Home > National Bank of Tennessee > Securities
National Bank of Tennessee, Securities
| 2016-03-31 | Rank | |
| Total securities | $44,322,000 | 2,637 |
| U.S. Government securities | $43,327,000 | 1,864 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $43,327,000 | 1,785 |
| Securities issued by states & political subdivisions | $995,000 | 4,575 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,403,000 | 1,557 |
| Mortgage-backed securities | $18,306,000 | 2,160 |
| Certificates of participation in pools of residential mortgages | $13,695,000 | 1,971 |
| Issued or guaranteed by U.S. | $13,695,000 | 1,970 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,611,000 | 1,679 |
| CMOs issued by government agencies or sponsored agencies | $4,611,000 | 1,610 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $6,000 | 2,328 |
| Available-for-sale securities (fair market value) | $44,316,000 | 2,405 |
| Total debt securities | $44,322,000 | 2,622 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $64,636,000 | 2,047 |
| U.S. Government securities | $63,650,000 | 1,386 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $63,650,000 | 1,317 |
| Securities issued by states & political subdivisions | $986,000 | 4,611 |
| 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 | $29,822,000 | 1,662 |
| Mortgage-backed securities | $35,806,000 | 1,447 |
| Certificates of participation in pools of residential mortgages | $22,110,000 | 1,470 |
| Issued or guaranteed by U.S. | $22,110,000 | 1,469 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $13,696,000 | 993 |
| CMOs issued by government agencies or sponsored agencies | $13,696,000 | 946 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $8,000 | 2,370 |
| Available-for-sale securities (fair market value) | $64,628,000 | 1,868 |
| Total debt securities | $64,636,000 | 2,017 |
| 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 | $65,037,000 | 2,057 |
| U.S. Government securities | $64,042,000 | 1,381 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $64,042,000 | 1,322 |
| Securities issued by states & political subdivisions | $995,000 | 4,655 |
| 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 | $29,620,000 | 1,677 |
| Mortgage-backed securities | $34,035,000 | 1,498 |
| Certificates of participation in pools of residential mortgages | $20,801,000 | 1,540 |
| Issued or guaranteed by U.S. | $20,801,000 | 1,540 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $13,234,000 | 1,025 |
| CMOs issued by government agencies or sponsored agencies | $13,234,000 | 971 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $8,000 | 2,390 |
| Available-for-sale securities (fair market value) | $65,029,000 | 1,870 |
| Total debt securities | $65,037,000 | 2,033 |
| 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 | $63,629,000 | 2,128 |
| U.S. Government securities | $62,638,000 | 1,453 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $62,638,000 | 1,398 |
| Securities issued by states & political subdivisions | $991,000 | 4,677 |
| 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 | $29,510,000 | 1,682 |
| Mortgage-backed securities | $31,958,000 | 1,605 |
| Certificates of participation in pools of residential mortgages | $18,291,000 | 1,717 |
| Issued or guaranteed by U.S. | $18,291,000 | 1,717 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $13,667,000 | 1,045 |
| CMOs issued by government agencies or sponsored agencies | $13,667,000 | 997 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $9,000 | 2,429 |
| Available-for-sale securities (fair market value) | $63,620,000 | 1,922 |
| Total debt securities | $63,629,000 | 2,104 |
| 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 | $60,373,000 | 2,233 |
| U.S. Government securities | $59,373,000 | 1,544 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $59,373,000 | 1,476 |
| Securities issued by states & political subdivisions | $1,000,000 | 4,674 |
| 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 | $29,450,000 | 1,709 |
| Mortgage-backed securities | $28,446,000 | 1,761 |
| Certificates of participation in pools of residential mortgages | $17,272,000 | 1,804 |
| Issued or guaranteed by U.S. | $17,272,000 | 1,804 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $11,174,000 | 1,213 |
| CMOs issued by government agencies or sponsored agencies | $11,174,000 | 1,162 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $11,000 | 2,433 |
| Available-for-sale securities (fair market value) | $60,362,000 | 2,012 |
| Total debt securities | $60,373,000 | 2,206 |
| 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 | $58,328,000 | 2,320 |
| U.S. Government securities | $57,346,000 | 1,601 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $57,346,000 | 1,536 |
| Securities issued by states & political subdivisions | $982,000 | 4,756 |
| 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 | $29,746,000 | 1,705 |
| Mortgage-backed securities | $22,033,000 | 2,126 |
| Certificates of participation in pools of residential mortgages | $8,705,000 | 2,688 |
| Issued or guaranteed by U.S. | $8,705,000 | 2,686 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $13,328,000 | 1,125 |
| CMOs issued by government agencies or sponsored agencies | $13,328,000 | 1,065 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $12,000 | 2,465 |
| Available-for-sale securities (fair market value) | $58,316,000 | 2,102 |
| Total debt securities | $58,328,000 | 2,299 |
| 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 | $58,517,000 | 2,352 |
| U.S. Government securities | $57,533,000 | 1,645 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $57,533,000 | 1,575 |
| Securities issued by states & political subdivisions | $984,000 | 4,811 |
| 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 | $29,532,000 | 1,706 |
| Mortgage-backed securities | $22,469,000 | 2,155 |
| Certificates of participation in pools of residential mortgages | $8,764,000 | 2,758 |
| Issued or guaranteed by U.S. | $8,764,000 | 2,755 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $13,705,000 | 1,127 |
| CMOs issued by government agencies or sponsored agencies | $13,705,000 | 1,070 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $14,000 | 2,499 |
| Available-for-sale securities (fair market value) | $58,503,000 | 2,118 |
| Total debt securities | $58,517,000 | 2,332 |
| 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 | $56,081,000 | 2,442 |
| U.S. Government securities | $55,102,000 | 1,724 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $55,102,000 | 1,664 |
| Securities issued by states & political subdivisions | $979,000 | 4,866 |
| 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 | $29,125,000 | 1,738 |
| Mortgage-backed securities | $12,121,000 | 2,937 |
| Certificates of participation in pools of residential mortgages | $956,000 | 4,574 |
| Issued or guaranteed by U.S. | $956,000 | 4,571 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $11,165,000 | 1,288 |
| CMOs issued by government agencies or sponsored agencies | $11,165,000 | 1,224 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $15,000 | 2,529 |
| Available-for-sale securities (fair market value) | $56,066,000 | 2,218 |
| Total debt securities | $56,081,000 | 2,420 |
| 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 | $62,106,000 | 2,273 |
| U.S. Government securities | $61,133,000 | 1,585 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $61,133,000 | 1,524 |
| Securities issued by states & political subdivisions | $973,000 | 4,900 |
| 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 | $30,711,000 | 1,672 |
| Mortgage-backed securities | $11,418,000 | 3,046 |
| Certificates of participation in pools of residential mortgages | $970,000 | 4,601 |
| Issued or guaranteed by U.S. | $970,000 | 4,597 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $10,448,000 | 1,325 |
| CMOs issued by government agencies or sponsored agencies | $10,448,000 | 1,264 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $17,000 | 2,546 |
| Available-for-sale securities (fair market value) | $62,089,000 | 2,048 |
| Total debt securities | $62,106,000 | 2,255 |
| 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 | $62,499,000 | 2,247 |
| U.S. Government securities | $61,552,000 | 1,546 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $61,552,000 | 1,493 |
| Securities issued by states & political subdivisions | $947,000 | 4,960 |
| 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 | $29,472,000 | 1,705 |
| Mortgage-backed securities | $5,294,000 | 3,886 |
| Certificates of participation in pools of residential mortgages | $3,585,000 | 3,804 |
| Issued or guaranteed by U.S. | $3,585,000 | 3,801 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,709,000 | 2,585 |
| CMOs issued by government agencies or sponsored agencies | $1,709,000 | 2,492 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $19,000 | 2,563 |
| Available-for-sale securities (fair market value) | $62,480,000 | 2,033 |
| Total debt securities | $62,499,000 | 2,226 |
| 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 | $61,411,000 | 2,273 |
| U.S. Government securities | $60,461,000 | 1,594 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $60,461,000 | 1,541 |
| Securities issued by states & political subdivisions | $950,000 | 4,969 |
| 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 | $27,227,000 | 1,804 |
| Mortgage-backed securities | $3,923,000 | 4,219 |
| Certificates of participation in pools of residential mortgages | $2,688,000 | 4,080 |
| Issued or guaranteed by U.S. | $2,688,000 | 4,073 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,235,000 | 2,798 |
| CMOs issued by government agencies or sponsored agencies | $1,235,000 | 2,690 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $20,000 | 2,569 |
| Available-for-sale securities (fair market value) | $61,391,000 | 2,057 |
| Total debt securities | $61,410,000 | 2,255 |
| 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 | $58,379,000 | 2,372 |
| U.S. Government securities | $57,416,000 | 1,665 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $57,416,000 | 1,618 |
| Securities issued by states & political subdivisions | $963,000 | 4,953 |
| 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 | $26,214,000 | 1,833 |
| Mortgage-backed securities | $5,705,000 | 3,884 |
| Certificates of participation in pools of residential mortgages | $5,705,000 | 3,339 |
| Issued or guaranteed by U.S. | $5,705,000 | 3,337 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $21,000 | 2,520 |
| Available-for-sale securities (fair market value) | $58,358,000 | 2,166 |
| Total debt securities | $58,379,000 | 2,349 |
| 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 | $62,700,000 | 2,261 |
| U.S. Government securities | $61,704,000 | 1,600 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $61,704,000 | 1,549 |
| Securities issued by states & political subdivisions | $996,000 | 4,958 |
| 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 | $27,391,000 | 1,817 |
| Mortgage-backed securities | $9,066,000 | 3,392 |
| Certificates of participation in pools of residential mortgages | $9,066,000 | 2,789 |
| Issued or guaranteed by U.S. | $9,066,000 | 2,788 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $24,000 | 2,511 |
| Available-for-sale securities (fair market value) | $62,676,000 | 2,075 |
| Total debt securities | $62,700,000 | 2,239 |
| 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 | $59,505,000 | 2,317 |
| U.S. Government securities | $58,516,000 | 1,653 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $58,516,000 | 1,595 |
| Securities issued by states & political subdivisions | $989,000 | 4,987 |
| 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 | $27,479,000 | 1,787 |
| Mortgage-backed securities | $9,699,000 | 3,340 |
| Certificates of participation in pools of residential mortgages | $9,699,000 | 2,694 |
| Issued or guaranteed by U.S. | $9,699,000 | 2,691 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $25,000 | 2,541 |
| Available-for-sale securities (fair market value) | $59,480,000 | 2,128 |
| Total debt securities | $59,505,000 | 2,293 |
| 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 | $55,152,000 | 2,478 |
| U.S. Government securities | $55,152,000 | 1,760 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $55,152,000 | 1,718 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| 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 | $29,075,000 | 1,717 |
| Mortgage-backed securities | $11,356,000 | 3,287 |
| Certificates of participation in pools of residential mortgages | $11,356,000 | 2,623 |
| Issued or guaranteed by U.S. | $11,356,000 | 2,621 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $28,000 | 2,603 |
| Available-for-sale securities (fair market value) | $55,124,000 | 2,270 |
| Total debt securities | $55,152,000 | 2,456 |
| 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 | $53,346,000 | 2,550 |
| U.S. Government securities | $53,346,000 | 1,810 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $53,346,000 | 1,768 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| 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 | $27,193,000 | 1,828 |
| Mortgage-backed securities | $30,000 | 5,754 |
| Certificates of participation in pools of residential mortgages | $30,000 | 5,539 |
| Issued or guaranteed by U.S. | $30,000 | 5,530 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $30,000 | 2,625 |
| Available-for-sale securities (fair market value) | $53,316,000 | 2,333 |
| Total debt securities | $53,346,000 | 2,527 |
| 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 | $48,895,000 | 2,715 |
| U.S. Government securities | $48,895,000 | 1,998 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $48,895,000 | 1,951 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| 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 | $27,699,000 | 1,829 |
| Mortgage-backed securities | $32,000 | 5,786 |
| Certificates of participation in pools of residential mortgages | $32,000 | 5,565 |
| Issued or guaranteed by U.S. | $32,000 | 5,557 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $32,000 | 2,681 |
| Available-for-sale securities (fair market value) | $48,863,000 | 2,487 |
| Total debt securities | $48,895,000 | 2,695 |
| 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 | $44,579,000 | 2,849 |
| U.S. Government securities | $44,579,000 | 2,068 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $44,579,000 | 2,022 |
| 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 | $27,864,000 | 1,701 |
| Mortgage-backed securities | $33,000 | 5,794 |
| Certificates of participation in pools of residential mortgages | $33,000 | 5,552 |
| Issued or guaranteed by U.S. | $33,000 | 5,540 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $33,000 | 2,791 |
| Available-for-sale securities (fair market value) | $44,546,000 | 2,599 |
| Total debt securities | $44,579,000 | 2,830 |
| 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 | $41,237,000 | 2,921 |
| U.S. Government securities | $40,965,000 | 2,154 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $40,965,000 | 2,094 |
| Securities issued by states & political subdivisions | $272,000 | 5,490 |
| 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 | $29,736,000 | 1,591 |
| Mortgage-backed securities | $35,000 | 5,815 |
| Certificates of participation in pools of residential mortgages | $35,000 | 5,564 |
| Issued or guaranteed by U.S. | $35,000 | 5,551 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $35,000 | 2,818 |
| Available-for-sale securities (fair market value) | $41,202,000 | 2,681 |
| Total debt securities | $41,237,000 | 2,898 |
| 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 | $39,984,000 | 3,006 |
| U.S. Government securities | $39,723,000 | 2,248 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $39,723,000 | 2,179 |
| Securities issued by states & political subdivisions | $261,000 | 5,492 |
| 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 | $27,747,000 | 1,707 |
| Mortgage-backed securities | $37,000 | 5,839 |
| Certificates of participation in pools of residential mortgages | $37,000 | 5,577 |
| Issued or guaranteed by U.S. | $37,000 | 5,571 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $37,000 | 2,865 |
| Available-for-sale securities (fair market value) | $39,947,000 | 2,749 |
| Total debt securities | $39,984,000 | 2,983 |
| 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 | $34,118,000 | 3,320 |
| U.S. Government securities | $33,873,000 | 2,524 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $33,873,000 | 2,453 |
| Securities issued by states & political subdivisions | $245,000 | 5,531 |
| 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 | $23,247,000 | 1,967 |
| Mortgage-backed securities | $39,000 | 5,855 |
| Certificates of participation in pools of residential mortgages | $39,000 | 5,586 |
| Issued or guaranteed by U.S. | $39,000 | 5,576 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $39,000 | 2,884 |
| Available-for-sale securities (fair market value) | $34,079,000 | 3,042 |
| Total debt securities | $34,118,000 | 3,291 |
| 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 | $31,931,000 | 3,363 |
| U.S. Government securities | $31,691,000 | 2,530 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $31,691,000 | 2,454 |
| Securities issued by states & political subdivisions | $240,000 | 5,554 |
| 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 | $24,311,000 | 1,861 |
| Mortgage-backed securities | $40,000 | 5,875 |
| Certificates of participation in pools of residential mortgages | $40,000 | 5,570 |
| Issued or guaranteed by U.S. | $40,000 | 5,560 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $40,000 | 2,913 |
| Available-for-sale securities (fair market value) | $31,891,000 | 3,089 |
| Total debt securities | $31,931,000 | 3,334 |
| 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 | $29,091,000 | 3,546 |
| U.S. Government securities | $28,832,000 | 2,710 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $28,832,000 | 2,624 |
| Securities issued by states & political subdivisions | $259,000 | 5,512 |
| 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 | $25,652,000 | 1,798 |
| Mortgage-backed securities | $42,000 | 5,936 |
| Certificates of participation in pools of residential mortgages | $42,000 | 5,599 |
| Issued or guaranteed by U.S. | $42,000 | 5,586 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $42,000 | 2,985 |
| Available-for-sale securities (fair market value) | $29,049,000 | 3,242 |
| Total debt securities | $29,091,000 | 3,519 |
| 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 | $28,520,000 | 3,584 |
| U.S. Government securities | $28,251,000 | 2,791 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $28,251,000 | 2,707 |
| Securities issued by states & political subdivisions | $269,000 | 5,473 |
| 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 | $24,642,000 | 1,877 |
| Mortgage-backed securities | $45,000 | 5,968 |
| Certificates of participation in pools of residential mortgages | $45,000 | 5,648 |
| Issued or guaranteed by U.S. | $45,000 | 5,637 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $45,000 | 3,053 |
| Available-for-sale securities (fair market value) | $28,475,000 | 3,278 |
| Total debt securities | $28,520,000 | 3,556 |
| 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 | $28,942,000 | 3,564 |
| U.S. Government securities | $28,680,000 | 2,801 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $28,680,000 | 2,734 |
| Securities issued by states & political subdivisions | $262,000 | 5,509 |
| 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 | $24,814,000 | 1,917 |
| Mortgage-backed securities | $46,000 | 6,061 |
| Certificates of participation in pools of residential mortgages | $46,000 | 5,752 |
| Issued or guaranteed by U.S. | $46,000 | 5,742 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $46,000 | 3,103 |
| Available-for-sale securities (fair market value) | $28,896,000 | 3,237 |
| Total debt securities | $28,942,000 | 3,534 |
| 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 | $32,402,000 | 3,314 |
| U.S. Government securities | $32,145,000 | 2,541 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $32,145,000 | 2,473 |
| Securities issued by states & political subdivisions | $257,000 | 5,540 |
| 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 | $17,254,000 | 2,452 |
| Mortgage-backed securities | $48,000 | 6,111 |
| Certificates of participation in pools of residential mortgages | $48,000 | 5,810 |
| Issued or guaranteed by U.S. | $48,000 | 5,796 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $48,000 | 3,158 |
| Available-for-sale securities (fair market value) | $32,354,000 | 3,004 |
| Total debt securities | $32,402,000 | 3,275 |
| 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 | $39,646,000 | 2,885 |
| U.S. Government securities | $39,646,000 | 2,112 |
| U.S. Treasury securities | $1,976,000 | 589 |
| U.S. Government agency obligations | $37,670,000 | 2,154 |
| 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 | $22,093,000 | 2,073 |
| Mortgage-backed securities | $50,000 | 6,183 |
| Certificates of participation in pools of residential mortgages | $50,000 | 5,892 |
| Issued or guaranteed by U.S. | $50,000 | 5,872 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $50,000 | 3,231 |
| Available-for-sale securities (fair market value) | $39,596,000 | 2,566 |
| Total debt securities | $39,646,000 | 2,858 |
| 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 | $41,162,000 | 2,729 |
| U.S. Government securities | $40,661,000 | 2,031 |
| U.S. Treasury securities | $1,936,000 | 562 |
| U.S. Government agency obligations | $38,725,000 | 2,078 |
| Securities issued by states & political subdivisions | $501,000 | 5,345 |
| 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 | $20,428,000 | 2,191 |
| Mortgage-backed securities | $51,000 | 6,238 |
| Certificates of participation in pools of residential mortgages | $51,000 | 5,940 |
| Issued or guaranteed by U.S. | $51,000 | 5,918 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $51,000 | 3,276 |
| Available-for-sale securities (fair market value) | $41,111,000 | 2,423 |
| Total debt securities | $41,162,000 | 2,704 |
| 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 | $42,705,000 | 2,639 |
| U.S. Government securities | $42,198,000 | 1,993 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $42,198,000 | 1,947 |
| Securities issued by states & political subdivisions | $507,000 | 5,266 |
| 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 | $20,584,000 | 2,212 |
| Mortgage-backed securities | $53,000 | 6,285 |
| Certificates of participation in pools of residential mortgages | $53,000 | 5,992 |
| Issued or guaranteed by U.S. | $53,000 | 5,975 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $53,000 | 3,313 |
| Available-for-sale securities (fair market value) | $42,652,000 | 2,357 |
| Total debt securities | $42,705,000 | 2,606 |
| 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 | $47,400,000 | 2,423 |
| U.S. Government securities | $46,902,000 | 1,801 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $46,902,000 | 1,772 |
| Securities issued by states & political subdivisions | $498,000 | 5,243 |
| 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 | $22,629,000 | 2,102 |
| Mortgage-backed securities | $56,000 | 6,300 |
| Certificates of participation in pools of residential mortgages | $56,000 | 6,009 |
| Issued or guaranteed by U.S. | $56,000 | 5,989 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| 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) | $56,000 | 3,321 |
| Available-for-sale securities (fair market value) | $47,344,000 | 2,141 |
| Total debt securities | $47,400,000 | 2,391 |
| 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 | $49,946,000 | 2,260 |
| U.S. Government securities | $49,946,000 | 1,642 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $49,946,000 | 1,618 |
| 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 | $22,192,000 | 2,099 |
| Mortgage-backed securities | $59,000 | 6,303 |
| Certificates of participation in pools of residential mortgages | $59,000 | 6,018 |
| Issued or guaranteed by U.S. | $59,000 | 5,998 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| 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) | $59,000 | 3,348 |
| Available-for-sale securities (fair market value) | $49,887,000 | 1,981 |
| Total debt securities | $49,946,000 | 2,233 |
| 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 | $46,927,000 | 2,448 |
| U.S. Government securities | $46,927,000 | 1,768 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $46,927,000 | 1,739 |
| 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 | $20,490,000 | 2,207 |
| Mortgage-backed securities | $66,000 | 6,320 |
| Certificates of participation in pools of residential mortgages | $66,000 | 6,025 |
| Issued or guaranteed by U.S. | $66,000 | 6,000 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| 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) | $66,000 | 3,348 |
| Available-for-sale securities (fair market value) | $46,861,000 | 2,158 |
| Total debt securities | $46,927,000 | 2,398 |
| 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 | $45,356,000 | 2,499 |
| U.S. Government securities | $45,356,000 | 1,820 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $45,356,000 | 1,784 |
| 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 | $21,229,000 | 2,114 |
| Mortgage-backed securities | $70,000 | 6,308 |
| Certificates of participation in pools of residential mortgages | $70,000 | 6,008 |
| Issued or guaranteed by U.S. | $70,000 | 5,979 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| 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) | $70,000 | 3,381 |
| Available-for-sale securities (fair market value) | $45,286,000 | 2,218 |
| Total debt securities | $45,356,000 | 2,450 |
| 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 | $57,082,000 | 2,039 |
| U.S. Government securities | $57,082,000 | 1,481 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $57,082,000 | 1,454 |
| 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 | $22,422,000 | 2,025 |
| Mortgage-backed securities | $73,000 | 6,234 |
| Certificates of participation in pools of residential mortgages | $73,000 | 5,919 |
| Issued or guaranteed by U.S. | $73,000 | 5,899 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| 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) | $73,000 | 3,434 |
| Available-for-sale securities (fair market value) | $57,009,000 | 1,783 |
| Total debt securities | $57,082,000 | 1,994 |
| 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 | $65,238,000 | 1,797 |
| U.S. Government securities | $65,238,000 | 1,309 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $65,238,000 | 1,280 |
| 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 | $22,174,000 | 2,027 |
| Mortgage-backed securities | $75,000 | 6,196 |
| Certificates of participation in pools of residential mortgages | $75,000 | 5,879 |
| Issued or guaranteed by U.S. | $75,000 | 5,856 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| 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) | $75,000 | 3,498 |
| Available-for-sale securities (fair market value) | $65,163,000 | 1,551 |
| Total debt securities | $65,238,000 | 1,758 |
| 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 | $65,985,000 | 1,766 |
| U.S. Government securities | $65,985,000 | 1,304 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $65,985,000 | 1,272 |
| 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 | $21,846,000 | 2,034 |
| Mortgage-backed securities | $79,000 | 6,209 |
| Certificates of participation in pools of residential mortgages | $79,000 | 5,885 |
| Issued or guaranteed by U.S. | $79,000 | 5,864 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| 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) | $79,000 | 3,532 |
| Available-for-sale securities (fair market value) | $65,906,000 | 1,529 |
| Total debt securities | $65,985,000 | 1,729 |
| 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 | $65,782,000 | 1,784 |
| U.S. Government securities | $65,782,000 | 1,313 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $65,782,000 | 1,282 |
| 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 | $20,019,000 | 2,200 |
| Mortgage-backed securities | $86,000 | 6,209 |
| Certificates of participation in pools of residential mortgages | $86,000 | 5,882 |
| Issued or guaranteed by U.S. | $86,000 | 5,858 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| 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) | $86,000 | 3,592 |
| Available-for-sale securities (fair market value) | $65,696,000 | 1,531 |
| Total debt securities | $65,782,000 | 1,750 |
| 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 | $63,591,000 | 1,864 |
| U.S. Government securities | $63,591,000 | 1,389 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $63,591,000 | 1,360 |
| 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 | $21,402,000 | 2,080 |
| Mortgage-backed securities | $91,000 | 6,217 |
| Certificates of participation in pools of residential mortgages | $91,000 | 5,882 |
| Issued or guaranteed by U.S. | $91,000 | 5,858 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| 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) | $91,000 | 3,671 |
| Available-for-sale securities (fair market value) | $63,500,000 | 1,596 |
| Total debt securities | $63,591,000 | 1,828 |
| 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 | $62,708,000 | 1,905 |
| U.S. Government securities | $62,708,000 | 1,425 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $62,708,000 | 1,390 |
| 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 | $20,144,000 | 2,179 |
| Mortgage-backed securities | $99,000 | 6,232 |
| Certificates of participation in pools of residential mortgages | $99,000 | 5,900 |
| Issued or guaranteed by U.S. | $99,000 | 5,868 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| 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) | $99,000 | 3,742 |
| Available-for-sale securities (fair market value) | $62,609,000 | 1,632 |
| Total debt securities | $62,708,000 | 1,862 |
| 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 | $56,362,000 | 2,096 |
| U.S. Government securities | $56,362,000 | 1,592 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $56,362,000 | 1,544 |
| 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 | $19,501,000 | 2,208 |
| Mortgage-backed securities | $105,000 | 6,267 |
| Certificates of participation in pools of residential mortgages | $105,000 | 5,927 |
| Issued or guaranteed by U.S. | $105,000 | 5,900 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| 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) | $105,000 | 3,771 |
| Available-for-sale securities (fair market value) | $56,257,000 | 1,790 |
| Total debt securities | $56,362,000 | 2,055 |
| 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 | $55,015,000 | 2,162 |
| U.S. Government securities | $55,015,000 | 1,647 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $55,015,000 | 1,596 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,751,000 | 2,362 |
| Mortgage-backed securities | $108,000 | 6,300 |
| Certificates of participation in pools of residential mortgages | $108,000 | 5,956 |
| Issued or guaranteed by U.S. | $108,000 | 5,932 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $108,000 | 3,832 |
| Available-for-sale securities (fair market value) | $54,907,000 | 1,845 |
| Total debt securities | $55,015,000 | 2,120 |
| 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 | $53,317,000 | 2,240 |
| U.S. Government securities | $53,317,000 | 1,714 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $53,317,000 | 1,653 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,820,000 | 2,343 |
| Mortgage-backed securities | $119,000 | 6,343 |
| Certificates of participation in pools of residential mortgages | $119,000 | 5,981 |
| Issued or guaranteed by U.S. | $119,000 | 5,955 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $119,000 | 3,890 |
| Available-for-sale securities (fair market value) | $53,198,000 | 1,904 |
| Total debt securities | $53,317,000 | 2,192 |
| 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 | $52,860,000 | 2,213 |
| U.S. Government securities | $52,860,000 | 1,696 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $52,860,000 | 1,631 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,076,000 | 2,277 |
| Mortgage-backed securities | $124,000 | 6,375 |
| Certificates of participation in pools of residential mortgages | $124,000 | 6,011 |
| Issued or guaranteed by U.S. | $124,000 | 5,991 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $124,000 | 3,942 |
| Available-for-sale securities (fair market value) | $52,736,000 | 1,866 |
| Total debt securities | $52,860,000 | 2,173 |
| 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 | $46,079,000 | 2,526 |
| U.S. Government securities | $46,079,000 | 1,936 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $46,079,000 | 1,867 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,659,000 | 2,303 |
| Mortgage-backed securities | $133,000 | 6,407 |
| Certificates of participation in pools of residential mortgages | $133,000 | 6,042 |
| Issued or guaranteed by U.S. | $133,000 | 6,016 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $133,000 | 3,973 |
| Available-for-sale securities (fair market value) | $45,946,000 | 2,154 |
| Total debt securities | $46,079,000 | 2,481 |
| 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 | $47,029,000 | 2,504 |
| U.S. Government securities | $42,934,000 | 2,102 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $42,934,000 | 2,017 |
| Securities issued by states & political subdivisions | $4,095,000 | 3,349 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,492,000 | 2,323 |
| Mortgage-backed securities | $159,000 | 6,419 |
| Certificates of participation in pools of residential mortgages | $159,000 | 6,052 |
| Issued or guaranteed by U.S. | $159,000 | 6,028 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $159,000 | 3,997 |
| Available-for-sale securities (fair market value) | $46,870,000 | 2,114 |
| Total debt securities | $47,029,000 | 2,467 |
| 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 | $45,021,000 | 2,632 |
| U.S. Government securities | $40,811,000 | 2,202 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $40,811,000 | 2,112 |
| Securities issued by states & political subdivisions | $4,210,000 | 3,327 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,829,000 | 2,254 |
| Mortgage-backed securities | $170,000 | 6,444 |
| Certificates of participation in pools of residential mortgages | $170,000 | 6,064 |
| Issued or guaranteed by U.S. | $170,000 | 6,045 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $245,000 | 3,917 |
| Available-for-sale securities (fair market value) | $44,776,000 | 2,250 |
| Total debt securities | $45,021,000 | 2,587 |
| 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 | $42,946,000 | 2,730 |
| U.S. Government securities | $38,697,000 | 2,287 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $38,697,000 | 2,204 |
| Securities issued by states & political subdivisions | $4,249,000 | 3,333 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,967,000 | 2,210 |
| Mortgage-backed securities | $184,000 | 6,475 |
| Certificates of participation in pools of residential mortgages | $184,000 | 6,077 |
| Issued or guaranteed by U.S. | $184,000 | 6,060 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $259,000 | 3,957 |
| Available-for-sale securities (fair market value) | $42,687,000 | 2,349 |
| Total debt securities | $42,946,000 | 2,675 |
| 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 | $48,766,000 | 2,499 |
| U.S. Government securities | $43,484,000 | 2,099 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $43,484,000 | 2,029 |
| Securities issued by states & political subdivisions | $5,282,000 | 2,974 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,586,000 | 2,340 |
| Mortgage-backed securities | $198,000 | 6,528 |
| Certificates of participation in pools of residential mortgages | $198,000 | 6,127 |
| Issued or guaranteed by U.S. | $198,000 | 6,110 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $273,000 | 3,975 |
| Available-for-sale securities (fair market value) | $48,493,000 | 2,133 |
| Total debt securities | $48,766,000 | 2,443 |
| 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 | $47,929,000 | 2,547 |
| U.S. Government securities | $41,911,000 | 2,161 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $41,911,000 | 2,092 |
| Securities issued by states & political subdivisions | $6,018,000 | 2,757 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| 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 | $19,633,000 | 2,030 |
| Mortgage-backed securities | $210,000 | 6,540 |
| Certificates of participation in pools of residential mortgages | $210,000 | 6,123 |
| Issued or guaranteed by U.S. | $210,000 | 6,101 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $820,000 | 3,472 |
| Available-for-sale securities (fair market value) | $47,109,000 | 2,215 |
| Total debt securities | $47,929,000 | 2,490 |
| 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 | $51,891,000 | 2,416 |
| U.S. Government securities | $45,676,000 | 2,056 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $45,676,000 | 1,990 |
| Securities issued by states & political subdivisions | $6,215,000 | 2,747 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| 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 | $19,224,000 | 2,004 |
| Mortgage-backed securities | $221,000 | 6,562 |
| Certificates of participation in pools of residential mortgages | $221,000 | 6,156 |
| Issued or guaranteed by U.S. | $221,000 | 6,133 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $931,000 | 3,431 |
| Available-for-sale securities (fair market value) | $50,960,000 | 2,086 |
| Total debt securities | $51,891,000 | 2,360 |
| 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 | $43,055,000 | 2,753 |
| U.S. Government securities | $37,268,000 | 2,390 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $37,268,000 | 2,309 |
| Securities issued by states & political subdivisions | $5,787,000 | 2,828 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| 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 | $20,256,000 | 1,853 |
| Mortgage-backed securities | $238,000 | 6,570 |
| Certificates of participation in pools of residential mortgages | $238,000 | 6,163 |
| Issued or guaranteed by U.S. | $238,000 | 6,136 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $949,000 | 3,457 |
| Available-for-sale securities (fair market value) | $42,106,000 | 2,411 |
| Total debt securities | $43,055,000 | 2,683 |
| 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 | $42,594,000 | 2,732 |
| U.S. Government securities | $36,449,000 | 2,342 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $36,449,000 | 2,259 |
| Securities issued by states & political subdivisions | $6,145,000 | 2,708 |
| Other domestic debt securities | $0 | 4,051 |
| 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 | $0 | 3,493 |
| 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 | $15,549,000 | 2,225 |
| Mortgage-backed securities | $261,000 | 6,585 |
| Certificates of participation in pools of residential mortgages | $261,000 | 6,151 |
| Issued or guaranteed by U.S. | $261,000 | 6,131 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| 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) | $1,217,000 | 3,306 |
| Available-for-sale securities (fair market value) | $41,377,000 | 2,405 |
| Total debt securities | $42,594,000 | 2,656 |
| 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 | $37,391,000 | 2,987 |
| U.S. Government securities | $31,264,000 | 2,620 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $31,264,000 | 2,517 |
| Securities issued by states & political subdivisions | $6,127,000 | 2,622 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,388,000 | 2,274 |
| Mortgage-backed securities | $285,000 | 6,587 |
| Certificates of participation in pools of residential mortgages | $285,000 | 6,129 |
| Issued or guaranteed by U.S. | $285,000 | 6,111 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| 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) | $1,238,000 | 3,355 |
| Available-for-sale securities (fair market value) | $36,153,000 | 2,634 |
| Total debt securities | $37,391,000 | 2,903 |
| 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 | $38,509,000 | 2,898 |
| U.S. Government securities | $32,675,000 | 2,528 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $32,675,000 | 2,429 |
| Securities issued by states & political subdivisions | $5,834,000 | 2,671 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,839,000 | 2,315 |
| Mortgage-backed securities | $299,000 | 6,579 |
| Certificates of participation in pools of residential mortgages | $299,000 | 6,083 |
| Issued or guaranteed by U.S. | $299,000 | 6,065 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| 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) | $1,253,000 | 3,426 |
| Available-for-sale securities (fair market value) | $37,256,000 | 2,539 |
| Total debt securities | $38,509,000 | 2,812 |
| 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 | $31,658,000 | 3,208 |
| U.S. Government securities | $27,748,000 | 2,711 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $27,748,000 | 2,570 |
| Securities issued by states & political subdivisions | $3,910,000 | 3,289 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,305,000 | 2,184 |
| Mortgage-backed securities | $394,000 | 6,475 |
| Certificates of participation in pools of residential mortgages | $394,000 | 5,855 |
| Issued or guaranteed by U.S. | $394,000 | 5,830 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,499,000 | 2,632 |
| Available-for-sale securities (fair market value) | $28,159,000 | 2,969 |
| Total debt securities | $31,658,000 | 3,147 |
| 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 | $32,695,000 | 3,220 |
| U.S. Government securities | $29,397,000 | 2,676 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $29,397,000 | 2,489 |
| Securities issued by states & political subdivisions | $2,882,000 | 3,777 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| 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 | $416,000 | 4,236 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,962,000 | 2,506 |
| Mortgage-backed securities | $496,000 | 6,116 |
| Certificates of participation in pools of residential mortgages | $496,000 | 5,434 |
| Issued or guaranteed by U.S. | $496,000 | 5,415 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| 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) | $4,004,000 | 3,045 |
| Available-for-sale securities (fair market value) | $28,691,000 | 2,860 |
| Total debt securities | $32,279,000 | 3,153 |
| 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 | $30,243,000 | 3,561 |
| U.S. Government securities | $26,955,000 | 3,038 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $26,955,000 | 2,725 |
| Securities issued by states & political subdivisions | $3,246,000 | 3,753 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| 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 | $42,000 | 7,429 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,014,000 | 1,831 |
| Mortgage-backed securities | $586,000 | 6,336 |
| Certificates of participation in pools of residential mortgages | $586,000 | 5,606 |
| Issued or guaranteed by U.S. | $586,000 | 5,593 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| 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) | $13,135,000 | 1,767 |
| Available-for-sale securities (fair market value) | $17,108,000 | 4,337 |
| Total debt securities | $30,201,000 | 3,458 |
| Structured notes | ||
| Amortized cost | $6,500,000 | 83 |
| Fair value | $6,479,000 | 81 |
| 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 | $32,734,000 | 3,375 |
| U.S. Government securities | $28,860,000 | 2,916 |
| U.S. Treasury securities | $2,051,000 | 3,768 |
| U.S. Government agency obligations | $26,809,000 | 2,613 |
| Securities issued by states & political subdivisions | $3,832,000 | 3,481 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| 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 | $42,000 | 7,244 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,366,000 | 1,897 |
| Mortgage-backed securities | $796,000 | 6,314 |
| Certificates of participation in pools of residential mortgages | $796,000 | 5,522 |
| Issued or guaranteed by U.S. | $796,000 | 5,505 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| 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) | $20,102,000 | 1,368 |
| Available-for-sale securities (fair market value) | $12,632,000 | 5,118 |
| Total debt securities | $32,692,000 | 3,286 |
| Structured notes | ||
| Amortized cost | $6,500,000 | 109 |
| Fair value | $6,427,000 | 109 |
| 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 | $35,463,000 | 3,147 |
| U.S. Government securities | $30,912,000 | 2,844 |
| U.S. Treasury securities | $5,061,000 | 3,132 |
| U.S. Government agency obligations | $25,851,000 | 2,616 |
| Securities issued by states & political subdivisions | $4,509,000 | 2,968 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $42,000 | 7,198 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,685,000 | 2,251 |
| Mortgage-backed securities | $1,004,000 | 6,316 |
| Certificates of participation in pools of residential mortgages | $1,004,000 | 5,372 |
| Issued or guaranteed by U.S. | $1,004,000 | 5,350 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,854,000 | 1,259 |
| Available-for-sale securities (fair market value) | $7,609,000 | 6,498 |
| Total debt securities | $35,421,000 | 3,077 |
| Structured notes | ||
| Amortized cost | $9,500,000 | 144 |
| Fair value | $9,288,000 | 143 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $36,616,000 | 3,307 |
| U.S. Government securities | $31,673,000 | 3,048 |
| U.S. Treasury securities | $8,119,000 | 2,650 |
| U.S. Government agency obligations | $23,554,000 | 2,936 |
| Securities issued by states & political subdivisions | $4,901,000 | 2,868 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| 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 | $42,000 | 7,249 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,206,000 | 2,671 |
| Mortgage-backed securities | $1,183,000 | 6,613 |
| Certificates of participation in pools of residential mortgages | $1,183,000 | 5,577 |
| Issued or guaranteed by U.S. | $1,183,000 | 5,561 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $28,455,000 | 1,416 |
| Available-for-sale securities (fair market value) | $8,161,000 | 6,570 |
| Total debt securities | $36,574,000 | 3,210 |
| Structured notes | ||
| Amortized cost | $10,499,000 | 145 |
| Fair value | $10,186,000 | 147 |
| 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 | $32,409,000 | 3,837 |
| U.S. Government securities | $27,930,000 | 3,553 |
| U.S. Treasury securities | $3,016,000 | 6,015 |
| U.S. Government agency obligations | $24,914,000 | 2,758 |
| Securities issued by states & political subdivisions | $4,437,000 | 3,089 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| 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 | $42,000 | 7,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,089,000 | 2,922 |
| Mortgage-backed securities | $1,540,000 | 6,697 |
| Certificates of participation in pools of residential mortgages | $1,540,000 | 5,402 |
| Issued or guaranteed by U.S. | $1,540,000 | 5,373 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| 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) | $29,351,000 | 1,453 |
| Available-for-sale securities (fair market value) | $3,058,000 | 8,919 |
| Total debt securities | $32,367,000 | 3,753 |
| Structured notes | ||
| Amortized cost | $13,498,000 | 190 |
| Fair value | $13,092,000 | 194 |
| 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 | $35,095,000 | 3,715 |
| U.S. Government securities | $30,147,000 | 3,452 |
| U.S. Treasury securities | $7,297,000 | 4,318 |
| U.S. Government agency obligations | $22,850,000 | 2,860 |
| Securities issued by states & political subdivisions | $4,906,000 | 2,978 |
| 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 | $42,000 | 7,175 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,285,000 | 3,102 |
| Mortgage-backed securities | $1,757,000 | 6,888 |
| Certificates of participation in pools of residential mortgages | $1,757,000 | 5,458 |
| Issued or guaranteed by U.S. | $1,757,000 | 5,433 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| 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) | $27,756,000 | 2,618 |
| Available-for-sale securities (fair market value) | $7,339,000 | 5,732 |
| Total debt securities | $35,053,000 | 3,624 |
| 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 | $29,016,000 | 4,611 |
| U.S. Government securities | $23,611,000 | 4,473 |
| U.S. Treasury securities | $5,982,000 | 5,138 |
| U.S. Government agency obligations | $17,629,000 | 3,674 |
| Securities issued by states & political subdivisions | $5,363,000 | 2,841 |
| 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 | $42,000 | 6,998 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,570,000 | 3,134 |
| Mortgage-backed securities | $2,131,000 | 7,142 |
| Certificates of participation in pools of residential mortgages | $2,131,000 | 5,604 |
| Issued or guaranteed by U.S. | $2,131,000 | 5,562 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| 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 | $28,974,000 | 4,514 |
| 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 | $17,206,000 | 6,752 |
| U.S. Government securities | $13,854,000 | 6,617 |
| U.S. Treasury securities | $9,437,000 | 3,673 |
| U.S. Government agency obligations | $4,417,000 | 8,398 |
| Securities issued by states & political subdivisions | $3,297,000 | 3,814 |
| Other domestic debt securities | $13,000 | 7,341 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,000 | 5,711 |
| Foreign debt securities | NA | NA |
| Equity securities | $42,000 | 6,687 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,554,000 | 3,349 |
| Mortgage-backed securities | $2,911,000 | 6,841 |
| Certificates of participation in pools of residential mortgages | $2,911,000 | 5,260 |
| Issued or guaranteed by U.S. | $2,911,000 | 5,204 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $17,164,000 | 6,649 |
| 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 |