Home > The John Warner Bank > Securities
The John Warner Bank, Securities
| 2009-06-30 | Rank | |
| Total securities | $24,343,000 | 3,934 |
| U.S. Government securities | $21,932,000 | 3,259 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $21,932,000 | 3,194 |
| Securities issued by states & political subdivisions | $394,000 | 5,446 |
| Other domestic debt securities | $2,017,000 | 1,940 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $624,000 | 185 |
| Structured financial products - Total | $1,393,000 | 219 |
| 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 | $22,793,000 | 2,028 |
| Mortgage-backed securities | $10,582,000 | 3,275 |
| Certificates of participation in pools of residential mortgages | $3,632,000 | 4,065 |
| Issued or guaranteed by U.S. | $3,632,000 | 4,052 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $6,950,000 | 1,613 |
| CMOs issued by government agencies or sponsored agencies | $6,950,000 | 1,307 |
| 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) | $24,343,000 | 3,538 |
| Total debt securities | $22,951,000 | 4,030 |
| 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 | $25,948,000 | 3,807 |
| U.S. Government securities | $22,806,000 | 3,216 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $22,806,000 | 3,158 |
| Securities issued by states & political subdivisions | $394,000 | 5,390 |
| Other domestic debt securities | $2,748,000 | 1,644 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,266,000 | 200 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,482,000 | 1,328 |
| 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 | $17,425,000 | 2,510 |
| Mortgage-backed securities | $11,440,000 | 3,213 |
| Certificates of participation in pools of residential mortgages | $4,251,000 | 3,977 |
| Issued or guaranteed by U.S. | $4,251,000 | 3,965 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $7,189,000 | 1,581 |
| CMOs issued by government agencies or sponsored agencies | $7,189,000 | 1,261 |
| 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) | $25,948,000 | 3,425 |
| Total debt securities | $24,351,000 | 3,918 |
| 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 | $29,316,000 | 3,513 |
| U.S. Government securities | $23,503,000 | 3,156 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $23,503,000 | 3,092 |
| Securities issued by states & political subdivisions | $396,000 | 5,349 |
| Other domestic debt securities | $5,417,000 | 1,167 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,277,000 | 181 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,140,000 | 734 |
| 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 | $23,977,000 | 2,007 |
| Mortgage-backed securities | $12,123,000 | 3,083 |
| Certificates of participation in pools of residential mortgages | $4,928,000 | 3,762 |
| Issued or guaranteed by U.S. | $4,928,000 | 3,748 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $7,195,000 | 1,543 |
| CMOs issued by government agencies or sponsored agencies | $7,195,000 | 1,246 |
| 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) | $29,316,000 | 3,133 |
| Total debt securities | $27,767,000 | 3,587 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $119,000 | 221 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $33,409,000 | 3,132 |
| U.S. Government securities | $26,463,000 | 2,846 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $26,463,000 | 2,795 |
| Securities issued by states & political subdivisions | $399,000 | 5,345 |
| Other domestic debt securities | $6,547,000 | 1,034 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $792,000 | 207 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,755,000 | 568 |
| 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 | $25,838,000 | 1,883 |
| Mortgage-backed securities | $11,814,000 | 3,009 |
| Certificates of participation in pools of residential mortgages | $4,883,000 | 3,681 |
| Issued or guaranteed by U.S. | $4,883,000 | 3,669 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $6,931,000 | 1,504 |
| CMOs issued by government agencies or sponsored agencies | $6,931,000 | 1,200 |
| 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) | $33,409,000 | 2,777 |
| Total debt securities | $33,409,000 | 3,100 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $467,000 | 213 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $36,093,000 | 2,991 |
| U.S. Government securities | $27,005,000 | 2,846 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $27,005,000 | 2,799 |
| Securities issued by states & political subdivisions | $1,963,000 | 4,264 |
| Other domestic debt securities | $7,125,000 | 1,033 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,116,000 | 186 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,009,000 | 625 |
| 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 | $22,323,000 | 2,069 |
| Mortgage-backed securities | $12,511,000 | 2,899 |
| Certificates of participation in pools of residential mortgages | $5,410,000 | 3,532 |
| Issued or guaranteed by U.S. | $5,410,000 | 3,515 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $7,101,000 | 1,491 |
| CMOs issued by government agencies or sponsored agencies | $7,101,000 | 1,194 |
| 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) | $36,093,000 | 2,676 |
| Total debt securities | $36,093,000 | 2,953 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $556,000 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $38,908,000 | 2,832 |
| U.S. Government securities | $29,544,000 | 2,654 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $29,544,000 | 2,604 |
| Securities issued by states & political subdivisions | $1,966,000 | 4,263 |
| Other domestic debt securities | $7,398,000 | 1,000 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,114,000 | 188 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,284,000 | 600 |
| 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 | $24,116,000 | 1,950 |
| Mortgage-backed securities | $14,564,000 | 2,646 |
| Certificates of participation in pools of residential mortgages | $7,026,000 | 3,047 |
| Issued or guaranteed by U.S. | $7,026,000 | 3,034 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $7,538,000 | 1,419 |
| CMOs issued by government agencies or sponsored agencies | $7,538,000 | 1,145 |
| 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) | $38,908,000 | 2,521 |
| Total debt securities | $38,909,000 | 2,793 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $740,000 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $35,937,000 | 3,024 |
| U.S. Government securities | $26,356,000 | 2,948 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $26,356,000 | 2,890 |
| Securities issued by states & political subdivisions | $2,169,000 | 4,193 |
| Other domestic debt securities | $7,412,000 | 952 |
| 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 | $7,412,000 | 530 |
| 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 | $21,716,000 | 2,068 |
| Mortgage-backed securities | $2,437,000 | 4,688 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,437,000 | 2,110 |
| CMOs issued by government agencies or sponsored agencies | $2,437,000 | 1,811 |
| 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) | $35,937,000 | 2,651 |
| Total debt securities | $35,067,000 | 3,023 |
| 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 | $39,420,000 | 2,805 |
| U.S. Government securities | $26,383,000 | 2,978 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $26,383,000 | 2,919 |
| Securities issued by states & political subdivisions | $2,171,000 | 4,180 |
| Other domestic debt securities | $10,866,000 | 705 |
| 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 | $10,866,000 | 387 |
| 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 | $21,633,000 | 2,059 |
| Mortgage-backed securities | $2,546,000 | 4,523 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,546,000 | 2,016 |
| CMOs issued by government agencies or sponsored agencies | $2,546,000 | 1,725 |
| 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) | $39,420,000 | 2,441 |
| Total debt securities | $39,420,000 | 2,754 |
| 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 | $37,420,000 | 2,910 |
| U.S. Government securities | $24,189,000 | 3,174 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $24,189,000 | 3,096 |
| Securities issued by states & political subdivisions | $2,170,000 | 4,172 |
| Other domestic debt securities | $11,061,000 | 666 |
| 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 | $11,061,000 | 359 |
| 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 | $20,411,000 | 2,143 |
| Mortgage-backed securities | $2,531,000 | 4,498 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,531,000 | 1,993 |
| CMOs issued by government agencies or sponsored agencies | $2,531,000 | 1,719 |
| 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) | $37,420,000 | 2,544 |
| Total debt securities | $37,420,000 | 2,867 |
| 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 | $35,597,000 | 3,049 |
| U.S. Government securities | $24,351,000 | 3,182 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $24,351,000 | 3,087 |
| Securities issued by states & political subdivisions | $2,179,000 | 4,178 |
| Other domestic debt securities | $9,067,000 | 763 |
| 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 | $9,067,000 | 428 |
| 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 | $18,343,000 | 2,332 |
| Mortgage-backed securities | $2,682,000 | 4,425 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $2,682,000 | 1,936 |
| CMOs issued by government agencies or sponsored agencies | $2,682,000 | 1,672 |
| 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) | $35,597,000 | 2,649 |
| Total debt securities | $35,597,000 | 3,007 |
| 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 | $31,170,000 | 3,376 |
| U.S. Government securities | $24,322,000 | 3,233 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $24,322,000 | 3,140 |
| Securities issued by states & political subdivisions | $2,531,000 | 4,033 |
| Other domestic debt securities | $4,317,000 | 1,104 |
| 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 | $4,317,000 | 705 |
| 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 | $17,777,000 | 2,385 |
| Mortgage-backed securities | $2,736,000 | 4,395 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $2,736,000 | 1,929 |
| CMOs issued by government agencies or sponsored agencies | $2,736,000 | 1,672 |
| 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) | $31,170,000 | 2,939 |
| Total debt securities | $31,170,000 | 3,332 |
| 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 | $36,019,000 | 3,088 |
| U.S. Government securities | $31,176,000 | 2,693 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $31,176,000 | 2,625 |
| Securities issued by states & political subdivisions | $2,538,000 | 4,008 |
| Other domestic debt securities | $2,305,000 | 1,438 |
| 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 | $2,305,000 | 978 |
| 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 | $17,776,000 | 2,380 |
| Mortgage-backed securities | $2,765,000 | 4,374 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $2,765,000 | 1,890 |
| CMOs issued by government agencies or sponsored agencies | $2,765,000 | 1,647 |
| 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) | $36,019,000 | 2,667 |
| Total debt securities | $36,019,000 | 3,047 |
| 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 | $35,638,000 | 3,097 |
| U.S. Government securities | $30,800,000 | 2,693 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $30,800,000 | 2,611 |
| Securities issued by states & political subdivisions | $2,531,000 | 4,006 |
| Other domestic debt securities | $2,307,000 | 1,442 |
| 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 | $2,307,000 | 1,000 |
| 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 | $17,560,000 | 2,392 |
| Mortgage-backed securities | $2,737,000 | 4,381 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,737,000 | 1,875 |
| CMOs issued by government agencies or sponsored agencies | $2,737,000 | 1,633 |
| 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) | $35,638,000 | 2,671 |
| Total debt securities | $35,638,000 | 3,057 |
| 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 | $36,248,000 | 3,087 |
| U.S. Government securities | $31,144,000 | 2,709 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $31,144,000 | 2,624 |
| Securities issued by states & political subdivisions | $2,543,000 | 4,036 |
| Other domestic debt securities | $2,561,000 | 1,419 |
| 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 | $2,561,000 | 974 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,662,000 | 2,379 |
| Mortgage-backed securities | $2,905,000 | 4,339 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,905,000 | 1,841 |
| CMOs issued by government agencies or sponsored agencies | $2,905,000 | 1,598 |
| 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) | $36,248,000 | 2,663 |
| Total debt securities | $36,248,000 | 3,038 |
| 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 | $34,981,000 | 3,147 |
| U.S. Government securities | $29,444,000 | 2,835 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $29,444,000 | 2,737 |
| Securities issued by states & political subdivisions | $2,676,000 | 3,977 |
| Other domestic debt securities | $2,861,000 | 1,386 |
| 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 | $2,861,000 | 971 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,710,000 | 2,352 |
| Mortgage-backed securities | $3,123,000 | 4,277 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $3,123,000 | 1,783 |
| CMOs issued by government agencies or sponsored agencies | $3,123,000 | 1,555 |
| 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) | $34,981,000 | 2,713 |
| Total debt securities | $34,981,000 | 3,103 |
| 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 | $33,114,000 | 3,277 |
| U.S. Government securities | $30,121,000 | 2,752 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $30,121,000 | 2,656 |
| Securities issued by states & political subdivisions | $2,993,000 | 3,831 |
| 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 | $20,824,000 | 2,021 |
| Mortgage-backed securities | $3,661,000 | 4,137 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,661,000 | 1,682 |
| CMOs issued by government agencies or sponsored agencies | $3,661,000 | 1,456 |
| 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) | $33,114,000 | 2,829 |
| Total debt securities | $33,114,000 | 3,225 |
| 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 | $39,754,000 | 2,854 |
| U.S. Government securities | $36,736,000 | 2,372 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $36,736,000 | 2,291 |
| Securities issued by states & political subdivisions | $3,018,000 | 3,789 |
| 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 | $28,206,000 | 1,544 |
| Mortgage-backed securities | $7,017,000 | 3,316 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $7,017,000 | 1,269 |
| CMOs issued by government agencies or sponsored agencies | $7,017,000 | 1,102 |
| 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) | $39,754,000 | 2,447 |
| Total debt securities | $39,754,000 | 2,803 |
| 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 | $40,235,000 | 2,871 |
| U.S. Government securities | $37,212,000 | 2,377 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $37,212,000 | 2,302 |
| Securities issued by states & political subdivisions | $3,023,000 | 3,773 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,199,000 | 1,581 |
| Mortgage-backed securities | $7,886,000 | 3,216 |
| Certificates of participation in pools of residential mortgages | $6,879,000 | 2,836 |
| Issued or guaranteed by U.S. | $6,879,000 | 2,826 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,007,000 | 2,619 |
| CMOs issued by government agencies or sponsored agencies | $1,007,000 | 2,366 |
| 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) | $40,235,000 | 2,450 |
| Total debt securities | $40,235,000 | 2,811 |
| 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 | $41,529,000 | 2,816 |
| U.S. Government securities | $38,475,000 | 2,305 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $38,475,000 | 2,220 |
| Securities issued by states & political subdivisions | $3,054,000 | 3,784 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,749,000 | 1,678 |
| Mortgage-backed securities | $8,617,000 | 3,158 |
| Certificates of participation in pools of residential mortgages | $7,596,000 | 2,722 |
| Issued or guaranteed by U.S. | $7,596,000 | 2,715 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,021,000 | 2,647 |
| CMOs issued by government agencies or sponsored agencies | $1,021,000 | 2,395 |
| 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) | $41,529,000 | 2,408 |
| Total debt securities | $41,529,000 | 2,758 |
| 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 | $35,819,000 | 3,174 |
| U.S. Government securities | $32,209,000 | 2,685 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $32,209,000 | 2,583 |
| Securities issued by states & political subdivisions | $3,610,000 | 3,580 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,176,000 | 1,875 |
| Mortgage-backed securities | $10,162,000 | 2,933 |
| Certificates of participation in pools of residential mortgages | $9,138,000 | 2,490 |
| Issued or guaranteed by U.S. | $9,138,000 | 2,480 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,024,000 | 2,637 |
| CMOs issued by government agencies or sponsored agencies | $1,024,000 | 2,397 |
| 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) | $35,819,000 | 2,722 |
| Total debt securities | $35,819,000 | 3,116 |
| 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 | $39,736,000 | 2,962 |
| U.S. Government securities | $36,158,000 | 2,453 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $36,158,000 | 2,365 |
| Securities issued by states & political subdivisions | $3,578,000 | 3,586 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,367,000 | 1,841 |
| Mortgage-backed securities | $12,430,000 | 2,651 |
| Certificates of participation in pools of residential mortgages | $11,418,000 | 2,216 |
| Issued or guaranteed by U.S. | $11,418,000 | 2,205 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,012,000 | 2,685 |
| CMOs issued by government agencies or sponsored agencies | $1,012,000 | 2,446 |
| 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) | $39,736,000 | 2,519 |
| Total debt securities | $39,736,000 | 2,900 |
| 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 | $36,443,000 | 3,156 |
| U.S. Government securities | $32,768,000 | 2,623 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $32,768,000 | 2,540 |
| Securities issued by states & political subdivisions | $3,675,000 | 3,545 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,055,000 | 1,780 |
| Mortgage-backed securities | $15,414,000 | 2,374 |
| Certificates of participation in pools of residential mortgages | $14,377,000 | 1,941 |
| Issued or guaranteed by U.S. | $14,377,000 | 1,932 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,037,000 | 2,732 |
| CMOs issued by government agencies or sponsored agencies | $1,037,000 | 2,477 |
| 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) | $36,443,000 | 2,726 |
| Total debt securities | $36,443,000 | 3,092 |
| 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 | $36,416,000 | 3,206 |
| U.S. Government securities | $32,456,000 | 2,750 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $32,456,000 | 2,656 |
| Securities issued by states & political subdivisions | $3,960,000 | 3,446 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,856,000 | 1,645 |
| Mortgage-backed securities | $15,402,000 | 2,378 |
| Certificates of participation in pools of residential mortgages | $14,377,000 | 1,956 |
| Issued or guaranteed by U.S. | $14,377,000 | 1,943 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,025,000 | 2,752 |
| CMOs issued by government agencies or sponsored agencies | $1,025,000 | 2,613 |
| 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) | $36,416,000 | 2,762 |
| Total debt securities | $36,416,000 | 3,145 |
| 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 | $40,891,000 | 2,882 |
| U.S. Government securities | $34,343,000 | 2,555 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $34,343,000 | 2,471 |
| Securities issued by states & political subdivisions | $5,914,000 | 2,803 |
| Other domestic debt securities | $634,000 | 3,010 |
| 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 | $634,000 | 2,680 |
| 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 | $20,812,000 | 1,817 |
| Mortgage-backed securities | $19,261,000 | 2,057 |
| Certificates of participation in pools of residential mortgages | $15,295,000 | 1,860 |
| Issued or guaranteed by U.S. | $15,295,000 | 1,853 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $3,966,000 | 1,793 |
| CMOs issued by government agencies or sponsored agencies | $3,966,000 | 1,668 |
| 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) | $40,891,000 | 2,474 |
| Total debt securities | $40,890,000 | 2,811 |
| 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 | $29,739,000 | 3,579 |
| U.S. Government securities | $19,919,000 | 3,708 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $19,919,000 | 3,561 |
| Securities issued by states & political subdivisions | $6,037,000 | 2,740 |
| Other domestic debt securities | $3,783,000 | 1,652 |
| 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 | $3,783,000 | 1,380 |
| 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 | $22,471,000 | 1,669 |
| Mortgage-backed securities | $9,623,000 | 3,121 |
| Certificates of participation in pools of residential mortgages | $1,391,000 | 5,048 |
| Issued or guaranteed by U.S. | $1,391,000 | 5,030 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $8,232,000 | 1,351 |
| CMOs issued by government agencies or sponsored agencies | $8,232,000 | 1,259 |
| 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) | $29,739,000 | 3,101 |
| Total debt securities | $29,739,000 | 3,503 |
| 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 | $31,481,000 | 3,399 |
| U.S. Government securities | $19,483,000 | 3,771 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $19,483,000 | 3,607 |
| Securities issued by states & political subdivisions | $6,682,000 | 2,490 |
| Other domestic debt securities | $5,316,000 | 1,348 |
| Privately issued residential mortgage-backed securities | $1,530,000 | 587 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,786,000 | 1,375 |
| 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 | $21,530,000 | 1,730 |
| Mortgage-backed securities | $10,711,000 | 2,952 |
| Certificates of participation in pools of residential mortgages | $1,531,000 | 4,948 |
| Issued or guaranteed by U.S. | $1,531,000 | 4,933 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $9,180,000 | 1,322 |
| CMOs issued by government agencies or sponsored agencies | $7,650,000 | 1,365 |
| Privately issued | $1,530,000 | 526 |
| 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) | $31,481,000 | 2,936 |
| Total debt securities | $31,480,000 | 3,318 |
| 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 | $32,824,000 | 3,283 |
| U.S. Government securities | $20,542,000 | 3,619 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $20,542,000 | 3,456 |
| Securities issued by states & political subdivisions | $6,897,000 | 2,415 |
| Other domestic debt securities | $5,385,000 | 1,321 |
| Privately issued residential mortgage-backed securities | $1,638,000 | 586 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,747,000 | 1,393 |
| 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 | $21,330,000 | 1,749 |
| Mortgage-backed securities | $11,336,000 | 2,837 |
| Certificates of participation in pools of residential mortgages | $1,752,000 | 4,802 |
| Issued or guaranteed by U.S. | $1,752,000 | 4,785 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $9,584,000 | 1,306 |
| CMOs issued by government agencies or sponsored agencies | $7,946,000 | 1,332 |
| Privately issued | $1,638,000 | 523 |
| 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) | $32,824,000 | 2,812 |
| Total debt securities | $32,824,000 | 3,202 |
| 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 | $33,656,000 | 3,071 |
| U.S. Government securities | $19,914,000 | 3,532 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $19,914,000 | 3,370 |
| Securities issued by states & political subdivisions | $8,957,000 | 1,893 |
| Other domestic debt securities | $4,785,000 | 1,465 |
| Privately issued residential mortgage-backed securities | $3,108,000 | 505 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,677,000 | 2,075 |
| 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 | $17,409,000 | 1,965 |
| Mortgage-backed securities | $12,938,000 | 2,465 |
| Certificates of participation in pools of residential mortgages | $2,715,000 | 4,054 |
| Issued or guaranteed by U.S. | $2,715,000 | 4,036 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $10,223,000 | 1,267 |
| CMOs issued by government agencies or sponsored agencies | $7,115,000 | 1,451 |
| Privately issued | $3,108,000 | 454 |
| 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) | $33,656,000 | 2,562 |
| Total debt securities | $33,656,000 | 3,005 |
| 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 | $37,765,000 | 2,831 |
| U.S. Government securities | $22,275,000 | 3,367 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $22,275,000 | 3,112 |
| Securities issued by states & political subdivisions | $10,709,000 | 1,561 |
| Other domestic debt securities | $4,417,000 | 1,287 |
| Privately issued residential mortgage-backed securities | $3,032,000 | 475 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,385,000 | 1,945 |
| Foreign debt securities | NA | NA |
| Equity securities | $364,000 | 4,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,060,000 | 1,926 |
| Mortgage-backed securities | $10,803,000 | 2,231 |
| Certificates of participation in pools of residential mortgages | $1,489,000 | 4,354 |
| Issued or guaranteed by U.S. | $1,489,000 | 4,331 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $9,314,000 | 1,059 |
| CMOs issued by government agencies or sponsored agencies | $6,282,000 | 1,212 |
| Privately issued | $3,032,000 | 420 |
| 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) | $37,765,000 | 2,249 |
| Total debt securities | $37,401,000 | 2,762 |
| 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 | $37,877,000 | 2,939 |
| U.S. Government securities | $23,443,000 | 3,416 |
| U.S. Treasury securities | $1,491,000 | 3,211 |
| U.S. Government agency obligations | $21,952,000 | 3,225 |
| Securities issued by states & political subdivisions | $9,492,000 | 1,766 |
| Other domestic debt securities | $4,593,000 | 1,255 |
| Privately issued residential mortgage-backed securities | $2,731,000 | 522 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,862,000 | 1,607 |
| Foreign debt securities | NA | NA |
| Equity securities | $349,000 | 4,518 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,618,000 | 1,956 |
| Mortgage-backed securities | $9,876,000 | 2,532 |
| Certificates of participation in pools of residential mortgages | $1,549,000 | 4,534 |
| Issued or guaranteed by U.S. | $1,549,000 | 4,521 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $8,327,000 | 1,223 |
| CMOs issued by government agencies or sponsored agencies | $5,596,000 | 1,393 |
| Privately issued | $2,731,000 | 457 |
| 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 | 6,120 |
| Available-for-sale securities (fair market value) | $37,877,000 | 2,282 |
| Total debt securities | $37,528,000 | 2,883 |
| 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 | $39,817,000 | 2,848 |
| U.S. Government securities | $21,916,000 | 3,658 |
| U.S. Treasury securities | $6,068,000 | 1,944 |
| U.S. Government agency obligations | $15,848,000 | 3,959 |
| Securities issued by states & political subdivisions | $15,408,000 | 1,066 |
| Other domestic debt securities | $2,167,000 | 1,648 |
| Privately issued residential mortgage-backed securities | $972,000 | 748 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,195,000 | 1,675 |
| Foreign debt securities | NA | NA |
| Equity securities | $326,000 | 4,454 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,594,000 | 1,633 |
| Mortgage-backed securities | $5,834,000 | 3,566 |
| Certificates of participation in pools of residential mortgages | $253,000 | 6,483 |
| Issued or guaranteed by U.S. | $253,000 | 6,461 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $5,581,000 | 1,672 |
| CMOs issued by government agencies or sponsored agencies | $4,609,000 | 1,722 |
| Privately issued | $972,000 | 638 |
| 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 | 6,613 |
| Available-for-sale securities (fair market value) | $39,817,000 | 2,136 |
| Total debt securities | $39,491,000 | 2,780 |
| 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 | $36,418,000 | 3,078 |
| U.S. Government securities | $19,698,000 | 4,141 |
| U.S. Treasury securities | $9,568,000 | 1,921 |
| U.S. Government agency obligations | $10,130,000 | 5,180 |
| Securities issued by states & political subdivisions | $15,451,000 | 899 |
| Other domestic debt securities | $740,000 | 2,059 |
| 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 | $740,000 | 1,639 |
| Foreign debt securities | NA | NA |
| Equity securities | $529,000 | 3,496 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,811,000 | 1,777 |
| Mortgage-backed securities | $3,128,000 | 4,707 |
| Certificates of participation in pools of residential mortgages | $358,000 | 6,469 |
| Issued or guaranteed by U.S. | $358,000 | 6,447 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $2,770,000 | 2,338 |
| CMOs issued by government agencies or sponsored agencies | $2,770,000 | 2,239 |
| 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) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $36,418,000 | 2,201 |
| Total debt securities | $35,889,000 | 3,040 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 916 |
| Fair value | $1,497,000 | 923 |
| 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 | $37,265,000 | 3,260 |
| U.S. Government securities | $23,957,000 | 3,867 |
| U.S. Treasury securities | $10,821,000 | 2,090 |
| U.S. Government agency obligations | $13,136,000 | 4,625 |
| Securities issued by states & political subdivisions | $11,997,000 | 1,192 |
| Other domestic debt securities | $1,311,000 | 1,826 |
| 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 | $1,311,000 | 1,353 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,271,000 | 1,835 |
| Mortgage-backed securities | $5,208,000 | 4,143 |
| Certificates of participation in pools of residential mortgages | $1,486,000 | 5,215 |
| Issued or guaranteed by U.S. | $1,486,000 | 5,199 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $3,722,000 | 2,285 |
| CMOs issued by government agencies or sponsored agencies | $3,722,000 | 2,177 |
| 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) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $37,265,000 | 2,221 |
| Total debt securities | $37,265,000 | 3,153 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,319 |
| Fair value | $1,453,000 | 1,409 |
| 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 | $37,385,000 | 3,384 |
| U.S. Government securities | $25,715,000 | 3,817 |
| U.S. Treasury securities | $9,323,000 | 2,893 |
| U.S. Government agency obligations | $16,392,000 | 3,908 |
| Securities issued by states & political subdivisions | $10,328,000 | 1,429 |
| Other domestic debt securities | $1,342,000 | 2,167 |
| 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 | $1,342,000 | 1,685 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,891,000 | 1,886 |
| Mortgage-backed securities | $6,088,000 | 4,090 |
| Certificates of participation in pools of residential mortgages | $3,195,000 | 4,046 |
| Issued or guaranteed by U.S. | $3,195,000 | 4,021 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $2,893,000 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $2,893,000 | 2,768 |
| 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) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $37,385,000 | 2,303 |
| Total debt securities | $37,385,000 | 3,294 |
| Structured notes | ||
| Amortized cost | $5,550,000 | 594 |
| Fair value | $5,487,000 | 590 |
| 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 | $41,127,000 | 3,201 |
| U.S. Government securities | $30,505,000 | 3,402 |
| U.S. Treasury securities | $11,791,000 | 2,930 |
| U.S. Government agency obligations | $18,714,000 | 3,361 |
| Securities issued by states & political subdivisions | $9,175,000 | 1,641 |
| Other domestic debt securities | $1,447,000 | 2,380 |
| 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 | $1,447,000 | 1,864 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,024,000 | 2,073 |
| Mortgage-backed securities | $6,974,000 | 4,010 |
| Certificates of participation in pools of residential mortgages | $3,677,000 | 3,960 |
| Issued or guaranteed by U.S. | $3,677,000 | 3,934 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $3,297,000 | 2,901 |
| CMOs issued by government agencies or sponsored agencies | $3,297,000 | 2,751 |
| 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) | $13,141,000 | 4,748 |
| Available-for-sale securities (fair market value) | $27,986,000 | 2,059 |
| Total debt securities | $41,127,000 | 3,125 |
| 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 | $41,101,000 | 3,387 |
| U.S. Government securities | $28,953,000 | 3,719 |
| U.S. Treasury securities | $9,360,000 | 3,692 |
| U.S. Government agency obligations | $19,593,000 | 3,364 |
| Securities issued by states & political subdivisions | $7,826,000 | 1,975 |
| Other domestic debt securities | $4,322,000 | 1,526 |
| Privately issued residential mortgage-backed securities | $122,000 | 2,613 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,200,000 | 1,168 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,379,000 | 2,462 |
| Mortgage-backed securities | $9,294,000 | 3,795 |
| Certificates of participation in pools of residential mortgages | $4,901,000 | 3,825 |
| Issued or guaranteed by U.S. | $4,901,000 | 3,789 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $4,393,000 | 2,832 |
| CMOs issued by government agencies or sponsored agencies | $4,271,000 | 2,718 |
| Privately issued | $122,000 | 2,202 |
| 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 | $41,101,000 | 3,300 |
| 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 | $43,814,000 | 3,105 |
| U.S. Government securities | $31,355,000 | 3,422 |
| U.S. Treasury securities | $11,390,000 | 3,153 |
| U.S. Government agency obligations | $19,965,000 | 3,247 |
| Securities issued by states & political subdivisions | $5,347,000 | 2,603 |
| Other domestic debt securities | $7,112,000 | 1,313 |
| Privately issued residential mortgage-backed securities | $744,000 | 2,047 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,368,000 | 1,003 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,609,000 | 3,015 |
| Mortgage-backed securities | $12,145,000 | 3,293 |
| Certificates of participation in pools of residential mortgages | $6,667,000 | 3,330 |
| Issued or guaranteed by U.S. | $6,667,000 | 3,281 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $5,478,000 | 2,503 |
| CMOs issued by government agencies or sponsored agencies | $4,734,000 | 2,488 |
| Privately issued | $744,000 | 1,688 |
| 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 | $43,814,000 | 3,031 |
| 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 |