Home > COMMUNITY BANK OF THE CUMBERLANDS > Securities
COMMUNITY BANK OF THE CUMBERLANDS, Securities
| 2012-12-31 | Rank | |
| Total securities | $10,785,000 | 5,454 |
| U.S. Government securities | $9,580,000 | 4,758 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $9,580,000 | 4,664 |
| Securities issued by states & political subdivisions | $1,205,000 | 4,878 |
| 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 | $529,000 | 5,785 |
| Mortgage-backed securities | $2,269,000 | 4,676 |
| Certificates of participation in pools of residential mortgages | $2,269,000 | 4,228 |
| Issued or guaranteed by U.S. | $2,269,000 | 4,227 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $10,785,000 | 5,080 |
| Total debt securities | $10,785,000 | 5,426 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $12,022,000 | 5,397 |
| U.S. Government securities | $10,808,000 | 4,675 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $10,808,000 | 4,571 |
| Securities issued by states & political subdivisions | $1,214,000 | 4,888 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $536,000 | 5,871 |
| Mortgage-backed securities | $2,539,000 | 4,728 |
| Certificates of participation in pools of residential mortgages | $2,539,000 | 4,292 |
| Issued or guaranteed by U.S. | $2,539,000 | 4,291 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $12,022,000 | 5,002 |
| Total debt securities | $12,022,000 | 5,370 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $12,210,000 | 5,433 |
| U.S. Government securities | $10,997,000 | 4,738 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $10,997,000 | 4,643 |
| Securities issued by states & political subdivisions | $1,213,000 | 4,874 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $542,000 | 5,936 |
| Mortgage-backed securities | $2,738,000 | 4,725 |
| Certificates of participation in pools of residential mortgages | $2,738,000 | 4,273 |
| Issued or guaranteed by U.S. | $2,738,000 | 4,272 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $12,210,000 | 5,039 |
| Total debt securities | $12,210,000 | 5,403 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $13,289,000 | 5,331 |
| U.S. Government securities | $11,778,000 | 4,711 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $11,778,000 | 4,617 |
| Securities issued by states & political subdivisions | $1,511,000 | 4,704 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $849,000 | 5,831 |
| Mortgage-backed securities | $3,016,000 | 4,692 |
| Certificates of participation in pools of residential mortgages | $3,016,000 | 4,199 |
| Issued or guaranteed by U.S. | $3,016,000 | 4,195 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $13,289,000 | 4,922 |
| Total debt securities | $13,289,000 | 5,301 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $13,795,000 | 5,248 |
| U.S. Government securities | $12,052,000 | 4,616 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $12,052,000 | 4,527 |
| Securities issued by states & political subdivisions | $1,743,000 | 4,603 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $861,000 | 5,541 |
| Mortgage-backed securities | $3,260,000 | 4,592 |
| Certificates of participation in pools of residential mortgages | $3,260,000 | 4,049 |
| Issued or guaranteed by U.S. | $3,260,000 | 4,044 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $13,795,000 | 4,826 |
| Total debt securities | $13,795,000 | 5,218 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| 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 | $14,589,000 | 5,115 |
| U.S. Government securities | $12,852,000 | 4,466 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $12,852,000 | 4,371 |
| Securities issued by states & political subdivisions | $1,737,000 | 4,555 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $335,000 | 5,809 |
| Mortgage-backed securities | $3,531,000 | 4,508 |
| Certificates of participation in pools of residential mortgages | $3,531,000 | 3,931 |
| Issued or guaranteed by U.S. | $3,531,000 | 3,918 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $14,589,000 | 4,702 |
| Total debt securities | $14,589,000 | 5,084 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| 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 | $14,645,000 | 5,175 |
| U.S. Government securities | $12,952,000 | 4,575 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $12,952,000 | 4,456 |
| Securities issued by states & political subdivisions | $1,693,000 | 4,557 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $345,000 | 5,853 |
| Mortgage-backed securities | $3,747,000 | 4,434 |
| Certificates of participation in pools of residential mortgages | $3,747,000 | 3,842 |
| Issued or guaranteed by U.S. | $3,747,000 | 3,827 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $14,645,000 | 4,746 |
| Total debt securities | $14,646,000 | 5,143 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $18,326,000 | 4,744 |
| U.S. Government securities | $16,650,000 | 4,017 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $16,650,000 | 3,902 |
| Securities issued by states & political subdivisions | $1,676,000 | 4,550 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $355,000 | 5,890 |
| Mortgage-backed securities | $3,880,000 | 4,328 |
| Certificates of participation in pools of residential mortgages | $3,880,000 | 3,732 |
| Issued or guaranteed by U.S. | $3,880,000 | 3,723 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $18,326,000 | 4,342 |
| Total debt securities | $18,326,000 | 4,706 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| 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 | $16,943,000 | 4,777 |
| U.S. Government securities | $15,294,000 | 4,022 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $15,294,000 | 3,900 |
| Securities issued by states & political subdivisions | $1,649,000 | 4,564 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,366,000 | 5,080 |
| Mortgage-backed securities | $4,132,000 | 4,202 |
| Certificates of participation in pools of residential mortgages | $4,132,000 | 3,572 |
| Issued or guaranteed by U.S. | $4,132,000 | 3,563 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $16,943,000 | 4,382 |
| Total debt securities | $16,943,000 | 4,746 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| 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 | $10,971,000 | 5,529 |
| U.S. Government securities | $9,246,000 | 4,985 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $9,246,000 | 4,873 |
| Securities issued by states & political subdivisions | $1,725,000 | 4,466 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,376,000 | 5,136 |
| Mortgage-backed securities | $3,406,000 | 4,420 |
| Certificates of participation in pools of residential mortgages | $3,406,000 | 3,767 |
| Issued or guaranteed by U.S. | $3,406,000 | 3,759 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $10,971,000 | 5,077 |
| Total debt securities | $10,971,000 | 5,492 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| 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 | $21,220,000 | 4,250 |
| U.S. Government securities | $18,236,000 | 3,677 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $18,236,000 | 3,584 |
| Securities issued by states & political subdivisions | $2,482,000 | 4,105 |
| Other domestic debt securities | $502,000 | 2,553 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $502,000 | 1,659 |
| 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 | $2,386,000 | 5,174 |
| Mortgage-backed securities | $3,610,000 | 4,364 |
| Certificates of participation in pools of residential mortgages | $3,610,000 | 3,729 |
| Issued or guaranteed by U.S. | $3,610,000 | 3,722 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $21,220,000 | 3,872 |
| Total debt securities | $21,220,000 | 4,215 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,871 |
| Fair value | $508,000 | 2,877 |
| 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 | $16,702,000 | 4,829 |
| U.S. Government securities | $13,700,000 | 4,344 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $13,700,000 | 4,232 |
| Securities issued by states & political subdivisions | $2,495,000 | 4,074 |
| Other domestic debt securities | $507,000 | 2,598 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $507,000 | 1,657 |
| 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 | $393,000 | 6,160 |
| Mortgage-backed securities | $3,979,000 | 4,346 |
| Certificates of participation in pools of residential mortgages | $3,979,000 | 3,740 |
| Issued or guaranteed by U.S. | $3,979,000 | 3,735 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $16,702,000 | 4,395 |
| Total debt securities | $16,702,000 | 4,786 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $12,756,000 | 5,327 |
| U.S. Government securities | $9,791,000 | 5,034 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $9,791,000 | 4,936 |
| Securities issued by states & political subdivisions | $2,454,000 | 4,110 |
| Other domestic debt securities | $511,000 | 2,644 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $511,000 | 1,694 |
| 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 | $401,000 | 6,206 |
| Mortgage-backed securities | $2,152,000 | 4,936 |
| Certificates of participation in pools of residential mortgages | $2,152,000 | 4,431 |
| Issued or guaranteed by U.S. | $2,152,000 | 4,425 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $12,756,000 | 4,880 |
| Total debt securities | $12,756,000 | 5,282 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $7,368,000 | 6,309 |
| U.S. Government securities | $7,368,000 | 5,549 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $7,368,000 | 5,459 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $416,000 | 6,210 |
| Mortgage-backed securities | $2,323,000 | 4,967 |
| Certificates of participation in pools of residential mortgages | $2,323,000 | 4,467 |
| Issued or guaranteed by U.S. | $2,323,000 | 4,460 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $7,368,000 | 5,796 |
| Total debt securities | $7,368,000 | 6,268 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $7,531,000 | 6,278 |
| U.S. Government securities | $5,101,000 | 6,129 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $5,101,000 | 6,041 |
| Securities issued by states & political subdivisions | $2,430,000 | 4,135 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $419,000 | 6,255 |
| Mortgage-backed securities | $2,527,000 | 4,950 |
| Certificates of participation in pools of residential mortgages | $2,527,000 | 4,460 |
| Issued or guaranteed by U.S. | $2,527,000 | 4,448 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $7,531,000 | 5,783 |
| Total debt securities | $7,531,000 | 6,235 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $7,794,000 | 6,301 |
| U.S. Government securities | $5,353,000 | 6,187 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $5,353,000 | 6,107 |
| Securities issued by states & political subdivisions | $2,441,000 | 4,047 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $586,000 | 6,189 |
| Mortgage-backed securities | $2,779,000 | 4,959 |
| Certificates of participation in pools of residential mortgages | $2,779,000 | 4,473 |
| Issued or guaranteed by U.S. | $2,779,000 | 4,462 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $7,794,000 | 5,770 |
| Total debt securities | $7,794,000 | 6,250 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $7,974,000 | 6,307 |
| U.S. Government securities | $5,636,000 | 6,209 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $5,636,000 | 6,127 |
| Securities issued by states & political subdivisions | $2,338,000 | 4,056 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $615,000 | 6,215 |
| Mortgage-backed securities | $3,019,000 | 4,854 |
| Certificates of participation in pools of residential mortgages | $2,943,000 | 4,382 |
| Issued or guaranteed by U.S. | $2,943,000 | 4,371 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $76,000 | 3,570 |
| CMOs issued by government agencies or sponsored agencies | $76,000 | 3,223 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $7,974,000 | 5,769 |
| Total debt securities | $7,974,000 | 6,268 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $8,075,000 | 6,246 |
| U.S. Government securities | $5,639,000 | 6,189 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $5,639,000 | 6,096 |
| Securities issued by states & political subdivisions | $2,436,000 | 3,987 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $600,000 | 6,256 |
| Mortgage-backed securities | $3,072,000 | 4,773 |
| Certificates of participation in pools of residential mortgages | $2,963,000 | 4,294 |
| Issued or guaranteed by U.S. | $2,963,000 | 4,283 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $109,000 | 3,446 |
| CMOs issued by government agencies or sponsored agencies | $109,000 | 3,092 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $8,075,000 | 5,695 |
| Total debt securities | $8,075,000 | 6,205 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $8,079,000 | 6,311 |
| U.S. Government securities | $5,659,000 | 6,241 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $5,659,000 | 6,161 |
| Securities issued by states & political subdivisions | $2,420,000 | 4,032 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $597,000 | 6,296 |
| Mortgage-backed securities | $3,121,000 | 4,756 |
| Certificates of participation in pools of residential mortgages | $2,980,000 | 4,288 |
| Issued or guaranteed by U.S. | $2,980,000 | 4,271 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $141,000 | 3,416 |
| CMOs issued by government agencies or sponsored agencies | $141,000 | 3,083 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $8,079,000 | 5,766 |
| Total debt securities | $8,079,000 | 6,250 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $9,675,000 | 6,004 |
| U.S. Government securities | $7,485,000 | 5,751 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $7,485,000 | 5,667 |
| Securities issued by states & political subdivisions | $2,190,000 | 4,162 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $151,000 | 6,558 |
| Mortgage-backed securities | $3,363,000 | 4,586 |
| Certificates of participation in pools of residential mortgages | $3,147,000 | 4,124 |
| Issued or guaranteed by U.S. | $3,147,000 | 4,110 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $216,000 | 3,339 |
| CMOs issued by government agencies or sponsored agencies | $216,000 | 2,991 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $9,675,000 | 5,467 |
| Total debt securities | $9,675,000 | 5,935 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $7,582,000 | 6,527 |
| U.S. Government securities | $7,098,000 | 5,982 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $7,098,000 | 5,871 |
| Securities issued by states & political subdivisions | $484,000 | 5,334 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $748,000 | 6,286 |
| Mortgage-backed securities | $1,698,000 | 4,985 |
| Certificates of participation in pools of residential mortgages | $1,440,000 | 4,672 |
| Issued or guaranteed by U.S. | $1,440,000 | 4,653 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $258,000 | 3,212 |
| CMOs issued by government agencies or sponsored agencies | $258,000 | 2,885 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $7,582,000 | 5,920 |
| Total debt securities | $7,582,000 | 6,468 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $7,105,000 | 6,670 |
| U.S. Government securities | $6,620,000 | 6,201 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $6,620,000 | 6,091 |
| Securities issued by states & political subdivisions | $485,000 | 5,358 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $744,000 | 6,316 |
| Mortgage-backed securities | $1,280,000 | 5,106 |
| Certificates of participation in pools of residential mortgages | $982,000 | 4,826 |
| Issued or guaranteed by U.S. | $982,000 | 4,810 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $298,000 | 3,136 |
| CMOs issued by government agencies or sponsored agencies | $298,000 | 2,810 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $7,105,000 | 6,038 |
| Total debt securities | $7,105,000 | 6,617 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $7,119,000 | 6,707 |
| U.S. Government securities | $6,650,000 | 6,232 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $6,650,000 | 6,115 |
| Securities issued by states & political subdivisions | $469,000 | 5,407 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $739,000 | 6,374 |
| Mortgage-backed securities | $1,375,000 | 5,049 |
| Certificates of participation in pools of residential mortgages | $1,026,000 | 4,779 |
| Issued or guaranteed by U.S. | $1,026,000 | 4,765 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $349,000 | 3,058 |
| CMOs issued by government agencies or sponsored agencies | $349,000 | 2,749 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $7,119,000 | 6,043 |
| Total debt securities | $7,119,000 | 6,654 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $7,310,000 | 6,707 |
| U.S. Government securities | $6,821,000 | 6,224 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $6,821,000 | 6,102 |
| Securities issued by states & political subdivisions | $489,000 | 5,427 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $737,000 | 6,400 |
| Mortgage-backed securities | $1,513,000 | 4,979 |
| Certificates of participation in pools of residential mortgages | $1,098,000 | 4,724 |
| Issued or guaranteed by U.S. | $1,098,000 | 4,704 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $415,000 | 2,970 |
| CMOs issued by government agencies or sponsored agencies | $415,000 | 2,684 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $7,310,000 | 6,036 |
| Total debt securities | $7,310,000 | 6,650 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $7,411,000 | 6,714 |
| U.S. Government securities | $7,411,000 | 6,090 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $7,411,000 | 5,966 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $587,000 | 6,498 |
| Mortgage-backed securities | $1,618,000 | 4,914 |
| Certificates of participation in pools of residential mortgages | $1,142,000 | 4,692 |
| Issued or guaranteed by U.S. | $1,142,000 | 4,675 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $476,000 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $476,000 | 2,625 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $7,411,000 | 6,043 |
| Total debt securities | $7,411,000 | 6,654 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $7,507,000 | 6,766 |
| U.S. Government securities | $7,507,000 | 6,118 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $7,507,000 | 5,995 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $486,000 | 6,665 |
| Mortgage-backed securities | $1,743,000 | 4,855 |
| Certificates of participation in pools of residential mortgages | $1,192,000 | 4,669 |
| Issued or guaranteed by U.S. | $1,192,000 | 4,644 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $551,000 | 2,793 |
| CMOs issued by government agencies or sponsored agencies | $551,000 | 2,519 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $7,507,000 | 6,065 |
| Total debt securities | $7,507,000 | 6,703 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $6,712,000 | 6,972 |
| U.S. Government securities | $6,712,000 | 6,360 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $6,712,000 | 6,227 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $482,000 | 6,697 |
| Mortgage-backed securities | $1,988,000 | 4,722 |
| Certificates of participation in pools of residential mortgages | $1,246,000 | 4,656 |
| Issued or guaranteed by U.S. | $1,246,000 | 4,632 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $742,000 | 2,656 |
| CMOs issued by government agencies or sponsored agencies | $742,000 | 2,378 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $6,712,000 | 6,232 |
| Total debt securities | $6,712,000 | 6,916 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $7,036,000 | 6,958 |
| U.S. Government securities | $7,036,000 | 6,329 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $7,036,000 | 6,183 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $484,000 | 6,740 |
| Mortgage-backed securities | $2,300,000 | 4,589 |
| Certificates of participation in pools of residential mortgages | $1,319,000 | 4,634 |
| Issued or guaranteed by U.S. | $1,319,000 | 4,616 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $981,000 | 2,509 |
| CMOs issued by government agencies or sponsored agencies | $981,000 | 2,225 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $7,036,000 | 6,211 |
| Total debt securities | $7,036,000 | 6,904 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $7,247,000 | 6,946 |
| U.S. Government securities | $7,247,000 | 6,273 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $7,247,000 | 6,137 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $485,000 | 6,777 |
| Mortgage-backed securities | $2,504,000 | 4,542 |
| Certificates of participation in pools of residential mortgages | $1,382,000 | 4,634 |
| Issued or guaranteed by U.S. | $1,382,000 | 4,615 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,122,000 | 2,409 |
| CMOs issued by government agencies or sponsored agencies | $1,122,000 | 2,144 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $7,247,000 | 6,197 |
| Total debt securities | $7,247,000 | 6,884 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $7,494,000 | 6,892 |
| U.S. Government securities | $7,494,000 | 6,207 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $7,494,000 | 6,078 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $489,000 | 6,806 |
| Mortgage-backed securities | $2,717,000 | 4,494 |
| Certificates of participation in pools of residential mortgages | $1,475,000 | 4,630 |
| Issued or guaranteed by U.S. | $1,475,000 | 4,610 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,242,000 | 2,367 |
| CMOs issued by government agencies or sponsored agencies | $1,242,000 | 2,114 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $7,494,000 | 6,149 |
| Total debt securities | $7,494,000 | 6,835 |
| 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 | $7,108,000 | 7,038 |
| U.S. Government securities | $7,108,000 | 6,373 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $7,108,000 | 6,246 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $378,000 | 6,878 |
| Mortgage-backed securities | $2,825,000 | 4,531 |
| Certificates of participation in pools of residential mortgages | $1,584,000 | 4,633 |
| Issued or guaranteed by U.S. | $1,584,000 | 4,611 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,241,000 | 2,429 |
| CMOs issued by government agencies or sponsored agencies | $1,241,000 | 2,165 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $7,108,000 | 6,260 |
| Total debt securities | $7,108,000 | 6,980 |
| 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 | $7,476,000 | 6,998 |
| U.S. Government securities | $7,476,000 | 6,334 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,476,000 | 6,189 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $395,000 | 6,916 |
| Mortgage-backed securities | $2,914,000 | 4,591 |
| Certificates of participation in pools of residential mortgages | $1,680,000 | 4,642 |
| Issued or guaranteed by U.S. | $1,680,000 | 4,626 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,234,000 | 2,503 |
| CMOs issued by government agencies or sponsored agencies | $1,234,000 | 2,250 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $7,476,000 | 6,227 |
| Total debt securities | $7,476,000 | 6,941 |
| 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 | $6,665,000 | 7,211 |
| U.S. Government securities | $6,665,000 | 6,560 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,665,000 | 6,416 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $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 | $1,148,000 | 6,392 |
| Mortgage-backed securities | $3,027,000 | 4,604 |
| Certificates of participation in pools of residential mortgages | $1,779,000 | 4,607 |
| Issued or guaranteed by U.S. | $1,779,000 | 4,592 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,248,000 | 2,532 |
| CMOs issued by government agencies or sponsored agencies | $1,248,000 | 2,286 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $6,665,000 | 6,412 |
| Total debt securities | $6,665,000 | 7,139 |
| 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 | $6,780,000 | 7,238 |
| U.S. Government securities | $6,780,000 | 6,554 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $6,780,000 | 6,396 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $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 | $1,155,000 | 6,424 |
| Mortgage-backed securities | $3,120,000 | 4,581 |
| Certificates of participation in pools of residential mortgages | $1,873,000 | 4,591 |
| Issued or guaranteed by U.S. | $1,873,000 | 4,577 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,247,000 | 2,542 |
| CMOs issued by government agencies or sponsored agencies | $1,247,000 | 2,301 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $6,780,000 | 6,434 |
| Total debt securities | $6,780,000 | 7,165 |
| 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 | $7,900,000 | 7,043 |
| U.S. Government securities | $7,900,000 | 6,320 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $7,900,000 | 6,160 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,086,000 | 6,470 |
| Mortgage-backed securities | $3,594,000 | 4,488 |
| Certificates of participation in pools of residential mortgages | $2,387,000 | 4,360 |
| Issued or guaranteed by U.S. | $2,387,000 | 4,347 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,207,000 | 2,592 |
| CMOs issued by government agencies or sponsored agencies | $1,207,000 | 2,355 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $7,900,000 | 6,261 |
| Total debt securities | $7,900,000 | 6,978 |
| 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 | $9,185,000 | 6,739 |
| U.S. Government securities | $8,119,000 | 6,204 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $8,119,000 | 6,043 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $1,066,000 | 2,445 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,066,000 | 2,067 |
| 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 | $1,155,000 | 6,417 |
| Mortgage-backed securities | $3,963,000 | 4,407 |
| Certificates of participation in pools of residential mortgages | $2,707,000 | 4,261 |
| Issued or guaranteed by U.S. | $2,707,000 | 4,250 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,256,000 | 2,633 |
| CMOs issued by government agencies or sponsored agencies | $1,256,000 | 2,377 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $9,185,000 | 5,992 |
| Total debt securities | $9,185,000 | 6,657 |
| 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 | $8,137,000 | 7,023 |
| U.S. Government securities | $7,071,000 | 6,569 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $7,071,000 | 6,397 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $1,066,000 | 2,500 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,066,000 | 2,196 |
| 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 | $1,173,000 | 6,389 |
| Mortgage-backed securities | $3,537,000 | 4,536 |
| Certificates of participation in pools of residential mortgages | $2,315,000 | 4,431 |
| Issued or guaranteed by U.S. | $2,315,000 | 4,410 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,222,000 | 2,643 |
| CMOs issued by government agencies or sponsored agencies | $1,222,000 | 2,510 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $8,137,000 | 6,233 |
| Total debt securities | $8,137,000 | 6,949 |
| 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 | $8,636,000 | 6,856 |
| U.S. Government securities | $7,579,000 | 6,283 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $7,579,000 | 6,106 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $1,057,000 | 2,624 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,057,000 | 2,323 |
| 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 | $1,888,000 | 5,930 |
| Mortgage-backed securities | $3,038,000 | 4,719 |
| Certificates of participation in pools of residential mortgages | $1,823,000 | 4,710 |
| Issued or guaranteed by U.S. | $1,823,000 | 4,689 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,215,000 | 2,681 |
| CMOs issued by government agencies or sponsored agencies | $1,215,000 | 2,536 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $8,636,000 | 6,078 |
| Total debt securities | $8,636,000 | 6,769 |
| 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 | $10,280,000 | 6,427 |
| U.S. Government securities | $9,215,000 | 5,750 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $9,215,000 | 5,569 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $1,065,000 | 2,687 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,065,000 | 2,367 |
| 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 | $1,944,000 | 5,881 |
| Mortgage-backed securities | $3,480,000 | 4,620 |
| Certificates of participation in pools of residential mortgages | $2,199,000 | 4,551 |
| Issued or guaranteed by U.S. | $2,199,000 | 4,534 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,281,000 | 2,833 |
| CMOs issued by government agencies or sponsored agencies | $1,281,000 | 2,683 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $10,280,000 | 5,672 |
| Total debt securities | $10,280,000 | 6,326 |
| 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 | $9,121,000 | 6,700 |
| U.S. Government securities | $9,121,000 | 5,810 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $9,121,000 | 5,636 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $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 | $2,071,000 | 5,812 |
| Mortgage-backed securities | $2,157,000 | 5,244 |
| Certificates of participation in pools of residential mortgages | $1,437,000 | 5,013 |
| Issued or guaranteed by U.S. | $1,437,000 | 4,998 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $720,000 | 3,337 |
| CMOs issued by government agencies or sponsored agencies | $720,000 | 3,185 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $9,121,000 | 5,919 |
| Total debt securities | $9,121,000 | 6,601 |
| 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 | $10,590,000 | 6,387 |
| U.S. Government securities | $10,590,000 | 5,446 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $10,590,000 | 5,250 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $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 | $2,772,000 | 5,446 |
| Mortgage-backed securities | $1,891,000 | 5,373 |
| Certificates of participation in pools of residential mortgages | $1,179,000 | 5,204 |
| Issued or guaranteed by U.S. | $1,179,000 | 5,185 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $712,000 | 3,392 |
| CMOs issued by government agencies or sponsored agencies | $712,000 | 3,245 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $10,590,000 | 5,594 |
| Total debt securities | $10,590,000 | 6,284 |
| 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 | $11,902,000 | 6,047 |
| U.S. Government securities | $11,902,000 | 5,033 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $11,902,000 | 4,829 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,744,000 | 6,133 |
| Mortgage-backed securities | $5,095,000 | 3,951 |
| Certificates of participation in pools of residential mortgages | $4,099,000 | 3,433 |
| Issued or guaranteed by U.S. | $4,099,000 | 3,420 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $996,000 | 3,313 |
| CMOs issued by government agencies or sponsored agencies | $996,000 | 3,147 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $11,902,000 | 5,171 |
| Total debt securities | $11,902,000 | 5,946 |
| 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 |