Home > Clinton State Bank > Securities
Clinton State Bank, Securities
| 2013-09-30 | Rank | |
| Total securities | $26,018,000 | 4,008 |
| U.S. Government securities | $24,295,000 | 3,155 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $24,295,000 | 3,076 |
| Securities issued by states & political subdivisions | $1,721,000 | 4,667 |
| Other domestic debt securities | $2,000 | 2,714 |
| Privately issued residential mortgage-backed securities | $2,000 | 964 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,613,000 | 3,502 |
| Mortgage-backed securities | $23,638,000 | 2,144 |
| Certificates of participation in pools of residential mortgages | $20,774,000 | 1,735 |
| Issued or guaranteed by U.S. | $20,774,000 | 1,732 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $2,864,000 | 2,262 |
| CMOs issued by government agencies or sponsored agencies | $2,862,000 | 2,177 |
| Privately issued | $2,000 | 920 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $26,018,000 | 3,673 |
| Total debt securities | $26,018,000 | 3,977 |
| Structured notes | ||
| Amortized cost | $672,000 | 1,871 |
| Fair value | $659,000 | 1,870 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $27,885,000 | 3,865 |
| U.S. Government securities | $26,151,000 | 3,003 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $26,151,000 | 2,930 |
| Securities issued by states & political subdivisions | $1,731,000 | 4,652 |
| Other domestic debt securities | $3,000 | 2,772 |
| Privately issued residential mortgage-backed securities | $3,000 | 977 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,919,000 | 3,455 |
| Mortgage-backed securities | $25,420,000 | 2,057 |
| Certificates of participation in pools of residential mortgages | $22,386,000 | 1,644 |
| Issued or guaranteed by U.S. | $22,386,000 | 1,642 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,034,000 | 2,272 |
| CMOs issued by government agencies or sponsored agencies | $3,031,000 | 2,185 |
| Privately issued | $3,000 | 932 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $27,885,000 | 3,556 |
| Total debt securities | $27,885,000 | 3,835 |
| Structured notes | ||
| Amortized cost | $702,000 | 1,828 |
| Fair value | $734,000 | 1,801 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $27,143,000 | 3,903 |
| U.S. Government securities | $25,322,000 | 3,100 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $25,322,000 | 3,028 |
| Securities issued by states & political subdivisions | $1,818,000 | 4,614 |
| Other domestic debt securities | $3,000 | 2,769 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,016 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,752,000 | 3,361 |
| Mortgage-backed securities | $24,505,000 | 2,133 |
| Certificates of participation in pools of residential mortgages | $22,026,000 | 1,707 |
| Issued or guaranteed by U.S. | $22,026,000 | 1,706 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,479,000 | 2,472 |
| CMOs issued by government agencies or sponsored agencies | $2,476,000 | 2,373 |
| Privately issued | $3,000 | 971 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $27,143,000 | 3,611 |
| Total debt securities | $27,143,000 | 3,878 |
| Structured notes | ||
| Amortized cost | $778,000 | 1,820 |
| Fair value | $819,000 | 1,808 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $17,296,000 | 4,725 |
| U.S. Government securities | $14,303,000 | 4,088 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $14,303,000 | 3,989 |
| Securities issued by states & political subdivisions | $2,993,000 | 4,251 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,559,000 | 3,558 |
| Mortgage-backed securities | $13,395,000 | 2,941 |
| Certificates of participation in pools of residential mortgages | $11,581,000 | 2,470 |
| Issued or guaranteed by U.S. | $11,581,000 | 2,469 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,814,000 | 2,725 |
| CMOs issued by government agencies or sponsored agencies | $1,814,000 | 2,611 |
| 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) | $17,296,000 | 4,360 |
| Total debt securities | $17,299,000 | 4,695 |
| Structured notes | ||
| Amortized cost | $857,000 | 1,838 |
| Fair value | $908,000 | 1,820 |
| 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 | $16,066,000 | 4,927 |
| U.S. Government securities | $13,027,000 | 4,365 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $13,027,000 | 4,273 |
| Securities issued by states & political subdivisions | $3,036,000 | 4,252 |
| Other domestic debt securities | $3,000 | 2,854 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,085 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,568,000 | 3,581 |
| Mortgage-backed securities | $11,709,000 | 3,244 |
| Certificates of participation in pools of residential mortgages | $11,706,000 | 2,586 |
| Issued or guaranteed by U.S. | $11,706,000 | 2,584 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $3,000 | 3,847 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $3,000 | 1,037 |
| 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) | $16,066,000 | 4,552 |
| Total debt securities | $16,067,000 | 4,897 |
| Structured notes | ||
| Amortized cost | $1,259,000 | 1,656 |
| Fair value | $1,321,000 | 1,645 |
| 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 | $17,487,000 | 4,820 |
| U.S. Government securities | $13,854,000 | 4,302 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $13,854,000 | 4,212 |
| Securities issued by states & political subdivisions | $3,050,000 | 4,209 |
| Other domestic debt securities | $583,000 | 2,306 |
| Privately issued residential mortgage-backed securities | $125,000 | 1,011 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $458,000 | 1,907 |
| 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 | $8,121,000 | 3,707 |
| Mortgage-backed securities | $12,517,000 | 3,192 |
| Certificates of participation in pools of residential mortgages | $12,391,000 | 2,542 |
| Issued or guaranteed by U.S. | $12,391,000 | 2,539 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $126,000 | 3,650 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,698 |
| Privately issued | $125,000 | 971 |
| 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) | $17,487,000 | 4,446 |
| Total debt securities | $17,486,000 | 4,787 |
| Structured notes | ||
| Amortized cost | $1,386,000 | 1,823 |
| Fair value | $1,462,000 | 1,804 |
| 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 | $19,320,000 | 4,655 |
| U.S. Government securities | $15,695,000 | 4,192 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $15,695,000 | 4,099 |
| Securities issued by states & political subdivisions | $3,050,000 | 4,140 |
| Other domestic debt securities | $575,000 | 2,280 |
| Privately issued residential mortgage-backed securities | $139,000 | 1,031 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $436,000 | 1,905 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,858,000 | 3,583 |
| Mortgage-backed securities | $13,231,000 | 3,112 |
| Certificates of participation in pools of residential mortgages | $13,066,000 | 2,463 |
| Issued or guaranteed by U.S. | $13,066,000 | 2,457 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $165,000 | 3,649 |
| CMOs issued by government agencies or sponsored agencies | $26,000 | 3,632 |
| Privately issued | $139,000 | 993 |
| 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) | $19,320,000 | 4,286 |
| Total debt securities | $19,319,000 | 4,627 |
| Structured notes | ||
| Amortized cost | $2,516,000 | 1,515 |
| Fair value | $2,603,000 | 1,503 |
| 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 | $16,620,000 | 4,913 |
| U.S. Government securities | $12,693,000 | 4,532 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $12,693,000 | 4,446 |
| Securities issued by states & political subdivisions | $3,356,000 | 4,036 |
| Other domestic debt securities | $571,000 | 2,259 |
| Privately issued residential mortgage-backed securities | $150,000 | 1,115 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $421,000 | 1,823 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,372,000 | 3,318 |
| Mortgage-backed securities | $10,096,000 | 3,406 |
| Certificates of participation in pools of residential mortgages | $9,903,000 | 2,753 |
| Issued or guaranteed by U.S. | $9,903,000 | 2,753 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $193,000 | 3,577 |
| CMOs issued by government agencies or sponsored agencies | $43,000 | 3,467 |
| Privately issued | $150,000 | 1,059 |
| 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) | $16,620,000 | 4,501 |
| Total debt securities | $16,619,000 | 4,888 |
| Structured notes | ||
| Amortized cost | $2,637,000 | 1,481 |
| Fair value | $2,747,000 | 1,459 |
| 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 | $16,258,000 | 4,926 |
| U.S. Government securities | $12,275,000 | 4,541 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $12,275,000 | 4,449 |
| Securities issued by states & political subdivisions | $3,370,000 | 3,963 |
| Other domestic debt securities | $613,000 | 2,221 |
| Privately issued residential mortgage-backed securities | $164,000 | 1,130 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $449,000 | 1,790 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,979,000 | 3,363 |
| Mortgage-backed securities | $10,539,000 | 3,284 |
| Certificates of participation in pools of residential mortgages | $10,307,000 | 2,618 |
| Issued or guaranteed by U.S. | $10,307,000 | 2,613 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $232,000 | 3,535 |
| CMOs issued by government agencies or sponsored agencies | $68,000 | 3,416 |
| Privately issued | $164,000 | 1,068 |
| 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) | $16,258,000 | 4,516 |
| Total debt securities | $16,259,000 | 4,895 |
| Structured notes | ||
| Amortized cost | $1,771,000 | 1,916 |
| Fair value | $1,900,000 | 1,884 |
| 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 | $14,707,000 | 5,170 |
| U.S. Government securities | $10,669,000 | 4,916 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $10,669,000 | 4,810 |
| Securities issued by states & political subdivisions | $3,364,000 | 3,939 |
| Other domestic debt securities | $674,000 | 2,140 |
| Privately issued residential mortgage-backed securities | $184,000 | 1,141 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $490,000 | 1,690 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,800,000 | 3,416 |
| Mortgage-backed securities | $8,830,000 | 3,497 |
| Certificates of participation in pools of residential mortgages | $8,522,000 | 2,842 |
| Issued or guaranteed by U.S. | $8,522,000 | 2,835 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $308,000 | 3,472 |
| CMOs issued by government agencies or sponsored agencies | $124,000 | 3,348 |
| Privately issued | $184,000 | 1,086 |
| 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) | $14,707,000 | 4,741 |
| Total debt securities | $14,707,000 | 5,138 |
| Structured notes | ||
| Amortized cost | $1,888,000 | 2,089 |
| Fair value | $2,023,000 | 1,954 |
| 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 | $15,690,000 | 5,050 |
| U.S. Government securities | $11,329,000 | 4,797 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $11,329,000 | 4,673 |
| Securities issued by states & political subdivisions | $3,680,000 | 3,798 |
| Other domestic debt securities | $681,000 | 2,182 |
| Privately issued residential mortgage-backed securities | $203,000 | 1,160 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $478,000 | 1,740 |
| 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 | $8,512,000 | 3,489 |
| Mortgage-backed securities | $9,400,000 | 3,366 |
| Certificates of participation in pools of residential mortgages | $8,933,000 | 2,719 |
| Issued or guaranteed by U.S. | $8,933,000 | 2,714 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $467,000 | 3,324 |
| CMOs issued by government agencies or sponsored agencies | $264,000 | 3,182 |
| Privately issued | $203,000 | 1,106 |
| 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) | $15,690,000 | 4,632 |
| Total debt securities | $15,690,000 | 5,024 |
| Structured notes | ||
| Amortized cost | $2,008,000 | 1,975 |
| Fair value | $2,132,000 | 1,948 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $16,777,000 | 4,799 |
| U.S. Government securities | $12,173,000 | 4,512 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $12,173,000 | 4,392 |
| Securities issued by states & political subdivisions | $3,930,000 | 3,738 |
| Other domestic debt securities | $674,000 | 2,319 |
| Privately issued residential mortgage-backed securities | $233,000 | 1,192 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $441,000 | 1,772 |
| 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 | $8,227,000 | 3,495 |
| Mortgage-backed securities | $10,069,000 | 3,147 |
| Certificates of participation in pools of residential mortgages | $9,357,000 | 2,535 |
| Issued or guaranteed by U.S. | $9,357,000 | 2,530 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $712,000 | 3,157 |
| CMOs issued by government agencies or sponsored agencies | $479,000 | 3,021 |
| Privately issued | $233,000 | 1,134 |
| 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) | $16,777,000 | 4,400 |
| Total debt securities | $16,773,000 | 4,767 |
| Structured notes | ||
| Amortized cost | $2,194,000 | 1,807 |
| Fair value | $2,335,000 | 1,770 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $14,770,000 | 5,001 |
| U.S. Government securities | $10,060,000 | 4,824 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $10,060,000 | 4,706 |
| Securities issued by states & political subdivisions | $4,010,000 | 3,628 |
| Other domestic debt securities | $700,000 | 2,383 |
| Privately issued residential mortgage-backed securities | $262,000 | 1,256 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $438,000 | 1,789 |
| 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 | $7,820,000 | 3,596 |
| Mortgage-backed securities | $7,719,000 | 3,482 |
| Certificates of participation in pools of residential mortgages | $6,735,000 | 2,935 |
| Issued or guaranteed by U.S. | $6,735,000 | 2,926 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $984,000 | 2,999 |
| CMOs issued by government agencies or sponsored agencies | $722,000 | 2,841 |
| Privately issued | $262,000 | 1,197 |
| 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) | $14,770,000 | 4,567 |
| Total debt securities | $14,770,000 | 4,965 |
| Structured notes | ||
| Amortized cost | $2,406,000 | 1,760 |
| Fair value | $2,603,000 | 1,684 |
| 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 | $15,020,000 | 4,992 |
| U.S. Government securities | $10,351,000 | 4,859 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $10,351,000 | 4,745 |
| Securities issued by states & political subdivisions | $3,961,000 | 3,577 |
| Other domestic debt securities | $708,000 | 2,376 |
| Privately issued residential mortgage-backed securities | $284,000 | 1,285 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $424,000 | 1,752 |
| 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 | $7,661,000 | 3,671 |
| Mortgage-backed securities | $7,384,000 | 3,545 |
| Certificates of participation in pools of residential mortgages | $6,185,000 | 3,082 |
| Issued or guaranteed by U.S. | $6,185,000 | 3,074 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,199,000 | 2,813 |
| CMOs issued by government agencies or sponsored agencies | $915,000 | 2,650 |
| Privately issued | $284,000 | 1,231 |
| 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) | $15,020,000 | 4,565 |
| Total debt securities | $15,020,000 | 4,956 |
| Structured notes | ||
| Amortized cost | $2,562,000 | 1,766 |
| Fair value | $2,750,000 | 1,746 |
| 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 | $16,351,000 | 4,865 |
| U.S. Government securities | $11,640,000 | 4,672 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $11,640,000 | 4,558 |
| Securities issued by states & political subdivisions | $3,969,000 | 3,557 |
| Other domestic debt securities | $742,000 | 2,411 |
| Privately issued residential mortgage-backed securities | $305,000 | 1,314 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $437,000 | 1,757 |
| 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 | $8,493,000 | 3,604 |
| Mortgage-backed securities | $8,119,000 | 3,484 |
| Certificates of participation in pools of residential mortgages | $6,713,000 | 3,067 |
| Issued or guaranteed by U.S. | $6,713,000 | 3,059 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,406,000 | 2,700 |
| CMOs issued by government agencies or sponsored agencies | $1,101,000 | 2,504 |
| Privately issued | $305,000 | 1,261 |
| 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) | $16,351,000 | 4,435 |
| Total debt securities | $16,351,000 | 4,825 |
| Structured notes | ||
| Amortized cost | $2,713,000 | 1,546 |
| Fair value | $2,876,000 | 1,513 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $14,474,000 | 5,102 |
| U.S. Government securities | $9,766,000 | 5,038 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $9,766,000 | 4,940 |
| Securities issued by states & political subdivisions | $3,969,000 | 3,582 |
| Other domestic debt securities | $739,000 | 2,478 |
| Privately issued residential mortgage-backed securities | $324,000 | 1,346 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $415,000 | 1,809 |
| 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 | $8,505,000 | 3,606 |
| Mortgage-backed securities | $6,604,000 | 3,825 |
| Certificates of participation in pools of residential mortgages | $4,964,000 | 3,552 |
| Issued or guaranteed by U.S. | $4,964,000 | 3,545 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,640,000 | 2,602 |
| CMOs issued by government agencies or sponsored agencies | $1,316,000 | 2,399 |
| Privately issued | $324,000 | 1,289 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $14,474,000 | 4,659 |
| Total debt securities | $14,474,000 | 5,061 |
| Structured notes | ||
| Amortized cost | $2,861,000 | 1,270 |
| Fair value | $3,031,000 | 1,154 |
| 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 | $15,788,000 | 4,960 |
| U.S. Government securities | $11,065,000 | 4,790 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $11,065,000 | 4,697 |
| Securities issued by states & political subdivisions | $3,987,000 | 3,573 |
| Other domestic debt securities | $736,000 | 2,574 |
| Privately issued residential mortgage-backed securities | $368,000 | 1,381 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $368,000 | 1,936 |
| 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 | $8,997,000 | 3,530 |
| Mortgage-backed securities | $7,085,000 | 3,807 |
| Certificates of participation in pools of residential mortgages | $5,171,000 | 3,602 |
| Issued or guaranteed by U.S. | $5,171,000 | 3,591 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,914,000 | 2,521 |
| CMOs issued by government agencies or sponsored agencies | $1,546,000 | 2,291 |
| Privately issued | $368,000 | 1,320 |
| 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) | $15,788,000 | 4,532 |
| Total debt securities | $15,788,000 | 4,915 |
| Structured notes | ||
| Amortized cost | $2,987,000 | 884 |
| Fair value | $3,134,000 | 811 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $16,339,000 | 4,873 |
| U.S. Government securities | $11,795,000 | 4,653 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $11,795,000 | 4,561 |
| Securities issued by states & political subdivisions | $3,885,000 | 3,563 |
| Other domestic debt securities | $659,000 | 2,677 |
| Privately issued residential mortgage-backed securities | $374,000 | 1,394 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $285,000 | 2,067 |
| 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 | $9,236,000 | 3,495 |
| Mortgage-backed securities | $7,663,000 | 3,725 |
| Certificates of participation in pools of residential mortgages | $5,436,000 | 3,576 |
| Issued or guaranteed by U.S. | $5,436,000 | 3,564 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,227,000 | 2,409 |
| CMOs issued by government agencies or sponsored agencies | $1,853,000 | 2,177 |
| Privately issued | $374,000 | 1,328 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $16,339,000 | 4,423 |
| Total debt securities | $16,338,000 | 4,832 |
| Structured notes | ||
| Amortized cost | $3,172,000 | 525 |
| Fair value | $3,283,000 | 508 |
| 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 | $17,800,000 | 4,699 |
| U.S. Government securities | $13,270,000 | 4,472 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $13,270,000 | 4,391 |
| Securities issued by states & political subdivisions | $3,888,000 | 3,493 |
| Other domestic debt securities | $642,000 | 2,600 |
| Privately issued residential mortgage-backed securities | $397,000 | 1,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $245,000 | 2,244 |
| 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 | $9,597,000 | 3,483 |
| Mortgage-backed securities | $8,374,000 | 3,679 |
| Certificates of participation in pools of residential mortgages | $5,765,000 | 3,567 |
| Issued or guaranteed by U.S. | $5,765,000 | 3,557 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,609,000 | 2,325 |
| CMOs issued by government agencies or sponsored agencies | $2,212,000 | 2,077 |
| Privately issued | $397,000 | 1,344 |
| 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) | $17,800,000 | 4,240 |
| Total debt securities | $17,801,000 | 4,661 |
| Structured notes | ||
| Amortized cost | $3,394,000 | 370 |
| Fair value | $3,523,000 | 356 |
| 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 | $18,029,000 | 4,690 |
| U.S. Government securities | $13,369,000 | 4,505 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $13,369,000 | 4,419 |
| Securities issued by states & political subdivisions | $3,834,000 | 3,466 |
| Other domestic debt securities | $826,000 | 2,433 |
| Privately issued residential mortgage-backed securities | $474,000 | 1,329 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $352,000 | 2,066 |
| 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 | $9,946,000 | 3,466 |
| Mortgage-backed securities | $7,487,000 | 3,777 |
| Certificates of participation in pools of residential mortgages | $4,623,000 | 3,841 |
| Issued or guaranteed by U.S. | $4,623,000 | 3,828 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $2,864,000 | 2,181 |
| CMOs issued by government agencies or sponsored agencies | $2,390,000 | 1,994 |
| Privately issued | $474,000 | 1,271 |
| 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) | $18,029,000 | 4,213 |
| Total debt securities | $18,031,000 | 4,654 |
| Structured notes | ||
| Amortized cost | $5,009,000 | 273 |
| Fair value | $5,062,000 | 271 |
| 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 | $16,514,000 | 4,865 |
| U.S. Government securities | $12,096,000 | 4,704 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $12,096,000 | 4,617 |
| Securities issued by states & political subdivisions | $3,468,000 | 3,567 |
| Other domestic debt securities | $950,000 | 2,285 |
| Privately issued residential mortgage-backed securities | $512,000 | 1,287 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $438,000 | 1,979 |
| 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 | $7,803,000 | 3,856 |
| Mortgage-backed securities | $6,778,000 | 3,809 |
| Certificates of participation in pools of residential mortgages | $4,138,000 | 3,893 |
| Issued or guaranteed by U.S. | $4,138,000 | 3,882 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $2,640,000 | 2,180 |
| CMOs issued by government agencies or sponsored agencies | $2,128,000 | 1,967 |
| Privately issued | $512,000 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $16,514,000 | 4,368 |
| Total debt securities | $16,514,000 | 4,824 |
| Structured notes | ||
| Amortized cost | $5,080,000 | 248 |
| Fair value | $5,070,000 | 247 |
| 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 | $15,798,000 | 5,015 |
| U.S. Government securities | $11,865,000 | 4,781 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $11,865,000 | 4,694 |
| Securities issued by states & political subdivisions | $3,453,000 | 3,591 |
| Other domestic debt securities | $480,000 | 2,685 |
| Privately issued residential mortgage-backed securities | $10,000 | 1,524 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $470,000 | 1,979 |
| 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 | $7,830,000 | 3,801 |
| Mortgage-backed securities | $5,944,000 | 3,966 |
| Certificates of participation in pools of residential mortgages | $4,208,000 | 3,883 |
| Issued or guaranteed by U.S. | $4,208,000 | 3,870 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,736,000 | 2,446 |
| CMOs issued by government agencies or sponsored agencies | $1,726,000 | 2,117 |
| Privately issued | $10,000 | 1,434 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $15,798,000 | 4,516 |
| Total debt securities | $15,798,000 | 4,958 |
| Structured notes | ||
| Amortized cost | $5,177,000 | 268 |
| Fair value | $5,168,000 | 266 |
| 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 | $15,683,000 | 5,015 |
| U.S. Government securities | $11,626,000 | 4,816 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $11,626,000 | 4,726 |
| Securities issued by states & political subdivisions | $3,556,000 | 3,573 |
| Other domestic debt securities | $501,000 | 2,562 |
| Privately issued residential mortgage-backed securities | $11,000 | 1,508 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $490,000 | 1,921 |
| 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 | $8,261,000 | 3,687 |
| Mortgage-backed securities | $4,471,000 | 4,261 |
| Certificates of participation in pools of residential mortgages | $3,960,000 | 3,853 |
| Issued or guaranteed by U.S. | $3,960,000 | 3,840 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $511,000 | 3,077 |
| CMOs issued by government agencies or sponsored agencies | $500,000 | 2,762 |
| Privately issued | $11,000 | 1,418 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $15,683,000 | 4,515 |
| Total debt securities | $15,682,000 | 4,963 |
| Structured notes | ||
| Amortized cost | $5,821,000 | 242 |
| Fair value | $5,891,000 | 241 |
| 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 | $16,163,000 | 4,993 |
| U.S. Government securities | $11,892,000 | 4,898 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $11,892,000 | 4,801 |
| Securities issued by states & political subdivisions | $3,481,000 | 3,590 |
| Other domestic debt securities | $790,000 | 2,170 |
| Privately issued residential mortgage-backed securities | $270,000 | 1,247 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $520,000 | 1,676 |
| 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 | $8,359,000 | 3,693 |
| Mortgage-backed securities | $3,930,000 | 4,165 |
| Certificates of participation in pools of residential mortgages | $3,052,000 | 3,879 |
| Issued or guaranteed by U.S. | $3,052,000 | 3,864 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $878,000 | 2,736 |
| CMOs issued by government agencies or sponsored agencies | $608,000 | 2,576 |
| Privately issued | $270,000 | 1,186 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $16,163,000 | 4,450 |
| Total debt securities | $16,163,000 | 4,945 |
| Structured notes | ||
| Amortized cost | $5,918,000 | 429 |
| Fair value | $5,954,000 | 426 |
| 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 | $13,773,000 | 5,411 |
| U.S. Government securities | $9,464,000 | 5,462 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $9,464,000 | 5,351 |
| Securities issued by states & political subdivisions | $3,435,000 | 3,609 |
| Other domestic debt securities | $874,000 | 2,083 |
| Privately issued residential mortgage-backed securities | $320,000 | 1,194 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $554,000 | 1,627 |
| 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 | $8,392,000 | 3,710 |
| Mortgage-backed securities | $4,114,000 | 3,947 |
| Certificates of participation in pools of residential mortgages | $3,091,000 | 3,707 |
| Issued or guaranteed by U.S. | $3,091,000 | 3,691 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,023,000 | 2,563 |
| CMOs issued by government agencies or sponsored agencies | $703,000 | 2,466 |
| Privately issued | $320,000 | 1,133 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $13,773,000 | 4,839 |
| Total debt securities | $13,773,000 | 5,361 |
| Structured notes | ||
| Amortized cost | $3,495,000 | 845 |
| Fair value | $3,430,000 | 854 |
| 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 | $14,094,000 | 5,361 |
| U.S. Government securities | $9,804,000 | 5,441 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $9,804,000 | 5,333 |
| Securities issued by states & political subdivisions | $3,366,000 | 3,632 |
| Other domestic debt securities | $924,000 | 1,999 |
| Privately issued residential mortgage-backed securities | $346,000 | 1,135 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $578,000 | 1,571 |
| 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 | $8,559,000 | 3,668 |
| Mortgage-backed securities | $4,373,000 | 3,818 |
| Certificates of participation in pools of residential mortgages | $3,192,000 | 3,633 |
| Issued or guaranteed by U.S. | $3,192,000 | 3,620 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,181,000 | 2,458 |
| CMOs issued by government agencies or sponsored agencies | $835,000 | 2,384 |
| Privately issued | $346,000 | 1,072 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $14,094,000 | 4,756 |
| Total debt securities | $14,095,000 | 5,321 |
| Structured notes | ||
| Amortized cost | $3,588,000 | 867 |
| Fair value | $3,568,000 | 862 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $14,014,000 | 5,413 |
| U.S. Government securities | $9,940,000 | 5,441 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $9,940,000 | 5,322 |
| Securities issued by states & political subdivisions | $3,133,000 | 3,736 |
| Other domestic debt securities | $941,000 | 1,999 |
| Privately issued residential mortgage-backed securities | $363,000 | 1,090 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $578,000 | 1,599 |
| 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 | $10,476,000 | 3,348 |
| Mortgage-backed securities | $5,395,000 | 3,524 |
| Certificates of participation in pools of residential mortgages | $3,547,000 | 3,467 |
| Issued or guaranteed by U.S. | $3,547,000 | 3,448 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,848,000 | 2,167 |
| CMOs issued by government agencies or sponsored agencies | $1,485,000 | 2,011 |
| Privately issued | $363,000 | 1,022 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $14,014,000 | 4,798 |
| Total debt securities | $14,014,000 | 5,362 |
| Structured notes | ||
| Amortized cost | $2,208,000 | 1,290 |
| Fair value | $2,216,000 | 1,281 |
| 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 | $14,079,000 | 5,428 |
| U.S. Government securities | $9,668,000 | 5,552 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $9,668,000 | 5,429 |
| Securities issued by states & political subdivisions | $3,135,000 | 3,760 |
| Other domestic debt securities | $1,276,000 | 1,789 |
| Privately issued residential mortgage-backed securities | $383,000 | 1,058 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $893,000 | 1,493 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,538,000 | 3,327 |
| Mortgage-backed securities | $5,614,000 | 3,462 |
| Certificates of participation in pools of residential mortgages | $3,751,000 | 3,405 |
| Issued or guaranteed by U.S. | $3,751,000 | 3,391 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,863,000 | 2,161 |
| CMOs issued by government agencies or sponsored agencies | $1,480,000 | 2,020 |
| Privately issued | $383,000 | 997 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $14,079,000 | 4,822 |
| Total debt securities | $14,079,000 | 5,378 |
| Structured notes | ||
| Amortized cost | $1,266,000 | 1,846 |
| Fair value | $1,271,000 | 1,844 |
| 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 | $13,646,000 | 5,541 |
| U.S. Government securities | $9,219,000 | 5,696 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $9,219,000 | 5,578 |
| Securities issued by states & political subdivisions | $3,133,000 | 3,723 |
| Other domestic debt securities | $1,294,000 | 1,791 |
| Privately issued residential mortgage-backed securities | $400,000 | 1,030 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $894,000 | 1,507 |
| 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 | $10,376,000 | 3,352 |
| Mortgage-backed securities | $5,159,000 | 3,574 |
| Certificates of participation in pools of residential mortgages | $3,284,000 | 3,590 |
| Issued or guaranteed by U.S. | $3,284,000 | 3,571 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,875,000 | 2,122 |
| CMOs issued by government agencies or sponsored agencies | $1,475,000 | 1,998 |
| Privately issued | $400,000 | 959 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $13,646,000 | 4,894 |
| Total debt securities | $13,647,000 | 5,495 |
| Structured notes | ||
| Amortized cost | $1,309,000 | 1,934 |
| Fair value | $1,310,000 | 1,930 |
| 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 | $14,557,000 | 5,387 |
| U.S. Government securities | $9,405,000 | 5,671 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $9,405,000 | 5,544 |
| Securities issued by states & political subdivisions | $3,068,000 | 3,750 |
| Other domestic debt securities | $2,084,000 | 1,498 |
| Privately issued residential mortgage-backed securities | $415,000 | 1,011 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,669,000 | 1,174 |
| 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 | $10,373,000 | 3,344 |
| Mortgage-backed securities | $5,378,000 | 3,506 |
| Certificates of participation in pools of residential mortgages | $3,503,000 | 3,491 |
| Issued or guaranteed by U.S. | $3,503,000 | 3,478 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,875,000 | 2,112 |
| CMOs issued by government agencies or sponsored agencies | $1,460,000 | 1,991 |
| Privately issued | $415,000 | 947 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $14,557,000 | 4,739 |
| Total debt securities | $14,557,000 | 5,337 |
| Structured notes | ||
| Amortized cost | $1,361,000 | 1,978 |
| Fair value | $1,342,000 | 1,976 |
| 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 | $15,071,000 | 5,351 |
| U.S. Government securities | $9,810,000 | 5,621 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $9,810,000 | 5,490 |
| Securities issued by states & political subdivisions | $3,130,000 | 3,752 |
| Other domestic debt securities | $2,131,000 | 1,527 |
| Privately issued residential mortgage-backed securities | $484,000 | 969 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,647,000 | 1,238 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,419,000 | 3,717 |
| Mortgage-backed securities | $5,753,000 | 3,468 |
| Certificates of participation in pools of residential mortgages | $3,800,000 | 3,416 |
| Issued or guaranteed by U.S. | $3,800,000 | 3,402 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,953,000 | 2,092 |
| CMOs issued by government agencies or sponsored agencies | $1,469,000 | 2,000 |
| Privately issued | $484,000 | 908 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $15,071,000 | 4,699 |
| Total debt securities | $15,071,000 | 5,295 |
| Structured notes | ||
| Amortized cost | $1,422,000 | 1,955 |
| Fair value | $1,415,000 | 1,944 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $15,737,000 | 5,252 |
| U.S. Government securities | $10,150,000 | 5,540 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $10,150,000 | 5,400 |
| Securities issued by states & political subdivisions | $3,131,000 | 3,777 |
| Other domestic debt securities | $2,456,000 | 1,492 |
| Privately issued residential mortgage-backed securities | $509,000 | 918 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,947,000 | 1,229 |
| 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 | $9,087,000 | 3,554 |
| Mortgage-backed securities | $6,050,000 | 3,444 |
| Certificates of participation in pools of residential mortgages | $4,069,000 | 3,355 |
| Issued or guaranteed by U.S. | $4,069,000 | 3,342 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,981,000 | 2,077 |
| CMOs issued by government agencies or sponsored agencies | $1,472,000 | 2,004 |
| Privately issued | $509,000 | 856 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $15,737,000 | 4,578 |
| Total debt securities | $15,736,000 | 5,202 |
| Structured notes | ||
| Amortized cost | $481,000 | 2,819 |
| Fair value | $480,000 | 2,816 |
| 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 | $16,264,000 | 5,168 |
| U.S. Government securities | $10,562,000 | 5,432 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $10,562,000 | 5,293 |
| Securities issued by states & political subdivisions | $3,171,000 | 3,754 |
| Other domestic debt securities | $2,531,000 | 1,489 |
| Privately issued residential mortgage-backed securities | $561,000 | 890 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,970,000 | 1,260 |
| 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 | $11,293,000 | 3,156 |
| Mortgage-backed securities | $6,471,000 | 3,355 |
| Certificates of participation in pools of residential mortgages | $4,425,000 | 3,294 |
| Issued or guaranteed by U.S. | $4,425,000 | 3,281 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,046,000 | 2,055 |
| CMOs issued by government agencies or sponsored agencies | $1,485,000 | 2,009 |
| Privately issued | $561,000 | 829 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $16,264,000 | 4,503 |
| Total debt securities | $16,265,000 | 5,118 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $17,795,000 | 4,976 |
| U.S. Government securities | $12,042,000 | 5,122 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $12,042,000 | 4,986 |
| Securities issued by states & political subdivisions | $3,194,000 | 3,713 |
| Other domestic debt securities | $2,559,000 | 1,510 |
| Privately issued residential mortgage-backed securities | $582,000 | 873 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,977,000 | 1,299 |
| 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 | $8,847,000 | 3,603 |
| Mortgage-backed securities | $7,947,000 | 3,125 |
| Certificates of participation in pools of residential mortgages | $5,873,000 | 2,987 |
| Issued or guaranteed by U.S. | $5,873,000 | 2,974 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $2,074,000 | 2,089 |
| CMOs issued by government agencies or sponsored agencies | $1,492,000 | 2,057 |
| Privately issued | $582,000 | 809 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $17,795,000 | 4,335 |
| Total debt securities | $17,795,000 | 4,926 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $18,198,000 | 4,964 |
| U.S. Government securities | $12,510,000 | 5,106 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $12,510,000 | 4,959 |
| Securities issued by states & political subdivisions | $3,116,000 | 3,740 |
| Other domestic debt securities | $2,572,000 | 1,553 |
| Privately issued residential mortgage-backed securities | $593,000 | 866 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,979,000 | 1,375 |
| 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 | $8,835,000 | 3,608 |
| Mortgage-backed securities | $8,507,000 | 3,109 |
| Certificates of participation in pools of residential mortgages | $6,393,000 | 2,947 |
| Issued or guaranteed by U.S. | $6,393,000 | 2,936 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,114,000 | 2,109 |
| CMOs issued by government agencies or sponsored agencies | $1,521,000 | 2,090 |
| Privately issued | $593,000 | 804 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $18,198,000 | 4,326 |
| Total debt securities | $18,198,000 | 4,915 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $17,201,000 | 5,138 |
| U.S. Government securities | $11,855,000 | 5,274 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $11,855,000 | 5,114 |
| Securities issued by states & political subdivisions | $2,723,000 | 3,965 |
| Other domestic debt securities | $2,623,000 | 1,588 |
| Privately issued residential mortgage-backed securities | $609,000 | 842 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,014,000 | 1,418 |
| 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 | $9,321,000 | 3,489 |
| Mortgage-backed securities | $9,261,000 | 3,055 |
| Certificates of participation in pools of residential mortgages | $7,010,000 | 2,848 |
| Issued or guaranteed by U.S. | $7,010,000 | 2,840 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $2,251,000 | 2,107 |
| CMOs issued by government agencies or sponsored agencies | $1,642,000 | 2,092 |
| Privately issued | $609,000 | 780 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $17,201,000 | 4,488 |
| Total debt securities | $17,201,000 | 5,073 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $18,202,000 | 4,976 |
| U.S. Government securities | $13,354,000 | 4,957 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $13,354,000 | 4,805 |
| Securities issued by states & political subdivisions | $2,007,000 | 4,353 |
| Other domestic debt securities | $2,841,000 | 1,560 |
| Privately issued residential mortgage-backed securities | $798,000 | 750 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,043,000 | 1,456 |
| 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 | $9,161,000 | 3,495 |
| Mortgage-backed securities | $10,184,000 | 2,929 |
| Certificates of participation in pools of residential mortgages | $7,621,000 | 2,754 |
| Issued or guaranteed by U.S. | $7,621,000 | 2,747 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,563,000 | 2,008 |
| CMOs issued by government agencies or sponsored agencies | $1,765,000 | 2,055 |
| Privately issued | $798,000 | 696 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $18,202,000 | 4,327 |
| Total debt securities | $18,202,000 | 4,907 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $20,904,000 | 4,672 |
| U.S. Government securities | $16,461,000 | 4,417 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $16,461,000 | 4,269 |
| Securities issued by states & political subdivisions | $1,572,000 | 4,679 |
| Other domestic debt securities | $2,871,000 | 1,610 |
| Privately issued residential mortgage-backed securities | $845,000 | 730 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,026,000 | 1,545 |
| 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 | $9,465,000 | 3,411 |
| Mortgage-backed securities | $12,948,000 | 2,589 |
| Certificates of participation in pools of residential mortgages | $8,803,000 | 2,561 |
| Issued or guaranteed by U.S. | $8,803,000 | 2,555 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,145,000 | 1,694 |
| CMOs issued by government agencies or sponsored agencies | $3,300,000 | 1,660 |
| Privately issued | $845,000 | 682 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $20,904,000 | 4,061 |
| Total debt securities | $20,904,000 | 4,606 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $23,766,000 | 4,300 |
| U.S. Government securities | $19,624,000 | 3,903 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $19,624,000 | 3,770 |
| Securities issued by states & political subdivisions | $1,093,000 | 5,076 |
| Other domestic debt securities | $3,049,000 | 1,648 |
| Privately issued residential mortgage-backed securities | $974,000 | 734 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,075,000 | 1,612 |
| 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 | $8,698,000 | 3,505 |
| Mortgage-backed securities | $14,578,000 | 2,463 |
| Certificates of participation in pools of residential mortgages | $10,133,000 | 2,387 |
| Issued or guaranteed by U.S. | $10,133,000 | 2,377 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $4,445,000 | 1,699 |
| CMOs issued by government agencies or sponsored agencies | $3,471,000 | 1,684 |
| Privately issued | $974,000 | 684 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $23,766,000 | 3,733 |
| Total debt securities | $23,766,000 | 4,224 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $24,335,000 | 4,288 |
| U.S. Government securities | $21,227,000 | 3,753 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $21,227,000 | 3,628 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $3,108,000 | 1,657 |
| Privately issued residential mortgage-backed securities | $1,057,000 | 595 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,051,000 | 1,725 |
| 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 | $9,379,000 | 3,291 |
| Mortgage-backed securities | $15,303,000 | 2,388 |
| Certificates of participation in pools of residential mortgages | $10,777,000 | 2,317 |
| Issued or guaranteed by U.S. | $10,777,000 | 2,304 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $4,526,000 | 1,688 |
| CMOs issued by government agencies or sponsored agencies | $3,469,000 | 1,765 |
| Privately issued | $1,057,000 | 523 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $24,335,000 | 3,709 |
| Total debt securities | $24,339,000 | 4,214 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $23,079,000 | 4,368 |
| U.S. Government securities | $19,798,000 | 3,820 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $19,798,000 | 3,684 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $3,281,000 | 1,690 |
| Privately issued residential mortgage-backed securities | $1,247,000 | 601 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,034,000 | 1,833 |
| 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 | $8,854,000 | 3,320 |
| Mortgage-backed securities | $16,060,000 | 2,297 |
| Certificates of participation in pools of residential mortgages | $11,254,000 | 2,240 |
| Issued or guaranteed by U.S. | $11,254,000 | 2,230 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $4,806,000 | 1,652 |
| CMOs issued by government agencies or sponsored agencies | $3,559,000 | 1,763 |
| Privately issued | $1,247,000 | 534 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $23,079,000 | 3,773 |
| Total debt securities | $23,079,000 | 4,282 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $20,940,000 | 4,560 |
| U.S. Government securities | $17,446,000 | 4,057 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $17,446,000 | 3,904 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $3,494,000 | 1,725 |
| Privately issued residential mortgage-backed securities | $1,449,000 | 597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,045,000 | 1,886 |
| 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 | $8,729,000 | 3,304 |
| Mortgage-backed securities | $14,801,000 | 2,463 |
| Certificates of participation in pools of residential mortgages | $9,852,000 | 2,429 |
| Issued or guaranteed by U.S. | $9,852,000 | 2,416 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $4,949,000 | 1,741 |
| CMOs issued by government agencies or sponsored agencies | $3,500,000 | 1,911 |
| Privately issued | $1,449,000 | 535 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $20,940,000 | 3,962 |
| Total debt securities | $20,940,000 | 4,472 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $20,689,000 | 4,561 |
| U.S. Government securities | $18,212,000 | 3,947 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $18,212,000 | 3,791 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $2,477,000 | 2,011 |
| Privately issued residential mortgage-backed securities | $517,000 | 838 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,960,000 | 1,938 |
| 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 | $7,701,000 | 3,563 |
| Mortgage-backed securities | $17,175,000 | 2,227 |
| Certificates of participation in pools of residential mortgages | $12,001,000 | 2,124 |
| Issued or guaranteed by U.S. | $12,001,000 | 2,116 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $5,174,000 | 1,773 |
| CMOs issued by government agencies or sponsored agencies | $4,657,000 | 1,742 |
| Privately issued | $517,000 | 738 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $20,689,000 | 3,940 |
| Total debt securities | $20,689,000 | 4,460 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $19,425,000 | 4,728 |
| U.S. Government securities | $16,870,000 | 4,144 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $16,870,000 | 3,975 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $2,555,000 | 1,976 |
| Privately issued residential mortgage-backed securities | $593,000 | 836 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,962,000 | 1,953 |
| 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 | $7,873,000 | 3,526 |
| Mortgage-backed securities | $15,901,000 | 2,311 |
| Certificates of participation in pools of residential mortgages | $9,940,000 | 2,351 |
| Issued or guaranteed by U.S. | $9,940,000 | 2,337 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $5,961,000 | 1,686 |
| CMOs issued by government agencies or sponsored agencies | $5,368,000 | 1,677 |
| Privately issued | $593,000 | 748 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $19,425,000 | 4,087 |
| Total debt securities | $19,425,000 | 4,638 |
| 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 | $22,827,000 | 4,123 |
| U.S. Government securities | $20,148,000 | 3,495 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $20,148,000 | 3,329 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $2,679,000 | 1,986 |
| Privately issued residential mortgage-backed securities | $764,000 | 879 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,915,000 | 1,973 |
| 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 | $8,037,000 | 3,404 |
| Mortgage-backed securities | $15,129,000 | 2,237 |
| Certificates of participation in pools of residential mortgages | $8,936,000 | 2,263 |
| Issued or guaranteed by U.S. | $8,872,000 | 2,256 |
| Privately issued | $64,000 | 227 |
| Collaterized mortgage obligations | $6,193,000 | 1,666 |
| CMOs issued by government agencies or sponsored agencies | $5,493,000 | 1,660 |
| Privately issued | $700,000 | 806 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $22,827,000 | 3,487 |
| Total debt securities | $22,827,000 | 4,041 |
| 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 | $20,619,000 | 4,537 |
| U.S. Government securities | $18,058,000 | 3,969 |
| U.S. Treasury securities | $1,000,000 | 2,770 |
| U.S. Government agency obligations | $17,058,000 | 3,839 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $2,343,000 | 1,797 |
| Privately issued residential mortgage-backed securities | $946,000 | 756 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,397,000 | 1,941 |
| Foreign debt securities | NA | NA |
| Equity securities | $218,000 | 5,646 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,738,000 | 3,993 |
| Mortgage-backed securities | $9,218,000 | 2,437 |
| Certificates of participation in pools of residential mortgages | $6,732,000 | 2,231 |
| Issued or guaranteed by U.S. | $6,652,000 | 2,232 |
| Privately issued | $80,000 | 256 |
| Collaterized mortgage obligations | $2,486,000 | 2,104 |
| CMOs issued by government agencies or sponsored agencies | $1,620,000 | 2,328 |
| Privately issued | $866,000 | 689 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $20,619,000 | 3,695 |
| Total debt securities | $20,401,000 | 4,449 |
| 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 | $15,925,000 | 5,606 |
| U.S. Government securities | $14,226,000 | 4,934 |
| U.S. Treasury securities | $987,000 | 3,868 |
| U.S. Government agency obligations | $13,239,000 | 4,700 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $1,483,000 | 2,068 |
| Privately issued residential mortgage-backed securities | $904,000 | 796 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $579,000 | 2,303 |
| Foreign debt securities | NA | NA |
| Equity securities | $216,000 | 5,543 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,557,000 | 4,414 |
| Mortgage-backed securities | $7,851,000 | 2,879 |
| Certificates of participation in pools of residential mortgages | $5,296,000 | 2,707 |
| Issued or guaranteed by U.S. | $5,194,000 | 2,726 |
| Privately issued | $102,000 | 242 |
| Collaterized mortgage obligations | $2,555,000 | 2,220 |
| CMOs issued by government agencies or sponsored agencies | $1,753,000 | 2,421 |
| Privately issued | $802,000 | 731 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $15,925,000 | 4,563 |
| Total debt securities | $15,709,000 | 5,550 |
| 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 | $14,667,000 | 5,874 |
| U.S. Government securities | $13,025,000 | 5,239 |
| U.S. Treasury securities | $1,007,000 | 5,084 |
| U.S. Government agency obligations | $12,018,000 | 4,737 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $1,434,000 | 1,949 |
| Privately issued residential mortgage-backed securities | $1,434,000 | 638 |
| 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 | $208,000 | 5,352 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,514,000 | 4,071 |
| Mortgage-backed securities | $8,265,000 | 3,009 |
| Certificates of participation in pools of residential mortgages | $4,272,000 | 3,229 |
| Issued or guaranteed by U.S. | $3,821,000 | 3,407 |
| Privately issued | $451,000 | 214 |
| Collaterized mortgage obligations | $3,993,000 | 1,957 |
| CMOs issued by government agencies or sponsored agencies | $3,010,000 | 2,086 |
| Privately issued | $983,000 | 632 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $14,667,000 | 4,704 |
| Total debt securities | $14,459,000 | 5,790 |
| 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 | $13,068,000 | 6,520 |
| U.S. Government securities | $9,790,000 | 6,555 |
| U.S. Treasury securities | $1,003,000 | 6,358 |
| U.S. Government agency obligations | $8,787,000 | 5,667 |
| Securities issued by states & political subdivisions | $2,404,000 | 4,263 |
| Other domestic debt securities | $794,000 | 2,006 |
| Privately issued residential mortgage-backed securities | $794,000 | 669 |
| 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 | $80,000 | 6,638 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,850,000 | 4,129 |
| Mortgage-backed securities | $7,749,000 | 3,066 |
| Certificates of participation in pools of residential mortgages | $4,896,000 | 2,945 |
| Issued or guaranteed by U.S. | $4,102,000 | 3,223 |
| Privately issued | $794,000 | 219 |
| Collaterized mortgage obligations | $2,853,000 | 2,313 |
| CMOs issued by government agencies or sponsored agencies | $2,853,000 | 2,212 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $13,068,000 | 4,905 |
| Total debt securities | $12,988,000 | 6,416 |
| 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 | $12,573,000 | 7,101 |
| U.S. Government securities | $4,888,000 | 9,217 |
| U.S. Treasury securities | $1,249,000 | 6,862 |
| U.S. Government agency obligations | $3,639,000 | 8,426 |
| Securities issued by states & political subdivisions | $6,631,000 | 2,210 |
| Other domestic debt securities | $974,000 | 2,126 |
| Privately issued residential mortgage-backed securities | $974,000 | 758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $80,000 | 6,631 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,047,000 | 5,117 |
| Mortgage-backed securities | $4,613,000 | 4,413 |
| Certificates of participation in pools of residential mortgages | $4,123,000 | 3,537 |
| Issued or guaranteed by U.S. | $3,149,000 | 3,990 |
| Privately issued | $974,000 | 260 |
| Collaterized mortgage obligations | $490,000 | 4,491 |
| CMOs issued by government agencies or sponsored agencies | $490,000 | 4,333 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $12,573,000 | 5,280 |
| Total debt securities | $12,493,000 | 7,000 |
| 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 | $13,605,000 | 7,088 |
| U.S. Government securities | $4,871,000 | 9,629 |
| U.S. Treasury securities | $756,000 | 8,973 |
| U.S. Government agency obligations | $4,115,000 | 8,252 |
| Securities issued by states & political subdivisions | $6,899,000 | 2,127 |
| Other domestic debt securities | $1,755,000 | 1,924 |
| Privately issued residential mortgage-backed securities | $1,640,000 | 687 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $115,000 | 3,368 |
| Foreign debt securities | NA | NA |
| Equity securities | $80,000 | 6,483 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,759,000 | 4,837 |
| Mortgage-backed securities | $5,653,000 | 4,234 |
| Certificates of participation in pools of residential mortgages | $4,013,000 | 3,689 |
| Issued or guaranteed by U.S. | $4,013,000 | 3,658 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,640,000 | 3,719 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $1,640,000 | 492 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $13,605,000 | 5,153 |
| Total debt securities | $13,525,000 | 6,980 |
| 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 | $10,789,000 | 8,473 |
| U.S. Government securities | $3,706,000 | 10,855 |
| U.S. Treasury securities | $455,000 | 10,622 |
| U.S. Government agency obligations | $3,251,000 | 8,895 |
| Securities issued by states & political subdivisions | $4,968,000 | 2,952 |
| Other domestic debt securities | $2,036,000 | 2,014 |
| Privately issued residential mortgage-backed securities | $1,898,000 | 674 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $138,000 | 3,873 |
| Foreign debt securities | NA | NA |
| Equity securities | $80,000 | 6,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,449,000 | 5,055 |
| Mortgage-backed securities | $4,929,000 | 4,737 |
| Certificates of participation in pools of residential mortgages | $3,031,000 | 4,362 |
| Issued or guaranteed by U.S. | $3,031,000 | 4,336 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $1,898,000 | 3,735 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $1,898,000 | 503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 11,523 |
| Available-for-sale securities (fair market value) | $10,789,000 | 4,535 |
| Total debt securities | $10,709,000 | 8,377 |
| 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 | $12,311,000 | 8,234 |
| U.S. Government securities | $4,894,000 | 10,596 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $4,894,000 | 7,998 |
| Securities issued by states & political subdivisions | $4,808,000 | 3,109 |
| Other domestic debt securities | $2,529,000 | 2,089 |
| Privately issued residential mortgage-backed securities | $2,529,000 | 737 |
| 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 | $80,000 | 6,011 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,508,000 | 6,430 |
| Mortgage-backed securities | $5,773,000 | 4,913 |
| Certificates of participation in pools of residential mortgages | $3,444,000 | 4,572 |
| Issued or guaranteed by U.S. | $915,000 | 7,197 |
| Privately issued | $2,529,000 | 277 |
| Collaterized mortgage obligations | $2,329,000 | 3,827 |
| CMOs issued by government agencies or sponsored agencies | $2,329,000 | 3,621 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $12,231,000 | 8,109 |
| 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 | $11,710,000 | 8,505 |
| U.S. Government securities | $8,420,000 | 8,790 |
| U.S. Treasury securities | $249,000 | 11,823 |
| U.S. Government agency obligations | $8,171,000 | 6,257 |
| Securities issued by states & political subdivisions | $2,808,000 | 4,224 |
| Other domestic debt securities | $402,000 | 5,403 |
| Privately issued residential mortgage-backed securities | $402,000 | 2,540 |
| 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 | $80,000 | 5,542 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,826,000 | 4,605 |
| Mortgage-backed securities | $7,666,000 | 4,378 |
| Certificates of participation in pools of residential mortgages | $3,172,000 | 5,045 |
| Issued or guaranteed by U.S. | $2,770,000 | 5,306 |
| Privately issued | $402,000 | 518 |
| Collaterized mortgage obligations | $4,494,000 | 2,795 |
| CMOs issued by government agencies or sponsored agencies | $4,494,000 | 2,551 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $11,630,000 | 8,399 |
| 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 |