Home > Covenant Bank & Trust > Securities
Covenant Bank & Trust, Securities
| 2011-12-31 | Rank | |
| Total securities | $9,358,000 | 5,819 |
| U.S. Government securities | $9,358,000 | 5,038 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $9,358,000 | 4,942 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,189,000 | 5,035 |
| Mortgage-backed securities | $9,358,000 | 3,506 |
| Certificates of participation in pools of residential mortgages | $2,887,000 | 4,174 |
| Issued or guaranteed by U.S. | $2,887,000 | 4,167 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $6,471,000 | 1,917 |
| CMOs issued by government agencies or sponsored agencies | $6,471,000 | 1,745 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $9,358,000 | 5,398 |
| Total debt securities | $9,358,000 | 5,787 |
| 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 | $12,566,000 | 5,368 |
| U.S. Government securities | $12,566,000 | 4,500 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $12,566,000 | 4,403 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,320,000 | 5,009 |
| Mortgage-backed securities | $12,566,000 | 3,062 |
| Certificates of participation in pools of residential mortgages | $3,021,000 | 4,071 |
| Issued or guaranteed by U.S. | $3,021,000 | 4,056 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $9,545,000 | 1,620 |
| CMOs issued by government agencies or sponsored agencies | $9,545,000 | 1,458 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $12,566,000 | 4,939 |
| Total debt securities | $12,566,000 | 5,333 |
| 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 | $11,697,000 | 5,580 |
| U.S. Government securities | $11,697,000 | 4,772 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $11,697,000 | 4,657 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,395,000 | 5,028 |
| Mortgage-backed securities | $11,697,000 | 3,098 |
| Certificates of participation in pools of residential mortgages | $3,942,000 | 3,790 |
| Issued or guaranteed by U.S. | $3,942,000 | 3,777 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $7,755,000 | 1,748 |
| CMOs issued by government agencies or sponsored agencies | $7,755,000 | 1,569 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $11,697,000 | 5,147 |
| Total debt securities | $11,697,000 | 5,545 |
| 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 | $11,924,000 | 5,532 |
| U.S. Government securities | $11,924,000 | 4,720 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $11,924,000 | 4,601 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,486,000 | 5,015 |
| Mortgage-backed securities | $11,924,000 | 3,010 |
| Certificates of participation in pools of residential mortgages | $4,100,000 | 3,675 |
| Issued or guaranteed by U.S. | $4,100,000 | 3,666 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $7,824,000 | 1,703 |
| CMOs issued by government agencies or sponsored agencies | $7,824,000 | 1,519 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $11,924,000 | 5,093 |
| Total debt securities | $11,924,000 | 5,496 |
| 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 | $12,589,000 | 5,357 |
| U.S. Government securities | $12,589,000 | 4,450 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $12,589,000 | 4,329 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,615,000 | 4,986 |
| Mortgage-backed securities | $12,589,000 | 2,840 |
| Certificates of participation in pools of residential mortgages | $4,506,000 | 3,474 |
| Issued or guaranteed by U.S. | $4,506,000 | 3,466 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $8,083,000 | 1,637 |
| CMOs issued by government agencies or sponsored agencies | $8,083,000 | 1,452 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $12,589,000 | 4,914 |
| Total debt securities | $12,589,000 | 5,320 |
| 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 | $12,830,000 | 5,263 |
| U.S. Government securities | $12,830,000 | 4,353 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $12,830,000 | 4,240 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,886,000 | 4,953 |
| Mortgage-backed securities | $12,830,000 | 2,812 |
| Certificates of participation in pools of residential mortgages | $5,768,000 | 3,134 |
| Issued or guaranteed by U.S. | $5,768,000 | 3,126 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $7,062,000 | 1,716 |
| CMOs issued by government agencies or sponsored agencies | $7,062,000 | 1,512 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $12,830,000 | 4,823 |
| Total debt securities | $12,830,000 | 5,225 |
| 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 | $11,189,000 | 5,533 |
| U.S. Government securities | $11,189,000 | 4,701 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $11,189,000 | 4,597 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,082,000 | 4,932 |
| Mortgage-backed securities | $11,189,000 | 2,995 |
| Certificates of participation in pools of residential mortgages | $5,982,000 | 3,130 |
| Issued or guaranteed by U.S. | $5,982,000 | 3,122 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $5,207,000 | 1,876 |
| CMOs issued by government agencies or sponsored agencies | $5,207,000 | 1,631 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $11,189,000 | 5,073 |
| Total debt securities | $11,189,000 | 5,498 |
| 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 | $10,259,000 | 5,751 |
| U.S. Government securities | $10,259,000 | 4,947 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $10,259,000 | 4,844 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,343 |
| Mortgage-backed securities | $10,259,000 | 3,165 |
| Certificates of participation in pools of residential mortgages | $4,020,000 | 3,727 |
| Issued or guaranteed by U.S. | $4,020,000 | 3,722 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $6,239,000 | 1,712 |
| CMOs issued by government agencies or sponsored agencies | $6,239,000 | 1,466 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $10,259,000 | 5,266 |
| Total debt securities | $10,259,000 | 5,710 |
| 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 | $10,897,000 | 5,639 |
| U.S. Government securities | $10,897,000 | 4,816 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $10,897,000 | 4,713 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,398 |
| Mortgage-backed securities | $10,897,000 | 3,147 |
| Certificates of participation in pools of residential mortgages | $4,048,000 | 3,785 |
| Issued or guaranteed by U.S. | $4,048,000 | 3,778 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $6,849,000 | 1,628 |
| CMOs issued by government agencies or sponsored agencies | $6,849,000 | 1,372 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $10,897,000 | 5,162 |
| Total debt securities | $10,897,000 | 5,594 |
| 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 | $11,615,000 | 5,542 |
| U.S. Government securities | $11,615,000 | 4,681 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $11,615,000 | 4,589 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,412 |
| Mortgage-backed securities | $11,615,000 | 3,112 |
| Certificates of participation in pools of residential mortgages | $1,782,000 | 4,686 |
| Issued or guaranteed by U.S. | $1,782,000 | 4,677 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $9,833,000 | 1,383 |
| CMOs issued by government agencies or sponsored agencies | $9,833,000 | 1,136 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $11,615,000 | 5,074 |
| Total debt securities | $11,615,000 | 5,499 |
| 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 | $11,928,000 | 5,498 |
| U.S. Government securities | $11,928,000 | 4,633 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $11,928,000 | 4,540 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,462 |
| Mortgage-backed securities | $11,928,000 | 3,108 |
| Certificates of participation in pools of residential mortgages | $1,801,000 | 4,743 |
| Issued or guaranteed by U.S. | $1,801,000 | 4,728 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $10,127,000 | 1,346 |
| CMOs issued by government agencies or sponsored agencies | $10,127,000 | 1,084 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $11,928,000 | 5,016 |
| Total debt securities | $11,928,000 | 5,453 |
| 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 | $11,310,000 | 5,654 |
| U.S. Government securities | $11,310,000 | 4,820 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $11,310,000 | 4,734 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,516 |
| Mortgage-backed securities | $10,243,000 | 3,393 |
| Certificates of participation in pools of residential mortgages | $3,120,000 | 4,348 |
| Issued or guaranteed by U.S. | $3,120,000 | 4,337 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $7,123,000 | 1,591 |
| CMOs issued by government agencies or sponsored agencies | $7,123,000 | 1,268 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $11,310,000 | 5,156 |
| Total debt securities | $11,310,000 | 5,607 |
| 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 | $10,371,000 | 5,838 |
| U.S. Government securities | $10,371,000 | 5,057 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $10,371,000 | 4,970 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,541 |
| Mortgage-backed securities | $8,545,000 | 3,586 |
| Certificates of participation in pools of residential mortgages | $3,222,000 | 4,278 |
| Issued or guaranteed by U.S. | $3,222,000 | 4,265 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $5,323,000 | 1,736 |
| CMOs issued by government agencies or sponsored agencies | $5,323,000 | 1,454 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $10,371,000 | 5,299 |
| Total debt securities | $10,371,000 | 5,792 |
| 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 | $10,439,000 | 5,795 |
| U.S. Government securities | $10,439,000 | 5,007 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $10,439,000 | 4,924 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,576 |
| Mortgage-backed securities | $8,640,000 | 3,468 |
| Certificates of participation in pools of residential mortgages | $3,313,000 | 4,174 |
| Issued or guaranteed by U.S. | $3,313,000 | 4,163 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $5,327,000 | 1,679 |
| CMOs issued by government agencies or sponsored agencies | $5,327,000 | 1,377 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $10,439,000 | 5,263 |
| Total debt securities | $10,439,000 | 5,746 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $8,916,000 | 6,126 |
| U.S. Government securities | $8,916,000 | 5,356 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $8,916,000 | 5,278 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,612 |
| Mortgage-backed securities | $7,127,000 | 3,723 |
| Certificates of participation in pools of residential mortgages | $3,368,000 | 4,169 |
| Issued or guaranteed by U.S. | $3,368,000 | 4,154 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $3,759,000 | 1,932 |
| CMOs issued by government agencies or sponsored agencies | $3,759,000 | 1,622 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $8,916,000 | 5,603 |
| Total debt securities | $8,916,000 | 6,058 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $9,192,000 | 6,097 |
| U.S. Government securities | $9,192,000 | 5,288 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $9,192,000 | 5,200 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,633 |
| Mortgage-backed securities | $6,300,000 | 3,810 |
| Certificates of participation in pools of residential mortgages | $2,069,000 | 4,585 |
| Issued or guaranteed by U.S. | $2,069,000 | 4,564 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $4,231,000 | 1,829 |
| CMOs issued by government agencies or sponsored agencies | $4,231,000 | 1,528 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $9,192,000 | 5,556 |
| Total debt securities | $9,192,000 | 6,024 |
| 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 | $9,198,000 | 6,175 |
| U.S. Government securities | $9,198,000 | 5,414 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $9,198,000 | 5,308 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $501,000 | 6,408 |
| Mortgage-backed securities | $6,369,000 | 3,528 |
| Certificates of participation in pools of residential mortgages | $2,151,000 | 4,281 |
| Issued or guaranteed by U.S. | $2,151,000 | 4,265 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $4,218,000 | 1,728 |
| CMOs issued by government agencies or sponsored agencies | $4,218,000 | 1,455 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $9,198,000 | 5,587 |
| Total debt securities | $9,198,000 | 6,105 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $7,170,000 | 6,652 |
| U.S. Government securities | $7,170,000 | 6,040 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $7,170,000 | 5,934 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $499,000 | 6,454 |
| Mortgage-backed securities | $3,394,000 | 4,203 |
| Certificates of participation in pools of residential mortgages | $676,000 | 5,064 |
| Issued or guaranteed by U.S. | $676,000 | 5,047 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,718,000 | 1,971 |
| CMOs issued by government agencies or sponsored agencies | $2,718,000 | 1,680 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $7,170,000 | 6,021 |
| Total debt securities | $7,170,000 | 6,598 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $7,130,000 | 6,703 |
| U.S. Government securities | $7,130,000 | 6,064 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $7,130,000 | 5,958 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $496,000 | 6,523 |
| Mortgage-backed securities | $3,413,000 | 4,148 |
| Certificates of participation in pools of residential mortgages | $734,000 | 5,025 |
| Issued or guaranteed by U.S. | $734,000 | 5,009 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,679,000 | 1,955 |
| CMOs issued by government agencies or sponsored agencies | $2,679,000 | 1,672 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $7,130,000 | 6,040 |
| Total debt securities | $7,130,000 | 6,650 |
| 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 | $6,291,000 | 6,935 |
| U.S. Government securities | $6,291,000 | 6,383 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $6,291,000 | 6,260 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $498,000 | 6,551 |
| Mortgage-backed securities | $2,529,000 | 4,486 |
| Certificates of participation in pools of residential mortgages | $791,000 | 4,993 |
| Issued or guaranteed by U.S. | $791,000 | 4,974 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,738,000 | 2,205 |
| CMOs issued by government agencies or sponsored agencies | $1,738,000 | 1,929 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $6,291,000 | 6,262 |
| Total debt securities | $6,290,000 | 6,893 |
| 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 | $4,842,000 | 7,301 |
| U.S. Government securities | $4,842,000 | 6,857 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $4,842,000 | 6,732 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $1,834,000 | 4,815 |
| Certificates of participation in pools of residential mortgages | $841,000 | 4,951 |
| Issued or guaranteed by U.S. | $841,000 | 4,933 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $993,000 | 2,513 |
| CMOs issued by government agencies or sponsored agencies | $993,000 | 2,245 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $4,842,000 | 6,607 |
| Total debt securities | $4,842,000 | 7,252 |
| 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 | $2,882,000 | 7,832 |
| U.S. Government securities | $2,882,000 | 7,511 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $2,882,000 | 7,378 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $1,885,000 | 4,794 |
| Certificates of participation in pools of residential mortgages | $893,000 | 4,911 |
| Issued or guaranteed by U.S. | $893,000 | 4,886 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $992,000 | 2,488 |
| CMOs issued by government agencies or sponsored agencies | $992,000 | 2,212 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $2,882,000 | 7,106 |
| Total debt securities | $2,882,000 | 7,785 |
| 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 | $2,893,000 | 7,896 |
| U.S. Government securities | $2,893,000 | 7,560 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $2,893,000 | 7,427 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $1,906,000 | 4,770 |
| Certificates of participation in pools of residential mortgages | $927,000 | 4,919 |
| Issued or guaranteed by U.S. | $927,000 | 4,898 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $979,000 | 2,493 |
| CMOs issued by government agencies or sponsored agencies | $979,000 | 2,216 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $2,893,000 | 7,132 |
| Total debt securities | $2,893,000 | 7,848 |
| 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 |