Home > Cornerstone Community Bank > Securities
Cornerstone Community Bank, Securities
| 2015-12-31 | Rank | |
| Total securities | $68,869,000 | 1,951 |
| U.S. Government securities | $64,034,000 | 1,379 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $64,034,000 | 1,311 |
| Securities issued by states & political subdivisions | $4,835,000 | 3,610 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,478,000 | 1,019 |
| Mortgage-backed securities | $63,562,000 | 933 |
| Certificates of participation in pools of residential mortgages | $13,638,000 | 1,988 |
| Issued or guaranteed by U.S. | $13,638,000 | 1,986 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $49,920,000 | 446 |
| CMOs issued by government agencies or sponsored agencies | $49,920,000 | 417 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $4,000 | 1,159 |
| Commercial mortgage pass-through securities | $4,000 | 799 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $68,869,000 | 1,772 |
| Total debt securities | $68,869,000 | 1,926 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $71,105,000 | 1,903 |
| U.S. Government securities | $66,282,000 | 1,344 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $66,282,000 | 1,284 |
| Securities issued by states & political subdivisions | $4,823,000 | 3,648 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,324,000 | 996 |
| Mortgage-backed securities | $65,796,000 | 893 |
| Certificates of participation in pools of residential mortgages | $14,396,000 | 1,935 |
| Issued or guaranteed by U.S. | $14,396,000 | 1,934 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $51,394,000 | 437 |
| CMOs issued by government agencies or sponsored agencies | $51,394,000 | 413 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $6,000 | 1,107 |
| Commercial mortgage pass-through securities | $6,000 | 767 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $71,105,000 | 1,722 |
| Total debt securities | $71,105,000 | 1,878 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $74,504,000 | 1,856 |
| U.S. Government securities | $70,039,000 | 1,322 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $70,039,000 | 1,261 |
| Securities issued by states & political subdivisions | $4,465,000 | 3,727 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,123,000 | 930 |
| Mortgage-backed securities | $69,509,000 | 874 |
| Certificates of participation in pools of residential mortgages | $15,131,000 | 1,942 |
| Issued or guaranteed by U.S. | $15,131,000 | 1,942 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $54,372,000 | 425 |
| CMOs issued by government agencies or sponsored agencies | $54,372,000 | 401 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $6,000 | 1,064 |
| Commercial mortgage pass-through securities | $6,000 | 728 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $22,000 | 2,396 |
| Available-for-sale securities (fair market value) | $74,482,000 | 1,677 |
| Total debt securities | $74,504,000 | 1,837 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $85,117,000 | 1,668 |
| U.S. Government securities | $77,777,000 | 1,237 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $77,777,000 | 1,170 |
| Securities issued by states & political subdivisions | $7,340,000 | 3,208 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $76,313,000 | 810 |
| Mortgage-backed securities | $77,222,000 | 820 |
| Certificates of participation in pools of residential mortgages | $16,457,000 | 1,877 |
| Issued or guaranteed by U.S. | $16,457,000 | 1,877 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $60,759,000 | 397 |
| CMOs issued by government agencies or sponsored agencies | $60,759,000 | 375 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $6,000 | 1,046 |
| Commercial mortgage pass-through securities | $6,000 | 712 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $24,000 | 2,398 |
| Available-for-sale securities (fair market value) | $85,093,000 | 1,497 |
| Total debt securities | $85,117,000 | 1,646 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $87,218,000 | 1,646 |
| U.S. Government securities | $79,887,000 | 1,207 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $79,887,000 | 1,143 |
| Securities issued by states & political subdivisions | $7,331,000 | 3,239 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,561,000 | 877 |
| Mortgage-backed securities | $79,320,000 | 814 |
| Certificates of participation in pools of residential mortgages | $16,902,000 | 1,882 |
| Issued or guaranteed by U.S. | $16,902,000 | 1,880 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $62,411,000 | 400 |
| CMOs issued by government agencies or sponsored agencies | $62,411,000 | 377 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $7,000 | 1,025 |
| Commercial mortgage pass-through securities | $7,000 | 716 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $25,000 | 2,430 |
| Available-for-sale securities (fair market value) | $87,193,000 | 1,459 |
| Total debt securities | $87,218,000 | 1,625 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $78,279,000 | 1,852 |
| U.S. Government securities | $69,377,000 | 1,387 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $69,377,000 | 1,331 |
| Securities issued by states & political subdivisions | $8,902,000 | 3,027 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,776,000 | 860 |
| Mortgage-backed securities | $68,707,000 | 924 |
| Certificates of participation in pools of residential mortgages | $5,049,000 | 3,362 |
| Issued or guaranteed by U.S. | $5,049,000 | 3,360 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $63,648,000 | 395 |
| CMOs issued by government agencies or sponsored agencies | $63,648,000 | 376 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $10,000 | 991 |
| Commercial mortgage pass-through securities | $10,000 | 706 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $29,000 | 2,462 |
| Available-for-sale securities (fair market value) | $78,250,000 | 1,653 |
| Total debt securities | $78,279,000 | 1,826 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $83,346,000 | 1,761 |
| U.S. Government securities | $72,446,000 | 1,349 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $72,446,000 | 1,289 |
| Securities issued by states & political subdivisions | $10,900,000 | 2,753 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,306,000 | 817 |
| Mortgage-backed securities | $71,750,000 | 907 |
| Certificates of participation in pools of residential mortgages | $5,196,000 | 3,396 |
| Issued or guaranteed by U.S. | $5,196,000 | 3,396 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $66,543,000 | 388 |
| CMOs issued by government agencies or sponsored agencies | $66,543,000 | 370 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $11,000 | 994 |
| Commercial mortgage pass-through securities | $11,000 | 713 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $31,000 | 2,483 |
| Available-for-sale securities (fair market value) | $83,315,000 | 1,578 |
| Total debt securities | $83,345,000 | 1,742 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $88,834,000 | 1,673 |
| U.S. Government securities | $74,249,000 | 1,337 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $74,249,000 | 1,290 |
| Securities issued by states & political subdivisions | $14,585,000 | 2,341 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,860,000 | 827 |
| Mortgage-backed securities | $71,059,000 | 922 |
| Certificates of participation in pools of residential mortgages | $5,474,000 | 3,376 |
| Issued or guaranteed by U.S. | $5,474,000 | 3,376 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $65,573,000 | 383 |
| CMOs issued by government agencies or sponsored agencies | $65,573,000 | 363 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $12,000 | 984 |
| Commercial mortgage pass-through securities | $12,000 | 714 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $33,000 | 2,503 |
| Available-for-sale securities (fair market value) | $88,801,000 | 1,491 |
| Total debt securities | $88,834,000 | 1,653 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $92,243,000 | 1,602 |
| U.S. Government securities | $76,994,000 | 1,272 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $76,994,000 | 1,230 |
| Securities issued by states & political subdivisions | $15,249,000 | 2,267 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $72,035,000 | 846 |
| Mortgage-backed securities | $73,492,000 | 893 |
| Certificates of participation in pools of residential mortgages | $7,131,000 | 3,075 |
| Issued or guaranteed by U.S. | $7,131,000 | 3,073 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $66,346,000 | 379 |
| CMOs issued by government agencies or sponsored agencies | $66,346,000 | 354 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $15,000 | 922 |
| Commercial mortgage pass-through securities | $15,000 | 658 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $34,000 | 2,530 |
| Available-for-sale securities (fair market value) | $92,209,000 | 1,429 |
| Total debt securities | $92,243,000 | 1,583 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $95,319,000 | 1,573 |
| U.S. Government securities | $77,625,000 | 1,277 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $77,625,000 | 1,240 |
| Securities issued by states & political subdivisions | $17,694,000 | 2,041 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,080,000 | 833 |
| Mortgage-backed securities | $73,739,000 | 896 |
| Certificates of participation in pools of residential mortgages | $7,568,000 | 3,015 |
| Issued or guaranteed by U.S. | $7,568,000 | 3,012 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $66,156,000 | 383 |
| CMOs issued by government agencies or sponsored agencies | $66,156,000 | 356 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $15,000 | 909 |
| Commercial mortgage pass-through securities | $15,000 | 639 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $37,000 | 2,525 |
| Available-for-sale securities (fair market value) | $95,282,000 | 1,405 |
| Total debt securities | $95,319,000 | 1,551 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $99,817,000 | 1,500 |
| U.S. Government securities | $82,402,000 | 1,215 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $82,402,000 | 1,178 |
| Securities issued by states & political subdivisions | $17,415,000 | 2,062 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,138,000 | 1,128 |
| Mortgage-backed securities | $78,462,000 | 864 |
| Certificates of participation in pools of residential mortgages | $8,193,000 | 2,889 |
| Issued or guaranteed by U.S. | $8,193,000 | 2,887 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $70,253,000 | 375 |
| CMOs issued by government agencies or sponsored agencies | $70,253,000 | 346 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $16,000 | 882 |
| Commercial mortgage pass-through securities | $16,000 | 639 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $40,000 | 2,477 |
| Available-for-sale securities (fair market value) | $99,777,000 | 1,346 |
| Total debt securities | $99,817,000 | 1,479 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $91,169,000 | 1,663 |
| U.S. Government securities | $67,806,000 | 1,471 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $67,806,000 | 1,428 |
| Securities issued by states & political subdivisions | $23,363,000 | 1,586 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,389,000 | 1,069 |
| Mortgage-backed securities | $63,816,000 | 1,054 |
| Certificates of participation in pools of residential mortgages | $8,705,000 | 2,842 |
| Issued or guaranteed by U.S. | $8,705,000 | 2,841 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $55,095,000 | 480 |
| CMOs issued by government agencies or sponsored agencies | $55,095,000 | 447 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $16,000 | 802 |
| Commercial mortgage pass-through securities | $16,000 | 594 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $43,000 | 2,471 |
| Available-for-sale securities (fair market value) | $91,126,000 | 1,514 |
| Total debt securities | $91,168,000 | 1,639 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $76,142,000 | 1,910 |
| U.S. Government securities | $52,509,000 | 1,783 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $52,509,000 | 1,733 |
| Securities issued by states & political subdivisions | $23,633,000 | 1,531 |
| 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 | $43,391,000 | 1,268 |
| Mortgage-backed securities | $48,468,000 | 1,325 |
| Certificates of participation in pools of residential mortgages | $9,228,000 | 2,762 |
| Issued or guaranteed by U.S. | $9,228,000 | 2,760 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $39,223,000 | 612 |
| CMOs issued by government agencies or sponsored agencies | $39,223,000 | 569 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $17,000 | 696 |
| Commercial mortgage pass-through securities | $17,000 | 527 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $45,000 | 2,503 |
| Available-for-sale securities (fair market value) | $76,097,000 | 1,733 |
| Total debt securities | $76,142,000 | 1,886 |
| 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 | $82,242,000 | 1,791 |
| U.S. Government securities | $58,238,000 | 1,691 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $58,238,000 | 1,642 |
| Securities issued by states & political subdivisions | $24,004,000 | 1,478 |
| 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 | $72,051,000 | 822 |
| Mortgage-backed securities | $54,146,000 | 1,286 |
| Certificates of participation in pools of residential mortgages | $10,071,000 | 2,773 |
| Issued or guaranteed by U.S. | $10,071,000 | 2,771 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $44,057,000 | 594 |
| CMOs issued by government agencies or sponsored agencies | $44,057,000 | 552 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $18,000 | 668 |
| Commercial mortgage pass-through securities | $18,000 | 495 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $51,000 | 2,554 |
| Available-for-sale securities (fair market value) | $82,191,000 | 1,637 |
| Total debt securities | $82,243,000 | 1,763 |
| 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 | $86,595,000 | 1,699 |
| U.S. Government securities | $62,658,000 | 1,614 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $62,658,000 | 1,573 |
| Securities issued by states & political subdivisions | $23,937,000 | 1,433 |
| 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 | $77,234,000 | 790 |
| Mortgage-backed securities | $58,560,000 | 1,235 |
| Certificates of participation in pools of residential mortgages | $10,792,000 | 2,724 |
| Issued or guaranteed by U.S. | $10,792,000 | 2,724 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $47,750,000 | 564 |
| CMOs issued by government agencies or sponsored agencies | $47,750,000 | 527 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $18,000 | 630 |
| Commercial mortgage pass-through securities | $18,000 | 458 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $57,000 | 2,567 |
| Available-for-sale securities (fair market value) | $86,538,000 | 1,549 |
| Total debt securities | $86,595,000 | 1,679 |
| 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 | $88,313,000 | 1,663 |
| U.S. Government securities | $64,230,000 | 1,605 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $64,230,000 | 1,566 |
| Securities issued by states & political subdivisions | $24,083,000 | 1,373 |
| 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 | $79,532,000 | 780 |
| Mortgage-backed securities | $60,081,000 | 1,207 |
| Certificates of participation in pools of residential mortgages | $11,371,000 | 2,666 |
| Issued or guaranteed by U.S. | $11,371,000 | 2,664 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $48,691,000 | 584 |
| CMOs issued by government agencies or sponsored agencies | $48,691,000 | 541 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $19,000 | 594 |
| Commercial mortgage pass-through securities | $19,000 | 429 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $63,000 | 2,619 |
| Available-for-sale securities (fair market value) | $88,250,000 | 1,509 |
| Total debt securities | $88,312,000 | 1,641 |
| 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 | $86,126,000 | 1,644 |
| U.S. Government securities | $61,690,000 | 1,599 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $61,690,000 | 1,553 |
| Securities issued by states & political subdivisions | $24,436,000 | 1,315 |
| 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 | $83,546,000 | 680 |
| Mortgage-backed securities | $57,492,000 | 1,191 |
| Certificates of participation in pools of residential mortgages | $11,912,000 | 2,493 |
| Issued or guaranteed by U.S. | $11,912,000 | 2,490 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $45,560,000 | 610 |
| CMOs issued by government agencies or sponsored agencies | $45,560,000 | 535 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $20,000 | 516 |
| Commercial mortgage pass-through securities | $20,000 | 372 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $69,000 | 2,714 |
| Available-for-sale securities (fair market value) | $86,057,000 | 1,493 |
| Total debt securities | $86,126,000 | 1,625 |
| 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 | $93,742,000 | 1,504 |
| U.S. Government securities | $71,477,000 | 1,370 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $71,477,000 | 1,324 |
| Securities issued by states & political subdivisions | $22,265,000 | 1,403 |
| 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 | $91,033,000 | 620 |
| Mortgage-backed securities | $67,205,000 | 1,012 |
| Certificates of participation in pools of residential mortgages | $12,419,000 | 2,364 |
| Issued or guaranteed by U.S. | $12,419,000 | 2,359 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $54,759,000 | 544 |
| CMOs issued by government agencies or sponsored agencies | $54,759,000 | 476 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $27,000 | 454 |
| Commercial mortgage pass-through securities | $27,000 | 331 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $76,000 | 2,738 |
| Available-for-sale securities (fair market value) | $93,666,000 | 1,359 |
| Total debt securities | $93,742,000 | 1,484 |
| 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 | $109,413,000 | 1,307 |
| U.S. Government securities | $87,640,000 | 1,143 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $87,640,000 | 1,094 |
| Securities issued by states & political subdivisions | $21,773,000 | 1,373 |
| 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 | $103,519,000 | 568 |
| Mortgage-backed securities | $83,327,000 | 826 |
| Certificates of participation in pools of residential mortgages | $15,742,000 | 1,988 |
| Issued or guaranteed by U.S. | $15,742,000 | 1,986 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $67,558,000 | 456 |
| CMOs issued by government agencies or sponsored agencies | $67,558,000 | 395 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $27,000 | 439 |
| Commercial mortgage pass-through securities | $27,000 | 331 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $82,000 | 2,773 |
| Available-for-sale securities (fair market value) | $109,331,000 | 1,179 |
| Total debt securities | $109,413,000 | 1,288 |
| 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 | $100,880,000 | 1,390 |
| U.S. Government securities | $80,003,000 | 1,244 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $80,003,000 | 1,201 |
| Securities issued by states & political subdivisions | $20,877,000 | 1,400 |
| 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 | $98,456,000 | 586 |
| Mortgage-backed securities | $75,630,000 | 864 |
| Certificates of participation in pools of residential mortgages | $17,791,000 | 1,794 |
| Issued or guaranteed by U.S. | $17,791,000 | 1,791 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $57,811,000 | 514 |
| CMOs issued by government agencies or sponsored agencies | $57,811,000 | 442 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $28,000 | 430 |
| Commercial mortgage pass-through securities | $28,000 | 324 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $92,000 | 2,783 |
| Available-for-sale securities (fair market value) | $100,788,000 | 1,248 |
| Total debt securities | $100,880,000 | 1,370 |
| 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 | $108,346,000 | 1,263 |
| U.S. Government securities | $87,579,000 | 1,079 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $87,579,000 | 1,037 |
| Securities issued by states & political subdivisions | $20,736,000 | 1,383 |
| Other domestic debt securities | $31,000 | 2,969 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $31,000 | 394 |
| 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 | $100,169,000 | 565 |
| Mortgage-backed securities | $83,014,000 | 773 |
| Certificates of participation in pools of residential mortgages | $18,909,000 | 1,615 |
| Issued or guaranteed by U.S. | $18,909,000 | 1,610 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $64,074,000 | 454 |
| CMOs issued by government agencies or sponsored agencies | $64,074,000 | 385 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $31,000 | 394 |
| Commercial mortgage pass-through securities | $31,000 | 308 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $96,000 | 2,815 |
| Available-for-sale securities (fair market value) | $108,250,000 | 1,126 |
| Total debt securities | $108,346,000 | 1,240 |
| 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 | $108,891,000 | 1,210 |
| U.S. Government securities | $88,436,000 | 1,044 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $88,436,000 | 994 |
| Securities issued by states & political subdivisions | $20,361,000 | 1,361 |
| Other domestic debt securities | $94,000 | 2,972 |
| Privately issued residential mortgage-backed securities | $62,000 | 1,380 |
| Commercial mortgage-backed securities - Total | $32,000 | 366 |
| 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 | $83,646,000 | 662 |
| Mortgage-backed securities | $83,882,000 | 752 |
| Certificates of participation in pools of residential mortgages | $20,772,000 | 1,497 |
| Issued or guaranteed by U.S. | $20,772,000 | 1,492 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $63,078,000 | 463 |
| CMOs issued by government agencies or sponsored agencies | $63,016,000 | 388 |
| Privately issued | $62,000 | 1,313 |
| Commercial mortgage-backed securities | $32,000 | 366 |
| Commercial mortgage pass-through securities | $32,000 | 283 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $101,000 | 2,853 |
| Available-for-sale securities (fair market value) | $108,790,000 | 1,091 |
| Total debt securities | $108,892,000 | 1,193 |
| 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 | $129,725,000 | 1,030 |
| U.S. Government securities | $110,225,000 | 864 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $110,225,000 | 827 |
| Securities issued by states & political subdivisions | $19,343,000 | 1,331 |
| Other domestic debt securities | $157,000 | 2,893 |
| Privately issued residential mortgage-backed securities | $124,000 | 1,370 |
| Commercial mortgage-backed securities - Total | $33,000 | 363 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $129,475,000 | 450 |
| Mortgage-backed securities | $105,683,000 | 612 |
| Certificates of participation in pools of residential mortgages | $64,305,000 | 579 |
| Issued or guaranteed by U.S. | $64,305,000 | 572 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $41,345,000 | 606 |
| CMOs issued by government agencies or sponsored agencies | $41,221,000 | 497 |
| Privately issued | $124,000 | 1,310 |
| Commercial mortgage-backed securities | $33,000 | 363 |
| Commercial mortgage pass-through securities | $33,000 | 281 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $115,000 | 2,906 |
| Available-for-sale securities (fair market value) | $129,610,000 | 903 |
| Total debt securities | $129,725,000 | 1,016 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| 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 | $150,650,000 | 880 |
| U.S. Government securities | $130,113,000 | 730 |
| U.S. Treasury securities | $4,995,000 | 454 |
| U.S. Government agency obligations | $125,118,000 | 724 |
| Securities issued by states & political subdivisions | $20,346,000 | 1,244 |
| Other domestic debt securities | $191,000 | 2,925 |
| Privately issued residential mortgage-backed securities | $158,000 | 1,393 |
| Commercial mortgage-backed securities - Total | $33,000 | 377 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $141,862,000 | 432 |
| Mortgage-backed securities | $120,559,000 | 568 |
| Certificates of participation in pools of residential mortgages | $74,686,000 | 527 |
| Issued or guaranteed by U.S. | $74,686,000 | 525 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $45,840,000 | 563 |
| CMOs issued by government agencies or sponsored agencies | $45,682,000 | 457 |
| Privately issued | $158,000 | 1,336 |
| Commercial mortgage-backed securities | $33,000 | 377 |
| Commercial mortgage pass-through securities | $33,000 | 289 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $129,000 | 2,939 |
| Available-for-sale securities (fair market value) | $150,521,000 | 771 |
| Total debt securities | $150,650,000 | 864 |
| 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 | $124,550,000 | 1,035 |
| U.S. Government securities | $107,562,000 | 851 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $107,562,000 | 823 |
| Securities issued by states & political subdivisions | $16,756,000 | 1,508 |
| Other domestic debt securities | $232,000 | 2,941 |
| Privately issued residential mortgage-backed securities | $198,000 | 1,404 |
| Commercial mortgage-backed securities - Total | $34,000 | 363 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $124,216,000 | 490 |
| Mortgage-backed securities | $103,009,000 | 642 |
| Certificates of participation in pools of residential mortgages | $52,817,000 | 755 |
| Issued or guaranteed by U.S. | $52,817,000 | 746 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $50,158,000 | 529 |
| CMOs issued by government agencies or sponsored agencies | $49,960,000 | 411 |
| Privately issued | $198,000 | 1,340 |
| Commercial mortgage-backed securities | $34,000 | 363 |
| Commercial mortgage pass-through securities | $34,000 | 279 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $135,000 | 2,986 |
| Available-for-sale securities (fair market value) | $124,415,000 | 898 |
| Total debt securities | $124,551,000 | 1,023 |
| 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 | $59,275,000 | 2,089 |
| U.S. Government securities | $50,550,000 | 1,697 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $50,550,000 | 1,647 |
| Securities issued by states & political subdivisions | $8,446,000 | 2,520 |
| Other domestic debt securities | $279,000 | 2,979 |
| Privately issued residential mortgage-backed securities | $244,000 | 1,433 |
| Commercial mortgage-backed securities - Total | $35,000 | 373 |
| 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 | $55,135,000 | 974 |
| Mortgage-backed securities | $42,630,000 | 1,387 |
| Certificates of participation in pools of residential mortgages | $15,824,000 | 2,052 |
| Issued or guaranteed by U.S. | $15,824,000 | 2,042 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $26,771,000 | 770 |
| CMOs issued by government agencies or sponsored agencies | $26,527,000 | 610 |
| Privately issued | $244,000 | 1,369 |
| Commercial mortgage-backed securities | $35,000 | 373 |
| Commercial mortgage pass-through securities | $35,000 | 274 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $141,000 | 3,060 |
| Available-for-sale securities (fair market value) | $59,134,000 | 1,840 |
| Total debt securities | $59,275,000 | 2,061 |
| 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 | $45,853,000 | 2,505 |
| U.S. Government securities | $38,997,000 | 2,107 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $38,997,000 | 2,061 |
| Securities issued by states & political subdivisions | $6,502,000 | 2,840 |
| Other domestic debt securities | $354,000 | 2,980 |
| Privately issued residential mortgage-backed securities | $319,000 | 1,415 |
| Commercial mortgage-backed securities - Total | $35,000 | 305 |
| 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 | $45,388,000 | 1,155 |
| Mortgage-backed securities | $31,102,000 | 1,738 |
| Certificates of participation in pools of residential mortgages | $6,896,000 | 3,235 |
| Issued or guaranteed by U.S. | $6,896,000 | 3,224 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $24,171,000 | 805 |
| CMOs issued by government agencies or sponsored agencies | $23,852,000 | 615 |
| Privately issued | $319,000 | 1,349 |
| Commercial mortgage-backed securities | $35,000 | 305 |
| Commercial mortgage pass-through securities | $35,000 | 205 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $154,000 | 3,089 |
| Available-for-sale securities (fair market value) | $45,699,000 | 2,224 |
| Total debt securities | $45,854,000 | 2,475 |
| 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 | $51,434,000 | 2,271 |
| U.S. Government securities | $45,173,000 | 1,856 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $45,173,000 | 1,812 |
| Securities issued by states & political subdivisions | $5,973,000 | 2,908 |
| Other domestic debt securities | $288,000 | 2,965 |
| Privately issued residential mortgage-backed securities | $288,000 | 1,453 |
| 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 | $51,004,000 | 1,074 |
| Mortgage-backed securities | $34,029,000 | 1,651 |
| Certificates of participation in pools of residential mortgages | $12,161,000 | 2,482 |
| Issued or guaranteed by U.S. | $12,161,000 | 2,470 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $21,868,000 | 857 |
| CMOs issued by government agencies or sponsored agencies | $21,580,000 | 661 |
| Privately issued | $288,000 | 1,392 |
| 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) | $162,000 | 3,121 |
| Available-for-sale securities (fair market value) | $51,272,000 | 2,008 |
| Total debt securities | $51,434,000 | 2,246 |
| 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 | $44,226,000 | 2,562 |
| U.S. Government securities | $39,305,000 | 2,122 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $39,305,000 | 2,075 |
| Securities issued by states & political subdivisions | $4,623,000 | 3,212 |
| Other domestic debt securities | $298,000 | 2,896 |
| Privately issued residential mortgage-backed securities | $298,000 | 1,399 |
| 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 | $43,779,000 | 1,234 |
| Mortgage-backed securities | $31,339,000 | 1,719 |
| Certificates of participation in pools of residential mortgages | $7,269,000 | 3,190 |
| Issued or guaranteed by U.S. | $7,269,000 | 3,179 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $24,070,000 | 776 |
| CMOs issued by government agencies or sponsored agencies | $23,772,000 | 585 |
| Privately issued | $298,000 | 1,336 |
| 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) | $169,000 | 3,140 |
| Available-for-sale securities (fair market value) | $44,057,000 | 2,281 |
| Total debt securities | $44,225,000 | 2,532 |
| 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 | $41,283,000 | 2,653 |
| U.S. Government securities | $37,662,000 | 2,142 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $37,662,000 | 2,098 |
| Securities issued by states & political subdivisions | $3,272,000 | 3,644 |
| Other domestic debt securities | $349,000 | 2,814 |
| Privately issued residential mortgage-backed securities | $349,000 | 1,353 |
| 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 | $40,779,000 | 1,277 |
| Mortgage-backed securities | $28,888,000 | 1,729 |
| Certificates of participation in pools of residential mortgages | $7,485,000 | 3,046 |
| Issued or guaranteed by U.S. | $7,485,000 | 3,036 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $21,403,000 | 794 |
| CMOs issued by government agencies or sponsored agencies | $21,054,000 | 597 |
| Privately issued | $349,000 | 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) | $176,000 | 3,149 |
| Available-for-sale securities (fair market value) | $41,107,000 | 2,349 |
| Total debt securities | $41,283,000 | 2,627 |
| 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 | $45,948,000 | 2,488 |
| U.S. Government securities | $42,158,000 | 1,961 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $42,158,000 | 1,917 |
| Securities issued by states & political subdivisions | $3,428,000 | 3,604 |
| Other domestic debt securities | $362,000 | 2,776 |
| Privately issued residential mortgage-backed securities | $362,000 | 1,331 |
| 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 | $45,423,000 | 1,136 |
| Mortgage-backed securities | $29,860,000 | 1,689 |
| Certificates of participation in pools of residential mortgages | $7,717,000 | 2,992 |
| Issued or guaranteed by U.S. | $7,717,000 | 2,978 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $22,143,000 | 764 |
| CMOs issued by government agencies or sponsored agencies | $21,781,000 | 575 |
| Privately issued | $362,000 | 1,265 |
| 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) | $184,000 | 3,162 |
| Available-for-sale securities (fair market value) | $45,764,000 | 2,207 |
| Total debt securities | $45,948,000 | 2,437 |
| 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 | $42,663,000 | 2,624 |
| U.S. Government securities | $38,773,000 | 2,111 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $38,773,000 | 2,074 |
| Securities issued by states & political subdivisions | $3,528,000 | 3,582 |
| Other domestic debt securities | $362,000 | 2,717 |
| Privately issued residential mortgage-backed securities | $362,000 | 1,307 |
| 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 | $32,612,000 | 1,491 |
| Mortgage-backed securities | $16,227,000 | 2,476 |
| Certificates of participation in pools of residential mortgages | $8,332,000 | 2,788 |
| Issued or guaranteed by U.S. | $8,332,000 | 2,776 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $7,895,000 | 1,382 |
| CMOs issued by government agencies or sponsored agencies | $7,533,000 | 1,146 |
| Privately issued | $362,000 | 1,240 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $194,000 | 3,194 |
| Available-for-sale securities (fair market value) | $42,469,000 | 2,337 |
| Total debt securities | $42,662,000 | 2,577 |
| 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 | $34,952,000 | 3,084 |
| U.S. Government securities | $31,077,000 | 2,595 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $31,077,000 | 2,540 |
| Securities issued by states & political subdivisions | $3,503,000 | 3,583 |
| Other domestic debt securities | $372,000 | 2,542 |
| Privately issued residential mortgage-backed securities | $372,000 | 1,199 |
| 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 | $30,422,000 | 1,578 |
| Mortgage-backed securities | $4,022,000 | 4,125 |
| Certificates of participation in pools of residential mortgages | $3,514,000 | 3,710 |
| Issued or guaranteed by U.S. | $3,514,000 | 3,695 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $508,000 | 2,971 |
| CMOs issued by government agencies or sponsored agencies | $136,000 | 3,016 |
| Privately issued | $372,000 | 1,141 |
| 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) | $200,000 | 3,222 |
| Available-for-sale securities (fair market value) | $34,752,000 | 2,728 |
| Total debt securities | $34,953,000 | 3,035 |
| 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 | $33,858,000 | 3,162 |
| U.S. Government securities | $30,533,000 | 2,659 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $30,533,000 | 2,604 |
| Securities issued by states & political subdivisions | $2,953,000 | 3,814 |
| Other domestic debt securities | $372,000 | 2,493 |
| Privately issued residential mortgage-backed securities | $372,000 | 1,163 |
| 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 | $30,422,000 | 1,545 |
| Mortgage-backed securities | $4,298,000 | 3,894 |
| Certificates of participation in pools of residential mortgages | $3,789,000 | 3,445 |
| Issued or guaranteed by U.S. | $3,789,000 | 3,429 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $509,000 | 2,926 |
| CMOs issued by government agencies or sponsored agencies | $137,000 | 2,972 |
| Privately issued | $372,000 | 1,106 |
| 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) | $209,000 | 3,278 |
| Available-for-sale securities (fair market value) | $33,649,000 | 2,785 |
| Total debt securities | $33,858,000 | 3,120 |
| 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 | $33,247,000 | 3,213 |
| U.S. Government securities | $30,329,000 | 2,654 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $30,329,000 | 2,589 |
| Securities issued by states & political subdivisions | $2,547,000 | 4,002 |
| Other domestic debt securities | $371,000 | 2,453 |
| Privately issued residential mortgage-backed securities | $371,000 | 1,125 |
| 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 | $27,708,000 | 1,663 |
| Mortgage-backed securities | $2,348,000 | 4,573 |
| Certificates of participation in pools of residential mortgages | $1,833,000 | 4,277 |
| Issued or guaranteed by U.S. | $1,833,000 | 4,263 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $515,000 | 2,891 |
| CMOs issued by government agencies or sponsored agencies | $144,000 | 2,942 |
| Privately issued | $371,000 | 1,062 |
| 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) | $220,000 | 3,301 |
| Available-for-sale securities (fair market value) | $33,027,000 | 2,815 |
| Total debt securities | $33,247,000 | 3,173 |
| 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 | $33,008,000 | 3,218 |
| U.S. Government securities | $28,750,000 | 2,791 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $28,750,000 | 2,721 |
| Securities issued by states & political subdivisions | $3,887,000 | 3,453 |
| Other domestic debt securities | $371,000 | 2,471 |
| Privately issued residential mortgage-backed securities | $371,000 | 1,087 |
| 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 | $27,530,000 | 1,694 |
| Mortgage-backed securities | $2,614,000 | 4,451 |
| Certificates of participation in pools of residential mortgages | $2,096,000 | 4,119 |
| Issued or guaranteed by U.S. | $2,096,000 | 4,103 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $518,000 | 2,864 |
| CMOs issued by government agencies or sponsored agencies | $147,000 | 2,937 |
| Privately issued | $371,000 | 1,019 |
| 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) | $229,000 | 3,362 |
| Available-for-sale securities (fair market value) | $32,779,000 | 2,810 |
| Total debt securities | $33,008,000 | 3,178 |
| 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 | $32,589,000 | 3,266 |
| U.S. Government securities | $28,970,000 | 2,804 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $28,970,000 | 2,730 |
| Securities issued by states & political subdivisions | $3,249,000 | 3,724 |
| Other domestic debt securities | $370,000 | 2,503 |
| Privately issued residential mortgage-backed securities | $370,000 | 1,064 |
| 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 | $21,411,000 | 2,078 |
| Mortgage-backed securities | $2,850,000 | 4,344 |
| Certificates of participation in pools of residential mortgages | $2,321,000 | 4,010 |
| Issued or guaranteed by U.S. | $2,321,000 | 3,998 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $529,000 | 2,832 |
| CMOs issued by government agencies or sponsored agencies | $159,000 | 2,931 |
| Privately issued | $370,000 | 1,003 |
| 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) | $236,000 | 3,439 |
| Available-for-sale securities (fair market value) | $32,353,000 | 2,854 |
| Total debt securities | $32,588,000 | 3,223 |
| 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 | $32,795,000 | 3,297 |
| U.S. Government securities | $29,167,000 | 2,834 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $29,167,000 | 2,751 |
| Securities issued by states & political subdivisions | $3,258,000 | 3,677 |
| Other domestic debt securities | $370,000 | 2,542 |
| Privately issued residential mortgage-backed securities | $370,000 | 1,045 |
| 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 | $21,649,000 | 2,055 |
| Mortgage-backed securities | $3,135,000 | 4,222 |
| Certificates of participation in pools of residential mortgages | $2,576,000 | 3,880 |
| Issued or guaranteed by U.S. | $2,576,000 | 3,859 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $559,000 | 2,789 |
| CMOs issued by government agencies or sponsored agencies | $189,000 | 2,866 |
| Privately issued | $370,000 | 974 |
| 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) | $256,000 | 3,484 |
| Available-for-sale securities (fair market value) | $32,539,000 | 2,874 |
| Total debt securities | $32,795,000 | 3,255 |
| 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 | $32,759,000 | 3,288 |
| U.S. Government securities | $29,155,000 | 2,814 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $29,155,000 | 2,728 |
| Securities issued by states & political subdivisions | $3,235,000 | 3,688 |
| Other domestic debt securities | $369,000 | 2,570 |
| Privately issued residential mortgage-backed securities | $369,000 | 1,037 |
| 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 | $20,718,000 | 2,104 |
| Mortgage-backed securities | $3,481,000 | 4,083 |
| Certificates of participation in pools of residential mortgages | $2,890,000 | 3,761 |
| Issued or guaranteed by U.S. | $2,890,000 | 3,746 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $591,000 | 2,753 |
| CMOs issued by government agencies or sponsored agencies | $222,000 | 2,817 |
| Privately issued | $369,000 | 971 |
| 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) | $266,000 | 3,530 |
| Available-for-sale securities (fair market value) | $32,493,000 | 2,861 |
| Total debt securities | $32,759,000 | 3,247 |
| 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 | $31,415,000 | 3,441 |
| U.S. Government securities | $27,775,000 | 2,980 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $27,775,000 | 2,886 |
| Securities issued by states & political subdivisions | $3,270,000 | 3,691 |
| Other domestic debt securities | $370,000 | 2,641 |
| Privately issued residential mortgage-backed securities | $370,000 | 1,023 |
| 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 | $18,929,000 | 2,244 |
| Mortgage-backed securities | $3,861,000 | 3,988 |
| Certificates of participation in pools of residential mortgages | $3,227,000 | 3,647 |
| Issued or guaranteed by U.S. | $3,227,000 | 3,631 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $634,000 | 2,726 |
| CMOs issued by government agencies or sponsored agencies | $264,000 | 2,777 |
| Privately issued | $370,000 | 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) | $276,000 | 3,578 |
| Available-for-sale securities (fair market value) | $31,139,000 | 3,000 |
| Total debt securities | $31,405,000 | 3,391 |
| 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 | $30,450,000 | 3,528 |
| U.S. Government securities | $26,296,000 | 3,115 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $26,296,000 | 3,014 |
| Securities issued by states & political subdivisions | $3,285,000 | 3,711 |
| Other domestic debt securities | $869,000 | 2,221 |
| Privately issued residential mortgage-backed securities | $375,000 | 982 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $494,000 | 2,082 |
| 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 | $19,361,000 | 2,185 |
| Mortgage-backed securities | $4,294,000 | 3,876 |
| Certificates of participation in pools of residential mortgages | $3,554,000 | 3,532 |
| Issued or guaranteed by U.S. | $3,554,000 | 3,516 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $740,000 | 2,661 |
| CMOs issued by government agencies or sponsored agencies | $365,000 | 2,702 |
| Privately issued | $375,000 | 916 |
| 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) | $322,000 | 3,577 |
| Available-for-sale securities (fair market value) | $30,128,000 | 3,068 |
| Total debt securities | $30,449,000 | 3,472 |
| 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 | $30,121,000 | 3,538 |
| U.S. Government securities | $25,906,000 | 3,098 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $25,906,000 | 2,998 |
| Securities issued by states & political subdivisions | $3,317,000 | 3,687 |
| Other domestic debt securities | $898,000 | 2,240 |
| Privately issued residential mortgage-backed securities | $399,000 | 966 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $499,000 | 2,154 |
| 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 | $18,296,000 | 2,256 |
| Mortgage-backed securities | $5,738,000 | 3,532 |
| Certificates of participation in pools of residential mortgages | $4,025,000 | 3,412 |
| Issued or guaranteed by U.S. | $4,025,000 | 3,397 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,713,000 | 2,169 |
| CMOs issued by government agencies or sponsored agencies | $1,314,000 | 2,077 |
| Privately issued | $399,000 | 900 |
| 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) | $335,000 | 3,619 |
| Available-for-sale securities (fair market value) | $29,786,000 | 3,085 |
| Total debt securities | $30,120,000 | 3,480 |
| 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 | $29,304,000 | 3,643 |
| U.S. Government securities | $24,981,000 | 3,239 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $24,981,000 | 3,121 |
| Securities issued by states & political subdivisions | $3,343,000 | 3,651 |
| Other domestic debt securities | $980,000 | 2,253 |
| Privately issued residential mortgage-backed securities | $478,000 | 914 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $502,000 | 2,172 |
| 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 | $19,088,000 | 2,175 |
| Mortgage-backed securities | $8,798,000 | 2,984 |
| Certificates of participation in pools of residential mortgages | $4,539,000 | 3,322 |
| Issued or guaranteed by U.S. | $4,539,000 | 3,308 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $4,259,000 | 1,619 |
| CMOs issued by government agencies or sponsored agencies | $3,781,000 | 1,477 |
| Privately issued | $478,000 | 842 |
| 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) | $348,000 | 3,661 |
| Available-for-sale securities (fair market value) | $28,956,000 | 3,183 |
| Total debt securities | $29,303,000 | 3,598 |
| 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 | $29,262,000 | 3,691 |
| U.S. Government securities | $24,430,000 | 3,356 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $24,430,000 | 3,228 |
| Securities issued by states & political subdivisions | $3,315,000 | 3,654 |
| Other domestic debt securities | $1,517,000 | 1,936 |
| Privately issued residential mortgage-backed securities | $511,000 | 887 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,006,000 | 1,816 |
| 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 | $19,035,000 | 2,190 |
| Mortgage-backed securities | $10,458,000 | 2,821 |
| Certificates of participation in pools of residential mortgages | $5,022,000 | 3,270 |
| Issued or guaranteed by U.S. | $5,022,000 | 3,263 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $5,436,000 | 1,481 |
| CMOs issued by government agencies or sponsored agencies | $4,925,000 | 1,356 |
| Privately issued | $511,000 | 821 |
| 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) | $377,000 | 3,688 |
| Available-for-sale securities (fair market value) | $28,885,000 | 3,219 |
| Total debt securities | $29,262,000 | 3,636 |
| 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 | $26,862,000 | 3,909 |
| U.S. Government securities | $21,470,000 | 3,690 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $21,470,000 | 3,565 |
| Securities issued by states & political subdivisions | $3,140,000 | 3,759 |
| Other domestic debt securities | $2,252,000 | 1,704 |
| Privately issued residential mortgage-backed securities | $1,226,000 | 725 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,026,000 | 1,858 |
| 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 | $15,634,000 | 2,492 |
| Mortgage-backed securities | $11,689,000 | 2,715 |
| Certificates of participation in pools of residential mortgages | $5,415,000 | 3,174 |
| Issued or guaranteed by U.S. | $5,415,000 | 3,165 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $6,274,000 | 1,386 |
| CMOs issued by government agencies or sponsored agencies | $5,048,000 | 1,365 |
| Privately issued | $1,226,000 | 677 |
| 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) | $391,000 | 3,740 |
| Available-for-sale securities (fair market value) | $26,471,000 | 3,423 |
| Total debt securities | $26,863,000 | 3,848 |
| 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 | $23,528,000 | 4,279 |
| U.S. Government securities | $18,224,000 | 4,064 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $18,224,000 | 3,918 |
| Securities issued by states & political subdivisions | $2,846,000 | 3,901 |
| Other domestic debt securities | $2,458,000 | 1,647 |
| Privately issued residential mortgage-backed securities | $1,414,000 | 652 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,044,000 | 1,893 |
| 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 | $13,613,000 | 2,714 |
| Mortgage-backed securities | $13,585,000 | 2,476 |
| Certificates of participation in pools of residential mortgages | $5,985,000 | 3,076 |
| Issued or guaranteed by U.S. | $5,985,000 | 3,070 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $7,600,000 | 1,268 |
| CMOs issued by government agencies or sponsored agencies | $6,186,000 | 1,240 |
| Privately issued | $1,414,000 | 605 |
| 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) | $506,000 | 3,659 |
| Available-for-sale securities (fair market value) | $23,022,000 | 3,757 |
| Total debt securities | $23,528,000 | 4,211 |
| 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 | $30,044,000 | 3,648 |
| U.S. Government securities | $24,668,000 | 3,362 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $24,668,000 | 3,237 |
| Securities issued by states & political subdivisions | $2,760,000 | 3,928 |
| Other domestic debt securities | $2,616,000 | 1,672 |
| Privately issued residential mortgage-backed securities | $1,569,000 | 632 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,047,000 | 1,989 |
| 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 | $15,355,000 | 2,469 |
| Mortgage-backed securities | $15,318,000 | 2,347 |
| Certificates of participation in pools of residential mortgages | $6,318,000 | 3,058 |
| Issued or guaranteed by U.S. | $6,318,000 | 3,051 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $9,000,000 | 1,168 |
| CMOs issued by government agencies or sponsored agencies | $7,431,000 | 1,137 |
| Privately issued | $1,569,000 | 591 |
| 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) | $544,000 | 3,653 |
| Available-for-sale securities (fair market value) | $29,500,000 | 3,195 |
| Total debt securities | $30,044,000 | 3,578 |
| 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 | $23,138,000 | 4,366 |
| U.S. Government securities | $18,280,000 | 4,087 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $18,280,000 | 3,937 |
| Securities issued by states & political subdivisions | $2,906,000 | 3,869 |
| Other domestic debt securities | $1,952,000 | 2,021 |
| Privately issued residential mortgage-backed securities | $881,000 | 753 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,071,000 | 2,063 |
| 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 | $13,581,000 | 2,671 |
| Mortgage-backed securities | $10,056,000 | 3,009 |
| Certificates of participation in pools of residential mortgages | $3,065,000 | 4,114 |
| Issued or guaranteed by U.S. | $3,065,000 | 4,104 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $6,991,000 | 1,368 |
| CMOs issued by government agencies or sponsored agencies | $6,110,000 | 1,305 |
| Privately issued | $881,000 | 703 |
| 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) | $584,000 | 3,673 |
| Available-for-sale securities (fair market value) | $22,554,000 | 3,862 |
| Total debt securities | $23,137,000 | 4,294 |
| 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 | $25,467,000 | 4,160 |
| U.S. Government securities | $22,033,000 | 3,656 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $22,033,000 | 3,525 |
| Securities issued by states & political subdivisions | $1,453,000 | 4,793 |
| Other domestic debt securities | $1,981,000 | 2,037 |
| Privately issued residential mortgage-backed securities | $904,000 | 634 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,077,000 | 2,181 |
| 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 | $13,264,000 | 2,655 |
| Mortgage-backed securities | $11,811,000 | 2,751 |
| Certificates of participation in pools of residential mortgages | $3,183,000 | 4,024 |
| Issued or guaranteed by U.S. | $3,183,000 | 4,012 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $8,628,000 | 1,224 |
| CMOs issued by government agencies or sponsored agencies | $7,724,000 | 1,198 |
| Privately issued | $904,000 | 554 |
| 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) | $641,000 | 3,677 |
| Available-for-sale securities (fair market value) | $24,826,000 | 3,653 |
| Total debt securities | $25,467,000 | 4,087 |
| 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 | $21,450,000 | 4,558 |
| U.S. Government securities | $18,005,000 | 4,070 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $18,005,000 | 3,911 |
| Securities issued by states & political subdivisions | $1,440,000 | 4,821 |
| Other domestic debt securities | $2,005,000 | 2,125 |
| Privately issued residential mortgage-backed securities | $932,000 | 671 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,073,000 | 2,298 |
| 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 | $7,994,000 | 3,541 |
| Mortgage-backed securities | $7,822,000 | 3,385 |
| Certificates of participation in pools of residential mortgages | $1,325,000 | 5,024 |
| Issued or guaranteed by U.S. | $1,325,000 | 5,004 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $6,497,000 | 1,422 |
| CMOs issued by government agencies or sponsored agencies | $5,565,000 | 1,427 |
| Privately issued | $932,000 | 594 |
| 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) | $701,000 | 3,664 |
| Available-for-sale securities (fair market value) | $20,749,000 | 4,028 |
| Total debt securities | $21,449,000 | 4,481 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $24,318,000 | 4,121 |
| U.S. Government securities | $21,740,000 | 3,490 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $21,740,000 | 3,354 |
| Securities issued by states & political subdivisions | $1,497,000 | 4,752 |
| Other domestic debt securities | $1,081,000 | 2,674 |
| 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 | $1,081,000 | 2,354 |
| 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 | $12,763,000 | 2,589 |
| Mortgage-backed securities | $13,555,000 | 2,592 |
| Certificates of participation in pools of residential mortgages | $1,498,000 | 4,979 |
| Issued or guaranteed by U.S. | $1,498,000 | 4,959 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $12,057,000 | 1,092 |
| CMOs issued by government agencies or sponsored agencies | $12,057,000 | 1,013 |
| 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) | $812,000 | 3,608 |
| Available-for-sale securities (fair market value) | $23,506,000 | 3,646 |
| Total debt securities | $24,318,000 | 4,035 |
| 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 | $28,345,000 | 3,680 |
| U.S. Government securities | $25,850,000 | 3,050 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $25,850,000 | 2,917 |
| Securities issued by states & political subdivisions | $1,427,000 | 4,741 |
| Other domestic debt securities | $1,068,000 | 2,715 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,068,000 | 2,378 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,251,000 | 3,229 |
| Mortgage-backed securities | $14,585,000 | 2,502 |
| Certificates of participation in pools of residential mortgages | $1,685,000 | 4,861 |
| Issued or guaranteed by U.S. | $1,685,000 | 4,845 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $12,900,000 | 1,087 |
| CMOs issued by government agencies or sponsored agencies | $12,900,000 | 1,003 |
| 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) | $914,000 | 3,583 |
| Available-for-sale securities (fair market value) | $27,431,000 | 3,253 |
| Total debt securities | $28,346,000 | 3,608 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $22,200,000 | 4,351 |
| U.S. Government securities | $19,695,000 | 3,748 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $19,695,000 | 3,587 |
| Securities issued by states & political subdivisions | $1,438,000 | 4,736 |
| Other domestic debt securities | $1,067,000 | 2,738 |
| 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 | $1,067,000 | 2,400 |
| 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 | $11,519,000 | 2,810 |
| Mortgage-backed securities | $9,378,000 | 3,123 |
| Certificates of participation in pools of residential mortgages | $1,922,000 | 4,702 |
| Issued or guaranteed by U.S. | $1,922,000 | 4,687 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $7,456,000 | 1,489 |
| CMOs issued by government agencies or sponsored agencies | $7,456,000 | 1,389 |
| 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) | $1,025,000 | 3,558 |
| Available-for-sale securities (fair market value) | $21,175,000 | 3,843 |
| Total debt securities | $22,200,000 | 4,262 |
| 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 | $21,302,000 | 4,320 |
| U.S. Government securities | $20,369,000 | 3,469 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $20,369,000 | 3,300 |
| Securities issued by states & political subdivisions | $914,000 | 5,358 |
| Other domestic debt securities | $19,000 | 4,102 |
| Privately issued residential mortgage-backed securities | $19,000 | 1,360 |
| 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 | $15,519,000 | 2,159 |
| Mortgage-backed securities | $7,338,000 | 3,367 |
| Certificates of participation in pools of residential mortgages | $3,363,000 | 3,714 |
| Issued or guaranteed by U.S. | $3,363,000 | 3,700 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $3,975,000 | 2,103 |
| CMOs issued by government agencies or sponsored agencies | $3,956,000 | 1,976 |
| Privately issued | $19,000 | 1,215 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,197,000 | 3,103 |
| Available-for-sale securities (fair market value) | $19,105,000 | 3,951 |
| Total debt securities | $21,302,000 | 4,234 |
| 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 | $20,410,000 | 4,565 |
| U.S. Government securities | $18,692,000 | 3,874 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $18,692,000 | 3,593 |
| Securities issued by states & political subdivisions | $132,000 | 6,885 |
| Other domestic debt securities | $1,236,000 | 2,307 |
| Privately issued residential mortgage-backed securities | $1,236,000 | 683 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $350,000 | 4,640 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,816,000 | 2,662 |
| Mortgage-backed securities | $7,390,000 | 2,778 |
| Certificates of participation in pools of residential mortgages | $5,110,000 | 2,594 |
| Issued or guaranteed by U.S. | $5,110,000 | 2,575 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $2,280,000 | 2,184 |
| CMOs issued by government agencies or sponsored agencies | $1,044,000 | 2,635 |
| Privately issued | $1,236,000 | 605 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,013,000 | 3,043 |
| Available-for-sale securities (fair market value) | $16,397,000 | 4,348 |
| Total debt securities | $20,060,000 | 4,483 |
| 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 | $19,062,000 | 5,004 |
| U.S. Government securities | $17,242,000 | 4,320 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $17,242,000 | 3,906 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $1,820,000 | 1,937 |
| Privately issued residential mortgage-backed securities | $1,820,000 | 620 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,745,000 | 3,456 |
| Mortgage-backed securities | $9,850,000 | 2,538 |
| Certificates of participation in pools of residential mortgages | $6,717,000 | 2,392 |
| Issued or guaranteed by U.S. | $6,717,000 | 2,379 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $3,133,000 | 2,031 |
| CMOs issued by government agencies or sponsored agencies | $1,313,000 | 2,658 |
| Privately issued | $1,820,000 | 548 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,723,000 | 2,876 |
| Available-for-sale securities (fair market value) | $13,339,000 | 5,074 |
| Total debt securities | $19,062,000 | 4,888 |
| 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 | $18,358,000 | 5,123 |
| U.S. Government securities | $16,432,000 | 4,504 |
| U.S. Treasury securities | $404,000 | 6,229 |
| U.S. Government agency obligations | $16,028,000 | 3,913 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $1,926,000 | 1,780 |
| Privately issued residential mortgage-backed securities | $1,926,000 | 574 |
| 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 | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,133,000 | 3,835 |
| Mortgage-backed securities | $14,938,000 | 2,078 |
| Certificates of participation in pools of residential mortgages | $9,242,000 | 2,090 |
| Issued or guaranteed by U.S. | $9,242,000 | 2,079 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $5,696,000 | 1,655 |
| CMOs issued by government agencies or sponsored agencies | $3,770,000 | 1,886 |
| Privately issued | $1,926,000 | 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) | $9,173,000 | 2,465 |
| Available-for-sale securities (fair market value) | $9,185,000 | 5,992 |
| Total debt securities | $18,358,000 | 5,002 |
| Structured notes | ||
| Amortized cost | $52,000 | 1,616 |
| Fair value | $52,000 | 1,617 |
| 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 | $18,284,000 | 5,247 |
| U.S. Government securities | $15,974,000 | 4,824 |
| U.S. Treasury securities | $1,451,000 | 5,840 |
| U.S. Government agency obligations | $14,523,000 | 4,136 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $2,310,000 | 1,265 |
| Privately issued residential mortgage-backed securities | $2,310,000 | 430 |
| 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 | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,699,000 | 4,648 |
| Mortgage-backed securities | $11,831,000 | 2,365 |
| Certificates of participation in pools of residential mortgages | $8,219,000 | 2,193 |
| Issued or guaranteed by U.S. | $8,219,000 | 2,182 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $3,612,000 | 2,036 |
| CMOs issued by government agencies or sponsored agencies | $1,302,000 | 3,036 |
| Privately issued | $2,310,000 | 328 |
| 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) | $10,808,000 | 2,645 |
| Available-for-sale securities (fair market value) | $7,476,000 | 6,541 |
| Total debt securities | $18,284,000 | 5,128 |
| Structured notes | ||
| Amortized cost | $1,089,000 | 1,144 |
| Fair value | $1,088,000 | 1,136 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $10,774,000 | 7,670 |
| U.S. Government securities | $7,473,000 | 8,072 |
| U.S. Treasury securities | $1,841,000 | 6,224 |
| U.S. Government agency obligations | $5,632,000 | 7,301 |
| Securities issued by states & political subdivisions | $2,858,000 | 4,051 |
| Other domestic debt securities | $443,000 | 2,817 |
| Privately issued residential mortgage-backed securities | $443,000 | 1,029 |
| 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 | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,634,000 | 7,075 |
| Mortgage-backed securities | $3,097,000 | 5,157 |
| Certificates of participation in pools of residential mortgages | $2,002,000 | 4,736 |
| Issued or guaranteed by U.S. | $2,002,000 | 4,712 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,095,000 | 3,714 |
| CMOs issued by government agencies or sponsored agencies | $652,000 | 4,075 |
| Privately issued | $443,000 | 812 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,475,000 | 4,487 |
| Available-for-sale securities (fair market value) | $5,299,000 | 7,635 |
| Total debt securities | $10,774,000 | 7,539 |
| Structured notes | ||
| Amortized cost | $865,000 | 2,095 |
| Fair value | $858,000 | 2,087 |
| 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 | $13,119,000 | 7,235 |
| U.S. Government securities | $9,948,000 | 7,346 |
| U.S. Treasury securities | $2,411,000 | 6,640 |
| U.S. Government agency obligations | $7,537,000 | 6,453 |
| Securities issued by states & political subdivisions | $2,644,000 | 4,257 |
| Other domestic debt securities | $527,000 | 3,081 |
| Privately issued residential mortgage-backed securities | $527,000 | 1,144 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,465,000 | 6,437 |
| Mortgage-backed securities | $4,092,000 | 4,906 |
| Certificates of participation in pools of residential mortgages | $2,185,000 | 4,755 |
| Issued or guaranteed by U.S. | $2,185,000 | 4,728 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,907,000 | 3,515 |
| CMOs issued by government agencies or sponsored agencies | $1,380,000 | 3,757 |
| Privately issued | $527,000 | 889 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,107,000 | 4,562 |
| Available-for-sale securities (fair market value) | $7,012,000 | 7,149 |
| Total debt securities | $13,119,000 | 7,098 |
| Structured notes | ||
| Amortized cost | $1,694,000 | 1,948 |
| Fair value | $1,680,000 | 1,937 |
| 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 | $7,551,000 | 9,711 |
| U.S. Government securities | $7,486,000 | 8,897 |
| U.S. Treasury securities | $1,094,000 | 9,434 |
| U.S. Government agency obligations | $6,392,000 | 6,949 |
| Securities issued by states & political subdivisions | $65,000 | 9,248 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,473,000 | 6,578 |
| Mortgage-backed securities | $3,026,000 | 5,840 |
| Certificates of participation in pools of residential mortgages | $1,203,000 | 6,121 |
| Issued or guaranteed by U.S. | $1,203,000 | 6,097 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $1,823,000 | 3,805 |
| CMOs issued by government agencies or sponsored agencies | $1,823,000 | 3,631 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,441,000 | 7,753 |
| Available-for-sale securities (fair market value) | $2,110,000 | 8,757 |
| Total debt securities | $7,551,000 | 9,617 |
| 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 | $6,986,000 | 10,326 |
| U.S. Government securities | $6,710,000 | 9,575 |
| U.S. Treasury securities | $1,362,000 | 9,387 |
| U.S. Government agency obligations | $5,348,000 | 7,666 |
| Securities issued by states & political subdivisions | $276,000 | 8,551 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $375,000 | 9,869 |
| Mortgage-backed securities | $3,491,000 | 6,118 |
| Certificates of participation in pools of residential mortgages | $997,000 | 7,091 |
| Issued or guaranteed by U.S. | $997,000 | 7,037 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $2,494,000 | 3,727 |
| CMOs issued by government agencies or sponsored agencies | $2,494,000 | 3,531 |
| 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 | $6,986,000 | 10,189 |
| 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 | $6,543,000 | 10,794 |
| U.S. Government securities | $5,330,000 | 10,577 |
| U.S. Treasury securities | $815,000 | 10,742 |
| U.S. Government agency obligations | $4,515,000 | 8,318 |
| Securities issued by states & political subdivisions | $1,175,000 | 6,244 |
| Other domestic debt securities | $38,000 | 7,152 |
| Privately issued residential mortgage-backed securities | $38,000 | 3,866 |
| 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 | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,590,000 | 7,687 |
| Mortgage-backed securities | $3,656,000 | 6,266 |
| Certificates of participation in pools of residential mortgages | $1,032,000 | 7,456 |
| Issued or guaranteed by U.S. | $1,032,000 | 7,401 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $2,624,000 | 3,672 |
| CMOs issued by government agencies or sponsored agencies | $2,586,000 | 3,366 |
| Privately issued | $38,000 | 3,321 |
| 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 | $6,543,000 | 10,652 |
| 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 |