Home > State National Bank of Texas > Securities
State National Bank of Texas, Securities
| 2014-12-31 | Rank | |
| Total securities | $44,179,000 | 2,808 |
| U.S. Government securities | $38,535,000 | 2,230 |
| U.S. Treasury securities | $25,470,000 | 208 |
| U.S. Government agency obligations | $13,065,000 | 3,929 |
| Securities issued by states & political subdivisions | $5,644,000 | 3,524 |
| 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 | $37,220,000 | 1,442 |
| Mortgage-backed securities | $0 | 5,380 |
| Certificates of participation in pools of residential mortgages | $0 | 5,212 |
| Issued or guaranteed by U.S. | $0 | 5,203 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| 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) | $1,750,000 | 1,786 |
| Available-for-sale securities (fair market value) | $42,429,000 | 2,626 |
| Total debt securities | $44,179,000 | 2,789 |
| 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 | $109,958,000 | 1,325 |
| U.S. Government securities | $85,920,000 | 1,162 |
| U.S. Treasury securities | $12,831,000 | 314 |
| U.S. Government agency obligations | $73,089,000 | 1,264 |
| Securities issued by states & political subdivisions | $24,038,000 | 1,573 |
| 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 | $42,663,000 | 1,314 |
| Mortgage-backed securities | $17,163,000 | 2,481 |
| Certificates of participation in pools of residential mortgages | $17,163,000 | 1,922 |
| Issued or guaranteed by U.S. | $17,163,000 | 1,921 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| 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) | $2,402,000 | 1,708 |
| Available-for-sale securities (fair market value) | $107,556,000 | 1,190 |
| Total debt securities | $109,958,000 | 1,306 |
| 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 | $115,380,000 | 1,285 |
| U.S. Government securities | $91,129,000 | 1,113 |
| U.S. Treasury securities | $10,837,000 | 319 |
| U.S. Government agency obligations | $80,292,000 | 1,189 |
| Securities issued by states & political subdivisions | $24,251,000 | 1,571 |
| 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 | $45,799,000 | 1,250 |
| Mortgage-backed securities | $18,211,000 | 2,444 |
| Certificates of participation in pools of residential mortgages | $18,211,000 | 1,878 |
| Issued or guaranteed by U.S. | $18,211,000 | 1,877 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| 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) | $2,522,000 | 1,713 |
| Available-for-sale securities (fair market value) | $112,858,000 | 1,152 |
| Total debt securities | $115,380,000 | 1,271 |
| 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 | $109,323,000 | 1,368 |
| U.S. Government securities | $85,308,000 | 1,180 |
| U.S. Treasury securities | $7,863,000 | 380 |
| U.S. Government agency obligations | $77,445,000 | 1,231 |
| Securities issued by states & political subdivisions | $24,015,000 | 1,576 |
| 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 | $48,145,000 | 1,205 |
| Mortgage-backed securities | $19,168,000 | 2,386 |
| Certificates of participation in pools of residential mortgages | $19,168,000 | 1,812 |
| Issued or guaranteed by U.S. | $19,168,000 | 1,811 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| 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) | $1,922,000 | 1,805 |
| Available-for-sale securities (fair market value) | $107,401,000 | 1,225 |
| Total debt securities | $109,323,000 | 1,352 |
| 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 | $96,656,000 | 1,535 |
| U.S. Government securities | $75,277,000 | 1,302 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $75,277,000 | 1,256 |
| Securities issued by states & political subdivisions | $21,379,000 | 1,740 |
| 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 | $44,363,000 | 1,288 |
| Mortgage-backed securities | $19,997,000 | 2,346 |
| Certificates of participation in pools of residential mortgages | $19,997,000 | 1,763 |
| Issued or guaranteed by U.S. | $19,997,000 | 1,762 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| 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) | $1,922,000 | 1,794 |
| Available-for-sale securities (fair market value) | $94,734,000 | 1,387 |
| Total debt securities | $96,656,000 | 1,512 |
| 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 | $90,034,000 | 1,662 |
| U.S. Government securities | $73,967,000 | 1,342 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $73,967,000 | 1,300 |
| Securities issued by states & political subdivisions | $16,067,000 | 2,182 |
| 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 | $39,466,000 | 1,382 |
| Mortgage-backed securities | $19,107,000 | 2,409 |
| Certificates of participation in pools of residential mortgages | $19,107,000 | 1,845 |
| Issued or guaranteed by U.S. | $19,107,000 | 1,842 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| 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) | $1,922,000 | 1,771 |
| Available-for-sale securities (fair market value) | $88,112,000 | 1,515 |
| Total debt securities | $90,034,000 | 1,639 |
| 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 | $81,564,000 | 1,804 |
| U.S. Government securities | $64,765,000 | 1,503 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $64,765,000 | 1,459 |
| Securities issued by states & political subdivisions | $16,799,000 | 2,115 |
| 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 | $38,962,000 | 1,362 |
| Mortgage-backed securities | $20,877,000 | 2,317 |
| Certificates of participation in pools of residential mortgages | $20,877,000 | 1,734 |
| Issued or guaranteed by U.S. | $20,877,000 | 1,732 |
| 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) | $2,002,000 | 1,692 |
| Available-for-sale securities (fair market value) | $79,562,000 | 1,655 |
| Total debt securities | $81,564,000 | 1,780 |
| 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 | $77,276,000 | 1,913 |
| U.S. Government securities | $61,768,000 | 1,599 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $61,768,000 | 1,548 |
| Securities issued by states & political subdivisions | $15,508,000 | 2,212 |
| 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 | $38,165,000 | 1,410 |
| Mortgage-backed securities | $23,325,000 | 2,205 |
| Certificates of participation in pools of residential mortgages | $23,325,000 | 1,626 |
| Issued or guaranteed by U.S. | $23,325,000 | 1,625 |
| 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) | $2,002,000 | 1,657 |
| Available-for-sale securities (fair market value) | $75,274,000 | 1,778 |
| Total debt securities | $77,276,000 | 1,888 |
| 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 | $78,733,000 | 1,860 |
| U.S. Government securities | $62,697,000 | 1,552 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $62,697,000 | 1,504 |
| Securities issued by states & political subdivisions | $16,036,000 | 2,137 |
| 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 | $34,786,000 | 1,501 |
| Mortgage-backed securities | $26,141,000 | 2,051 |
| Certificates of participation in pools of residential mortgages | $26,141,000 | 1,474 |
| Issued or guaranteed by U.S. | $26,141,000 | 1,471 |
| 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) | $2,002,000 | 1,667 |
| Available-for-sale securities (fair market value) | $76,731,000 | 1,720 |
| Total debt securities | $78,733,000 | 1,834 |
| 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 | $76,945,000 | 1,896 |
| U.S. Government securities | $60,847,000 | 1,626 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $60,847,000 | 1,577 |
| Securities issued by states & political subdivisions | $16,098,000 | 2,101 |
| 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 | $33,493,000 | 1,544 |
| Mortgage-backed securities | $29,270,000 | 2,007 |
| Certificates of participation in pools of residential mortgages | $29,270,000 | 1,412 |
| Issued or guaranteed by U.S. | $29,270,000 | 1,410 |
| 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) | $2,002,000 | 1,693 |
| Available-for-sale securities (fair market value) | $74,943,000 | 1,763 |
| Total debt securities | $76,945,000 | 1,875 |
| 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 | $74,684,000 | 1,936 |
| U.S. Government securities | $58,531,000 | 1,700 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $58,531,000 | 1,658 |
| Securities issued by states & political subdivisions | $16,153,000 | 2,045 |
| 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 | $33,608,000 | 1,539 |
| Mortgage-backed securities | $31,974,000 | 1,927 |
| Certificates of participation in pools of residential mortgages | $31,974,000 | 1,348 |
| Issued or guaranteed by U.S. | $31,974,000 | 1,347 |
| 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) | $2,077,000 | 1,681 |
| Available-for-sale securities (fair market value) | $72,607,000 | 1,801 |
| Total debt securities | $74,684,000 | 1,916 |
| 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 | $82,179,000 | 1,786 |
| U.S. Government securities | $66,054,000 | 1,574 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $66,054,000 | 1,527 |
| Securities issued by states & political subdivisions | $16,125,000 | 1,963 |
| 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 | $36,652,000 | 1,452 |
| Mortgage-backed securities | $34,427,000 | 1,823 |
| Certificates of participation in pools of residential mortgages | $34,427,000 | 1,246 |
| Issued or guaranteed by U.S. | $34,427,000 | 1,245 |
| 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) | $2,077,000 | 1,704 |
| Available-for-sale securities (fair market value) | $80,102,000 | 1,669 |
| Total debt securities | $82,179,000 | 1,763 |
| 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 | $95,224,000 | 1,507 |
| U.S. Government securities | $77,581,000 | 1,311 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $77,581,000 | 1,274 |
| Securities issued by states & political subdivisions | $17,643,000 | 1,786 |
| 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 | $30,623,000 | 1,583 |
| Mortgage-backed securities | $36,824,000 | 1,660 |
| Certificates of participation in pools of residential mortgages | $36,824,000 | 1,113 |
| Issued or guaranteed by U.S. | $36,824,000 | 1,111 |
| 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) | $2,557,000 | 1,677 |
| Available-for-sale securities (fair market value) | $92,667,000 | 1,394 |
| Total debt securities | $95,224,000 | 1,490 |
| 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 | $84,858,000 | 1,629 |
| U.S. Government securities | $68,347,000 | 1,419 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $68,347,000 | 1,374 |
| Securities issued by states & political subdivisions | $16,511,000 | 1,834 |
| 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 | $27,558,000 | 1,692 |
| Mortgage-backed securities | $23,272,000 | 2,177 |
| Certificates of participation in pools of residential mortgages | $23,272,000 | 1,516 |
| Issued or guaranteed by U.S. | $23,272,000 | 1,512 |
| 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) | $2,557,000 | 1,702 |
| Available-for-sale securities (fair market value) | $82,301,000 | 1,516 |
| Total debt securities | $84,858,000 | 1,608 |
| 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 | $81,014,000 | 1,689 |
| U.S. Government securities | $65,031,000 | 1,505 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $65,031,000 | 1,462 |
| Securities issued by states & political subdivisions | $15,983,000 | 1,835 |
| 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 | $28,635,000 | 1,673 |
| Mortgage-backed securities | $20,428,000 | 2,321 |
| Certificates of participation in pools of residential mortgages | $20,428,000 | 1,636 |
| Issued or guaranteed by U.S. | $20,428,000 | 1,633 |
| 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) | $2,632,000 | 1,725 |
| Available-for-sale securities (fair market value) | $78,382,000 | 1,570 |
| Total debt securities | $81,014,000 | 1,677 |
| 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 | $75,279,000 | 1,785 |
| U.S. Government securities | $61,114,000 | 1,580 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $61,114,000 | 1,524 |
| Securities issued by states & political subdivisions | $14,165,000 | 1,969 |
| 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 | $33,231,000 | 1,468 |
| Mortgage-backed securities | $19,566,000 | 2,329 |
| Certificates of participation in pools of residential mortgages | $19,566,000 | 1,661 |
| Issued or guaranteed by U.S. | $19,566,000 | 1,657 |
| 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) | $3,062,000 | 1,657 |
| Available-for-sale securities (fair market value) | $72,217,000 | 1,675 |
| Total debt securities | $75,279,000 | 1,769 |
| 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 | $70,808,000 | 1,804 |
| U.S. Government securities | $55,585,000 | 1,611 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $55,585,000 | 1,559 |
| Securities issued by states & political subdivisions | $15,223,000 | 1,812 |
| 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 | $32,340,000 | 1,499 |
| Mortgage-backed securities | $21,781,000 | 2,115 |
| Certificates of participation in pools of residential mortgages | $21,781,000 | 1,466 |
| Issued or guaranteed by U.S. | $21,781,000 | 1,459 |
| 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) | $3,562,000 | 1,601 |
| Available-for-sale securities (fair market value) | $67,246,000 | 1,720 |
| Total debt securities | $70,808,000 | 1,788 |
| 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 | $73,872,000 | 1,705 |
| U.S. Government securities | $63,875,000 | 1,401 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $63,875,000 | 1,346 |
| Securities issued by states & political subdivisions | $9,997,000 | 2,381 |
| 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 | $29,555,000 | 1,625 |
| Mortgage-backed securities | $24,872,000 | 1,938 |
| Certificates of participation in pools of residential mortgages | $24,872,000 | 1,308 |
| Issued or guaranteed by U.S. | $24,872,000 | 1,302 |
| 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) | $3,563,000 | 1,634 |
| Available-for-sale securities (fair market value) | $70,309,000 | 1,591 |
| Total debt securities | $73,872,000 | 1,688 |
| 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 | $68,180,000 | 1,815 |
| U.S. Government securities | $59,599,000 | 1,510 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $59,599,000 | 1,455 |
| Securities issued by states & political subdivisions | $8,581,000 | 2,482 |
| 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 | $29,078,000 | 1,655 |
| Mortgage-backed securities | $27,277,000 | 1,799 |
| Certificates of participation in pools of residential mortgages | $27,277,000 | 1,206 |
| Issued or guaranteed by U.S. | $27,277,000 | 1,200 |
| 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) | $3,633,000 | 1,695 |
| Available-for-sale securities (fair market value) | $64,547,000 | 1,703 |
| Total debt securities | $68,180,000 | 1,795 |
| 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 | $72,509,000 | 1,753 |
| U.S. Government securities | $65,703,000 | 1,407 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $65,703,000 | 1,363 |
| Securities issued by states & political subdivisions | $6,806,000 | 2,799 |
| 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 | $32,339,000 | 1,570 |
| Mortgage-backed securities | $26,592,000 | 1,870 |
| Certificates of participation in pools of residential mortgages | $26,592,000 | 1,309 |
| Issued or guaranteed by U.S. | $26,592,000 | 1,304 |
| 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) | $3,633,000 | 1,718 |
| Available-for-sale securities (fair market value) | $68,876,000 | 1,624 |
| Total debt securities | $72,509,000 | 1,731 |
| 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 | $77,987,000 | 1,628 |
| U.S. Government securities | $71,090,000 | 1,275 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $71,090,000 | 1,232 |
| Securities issued by states & political subdivisions | $6,897,000 | 2,793 |
| 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 | $27,446,000 | 1,790 |
| Mortgage-backed securities | $28,595,000 | 1,804 |
| Certificates of participation in pools of residential mortgages | $28,595,000 | 1,287 |
| Issued or guaranteed by U.S. | $28,595,000 | 1,281 |
| 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) | $3,733,000 | 1,718 |
| Available-for-sale securities (fair market value) | $74,254,000 | 1,497 |
| Total debt securities | $77,987,000 | 1,605 |
| 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 | $81,357,000 | 1,561 |
| U.S. Government securities | $76,429,000 | 1,156 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $76,429,000 | 1,121 |
| Securities issued by states & political subdivisions | $4,928,000 | 3,287 |
| 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 | $26,561,000 | 1,814 |
| Mortgage-backed securities | $28,683,000 | 1,831 |
| Certificates of participation in pools of residential mortgages | $28,683,000 | 1,318 |
| Issued or guaranteed by U.S. | $28,683,000 | 1,309 |
| 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) | $3,863,000 | 1,763 |
| Available-for-sale securities (fair market value) | $77,494,000 | 1,431 |
| Total debt securities | $81,357,000 | 1,537 |
| 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 | $86,711,000 | 1,439 |
| U.S. Government securities | $83,406,000 | 1,037 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $83,406,000 | 996 |
| Securities issued by states & political subdivisions | $3,305,000 | 3,766 |
| 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 | $32,457,000 | 1,551 |
| Mortgage-backed securities | $30,727,000 | 1,755 |
| Certificates of participation in pools of residential mortgages | $30,727,000 | 1,266 |
| Issued or guaranteed by U.S. | $30,727,000 | 1,256 |
| 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) | $3,305,000 | 1,856 |
| Available-for-sale securities (fair market value) | $83,406,000 | 1,314 |
| Total debt securities | $86,711,000 | 1,420 |
| 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 | $97,615,000 | 1,271 |
| U.S. Government securities | $95,270,000 | 906 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $95,270,000 | 882 |
| Securities issued by states & political subdivisions | $2,345,000 | 4,093 |
| 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 | $34,269,000 | 1,514 |
| Mortgage-backed securities | $34,494,000 | 1,639 |
| Certificates of participation in pools of residential mortgages | $34,494,000 | 1,191 |
| Issued or guaranteed by U.S. | $34,494,000 | 1,180 |
| 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) | $2,345,000 | 2,084 |
| Available-for-sale securities (fair market value) | $95,270,000 | 1,135 |
| Total debt securities | $97,615,000 | 1,250 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $91,654,000 | 1,329 |
| U.S. Government securities | $89,209,000 | 958 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $89,209,000 | 936 |
| Securities issued by states & political subdivisions | $2,445,000 | 4,000 |
| 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 | $27,917,000 | 1,787 |
| Mortgage-backed securities | $30,584,000 | 1,749 |
| Certificates of participation in pools of residential mortgages | $30,584,000 | 1,259 |
| Issued or guaranteed by U.S. | $30,584,000 | 1,249 |
| 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) | $2,445,000 | 2,072 |
| Available-for-sale securities (fair market value) | $89,209,000 | 1,183 |
| Total debt securities | $91,654,000 | 1,312 |
| 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 | $84,183,000 | 1,416 |
| U.S. Government securities | $81,738,000 | 1,010 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $81,738,000 | 988 |
| Securities issued by states & political subdivisions | $2,445,000 | 3,980 |
| 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 | $27,477,000 | 1,793 |
| Mortgage-backed securities | $27,203,000 | 1,817 |
| Certificates of participation in pools of residential mortgages | $27,203,000 | 1,318 |
| Issued or guaranteed by U.S. | $27,203,000 | 1,305 |
| 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) | $2,445,000 | 2,099 |
| Available-for-sale securities (fair market value) | $81,738,000 | 1,250 |
| Total debt securities | $84,183,000 | 1,392 |
| 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 | $77,320,000 | 1,552 |
| U.S. Government securities | $74,820,000 | 1,113 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $74,820,000 | 1,087 |
| Securities issued by states & political subdivisions | $2,500,000 | 3,989 |
| 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 | $26,093,000 | 1,827 |
| Mortgage-backed securities | $23,583,000 | 2,001 |
| Certificates of participation in pools of residential mortgages | $23,583,000 | 1,482 |
| Issued or guaranteed by U.S. | $23,583,000 | 1,473 |
| 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) | $2,500,000 | 2,077 |
| Available-for-sale securities (fair market value) | $74,820,000 | 1,388 |
| Total debt securities | $77,320,000 | 1,522 |
| 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 | $64,587,000 | 1,837 |
| U.S. Government securities | $64,587,000 | 1,296 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $64,587,000 | 1,269 |
| 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 | $30,105,000 | 1,601 |
| Mortgage-backed securities | $19,560,000 | 2,204 |
| Certificates of participation in pools of residential mortgages | $19,560,000 | 1,653 |
| Issued or guaranteed by U.S. | $19,560,000 | 1,644 |
| 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) | $2,500,000 | 2,115 |
| Available-for-sale securities (fair market value) | $62,087,000 | 1,669 |
| Total debt securities | $64,587,000 | 1,798 |
| 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 | $57,544,000 | 2,023 |
| U.S. Government securities | $54,744,000 | 1,532 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $54,744,000 | 1,504 |
| Securities issued by states & political subdivisions | $2,800,000 | 3,872 |
| 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 | $28,036,000 | 1,690 |
| Mortgage-backed securities | $18,448,000 | 2,025 |
| Certificates of participation in pools of residential mortgages | $18,448,000 | 1,481 |
| Issued or guaranteed by U.S. | $18,448,000 | 1,473 |
| 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) | $2,800,000 | 2,107 |
| Available-for-sale securities (fair market value) | $54,744,000 | 1,858 |
| Total debt securities | $57,544,000 | 1,980 |
| 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 | $56,325,000 | 2,041 |
| U.S. Government securities | $53,525,000 | 1,594 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $53,525,000 | 1,560 |
| Securities issued by states & political subdivisions | $2,800,000 | 3,880 |
| 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 | $23,456,000 | 1,937 |
| Mortgage-backed securities | $14,355,000 | 2,231 |
| Certificates of participation in pools of residential mortgages | $14,355,000 | 1,684 |
| Issued or guaranteed by U.S. | $14,355,000 | 1,674 |
| 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) | $2,800,000 | 2,150 |
| Available-for-sale securities (fair market value) | $53,525,000 | 1,869 |
| Total debt securities | $56,325,000 | 1,997 |
| 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 | $53,664,000 | 2,146 |
| U.S. Government securities | $50,814,000 | 1,669 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $50,814,000 | 1,624 |
| Securities issued by states & political subdivisions | $2,850,000 | 3,867 |
| 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 | $26,751,000 | 1,714 |
| Mortgage-backed securities | $6,991,000 | 3,176 |
| Certificates of participation in pools of residential mortgages | $6,991,000 | 2,543 |
| Issued or guaranteed by U.S. | $6,991,000 | 2,531 |
| 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) | $2,850,000 | 2,157 |
| Available-for-sale securities (fair market value) | $50,814,000 | 1,955 |
| Total debt securities | $53,664,000 | 2,100 |
| 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 | $54,675,000 | 2,111 |
| U.S. Government securities | $51,825,000 | 1,654 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $51,825,000 | 1,610 |
| Securities issued by states & political subdivisions | $2,850,000 | 3,873 |
| 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 | $37,655,000 | 1,285 |
| Mortgage-backed securities | $4,846,000 | 3,676 |
| Certificates of participation in pools of residential mortgages | $4,846,000 | 3,042 |
| Issued or guaranteed by U.S. | $4,846,000 | 3,027 |
| 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) | $2,850,000 | 2,189 |
| Available-for-sale securities (fair market value) | $51,825,000 | 1,927 |
| Total debt securities | $54,675,000 | 2,073 |
| 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 | $54,856,000 | 2,140 |
| U.S. Government securities | $51,726,000 | 1,700 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $51,726,000 | 1,657 |
| Securities issued by states & political subdivisions | $3,130,000 | 3,762 |
| 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 | $37,820,000 | 1,268 |
| Mortgage-backed securities | $723,000 | 5,499 |
| Certificates of participation in pools of residential mortgages | $723,000 | 5,051 |
| Issued or guaranteed by U.S. | $723,000 | 5,033 |
| 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) | $3,130,000 | 2,162 |
| Available-for-sale securities (fair market value) | $51,726,000 | 1,956 |
| Total debt securities | $54,856,000 | 2,098 |
| 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 | $57,819,000 | 2,067 |
| U.S. Government securities | $54,689,000 | 1,635 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $54,689,000 | 1,593 |
| Securities issued by states & political subdivisions | $3,130,000 | 3,725 |
| 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 | $37,743,000 | 1,261 |
| Mortgage-backed securities | $787,000 | 5,453 |
| Certificates of participation in pools of residential mortgages | $787,000 | 4,999 |
| Issued or guaranteed by U.S. | $787,000 | 4,976 |
| 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) | $3,130,000 | 2,209 |
| Available-for-sale securities (fair market value) | $54,689,000 | 1,843 |
| Total debt securities | $57,819,000 | 2,017 |
| 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 | $57,820,000 | 2,052 |
| U.S. Government securities | $55,240,000 | 1,623 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $55,240,000 | 1,572 |
| Securities issued by states & political subdivisions | $2,580,000 | 3,971 |
| 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 | $33,965,000 | 1,368 |
| Mortgage-backed securities | $840,000 | 5,437 |
| Certificates of participation in pools of residential mortgages | $840,000 | 4,992 |
| Issued or guaranteed by U.S. | $840,000 | 4,971 |
| 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) | $2,580,000 | 2,377 |
| Available-for-sale securities (fair market value) | $55,240,000 | 1,812 |
| Total debt securities | $57,820,000 | 2,010 |
| 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 | $62,925,000 | 1,925 |
| U.S. Government securities | $59,748,000 | 1,538 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $59,748,000 | 1,486 |
| Securities issued by states & political subdivisions | $3,177,000 | 3,728 |
| 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 | $35,173,000 | 1,327 |
| Mortgage-backed securities | $932,000 | 5,411 |
| Certificates of participation in pools of residential mortgages | $932,000 | 4,944 |
| Issued or guaranteed by U.S. | $932,000 | 4,925 |
| 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) | $2,580,000 | 2,410 |
| Available-for-sale securities (fair market value) | $60,345,000 | 1,706 |
| Total debt securities | $62,925,000 | 1,875 |
| 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 | $54,023,000 | 2,217 |
| U.S. Government securities | $50,589,000 | 1,795 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $50,589,000 | 1,729 |
| Securities issued by states & political subdivisions | $3,434,000 | 3,651 |
| 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 | $35,447,000 | 1,299 |
| Mortgage-backed securities | $1,017,000 | 5,400 |
| Certificates of participation in pools of residential mortgages | $1,017,000 | 4,911 |
| Issued or guaranteed by U.S. | $1,017,000 | 4,893 |
| 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) | $2,840,000 | 2,396 |
| Available-for-sale securities (fair market value) | $51,183,000 | 1,959 |
| Total debt securities | $54,024,000 | 2,168 |
| 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 | $52,297,000 | 2,235 |
| U.S. Government securities | $49,763,000 | 1,792 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $49,763,000 | 1,724 |
| Securities issued by states & political subdivisions | $2,534,000 | 4,052 |
| 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 | $33,741,000 | 1,345 |
| Mortgage-backed securities | $1,136,000 | 5,358 |
| Certificates of participation in pools of residential mortgages | $1,136,000 | 4,856 |
| Issued or guaranteed by U.S. | $1,136,000 | 4,838 |
| 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) | $1,940,000 | 2,683 |
| Available-for-sale securities (fair market value) | $50,357,000 | 1,958 |
| Total debt securities | $52,298,000 | 2,200 |
| 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 | $54,239,000 | 2,194 |
| U.S. Government securities | $51,696,000 | 1,750 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $51,696,000 | 1,684 |
| Securities issued by states & political subdivisions | $2,543,000 | 4,033 |
| 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 | $34,901,000 | 1,287 |
| Mortgage-backed securities | $1,281,000 | 5,333 |
| Certificates of participation in pools of residential mortgages | $1,281,000 | 4,817 |
| Issued or guaranteed by U.S. | $1,281,000 | 4,797 |
| 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) | $1,950,000 | 2,733 |
| Available-for-sale securities (fair market value) | $52,289,000 | 1,911 |
| Total debt securities | $54,239,000 | 2,148 |
| 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 | $57,814,000 | 2,120 |
| U.S. Government securities | $54,517,000 | 1,702 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $54,517,000 | 1,635 |
| Securities issued by states & political subdivisions | $2,543,000 | 4,034 |
| Other domestic debt securities | $754,000 | 2,480 |
| 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 | $754,000 | 2,035 |
| 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 | $28,888,000 | 1,542 |
| Mortgage-backed securities | $1,406,000 | 5,333 |
| Certificates of participation in pools of residential mortgages | $1,406,000 | 4,808 |
| Issued or guaranteed by U.S. | $1,406,000 | 4,795 |
| 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) | $1,950,000 | 2,771 |
| Available-for-sale securities (fair market value) | $55,864,000 | 1,835 |
| Total debt securities | $57,814,000 | 2,070 |
| 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 | $56,740,000 | 2,175 |
| U.S. Government securities | $52,924,000 | 1,749 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $52,924,000 | 1,678 |
| Securities issued by states & political subdivisions | $2,795,000 | 3,919 |
| Other domestic debt securities | $1,021,000 | 2,275 |
| 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 | $1,021,000 | 1,873 |
| 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 | $24,408,000 | 1,755 |
| Mortgage-backed securities | $1,549,000 | 5,304 |
| Certificates of participation in pools of residential mortgages | $1,549,000 | 4,741 |
| Issued or guaranteed by U.S. | $1,549,000 | 4,725 |
| 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) | $2,200,000 | 2,711 |
| Available-for-sale securities (fair market value) | $54,540,000 | 1,889 |
| Total debt securities | $56,740,000 | 2,126 |
| 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 | $52,269,000 | 2,319 |
| U.S. Government securities | $48,441,000 | 1,870 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $48,441,000 | 1,809 |
| Securities issued by states & political subdivisions | $2,799,000 | 3,921 |
| Other domestic debt securities | $1,029,000 | 2,302 |
| 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 | $1,029,000 | 1,930 |
| 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 | $25,607,000 | 1,636 |
| Mortgage-backed securities | $1,778,000 | 5,195 |
| Certificates of participation in pools of residential mortgages | $1,778,000 | 4,642 |
| Issued or guaranteed by U.S. | $1,778,000 | 4,628 |
| 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) | $2,200,000 | 2,747 |
| Available-for-sale securities (fair market value) | $50,069,000 | 2,028 |
| Total debt securities | $52,269,000 | 2,267 |
| 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 | $53,239,000 | 2,319 |
| U.S. Government securities | $49,392,000 | 1,869 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $49,392,000 | 1,804 |
| Securities issued by states & political subdivisions | $2,806,000 | 3,912 |
| Other domestic debt securities | $1,041,000 | 2,373 |
| 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 | $1,041,000 | 2,002 |
| 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 | $23,424,000 | 1,775 |
| Mortgage-backed securities | $2,001,000 | 5,141 |
| Certificates of participation in pools of residential mortgages | $2,001,000 | 4,564 |
| Issued or guaranteed by U.S. | $2,001,000 | 4,549 |
| 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) | $2,210,000 | 2,751 |
| Available-for-sale securities (fair market value) | $51,029,000 | 2,030 |
| Total debt securities | $53,239,000 | 2,264 |
| 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 | $50,158,000 | 2,444 |
| U.S. Government securities | $46,897,000 | 1,958 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $46,897,000 | 1,895 |
| Securities issued by states & political subdivisions | $2,210,000 | 4,232 |
| Other domestic debt securities | $1,051,000 | 2,462 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,051,000 | 2,081 |
| 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 | $25,379,000 | 1,647 |
| Mortgage-backed securities | $2,418,000 | 5,001 |
| Certificates of participation in pools of residential mortgages | $2,418,000 | 4,398 |
| Issued or guaranteed by U.S. | $2,418,000 | 4,384 |
| 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) | $2,210,000 | 2,734 |
| Available-for-sale securities (fair market value) | $47,948,000 | 2,173 |
| Total debt securities | $50,158,000 | 2,375 |
| 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 | $50,067,000 | 2,495 |
| U.S. Government securities | $46,600,000 | 2,035 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $46,600,000 | 1,968 |
| Securities issued by states & political subdivisions | $2,410,000 | 4,146 |
| Other domestic debt securities | $1,057,000 | 2,510 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,057,000 | 2,203 |
| 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 | $22,083,000 | 1,800 |
| Mortgage-backed securities | $2,743,000 | 4,833 |
| Certificates of participation in pools of residential mortgages | $2,743,000 | 4,220 |
| Issued or guaranteed by U.S. | $2,743,000 | 4,206 |
| 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) | $2,410,000 | 2,711 |
| Available-for-sale securities (fair market value) | $47,657,000 | 2,217 |
| Total debt securities | $50,067,000 | 2,439 |
| 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 | $45,936,000 | 2,619 |
| U.S. Government securities | $42,209,000 | 2,148 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $42,209,000 | 2,076 |
| Securities issued by states & political subdivisions | $2,661,000 | 4,044 |
| Other domestic debt securities | $1,066,000 | 2,611 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,066,000 | 2,307 |
| 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 | $20,200,000 | 1,859 |
| Mortgage-backed securities | $3,287,000 | 4,614 |
| Certificates of participation in pools of residential mortgages | $3,287,000 | 3,978 |
| Issued or guaranteed by U.S. | $3,287,000 | 3,964 |
| 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) | $2,410,000 | 2,742 |
| Available-for-sale securities (fair market value) | $43,526,000 | 2,340 |
| Total debt securities | $45,936,000 | 2,553 |
| 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 | $40,799,000 | 2,830 |
| U.S. Government securities | $37,051,000 | 2,312 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $37,051,000 | 2,231 |
| Securities issued by states & political subdivisions | $2,674,000 | 3,999 |
| Other domestic debt securities | $1,074,000 | 2,679 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,074,000 | 2,359 |
| 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 | $20,439,000 | 1,819 |
| Mortgage-backed securities | $4,340,000 | 4,330 |
| Certificates of participation in pools of residential mortgages | $4,340,000 | 3,656 |
| Issued or guaranteed by U.S. | $4,340,000 | 3,646 |
| 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) | $2,420,000 | 2,749 |
| Available-for-sale securities (fair market value) | $38,379,000 | 2,554 |
| Total debt securities | $40,799,000 | 2,753 |
| 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 | $36,529,000 | 3,038 |
| U.S. Government securities | $33,930,000 | 2,461 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $33,930,000 | 2,364 |
| Securities issued by states & political subdivisions | $1,568,000 | 4,612 |
| Other domestic debt securities | $1,031,000 | 2,753 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,031,000 | 2,421 |
| 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 | $22,986,000 | 1,636 |
| Mortgage-backed securities | $5,512,000 | 4,015 |
| Certificates of participation in pools of residential mortgages | $5,512,000 | 3,275 |
| Issued or guaranteed by U.S. | $5,512,000 | 3,263 |
| 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) | $1,310,000 | 3,310 |
| Available-for-sale securities (fair market value) | $35,219,000 | 2,687 |
| Total debt securities | $36,529,000 | 2,958 |
| 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 | $38,007,000 | 2,935 |
| U.S. Government securities | $35,157,000 | 2,384 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $35,157,000 | 2,284 |
| Securities issued by states & political subdivisions | $1,825,000 | 4,423 |
| Other domestic debt securities | $1,025,000 | 2,783 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,025,000 | 2,452 |
| 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 | $20,992,000 | 1,769 |
| Mortgage-backed securities | $6,666,000 | 3,700 |
| Certificates of participation in pools of residential mortgages | $6,666,000 | 2,931 |
| Issued or guaranteed by U.S. | $6,666,000 | 2,921 |
| 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) | $1,565,000 | 3,227 |
| Available-for-sale securities (fair market value) | $36,442,000 | 2,581 |
| Total debt securities | $38,007,000 | 2,849 |
| 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 | $39,625,000 | 2,675 |
| U.S. Government securities | $38,142,000 | 2,061 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $38,142,000 | 1,946 |
| Securities issued by states & political subdivisions | $1,483,000 | 4,753 |
| 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 | $14,752,000 | 2,241 |
| Mortgage-backed securities | $3,620,000 | 4,449 |
| Certificates of participation in pools of residential mortgages | $3,620,000 | 3,618 |
| Issued or guaranteed by U.S. | $3,620,000 | 3,601 |
| 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) | $1,220,000 | 3,657 |
| Available-for-sale securities (fair market value) | $38,405,000 | 2,285 |
| Total debt securities | $39,625,000 | 2,604 |
| 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 | $45,491,000 | 2,392 |
| U.S. Government securities | $43,615,000 | 1,829 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $43,615,000 | 1,702 |
| Securities issued by states & political subdivisions | $1,578,000 | 4,758 |
| 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 | $298,000 | 5,004 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,055,000 | 1,397 |
| Mortgage-backed securities | $559,000 | 6,014 |
| Certificates of participation in pools of residential mortgages | $559,000 | 5,316 |
| Issued or guaranteed by U.S. | $559,000 | 5,299 |
| 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) | $1,325,000 | 4,237 |
| Available-for-sale securities (fair market value) | $44,166,000 | 1,954 |
| Total debt securities | $45,193,000 | 2,313 |
| 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 | $53,445,000 | 2,126 |
| U.S. Government securities | $51,708,000 | 1,632 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $51,708,000 | 1,453 |
| Securities issued by states & political subdivisions | $1,576,000 | 5,000 |
| 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 | $161,000 | 6,082 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,554,000 | 1,326 |
| Mortgage-backed securities | $686,000 | 6,200 |
| Certificates of participation in pools of residential mortgages | $686,000 | 5,431 |
| Issued or guaranteed by U.S. | $686,000 | 5,421 |
| 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) | $1,332,000 | 4,644 |
| Available-for-sale securities (fair market value) | $52,113,000 | 1,655 |
| Total debt securities | $53,284,000 | 2,046 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $19,874,000 | 4,859 |
| U.S. Government securities | $19,146,000 | 4,035 |
| U.S. Treasury securities | $1,501,000 | 4,482 |
| U.S. Government agency obligations | $17,645,000 | 3,652 |
| Securities issued by states & political subdivisions | $704,000 | 6,220 |
| 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 | $24,000 | 7,557 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,556,000 | 3,133 |
| Mortgage-backed securities | $552,000 | 6,602 |
| Certificates of participation in pools of residential mortgages | $552,000 | 5,893 |
| Issued or guaranteed by U.S. | $552,000 | 5,879 |
| 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) | $19,850,000 | 1,390 |
| Available-for-sale securities (fair market value) | $24,000 | 9,677 |
| Total debt securities | $19,850,000 | 4,751 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $14,319,000 | 6,151 |
| U.S. Government securities | $14,039,000 | 5,266 |
| U.S. Treasury securities | $4,993,000 | 3,244 |
| U.S. Government agency obligations | $9,046,000 | 5,569 |
| Securities issued by states & political subdivisions | $250,000 | 7,360 |
| Other domestic debt securities | $6,000 | 3,835 |
| 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 | $6,000 | 2,930 |
| Foreign debt securities | NA | NA |
| Equity securities | $24,000 | 7,560 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,809,000 | 3,482 |
| Mortgage-backed securities | $791,000 | 6,586 |
| Certificates of participation in pools of residential mortgages | $791,000 | 5,685 |
| Issued or guaranteed by U.S. | $791,000 | 5,666 |
| 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) | $14,250,000 | 2,187 |
| Available-for-sale securities (fair market value) | $69,000 | 9,933 |
| Total debt securities | $14,295,000 | 6,032 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $19,635,000 | 5,371 |
| U.S. Government securities | $18,600,000 | 4,675 |
| U.S. Treasury securities | $7,976,000 | 2,720 |
| U.S. Government agency obligations | $10,624,000 | 5,315 |
| Securities issued by states & political subdivisions | $804,000 | 6,442 |
| Other domestic debt securities | $207,000 | 3,366 |
| 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 | $207,000 | 2,572 |
| Foreign debt securities | NA | NA |
| Equity securities | $24,000 | 7,643 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,112,000 | 3,428 |
| Mortgage-backed securities | $1,040,000 | 6,780 |
| Certificates of participation in pools of residential mortgages | $1,040,000 | 5,757 |
| Issued or guaranteed by U.S. | $1,040,000 | 5,742 |
| 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) | $19,462,000 | 1,943 |
| Available-for-sale securities (fair market value) | $173,000 | 10,118 |
| Total debt securities | $19,611,000 | 5,267 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $22,979,000 | 5,024 |
| U.S. Government securities | $21,374,000 | 4,420 |
| U.S. Treasury securities | $15,005,000 | 1,880 |
| U.S. Government agency obligations | $6,369,000 | 7,004 |
| Securities issued by states & political subdivisions | $1,181,000 | 6,040 |
| Other domestic debt securities | $400,000 | 3,444 |
| 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 | $400,000 | 2,711 |
| Foreign debt securities | NA | NA |
| Equity securities | $24,000 | 7,704 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,826,000 | 3,524 |
| Mortgage-backed securities | $1,213,000 | 7,035 |
| Certificates of participation in pools of residential mortgages | $1,206,000 | 5,799 |
| Issued or guaranteed by U.S. | $1,206,000 | 5,765 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $7,000 | 6,081 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 5,681 |
| 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) | $18,971,000 | 2,098 |
| Available-for-sale securities (fair market value) | $4,008,000 | 8,497 |
| Total debt securities | $22,955,000 | 4,929 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $19,342,000 | 6,022 |
| U.S. Government securities | $16,763,000 | 5,616 |
| U.S. Treasury securities | $15,021,000 | 2,339 |
| U.S. Government agency obligations | $1,742,000 | 10,177 |
| Securities issued by states & political subdivisions | $1,155,000 | 6,364 |
| Other domestic debt securities | $1,400,000 | 2,411 |
| 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 | $1,400,000 | 1,888 |
| Foreign debt securities | NA | NA |
| Equity securities | $24,000 | 7,745 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,749,000 | 6,302 |
| Mortgage-backed securities | $1,340,000 | 7,338 |
| Certificates of participation in pools of residential mortgages | $1,332,000 | 5,947 |
| Issued or guaranteed by U.S. | $1,332,000 | 5,920 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $8,000 | 6,565 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 6,101 |
| 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) | $12,093,000 | 5,026 |
| Available-for-sale securities (fair market value) | $7,249,000 | 5,770 |
| Total debt securities | $19,318,000 | 5,931 |
| 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 | $21,546,000 | 5,809 |
| U.S. Government securities | $18,798,000 | 5,376 |
| U.S. Treasury securities | $16,212,000 | 2,265 |
| U.S. Government agency obligations | $2,586,000 | 9,730 |
| Securities issued by states & political subdivisions | $1,125,000 | 6,573 |
| Other domestic debt securities | $1,599,000 | 2,673 |
| 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 | $1,599,000 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $24,000 | 7,628 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,951,000 | 7,123 |
| Mortgage-backed securities | $1,588,000 | 7,700 |
| Certificates of participation in pools of residential mortgages | $1,579,000 | 6,206 |
| Issued or guaranteed by U.S. | $1,579,000 | 6,159 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $9,000 | 6,974 |
| CMOs issued by government agencies or sponsored agencies | $9,000 | 6,462 |
| 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 | $21,522,000 | 5,682 |
| 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 | $23,293,000 | 5,469 |
| U.S. Government securities | $20,419,000 | 4,984 |
| U.S. Treasury securities | $14,433,000 | 2,580 |
| U.S. Government agency obligations | $5,986,000 | 7,371 |
| Securities issued by states & political subdivisions | $1,053,000 | 6,467 |
| Other domestic debt securities | $1,797,000 | 3,110 |
| 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 | $1,797,000 | 2,194 |
| Foreign debt securities | NA | NA |
| Equity securities | $24,000 | 7,441 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $996,000 | 8,806 |
| Mortgage-backed securities | $1,138,000 | 8,715 |
| Certificates of participation in pools of residential mortgages | $1,138,000 | 7,291 |
| Issued or guaranteed by U.S. | $1,138,000 | 7,234 |
| 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 | $23,269,000 | 5,353 |
| 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 |