Home > Tennessee Commerce Bank > Securities
Tennessee Commerce Bank, Securities
| 2011-12-31 | Rank | |
| Total securities | $86,932,000 | 1,631 |
| U.S. Government securities | $25,740,000 | 3,115 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $25,740,000 | 3,042 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $61,192,000 | 213 |
| Privately issued residential mortgage-backed securities | $18,531,000 | 212 |
| Commercial mortgage-backed securities - Total | $17,502,000 | 42 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $25,159,000 | 224 |
| 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 | $8,834,000 | 3,413 |
| Mortgage-backed securities | $48,692,000 | 1,338 |
| Certificates of participation in pools of residential mortgages | $2,020,000 | 4,437 |
| Issued or guaranteed by U.S. | $2,020,000 | 4,430 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $29,170,000 | 854 |
| CMOs issued by government agencies or sponsored agencies | $10,639,000 | 1,386 |
| Privately issued | $18,531,000 | 206 |
| Commercial mortgage-backed securities | $17,502,000 | 95 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $17,502,000 | 62 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $86,932,000 | 1,482 |
| Total debt securities | $86,932,000 | 1,611 |
| 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 | $91,989,000 | 1,526 |
| U.S. Government securities | $26,058,000 | 3,019 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $26,058,000 | 2,939 |
| Securities issued by states & political subdivisions | $5,210,000 | 3,489 |
| Other domestic debt securities | $60,721,000 | 218 |
| Privately issued residential mortgage-backed securities | $19,275,000 | 216 |
| Commercial mortgage-backed securities - Total | $16,279,000 | 38 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $25,167,000 | 209 |
| 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 | $47,002,000 | 1,099 |
| Mortgage-backed securities | $48,504,000 | 1,305 |
| Certificates of participation in pools of residential mortgages | $2,070,000 | 4,369 |
| Issued or guaranteed by U.S. | $2,070,000 | 4,356 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $30,155,000 | 808 |
| CMOs issued by government agencies or sponsored agencies | $10,880,000 | 1,353 |
| Privately issued | $19,275,000 | 209 |
| Commercial mortgage-backed securities | $16,279,000 | 87 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $16,279,000 | 58 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $91,989,000 | 1,379 |
| Total debt securities | $91,990,000 | 1,505 |
| 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 | $164,826,000 | 879 |
| U.S. Government securities | $98,426,000 | 1,024 |
| U.S. Treasury securities | $16,973,000 | 219 |
| U.S. Government agency obligations | $81,453,000 | 1,186 |
| Securities issued by states & political subdivisions | $4,782,000 | 3,549 |
| Other domestic debt securities | $61,618,000 | 221 |
| Privately issued residential mortgage-backed securities | $19,075,000 | 230 |
| Commercial mortgage-backed securities - Total | $17,299,000 | 31 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $25,244,000 | 194 |
| 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 | $45,409,000 | 1,162 |
| Mortgage-backed securities | $52,471,000 | 1,217 |
| Certificates of participation in pools of residential mortgages | $1,016,000 | 4,809 |
| Issued or guaranteed by U.S. | $1,016,000 | 4,801 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $34,156,000 | 748 |
| CMOs issued by government agencies or sponsored agencies | $15,081,000 | 1,089 |
| Privately issued | $19,075,000 | 222 |
| Commercial mortgage-backed securities | $17,299,000 | 68 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $17,299,000 | 46 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $164,826,000 | 777 |
| Total debt securities | $164,826,000 | 866 |
| 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 | $180,669,000 | 810 |
| U.S. Government securities | $120,646,000 | 854 |
| U.S. Treasury securities | $31,114,000 | 151 |
| U.S. Government agency obligations | $89,532,000 | 1,061 |
| Securities issued by states & political subdivisions | $12,347,000 | 2,172 |
| Other domestic debt securities | $47,676,000 | 258 |
| Privately issued residential mortgage-backed securities | $22,483,000 | 222 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $25,193,000 | 197 |
| 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 | $86,470,000 | 654 |
| Mortgage-backed securities | $57,339,000 | 1,103 |
| Certificates of participation in pools of residential mortgages | $6,977,000 | 3,038 |
| Issued or guaranteed by U.S. | $6,977,000 | 3,031 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $42,637,000 | 641 |
| CMOs issued by government agencies or sponsored agencies | $20,154,000 | 871 |
| Privately issued | $22,483,000 | 215 |
| Commercial mortgage-backed securities | $7,725,000 | 108 |
| Commercial mortgage pass-through securities | $7,725,000 | 56 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $180,669,000 | 709 |
| Total debt securities | $180,669,000 | 797 |
| 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 | $127,150,000 | 1,085 |
| U.S. Government securities | $113,618,000 | 862 |
| U.S. Treasury securities | $20,495,000 | 205 |
| U.S. Government agency obligations | $93,123,000 | 975 |
| Securities issued by states & political subdivisions | $8,232,000 | 2,758 |
| Other domestic debt securities | $5,300,000 | 1,078 |
| 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 | $5,300,000 | 584 |
| 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 | $66,832,000 | 800 |
| Mortgage-backed securities | $34,651,000 | 1,560 |
| Certificates of participation in pools of residential mortgages | $0 | 5,868 |
| Issued or guaranteed by U.S. | $0 | 5,854 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $34,651,000 | 707 |
| CMOs issued by government agencies or sponsored agencies | $34,651,000 | 603 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $127,150,000 | 959 |
| Total debt securities | $127,151,000 | 1,074 |
| 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 | $78,742,000 | 1,615 |
| U.S. Government securities | $73,442,000 | 1,242 |
| U.S. Treasury securities | $2,000,000 | 708 |
| U.S. Government agency obligations | $71,442,000 | 1,217 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $5,300,000 | 1,111 |
| 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 | $5,300,000 | 583 |
| 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 | $38,097,000 | 1,324 |
| Mortgage-backed securities | $46,387,000 | 1,216 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $46,387,000 | 574 |
| CMOs issued by government agencies or sponsored agencies | $46,387,000 | 478 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $78,742,000 | 1,444 |
| Total debt securities | $78,742,000 | 1,601 |
| 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 | $92,387,000 | 1,437 |
| U.S. Government securities | $87,087,000 | 1,078 |
| U.S. Treasury securities | $55,598,000 | 98 |
| U.S. Government agency obligations | $31,489,000 | 2,503 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $5,300,000 | 1,097 |
| 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 | $5,300,000 | 538 |
| 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 | $37,145,000 | 1,360 |
| Mortgage-backed securities | $164,000 | 5,793 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $164,000 | 3,473 |
| CMOs issued by government agencies or sponsored agencies | $164,000 | 3,152 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $92,387,000 | 1,268 |
| Total debt securities | $92,387,000 | 1,412 |
| 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 | $96,006,000 | 1,369 |
| U.S. Government securities | $89,731,000 | 1,043 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $89,731,000 | 1,004 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $6,275,000 | 1,059 |
| 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 | $6,275,000 | 509 |
| 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 | $63,136,000 | 879 |
| Mortgage-backed securities | $175,000 | 5,877 |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $175,000 | 3,454 |
| CMOs issued by government agencies or sponsored agencies | $175,000 | 3,118 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $96,006,000 | 1,202 |
| Total debt securities | $96,006,000 | 1,347 |
| 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 | $93,168,000 | 1,386 |
| U.S. Government securities | $83,031,000 | 1,102 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $83,031,000 | 1,064 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $10,137,000 | 831 |
| 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 | $10,137,000 | 344 |
| 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 | $70,878,000 | 801 |
| Mortgage-backed securities | $188,000 | 5,918 |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $188,000 | 3,458 |
| CMOs issued by government agencies or sponsored agencies | $188,000 | 3,112 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $93,168,000 | 1,220 |
| Total debt securities | $93,168,000 | 1,359 |
| 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 | $85,500,000 | 1,495 |
| U.S. Government securities | $75,362,000 | 1,173 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $75,362,000 | 1,131 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $10,138,000 | 887 |
| 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 | $10,138,000 | 371 |
| 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 | $16,512,000 | 2,521 |
| Mortgage-backed securities | $199,000 | 5,973 |
| Certificates of participation in pools of residential mortgages | $0 | 6,212 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $199,000 | 3,457 |
| CMOs issued by government agencies or sponsored agencies | $199,000 | 3,101 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $85,500,000 | 1,302 |
| Total debt securities | $85,500,000 | 1,471 |
| 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 | $106,599,000 | 1,188 |
| U.S. Government securities | $95,987,000 | 890 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $95,987,000 | 858 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $10,612,000 | 885 |
| 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 | $10,612,000 | 372 |
| 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 | $63,612,000 | 870 |
| Mortgage-backed securities | $207,000 | 6,027 |
| Certificates of participation in pools of residential mortgages | $0 | 6,269 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $207,000 | 3,443 |
| CMOs issued by government agencies or sponsored agencies | $207,000 | 3,079 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $106,599,000 | 1,019 |
| Total debt securities | $106,599,000 | 1,163 |
| 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 | $99,934,000 | 1,243 |
| U.S. Government securities | $88,747,000 | 974 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $88,747,000 | 945 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $11,187,000 | 808 |
| 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 | $11,187,000 | 353 |
| 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 | $79,533,000 | 737 |
| Mortgage-backed securities | $230,000 | 6,047 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $230,000 | 3,449 |
| CMOs issued by government agencies or sponsored agencies | $230,000 | 3,074 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $99,934,000 | 1,083 |
| Total debt securities | $99,934,000 | 1,216 |
| 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 | $101,212,000 | 1,207 |
| U.S. Government securities | $95,434,000 | 894 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $95,434,000 | 873 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $5,778,000 | 1,127 |
| 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 | $5,778,000 | 582 |
| 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 | $74,979,000 | 771 |
| Mortgage-backed securities | $239,000 | 6,054 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $239,000 | 3,413 |
| CMOs issued by government agencies or sponsored agencies | $239,000 | 3,065 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $101,212,000 | 1,042 |
| Total debt securities | $101,211,000 | 1,187 |
| 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 | $76,572,000 | 1,551 |
| U.S. Government securities | $70,864,000 | 1,178 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $70,864,000 | 1,153 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $5,708,000 | 1,113 |
| 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 | $5,708,000 | 573 |
| 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 | $47,839,000 | 1,109 |
| Mortgage-backed securities | $236,000 | 6,053 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $236,000 | 3,340 |
| CMOs issued by government agencies or sponsored agencies | $236,000 | 2,984 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $76,572,000 | 1,337 |
| Total debt securities | $76,572,000 | 1,529 |
| 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 | $95,952,000 | 1,260 |
| U.S. Government securities | $95,010,000 | 886 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $95,010,000 | 865 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $942,000 | 2,325 |
| 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 | $942,000 | 1,621 |
| 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 | $34,941,000 | 1,445 |
| Mortgage-backed securities | $241,000 | 6,073 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $241,000 | 3,327 |
| CMOs issued by government agencies or sponsored agencies | $241,000 | 2,990 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $95,952,000 | 1,090 |
| Total debt securities | $95,952,000 | 1,229 |
| 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 | $71,968,000 | 1,648 |
| U.S. Government securities | $71,006,000 | 1,188 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $71,006,000 | 1,162 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $962,000 | 2,233 |
| 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 | $962,000 | 1,558 |
| 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 | $27,752,000 | 1,722 |
| Mortgage-backed securities | $268,000 | 6,041 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $268,000 | 3,285 |
| CMOs issued by government agencies or sponsored agencies | $268,000 | 2,945 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $71,968,000 | 1,437 |
| Total debt securities | $71,969,000 | 1,607 |
| 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 | $73,673,000 | 1,609 |
| U.S. Government securities | $69,664,000 | 1,207 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $69,664,000 | 1,183 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $4,009,000 | 1,249 |
| 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 | $4,009,000 | 759 |
| 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 | $11,735,000 | 3,113 |
| Mortgage-backed securities | $5,574,000 | 3,706 |
| Certificates of participation in pools of residential mortgages | $5,306,000 | 3,151 |
| Issued or guaranteed by U.S. | $5,306,000 | 3,135 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $268,000 | 3,199 |
| CMOs issued by government agencies or sponsored agencies | $268,000 | 2,871 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $73,673,000 | 1,402 |
| Total debt securities | $73,674,000 | 1,565 |
| 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 | $68,663,000 | 1,723 |
| U.S. Government securities | $61,154,000 | 1,391 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $61,154,000 | 1,363 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $7,509,000 | 887 |
| 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 | $7,509,000 | 510 |
| 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 | $11,565,000 | 3,163 |
| Mortgage-backed securities | $5,831,000 | 3,491 |
| Certificates of participation in pools of residential mortgages | $5,558,000 | 2,940 |
| Issued or guaranteed by U.S. | $5,558,000 | 2,924 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $273,000 | 3,158 |
| CMOs issued by government agencies or sponsored agencies | $273,000 | 2,830 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $68,663,000 | 1,492 |
| Total debt securities | $68,663,000 | 1,686 |
| 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 | $61,620,000 | 1,871 |
| U.S. Government securities | $55,608,000 | 1,527 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $55,608,000 | 1,500 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $6,012,000 | 931 |
| 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 | $6,012,000 | 548 |
| 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 | $10,426,000 | 3,341 |
| Mortgage-backed securities | $6,101,000 | 3,369 |
| Certificates of participation in pools of residential mortgages | $5,816,000 | 2,792 |
| Issued or guaranteed by U.S. | $5,816,000 | 2,778 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $285,000 | 3,122 |
| CMOs issued by government agencies or sponsored agencies | $285,000 | 2,804 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $61,620,000 | 1,616 |
| Total debt securities | $61,619,000 | 1,829 |
| 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 | $58,863,000 | 1,972 |
| U.S. Government securities | $52,718,000 | 1,621 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $52,718,000 | 1,578 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $6,145,000 | 936 |
| 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 | $6,145,000 | 560 |
| 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 | $10,581,000 | 3,323 |
| Mortgage-backed securities | $6,490,000 | 3,264 |
| Certificates of participation in pools of residential mortgages | $6,184,000 | 2,701 |
| Issued or guaranteed by U.S. | $6,184,000 | 2,691 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $306,000 | 3,060 |
| CMOs issued by government agencies or sponsored agencies | $306,000 | 2,766 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $58,863,000 | 1,693 |
| Total debt securities | $58,863,000 | 1,934 |
| 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 | $56,863,000 | 2,073 |
| U.S. Government securities | $52,263,000 | 1,685 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $52,263,000 | 1,642 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $4,600,000 | 1,071 |
| 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 | $4,600,000 | 687 |
| 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 | $10,535,000 | 3,328 |
| Mortgage-backed securities | $6,784,000 | 3,199 |
| Certificates of participation in pools of residential mortgages | $6,465,000 | 2,651 |
| Issued or guaranteed by U.S. | $6,465,000 | 2,638 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $319,000 | 3,044 |
| CMOs issued by government agencies or sponsored agencies | $319,000 | 2,755 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $56,863,000 | 1,787 |
| Total debt securities | $56,863,000 | 2,033 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,419 |
| Fair value | $493,000 | 2,563 |
| 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 | $48,830,000 | 2,386 |
| U.S. Government securities | $44,225,000 | 1,978 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $44,225,000 | 1,913 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $4,605,000 | 1,074 |
| 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 | $4,605,000 | 687 |
| 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 | $10,575,000 | 3,326 |
| Mortgage-backed securities | $7,063,000 | 3,121 |
| Certificates of participation in pools of residential mortgages | $6,731,000 | 2,609 |
| Issued or guaranteed by U.S. | $6,731,000 | 2,595 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $332,000 | 3,003 |
| CMOs issued by government agencies or sponsored agencies | $332,000 | 2,716 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $48,830,000 | 2,058 |
| Total debt securities | $48,831,000 | 2,342 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,538 |
| Fair value | $492,000 | 2,690 |
| 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 | $41,286,000 | 2,747 |
| U.S. Government securities | $36,822,000 | 2,325 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $36,822,000 | 2,257 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $4,464,000 | 1,087 |
| 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 | $4,464,000 | 709 |
| 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 | $8,312,000 | 3,731 |
| Mortgage-backed securities | $7,330,000 | 3,068 |
| Certificates of participation in pools of residential mortgages | $6,991,000 | 2,577 |
| Issued or guaranteed by U.S. | $6,991,000 | 2,564 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $339,000 | 2,998 |
| CMOs issued by government agencies or sponsored agencies | $339,000 | 2,695 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $41,286,000 | 2,354 |
| Total debt securities | $41,286,000 | 2,715 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,594 |
| Fair value | $481,000 | 2,797 |
| 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 | $39,968,000 | 2,859 |
| U.S. Government securities | $35,396,000 | 2,453 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $35,396,000 | 2,382 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $4,572,000 | 1,109 |
| 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 | $4,572,000 | 734 |
| 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 | $7,027,000 | 4,022 |
| Mortgage-backed securities | $7,826,000 | 3,014 |
| Certificates of participation in pools of residential mortgages | $7,455,000 | 2,536 |
| Issued or guaranteed by U.S. | $7,455,000 | 2,524 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $371,000 | 2,968 |
| CMOs issued by government agencies or sponsored agencies | $371,000 | 2,662 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $39,968,000 | 2,462 |
| Total debt securities | $39,968,000 | 2,818 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,585 |
| Fair value | $487,000 | 2,773 |
| 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 | $31,992,000 | 3,377 |
| U.S. Government securities | $29,995,000 | 2,797 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $29,995,000 | 2,703 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $1,837,000 | 1,697 |
| 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 | $1,837,000 | 1,256 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $160,000 | 1,687 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,112,000 | 3,988 |
| Mortgage-backed securities | $8,204,000 | 2,981 |
| Certificates of participation in pools of residential mortgages | $7,805,000 | 2,481 |
| Issued or guaranteed by U.S. | $7,805,000 | 2,472 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $399,000 | 2,945 |
| CMOs issued by government agencies or sponsored agencies | $399,000 | 2,653 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $31,992,000 | 2,924 |
| Total debt securities | $31,832,000 | 3,339 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,581 |
| Fair value | $494,000 | 2,652 |
| 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 | $25,278,000 | 3,977 |
| U.S. Government securities | $24,898,000 | 3,201 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $24,898,000 | 3,091 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $380,000 | 2,762 |
| 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 | $380,000 | 2,265 |
| 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 | $7,208,000 | 3,959 |
| Mortgage-backed securities | $8,194,000 | 2,998 |
| Certificates of participation in pools of residential mortgages | $7,744,000 | 2,529 |
| Issued or guaranteed by U.S. | $7,744,000 | 2,516 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $450,000 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $450,000 | 2,632 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $25,278,000 | 3,436 |
| Total debt securities | $25,278,000 | 3,917 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,532 |
| Fair value | $498,000 | 2,567 |
| 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 | $21,756,000 | 4,411 |
| U.S. Government securities | $21,376,000 | 3,644 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $21,376,000 | 3,519 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $380,000 | 2,835 |
| 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 | $380,000 | 2,357 |
| 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 | $7,257,000 | 3,943 |
| Mortgage-backed securities | $7,486,000 | 3,213 |
| Certificates of participation in pools of residential mortgages | $6,977,000 | 2,735 |
| Issued or guaranteed by U.S. | $6,977,000 | 2,726 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $509,000 | 2,901 |
| CMOs issued by government agencies or sponsored agencies | $509,000 | 2,627 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $21,756,000 | 3,825 |
| Total debt securities | $21,756,000 | 4,342 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,519 |
| Fair value | $497,000 | 2,635 |
| 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 | $20,820,000 | 4,615 |
| U.S. Government securities | $20,440,000 | 3,807 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $20,440,000 | 3,677 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $380,000 | 2,893 |
| 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 | $380,000 | 2,441 |
| 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 | $7,174,000 | 3,985 |
| Mortgage-backed securities | $7,887,000 | 3,215 |
| Certificates of participation in pools of residential mortgages | $7,329,000 | 2,728 |
| Issued or guaranteed by U.S. | $7,329,000 | 2,720 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $558,000 | 2,902 |
| CMOs issued by government agencies or sponsored agencies | $558,000 | 2,635 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $20,820,000 | 3,997 |
| Total debt securities | $20,820,000 | 4,548 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,494 |
| Fair value | $489,000 | 2,655 |
| 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 | $18,610,000 | 4,928 |
| U.S. Government securities | $18,310,000 | 4,104 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $18,310,000 | 3,969 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $300,000 | 3,001 |
| 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 | $300,000 | 2,553 |
| 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 | $7,433,000 | 3,911 |
| Mortgage-backed securities | $8,459,000 | 3,188 |
| Certificates of participation in pools of residential mortgages | $7,824,000 | 2,674 |
| Issued or guaranteed by U.S. | $7,824,000 | 2,667 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $635,000 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $635,000 | 2,638 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $18,610,000 | 4,290 |
| Total debt securities | $18,610,000 | 4,871 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,982 |
| Fair value | $996,000 | 2,089 |
| 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 | $16,169,000 | 5,327 |
| U.S. Government securities | $15,869,000 | 4,453 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $15,869,000 | 4,315 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $300,000 | 3,039 |
| 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 | $300,000 | 2,615 |
| 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 | $7,559,000 | 3,854 |
| Mortgage-backed securities | $8,962,000 | 3,113 |
| Certificates of participation in pools of residential mortgages | $8,245,000 | 2,632 |
| Issued or guaranteed by U.S. | $8,245,000 | 2,623 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $717,000 | 2,862 |
| CMOs issued by government agencies or sponsored agencies | $717,000 | 2,615 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $16,169,000 | 4,636 |
| Total debt securities | $16,169,000 | 5,254 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,975 |
| Fair value | $997,000 | 2,161 |
| 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 | $17,349,000 | 5,191 |
| U.S. Government securities | $17,049,000 | 4,324 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $17,049,000 | 4,178 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $300,000 | 3,144 |
| 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 | $300,000 | 2,729 |
| 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 | $7,444,000 | 3,858 |
| Mortgage-backed securities | $8,814,000 | 3,164 |
| Certificates of participation in pools of residential mortgages | $8,027,000 | 2,713 |
| Issued or guaranteed by U.S. | $8,027,000 | 2,705 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $787,000 | 2,871 |
| CMOs issued by government agencies or sponsored agencies | $787,000 | 2,624 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $17,349,000 | 4,531 |
| Total debt securities | $17,349,000 | 5,120 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,961 |
| Fair value | $976,000 | 2,139 |
| 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 | $14,715,000 | 5,618 |
| U.S. Government securities | $14,415,000 | 4,765 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $14,415,000 | 4,628 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $300,000 | 3,244 |
| 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 | $300,000 | 2,808 |
| 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 | $6,989,000 | 3,922 |
| Mortgage-backed securities | $7,423,000 | 3,475 |
| Certificates of participation in pools of residential mortgages | $6,402,000 | 3,061 |
| Issued or guaranteed by U.S. | $6,402,000 | 3,051 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,021,000 | 2,755 |
| CMOs issued by government agencies or sponsored agencies | $1,021,000 | 2,500 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $14,715,000 | 4,931 |
| Total debt securities | $14,716,000 | 5,537 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,759 |
| Fair value | $1,004,000 | 1,846 |
| 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 | $12,898,000 | 6,019 |
| U.S. Government securities | $12,598,000 | 5,166 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $12,598,000 | 5,013 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $300,000 | 3,305 |
| 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 | $300,000 | 2,948 |
| 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 | $6,819,000 | 3,901 |
| Mortgage-backed securities | $7,255,000 | 3,498 |
| Certificates of participation in pools of residential mortgages | $6,087,000 | 3,138 |
| Issued or guaranteed by U.S. | $6,087,000 | 3,126 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,168,000 | 2,667 |
| CMOs issued by government agencies or sponsored agencies | $1,168,000 | 2,535 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $12,898,000 | 5,268 |
| Total debt securities | $12,897,000 | 5,929 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,031 |
| Fair value | $488,000 | 2,220 |
| 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 | $12,547,000 | 6,009 |
| U.S. Government securities | $12,247,000 | 5,101 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $12,247,000 | 4,945 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $300,000 | 3,427 |
| 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 | $300,000 | 3,057 |
| 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 | $6,856,000 | 3,816 |
| Mortgage-backed securities | $7,391,000 | 3,461 |
| Certificates of participation in pools of residential mortgages | $5,934,000 | 3,169 |
| Issued or guaranteed by U.S. | $5,934,000 | 3,154 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,457,000 | 2,573 |
| CMOs issued by government agencies or sponsored agencies | $1,457,000 | 2,438 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $12,547,000 | 5,288 |
| Total debt securities | $12,547,000 | 5,921 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,773 |
| Fair value | $488,000 | 1,948 |
| 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 | $13,335,000 | 5,805 |
| U.S. Government securities | $13,035,000 | 4,885 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $13,035,000 | 4,721 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $300,000 | 3,478 |
| 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 | $300,000 | 3,088 |
| 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 | $3,983,000 | 4,825 |
| Mortgage-backed securities | $9,005,000 | 3,219 |
| Certificates of participation in pools of residential mortgages | $6,944,000 | 2,944 |
| Issued or guaranteed by U.S. | $6,944,000 | 2,932 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $2,061,000 | 2,467 |
| CMOs issued by government agencies or sponsored agencies | $2,061,000 | 2,335 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $13,335,000 | 5,078 |
| Total debt securities | $13,335,000 | 5,710 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,576 |
| Fair value | $500,000 | 1,725 |
| 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 | $13,701,000 | 5,733 |
| U.S. Government securities | $13,401,000 | 4,807 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $13,401,000 | 4,636 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $300,000 | 3,527 |
| 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 | $300,000 | 3,123 |
| 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 | $4,399,000 | 4,646 |
| Mortgage-backed securities | $9,316,000 | 3,170 |
| Certificates of participation in pools of residential mortgages | $6,469,000 | 3,015 |
| Issued or guaranteed by U.S. | $6,469,000 | 3,000 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,847,000 | 2,287 |
| CMOs issued by government agencies or sponsored agencies | $2,847,000 | 2,169 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $13,701,000 | 5,010 |
| Total debt securities | $13,702,000 | 5,638 |
| 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 | $15,407,000 | 5,388 |
| U.S. Government securities | $14,572,000 | 4,553 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $14,572,000 | 4,381 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $835,000 | 2,970 |
| 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 | $835,000 | 2,627 |
| 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 | $5,953,000 | 4,074 |
| Mortgage-backed securities | $6,054,000 | 3,829 |
| Certificates of participation in pools of residential mortgages | $4,836,000 | 3,451 |
| Issued or guaranteed by U.S. | $4,836,000 | 3,436 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,218,000 | 2,991 |
| CMOs issued by government agencies or sponsored agencies | $1,218,000 | 2,858 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $15,407,000 | 4,658 |
| Total debt securities | $15,407,000 | 5,295 |
| 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 | $15,173,000 | 5,334 |
| U.S. Government securities | $10,885,000 | 5,283 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $10,885,000 | 5,060 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $4,288,000 | 1,569 |
| 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 | $4,288,000 | 1,263 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,732,000 | 6,145 |
| Mortgage-backed securities | $4,861,000 | 4,020 |
| Certificates of participation in pools of residential mortgages | $953,000 | 5,252 |
| Issued or guaranteed by U.S. | $953,000 | 5,230 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $3,908,000 | 2,125 |
| CMOs issued by government agencies or sponsored agencies | $3,908,000 | 1,988 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $15,173,000 | 4,575 |
| Total debt securities | $15,174,000 | 5,242 |
| 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 | $7,887,000 | 7,389 |
| U.S. Government securities | $6,617,000 | 7,073 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $6,617,000 | 6,710 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $1,138,000 | 2,358 |
| 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 | $1,138,000 | 2,046 |
| Foreign debt securities | NA | NA |
| Equity securities | $132,000 | 6,459 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $750,000 | 7,301 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| 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) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $7,887,000 | 6,290 |
| Total debt securities | $7,755,000 | 7,320 |
| 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 |