 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $166,000 | 2,734 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $29,153,000 | 4,470 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |