Home > The Rockport National Bank > Securities
The Rockport National Bank, Securities
| 2014-06-30 | Rank | |
| Total securities | $25,334,000 | 4,005 |
| U.S. Government securities | $23,358,000 | 3,202 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $23,358,000 | 3,110 |
| Securities issued by states & political subdivisions | $1,004,000 | 4,855 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $972,000 | 609 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $900,000 | 5,365 |
| Mortgage-backed securities | $20,357,000 | 2,314 |
| Certificates of participation in pools of residential mortgages | $20,357,000 | 1,745 |
| Issued or guaranteed by U.S. | $20,357,000 | 1,744 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $23,303,000 | 722 |
| Available-for-sale securities (fair market value) | $2,031,000 | 5,842 |
| Total debt securities | $24,361,000 | 4,048 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $26,657,000 | 3,927 |
| U.S. Government securities | $24,003,000 | 3,159 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $24,003,000 | 3,071 |
| Securities issued by states & political subdivisions | $1,005,000 | 4,883 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $1,649,000 | 491 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $900,000 | 5,411 |
| Mortgage-backed securities | $21,008,000 | 2,284 |
| Certificates of participation in pools of residential mortgages | $21,008,000 | 1,724 |
| Issued or guaranteed by U.S. | $21,008,000 | 1,724 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $23,949,000 | 698 |
| Available-for-sale securities (fair market value) | $2,708,000 | 5,815 |
| Total debt securities | $25,008,000 | 4,031 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $26,299,000 | 3,964 |
| U.S. Government securities | $23,680,000 | 3,160 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $23,680,000 | 3,086 |
| Securities issued by states & political subdivisions | $1,005,000 | 4,924 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $1,614,000 | 493 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $900,000 | 5,476 |
| Mortgage-backed securities | $20,686,000 | 2,297 |
| Certificates of participation in pools of residential mortgages | $20,686,000 | 1,720 |
| Issued or guaranteed by U.S. | $20,686,000 | 1,719 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $23,620,000 | 694 |
| Available-for-sale securities (fair market value) | $2,679,000 | 5,871 |
| Total debt securities | $24,682,000 | 4,052 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $23,705,000 | 4,182 |
| U.S. Government securities | $21,148,000 | 3,407 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $21,148,000 | 3,322 |
| Securities issued by states & political subdivisions | $1,006,000 | 4,942 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $1,551,000 | 515 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $900,000 | 5,539 |
| Mortgage-backed securities | $18,151,000 | 2,477 |
| Certificates of participation in pools of residential mortgages | $18,151,000 | 1,909 |
| Issued or guaranteed by U.S. | $18,151,000 | 1,906 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $21,077,000 | 722 |
| Available-for-sale securities (fair market value) | $2,628,000 | 5,954 |
| Total debt securities | $22,154,000 | 4,277 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $18,696,000 | 4,613 |
| U.S. Government securities | $16,190,000 | 3,895 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $16,190,000 | 3,803 |
| Securities issued by states & political subdivisions | $1,007,000 | 4,932 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $1,499,000 | 515 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $900,000 | 5,553 |
| Mortgage-backed securities | $13,204,000 | 2,884 |
| Certificates of participation in pools of residential mortgages | $13,204,000 | 2,296 |
| Issued or guaranteed by U.S. | $13,204,000 | 2,295 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $16,114,000 | 794 |
| Available-for-sale securities (fair market value) | $2,582,000 | 5,988 |
| Total debt securities | $17,197,000 | 4,732 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $18,021,000 | 4,705 |
| U.S. Government securities | $15,527,000 | 4,006 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $15,527,000 | 3,913 |
| Securities issued by states & political subdivisions | $1,008,000 | 4,945 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $1,486,000 | 547 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $900,000 | 5,600 |
| Mortgage-backed securities | $14,518,000 | 2,812 |
| Certificates of participation in pools of residential mortgages | $14,518,000 | 2,207 |
| Issued or guaranteed by U.S. | $14,518,000 | 2,207 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $15,413,000 | 772 |
| Available-for-sale securities (fair market value) | $2,608,000 | 6,036 |
| Total debt securities | $16,535,000 | 4,806 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $17,404,000 | 4,717 |
| U.S. Government securities | $15,038,000 | 4,001 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $15,038,000 | 3,903 |
| Securities issued by states & political subdivisions | $1,008,000 | 4,977 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $1,358,000 | 546 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $900,000 | 5,622 |
| Mortgage-backed securities | $14,028,000 | 2,874 |
| Certificates of participation in pools of residential mortgages | $14,028,000 | 2,222 |
| Issued or guaranteed by U.S. | $14,028,000 | 2,221 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $14,903,000 | 798 |
| Available-for-sale securities (fair market value) | $2,501,000 | 6,081 |
| Total debt securities | $16,046,000 | 4,819 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $20,195,000 | 4,524 |
| U.S. Government securities | $17,850,000 | 3,797 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $17,850,000 | 3,715 |
| Securities issued by states & political subdivisions | $1,009,000 | 4,982 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $1,336,000 | 537 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $900,000 | 5,704 |
| Mortgage-backed securities | $15,848,000 | 2,830 |
| Certificates of participation in pools of residential mortgages | $15,848,000 | 2,171 |
| Issued or guaranteed by U.S. | $15,848,000 | 2,170 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $16,700,000 | 745 |
| Available-for-sale securities (fair market value) | $3,495,000 | 6,055 |
| Total debt securities | $18,859,000 | 4,605 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,316 |
| Fair value | $2,002,000 | 1,376 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $19,841,000 | 4,586 |
| U.S. Government securities | $17,558,000 | 3,887 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $17,558,000 | 3,807 |
| Securities issued by states & political subdivisions | $1,010,000 | 4,972 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $1,273,000 | 538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $900,000 | 5,775 |
| Mortgage-backed securities | $15,559,000 | 2,902 |
| Certificates of participation in pools of residential mortgages | $15,559,000 | 2,233 |
| Issued or guaranteed by U.S. | $15,559,000 | 2,232 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $16,381,000 | 753 |
| Available-for-sale securities (fair market value) | $3,460,000 | 6,103 |
| Total debt securities | $18,568,000 | 4,679 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $21,355,000 | 4,487 |
| U.S. Government securities | $19,029,000 | 3,814 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $19,029,000 | 3,729 |
| Securities issued by states & political subdivisions | $1,010,000 | 4,930 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $1,316,000 | 510 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $900,000 | 5,809 |
| Mortgage-backed securities | $17,039,000 | 2,802 |
| Certificates of participation in pools of residential mortgages | $17,039,000 | 2,110 |
| Issued or guaranteed by U.S. | $17,039,000 | 2,107 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $17,836,000 | 729 |
| Available-for-sale securities (fair market value) | $3,519,000 | 6,150 |
| Total debt securities | $20,039,000 | 4,575 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $23,604,000 | 4,230 |
| U.S. Government securities | $21,402,000 | 3,498 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $21,402,000 | 3,416 |
| Securities issued by states & political subdivisions | $1,011,000 | 4,935 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $1,191,000 | 511 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $900,000 | 5,529 |
| Mortgage-backed securities | $18,403,000 | 2,594 |
| Certificates of participation in pools of residential mortgages | $18,403,000 | 1,896 |
| Issued or guaranteed by U.S. | $18,403,000 | 1,895 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $19,171,000 | 703 |
| Available-for-sale securities (fair market value) | $4,433,000 | 6,034 |
| Total debt securities | $22,413,000 | 4,297 |
| 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 | $21,882,000 | 4,320 |
| U.S. Government securities | $19,852,000 | 3,602 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $19,852,000 | 3,520 |
| Securities issued by states & political subdivisions | $1,012,000 | 4,919 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $1,018,000 | 582 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $900,000 | 5,557 |
| Mortgage-backed securities | $18,843,000 | 2,517 |
| Certificates of participation in pools of residential mortgages | $18,843,000 | 1,811 |
| Issued or guaranteed by U.S. | $18,843,000 | 1,806 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $19,572,000 | 688 |
| Available-for-sale securities (fair market value) | $2,310,000 | 6,393 |
| Total debt securities | $20,864,000 | 4,380 |
| 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 | $20,890,000 | 4,474 |
| U.S. Government securities | $18,709,000 | 3,812 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $18,709,000 | 3,720 |
| Securities issued by states & political subdivisions | $1,012,000 | 4,907 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $1,169,000 | 532 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $900,000 | 5,598 |
| Mortgage-backed securities | $17,692,000 | 2,538 |
| Certificates of participation in pools of residential mortgages | $17,692,000 | 1,841 |
| Issued or guaranteed by U.S. | $17,692,000 | 1,839 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $18,390,000 | 713 |
| Available-for-sale securities (fair market value) | $2,500,000 | 6,443 |
| Total debt securities | $19,721,000 | 4,559 |
| 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 | $21,800,000 | 4,341 |
| U.S. Government securities | $19,624,000 | 3,696 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $19,624,000 | 3,591 |
| Securities issued by states & political subdivisions | $1,013,000 | 4,906 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $1,163,000 | 541 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $900,000 | 5,650 |
| Mortgage-backed securities | $18,605,000 | 2,412 |
| Certificates of participation in pools of residential mortgages | $18,605,000 | 1,729 |
| Issued or guaranteed by U.S. | $18,605,000 | 1,725 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $19,263,000 | 696 |
| Available-for-sale securities (fair market value) | $2,537,000 | 6,469 |
| Total debt securities | $20,637,000 | 4,440 |
| 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 | $18,730,000 | 4,556 |
| U.S. Government securities | $16,706,000 | 3,853 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $16,706,000 | 3,740 |
| Securities issued by states & political subdivisions | $1,014,000 | 4,919 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $1,010,000 | 580 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 5,631 |
| Mortgage-backed securities | $15,706,000 | 2,555 |
| Certificates of participation in pools of residential mortgages | $15,706,000 | 1,868 |
| Issued or guaranteed by U.S. | $15,706,000 | 1,863 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $17,305,000 | 747 |
| Available-for-sale securities (fair market value) | $1,425,000 | 6,665 |
| Total debt securities | $17,720,000 | 4,656 |
| 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 | $17,065,000 | 4,698 |
| U.S. Government securities | $15,112,000 | 4,028 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $15,112,000 | 3,911 |
| Securities issued by states & political subdivisions | $1,014,000 | 4,859 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $939,000 | 652 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 5,721 |
| Mortgage-backed securities | $13,112,000 | 2,783 |
| Certificates of participation in pools of residential mortgages | $13,112,000 | 2,052 |
| Issued or guaranteed by U.S. | $13,112,000 | 2,046 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $15,644,000 | 821 |
| Available-for-sale securities (fair market value) | $1,421,000 | 6,702 |
| Total debt securities | $16,126,000 | 4,795 |
| 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 | $17,060,000 | 4,740 |
| U.S. Government securities | $15,186,000 | 4,073 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $15,186,000 | 3,965 |
| Securities issued by states & political subdivisions | $1,015,000 | 4,836 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $859,000 | 698 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 5,773 |
| Mortgage-backed securities | $12,186,000 | 2,877 |
| Certificates of participation in pools of residential mortgages | $12,186,000 | 2,182 |
| Issued or guaranteed by U.S. | $12,186,000 | 2,175 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $15,671,000 | 841 |
| Available-for-sale securities (fair market value) | $1,389,000 | 6,788 |
| Total debt securities | $16,201,000 | 4,803 |
| 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 | $18,668,000 | 4,592 |
| U.S. Government securities | $16,719,000 | 3,930 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $16,719,000 | 3,838 |
| Securities issued by states & political subdivisions | $1,016,000 | 4,836 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $933,000 | 680 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 5,834 |
| Mortgage-backed securities | $11,966,000 | 2,964 |
| Certificates of participation in pools of residential mortgages | $11,966,000 | 2,280 |
| Issued or guaranteed by U.S. | $11,966,000 | 2,275 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $16,159,000 | 824 |
| Available-for-sale securities (fair market value) | $2,509,000 | 6,649 |
| Total debt securities | $17,735,000 | 4,659 |
| 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 | $18,434,000 | 4,586 |
| U.S. Government securities | $16,531,000 | 3,921 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $16,531,000 | 3,837 |
| Securities issued by states & political subdivisions | $1,017,000 | 4,875 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $886,000 | 704 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 5,901 |
| Mortgage-backed securities | $12,779,000 | 2,928 |
| Certificates of participation in pools of residential mortgages | $12,779,000 | 2,266 |
| Issued or guaranteed by U.S. | $12,779,000 | 2,258 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $15,941,000 | 837 |
| Available-for-sale securities (fair market value) | $2,493,000 | 6,684 |
| Total debt securities | $17,548,000 | 4,640 |
| 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 | $18,098,000 | 4,661 |
| U.S. Government securities | $16,327,000 | 3,946 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $16,327,000 | 3,870 |
| Securities issued by states & political subdivisions | $1,017,000 | 4,910 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $754,000 | 797 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 5,925 |
| Mortgage-backed securities | $12,578,000 | 2,995 |
| Certificates of participation in pools of residential mortgages | $12,578,000 | 2,336 |
| Issued or guaranteed by U.S. | $12,578,000 | 2,328 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $15,685,000 | 865 |
| Available-for-sale securities (fair market value) | $2,413,000 | 6,754 |
| Total debt securities | $17,344,000 | 4,699 |
| 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 | $19,832,000 | 4,454 |
| U.S. Government securities | $18,160,000 | 3,680 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $18,160,000 | 3,606 |
| Securities issued by states & political subdivisions | $1,018,000 | 4,905 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $654,000 | 879 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 5,956 |
| Mortgage-backed securities | $13,411,000 | 2,933 |
| Certificates of participation in pools of residential mortgages | $13,411,000 | 2,303 |
| Issued or guaranteed by U.S. | $13,411,000 | 2,295 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $17,467,000 | 821 |
| Available-for-sale securities (fair market value) | $2,365,000 | 6,804 |
| Total debt securities | $19,178,000 | 4,483 |
| 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 | $18,569,000 | 4,613 |
| U.S. Government securities | $16,997,000 | 3,893 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $16,997,000 | 3,818 |
| Securities issued by states & political subdivisions | $1,019,000 | 4,833 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $553,000 | 921 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 6,010 |
| Mortgage-backed securities | $11,759,000 | 3,180 |
| Certificates of participation in pools of residential mortgages | $11,759,000 | 2,537 |
| Issued or guaranteed by U.S. | $11,759,000 | 2,524 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,252,000 | 854 |
| Available-for-sale securities (fair market value) | $2,317,000 | 6,861 |
| Total debt securities | $18,016,000 | 4,640 |
| 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 | $18,092,000 | 4,679 |
| U.S. Government securities | $16,492,000 | 4,028 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $16,492,000 | 3,953 |
| Securities issued by states & political subdivisions | $1,019,000 | 4,803 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $581,000 | 886 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 6,044 |
| Mortgage-backed securities | $10,754,000 | 3,253 |
| Certificates of participation in pools of residential mortgages | $10,754,000 | 2,634 |
| Issued or guaranteed by U.S. | $10,754,000 | 2,618 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,725,000 | 882 |
| Available-for-sale securities (fair market value) | $2,367,000 | 6,906 |
| Total debt securities | $17,511,000 | 4,721 |
| 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 | $20,557,000 | 4,323 |
| U.S. Government securities | $18,930,000 | 3,654 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $18,930,000 | 3,580 |
| Securities issued by states & political subdivisions | $1,020,000 | 4,796 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $607,000 | 874 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 6,077 |
| Mortgage-backed securities | $11,189,000 | 3,105 |
| Certificates of participation in pools of residential mortgages | $11,189,000 | 2,496 |
| Issued or guaranteed by U.S. | $11,189,000 | 2,480 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,149,000 | 802 |
| Available-for-sale securities (fair market value) | $2,408,000 | 6,911 |
| Total debt securities | $19,950,000 | 4,365 |
| 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 | $21,873,000 | 4,220 |
| U.S. Government securities | $19,966,000 | 3,546 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $19,966,000 | 3,478 |
| Securities issued by states & political subdivisions | $1,236,000 | 4,671 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $671,000 | 1,158 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 6,097 |
| Mortgage-backed securities | $11,729,000 | 3,004 |
| Certificates of participation in pools of residential mortgages | $11,729,000 | 2,410 |
| Issued or guaranteed by U.S. | $11,729,000 | 2,396 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,363,000 | 760 |
| Available-for-sale securities (fair market value) | $2,510,000 | 6,954 |
| Total debt securities | $21,202,000 | 4,246 |
| 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 | $20,475,000 | 4,370 |
| U.S. Government securities | $18,556,000 | 3,702 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $18,556,000 | 3,632 |
| Securities issued by states & political subdivisions | $1,237,000 | 4,688 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $682,000 | 1,171 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 6,115 |
| Mortgage-backed securities | $11,310,000 | 3,004 |
| Certificates of participation in pools of residential mortgages | $11,310,000 | 2,376 |
| Issued or guaranteed by U.S. | $11,310,000 | 2,365 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,874,000 | 755 |
| Available-for-sale securities (fair market value) | $1,601,000 | 7,177 |
| Total debt securities | $19,793,000 | 4,401 |
| 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 | $19,904,000 | 4,463 |
| U.S. Government securities | $18,014,000 | 3,857 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $18,014,000 | 3,777 |
| Securities issued by states & political subdivisions | $1,238,000 | 4,700 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $652,000 | 1,142 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 6,175 |
| Mortgage-backed securities | $10,769,000 | 2,797 |
| Certificates of participation in pools of residential mortgages | $10,769,000 | 2,189 |
| Issued or guaranteed by U.S. | $10,769,000 | 2,176 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,296,000 | 813 |
| Available-for-sale securities (fair market value) | $1,608,000 | 7,207 |
| Total debt securities | $19,252,000 | 4,503 |
| 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 | $20,820,000 | 4,381 |
| U.S. Government securities | $18,915,000 | 3,783 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $18,915,000 | 3,704 |
| Securities issued by states & political subdivisions | $1,239,000 | 4,705 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $666,000 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 6,181 |
| Mortgage-backed securities | $10,164,000 | 2,720 |
| Certificates of participation in pools of residential mortgages | $10,164,000 | 2,112 |
| Issued or guaranteed by U.S. | $10,164,000 | 2,103 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,172,000 | 816 |
| Available-for-sale securities (fair market value) | $1,648,000 | 7,225 |
| Total debt securities | $20,154,000 | 4,409 |
| 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 | $21,396,000 | 4,299 |
| U.S. Government securities | $19,321,000 | 3,733 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $19,321,000 | 3,643 |
| Securities issued by states & political subdivisions | $1,415,000 | 4,614 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $660,000 | 1,121 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 6,216 |
| Mortgage-backed securities | $9,563,000 | 2,750 |
| Certificates of participation in pools of residential mortgages | $9,563,000 | 2,126 |
| Issued or guaranteed by U.S. | $9,563,000 | 2,118 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,723,000 | 803 |
| Available-for-sale securities (fair market value) | $1,673,000 | 7,260 |
| Total debt securities | $20,736,000 | 4,342 |
| 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 | $20,632,000 | 4,414 |
| U.S. Government securities | $18,704,000 | 3,829 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $18,704,000 | 3,734 |
| Securities issued by states & political subdivisions | $1,417,000 | 4,630 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $511,000 | 1,212 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 6,239 |
| Mortgage-backed securities | $9,190,000 | 2,769 |
| Certificates of participation in pools of residential mortgages | $9,190,000 | 2,178 |
| Issued or guaranteed by U.S. | $9,190,000 | 2,169 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,031,000 | 845 |
| Available-for-sale securities (fair market value) | $1,601,000 | 7,294 |
| Total debt securities | $20,121,000 | 4,440 |
| 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 | $20,044,000 | 4,540 |
| U.S. Government securities | $18,115,000 | 3,983 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $18,115,000 | 3,884 |
| Securities issued by states & political subdivisions | $1,418,000 | 4,646 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $511,000 | 1,249 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 6,266 |
| Mortgage-backed securities | $7,590,000 | 3,024 |
| Certificates of participation in pools of residential mortgages | $7,590,000 | 2,421 |
| Issued or guaranteed by U.S. | $7,590,000 | 2,409 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,376,000 | 849 |
| Available-for-sale securities (fair market value) | $668,000 | 7,574 |
| Total debt securities | $19,533,000 | 4,566 |
| 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 | $21,496,000 | 4,374 |
| U.S. Government securities | $19,612,000 | 3,818 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $19,612,000 | 3,713 |
| Securities issued by states & political subdivisions | $1,420,000 | 4,678 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $464,000 | 1,337 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 6,311 |
| Mortgage-backed securities | $7,074,000 | 3,116 |
| Certificates of participation in pools of residential mortgages | $7,074,000 | 2,539 |
| Issued or guaranteed by U.S. | $7,074,000 | 2,525 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,858,000 | 844 |
| Available-for-sale securities (fair market value) | $638,000 | 7,630 |
| Total debt securities | $21,033,000 | 4,391 |
| 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 | $20,857,000 | 4,456 |
| U.S. Government securities | $18,972,000 | 3,919 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $18,972,000 | 3,804 |
| Securities issued by states & political subdivisions | $1,421,000 | 4,692 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $464,000 | 1,345 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 6,356 |
| Mortgage-backed securities | $7,416,000 | 3,045 |
| Certificates of participation in pools of residential mortgages | $7,416,000 | 2,489 |
| Issued or guaranteed by U.S. | $7,416,000 | 2,479 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,216,000 | 871 |
| Available-for-sale securities (fair market value) | $641,000 | 7,671 |
| Total debt securities | $20,393,000 | 4,459 |
| 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 | $22,097,000 | 4,353 |
| U.S. Government securities | $20,310,000 | 3,777 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $20,310,000 | 3,659 |
| Securities issued by states & political subdivisions | $1,423,000 | 4,724 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $364,000 | 1,455 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 6,373 |
| Mortgage-backed securities | $7,737,000 | 3,032 |
| Certificates of participation in pools of residential mortgages | $7,737,000 | 2,477 |
| Issued or guaranteed by U.S. | $7,737,000 | 2,467 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,544,000 | 844 |
| Available-for-sale securities (fair market value) | $553,000 | 7,721 |
| Total debt securities | $21,733,000 | 4,328 |
| 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 | $22,446,000 | 4,313 |
| U.S. Government securities | $20,658,000 | 3,701 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $20,658,000 | 3,574 |
| Securities issued by states & political subdivisions | $1,424,000 | 4,748 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $364,000 | 1,474 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 6,398 |
| Mortgage-backed securities | $7,566,000 | 3,095 |
| Certificates of participation in pools of residential mortgages | $7,566,000 | 2,541 |
| Issued or guaranteed by U.S. | $7,566,000 | 2,530 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,879,000 | 868 |
| Available-for-sale securities (fair market value) | $567,000 | 7,762 |
| Total debt securities | $22,082,000 | 4,290 |
| 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 | $24,541,000 | 4,052 |
| U.S. Government securities | $23,115,000 | 3,377 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $23,115,000 | 3,256 |
| Securities issued by states & political subdivisions | $1,426,000 | 4,749 |
| 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 | $1,000,000 | 6,415 |
| Mortgage-backed securities | $7,997,000 | 3,034 |
| Certificates of participation in pools of residential mortgages | $7,997,000 | 2,487 |
| Issued or guaranteed by U.S. | $7,997,000 | 2,476 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,315,000 | 800 |
| Available-for-sale securities (fair market value) | $226,000 | 7,902 |
| Total debt securities | $24,541,000 | 3,996 |
| 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 | $25,140,000 | 4,023 |
| U.S. Government securities | $24,742,000 | 3,261 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $24,742,000 | 3,140 |
| Securities issued by states & political subdivisions | $398,000 | 5,748 |
| 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 | $1,000,000 | 6,421 |
| Mortgage-backed securities | $8,598,000 | 3,016 |
| Certificates of participation in pools of residential mortgages | $8,598,000 | 2,452 |
| Issued or guaranteed by U.S. | $8,598,000 | 2,442 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,908,000 | 785 |
| Available-for-sale securities (fair market value) | $232,000 | 7,921 |
| Total debt securities | $25,140,000 | 3,961 |
| 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 | $25,648,000 | 4,033 |
| U.S. Government securities | $25,249,000 | 3,264 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $25,249,000 | 3,129 |
| Securities issued by states & political subdivisions | $399,000 | 5,767 |
| 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 | $1,000,000 | 6,477 |
| Mortgage-backed securities | $9,079,000 | 3,023 |
| Certificates of participation in pools of residential mortgages | $9,079,000 | 2,445 |
| Issued or guaranteed by U.S. | $9,079,000 | 2,437 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,404,000 | 804 |
| Available-for-sale securities (fair market value) | $244,000 | 7,992 |
| Total debt securities | $25,648,000 | 3,977 |
| 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 | $25,686,000 | 4,041 |
| U.S. Government securities | $25,287,000 | 3,252 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $25,287,000 | 3,117 |
| Securities issued by states & political subdivisions | $399,000 | 5,813 |
| 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 | $1,500,000 | 6,152 |
| Mortgage-backed securities | $9,587,000 | 3,006 |
| Certificates of participation in pools of residential mortgages | $9,587,000 | 2,424 |
| Issued or guaranteed by U.S. | $9,587,000 | 2,417 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,432,000 | 805 |
| Available-for-sale securities (fair market value) | $254,000 | 8,020 |
| Total debt securities | $25,686,000 | 3,977 |
| 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 | $26,249,000 | 3,969 |
| U.S. Government securities | $25,849,000 | 3,182 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $25,849,000 | 3,063 |
| Securities issued by states & political subdivisions | $400,000 | 5,856 |
| 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 | $1,500,000 | 6,198 |
| Mortgage-backed securities | $10,123,000 | 2,940 |
| Certificates of participation in pools of residential mortgages | $10,123,000 | 2,363 |
| Issued or guaranteed by U.S. | $10,123,000 | 2,354 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,978,000 | 797 |
| Available-for-sale securities (fair market value) | $271,000 | 8,055 |
| Total debt securities | $26,249,000 | 3,906 |
| 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 | $28,306,000 | 3,822 |
| U.S. Government securities | $27,905,000 | 3,032 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $27,905,000 | 2,914 |
| Securities issued by states & political subdivisions | $401,000 | 5,903 |
| 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 | $1,500,000 | 6,225 |
| Mortgage-backed securities | $10,653,000 | 2,883 |
| Certificates of participation in pools of residential mortgages | $10,653,000 | 2,320 |
| Issued or guaranteed by U.S. | $10,653,000 | 2,312 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $28,016,000 | 754 |
| Available-for-sale securities (fair market value) | $290,000 | 8,104 |
| Total debt securities | $28,306,000 | 3,746 |
| 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 | $27,840,000 | 3,867 |
| U.S. Government securities | $27,236,000 | 3,062 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $27,236,000 | 2,952 |
| Securities issued by states & political subdivisions | $604,000 | 5,591 |
| 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 | $1,500,000 | 6,211 |
| Mortgage-backed securities | $9,953,000 | 3,029 |
| Certificates of participation in pools of residential mortgages | $9,953,000 | 2,417 |
| Issued or guaranteed by U.S. | $9,953,000 | 2,406 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,520,000 | 755 |
| Available-for-sale securities (fair market value) | $320,000 | 8,116 |
| Total debt securities | $27,840,000 | 3,789 |
| 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 | $27,681,000 | 3,942 |
| U.S. Government securities | $27,076,000 | 3,131 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $27,076,000 | 3,024 |
| Securities issued by states & political subdivisions | $605,000 | 5,641 |
| 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 | $1,500,000 | 6,167 |
| Mortgage-backed securities | $9,272,000 | 3,136 |
| Certificates of participation in pools of residential mortgages | $9,272,000 | 2,537 |
| Issued or guaranteed by U.S. | $9,272,000 | 2,525 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,350,000 | 754 |
| Available-for-sale securities (fair market value) | $331,000 | 8,179 |
| Total debt securities | $27,681,000 | 3,874 |
| 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 | $26,548,000 | 3,976 |
| U.S. Government securities | $25,942,000 | 3,146 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $25,942,000 | 3,034 |
| Securities issued by states & political subdivisions | $606,000 | 5,682 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,500,000 | 6,172 |
| Mortgage-backed securities | $9,891,000 | 3,004 |
| Certificates of participation in pools of residential mortgages | $9,891,000 | 2,407 |
| Issued or guaranteed by U.S. | $9,891,000 | 2,397 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $26,173,000 | 759 |
| Available-for-sale securities (fair market value) | $375,000 | 8,207 |
| Total debt securities | $26,548,000 | 3,892 |
| 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 | $20,134,000 | 4,671 |
| U.S. Government securities | $19,931,000 | 3,707 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $19,931,000 | 3,560 |
| Securities issued by states & political subdivisions | $203,000 | 6,377 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,500,000 | 6,179 |
| Mortgage-backed securities | $6,938,000 | 3,635 |
| Certificates of participation in pools of residential mortgages | $6,718,000 | 3,000 |
| Issued or guaranteed by U.S. | $6,718,000 | 2,989 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $220,000 | 3,773 |
| CMOs issued by government agencies or sponsored agencies | $220,000 | 3,594 |
| 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) | $19,694,000 | 913 |
| Available-for-sale securities (fair market value) | $440,000 | 8,206 |
| Total debt securities | $20,134,000 | 4,576 |
| 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 | $18,332,000 | 4,918 |
| U.S. Government securities | $18,128,000 | 3,956 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $18,128,000 | 3,801 |
| Securities issued by states & political subdivisions | $204,000 | 6,365 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,500,000 | 6,209 |
| Mortgage-backed securities | $8,135,000 | 3,395 |
| Certificates of participation in pools of residential mortgages | $7,626,000 | 2,745 |
| Issued or guaranteed by U.S. | $7,626,000 | 2,732 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $509,000 | 3,528 |
| CMOs issued by government agencies or sponsored agencies | $509,000 | 3,359 |
| 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) | $17,840,000 | 1,002 |
| Available-for-sale securities (fair market value) | $492,000 | 8,236 |
| Total debt securities | $18,332,000 | 4,819 |
| 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 | $19,666,000 | 4,690 |
| U.S. Government securities | $19,462,000 | 3,779 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $19,462,000 | 3,615 |
| Securities issued by states & political subdivisions | $204,000 | 6,380 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,500,000 | 6,221 |
| Mortgage-backed securities | $7,469,000 | 3,495 |
| Certificates of participation in pools of residential mortgages | $6,646,000 | 2,937 |
| Issued or guaranteed by U.S. | $6,646,000 | 2,927 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $823,000 | 3,308 |
| CMOs issued by government agencies or sponsored agencies | $823,000 | 3,166 |
| 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) | $19,148,000 | 961 |
| Available-for-sale securities (fair market value) | $518,000 | 8,240 |
| Total debt securities | $19,666,000 | 4,605 |
| 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 | $15,704,000 | 5,245 |
| U.S. Government securities | $15,499,000 | 4,271 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $15,499,000 | 4,071 |
| Securities issued by states & political subdivisions | $205,000 | 6,500 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,250,000 | 6,510 |
| Mortgage-backed securities | $5,032,000 | 3,973 |
| Certificates of participation in pools of residential mortgages | $4,034,000 | 3,448 |
| Issued or guaranteed by U.S. | $4,034,000 | 3,434 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $998,000 | 3,310 |
| CMOs issued by government agencies or sponsored agencies | $998,000 | 3,145 |
| 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) | $14,001,000 | 1,227 |
| Available-for-sale securities (fair market value) | $1,703,000 | 8,036 |
| Total debt securities | $15,703,000 | 5,153 |
| 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 | $17,305,000 | 5,105 |
| U.S. Government securities | $16,629,000 | 4,190 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $16,629,000 | 3,911 |
| Securities issued by states & political subdivisions | $207,000 | 6,690 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $469,000 | 3,977 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,250,000 | 5,541 |
| Mortgage-backed securities | $4,709,000 | 3,490 |
| Certificates of participation in pools of residential mortgages | $3,711,000 | 3,087 |
| Issued or guaranteed by U.S. | $3,711,000 | 3,072 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $998,000 | 2,839 |
| CMOs issued by government agencies or sponsored agencies | $998,000 | 2,684 |
| 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) | $14,495,000 | 1,473 |
| Available-for-sale securities (fair market value) | $2,810,000 | 7,920 |
| Total debt securities | $16,836,000 | 5,076 |
| 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 | $18,087,000 | 5,170 |
| U.S. Government securities | $17,552,000 | 4,259 |
| U.S. Treasury securities | $499,000 | 4,557 |
| U.S. Government agency obligations | $17,053,000 | 3,933 |
| Securities issued by states & political subdivisions | $209,000 | 6,994 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $326,000 | 4,671 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,750,000 | 5,871 |
| Mortgage-backed securities | $5,618,000 | 3,396 |
| Certificates of participation in pools of residential mortgages | $4,620,000 | 2,922 |
| Issued or guaranteed by U.S. | $4,620,000 | 2,912 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $998,000 | 2,994 |
| CMOs issued by government agencies or sponsored agencies | $998,000 | 2,850 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,966,000 | 1,595 |
| Available-for-sale securities (fair market value) | $3,121,000 | 8,042 |
| Total debt securities | $17,761,000 | 5,124 |
| 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 | $17,298,000 | 5,319 |
| U.S. Government securities | $16,842,000 | 4,426 |
| U.S. Treasury securities | $998,000 | 5,278 |
| U.S. Government agency obligations | $15,844,000 | 3,960 |
| Securities issued by states & political subdivisions | $210,000 | 7,223 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $246,000 | 5,046 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 7,158 |
| Mortgage-backed securities | $4,053,000 | 4,236 |
| Certificates of participation in pools of residential mortgages | $3,055,000 | 3,777 |
| Issued or guaranteed by U.S. | $3,055,000 | 3,759 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $998,000 | 3,270 |
| CMOs issued by government agencies or sponsored agencies | $998,000 | 3,128 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,020,000 | 1,660 |
| Available-for-sale securities (fair market value) | $1,278,000 | 8,748 |
| Total debt securities | $17,052,000 | 5,228 |
| 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 | $17,221,000 | 5,479 |
| U.S. Government securities | $16,778,000 | 4,647 |
| U.S. Treasury securities | $1,496,000 | 5,804 |
| U.S. Government agency obligations | $15,282,000 | 3,968 |
| Securities issued by states & political subdivisions | $212,000 | 7,462 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $231,000 | 5,142 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,500,000 | 6,958 |
| Mortgage-backed securities | $4,739,000 | 3,917 |
| Certificates of participation in pools of residential mortgages | $3,741,000 | 3,376 |
| Issued or guaranteed by U.S. | $3,741,000 | 3,363 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $998,000 | 3,407 |
| CMOs issued by government agencies or sponsored agencies | $998,000 | 3,281 |
| 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) | $15,960,000 | 1,994 |
| Available-for-sale securities (fair market value) | $1,261,000 | 9,055 |
| Total debt securities | $16,990,000 | 5,398 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $17,739,000 | 5,763 |
| U.S. Government securities | $17,389,000 | 4,914 |
| U.S. Treasury securities | $3,500,000 | 4,694 |
| U.S. Government agency obligations | $13,889,000 | 4,429 |
| Securities issued by states & political subdivisions | $213,000 | 7,868 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $137,000 | 5,913 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 7,846 |
| Mortgage-backed securities | $4,395,000 | 4,519 |
| Certificates of participation in pools of residential mortgages | $3,397,000 | 3,872 |
| Issued or guaranteed by U.S. | $3,397,000 | 3,850 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $998,000 | 3,819 |
| CMOs issued by government agencies or sponsored agencies | $998,000 | 3,668 |
| 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) | $17,602,000 | 2,101 |
| Available-for-sale securities (fair market value) | $137,000 | 10,166 |
| Total debt securities | $17,602,000 | 5,671 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $13,679,000 | 7,062 |
| U.S. Government securities | $13,388,000 | 6,149 |
| U.S. Treasury securities | $6,266,000 | 3,905 |
| U.S. Government agency obligations | $7,122,000 | 6,649 |
| Securities issued by states & political subdivisions | $215,000 | 8,182 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $76,000 | 6,532 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 8,116 |
| Mortgage-backed securities | $3,324,000 | 5,320 |
| Certificates of participation in pools of residential mortgages | $1,744,000 | 5,182 |
| Issued or guaranteed by U.S. | $1,744,000 | 5,146 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,580,000 | 3,747 |
| CMOs issued by government agencies or sponsored agencies | $1,580,000 | 3,580 |
| 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) | $13,603,000 | 2,701 |
| Available-for-sale securities (fair market value) | $76,000 | 10,738 |
| Total debt securities | $13,603,000 | 6,955 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,530 |
| Fair value | $992,000 | 2,700 |
| 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 | $16,527,000 | 6,681 |
| U.S. Government securities | $16,250,000 | 5,724 |
| U.S. Treasury securities | $9,793,000 | 3,477 |
| U.S. Government agency obligations | $6,457,000 | 6,907 |
| Securities issued by states & political subdivisions | $217,000 | 8,591 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $60,000 | 6,679 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,004,000 | 7,045 |
| Mortgage-backed securities | $3,465,000 | 5,547 |
| Certificates of participation in pools of residential mortgages | $1,885,000 | 5,313 |
| Issued or guaranteed by U.S. | $1,885,000 | 5,287 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $1,580,000 | 3,977 |
| CMOs issued by government agencies or sponsored agencies | $1,580,000 | 3,803 |
| 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) | $16,467,000 | 4,000 |
| Available-for-sale securities (fair market value) | $60,000 | 10,866 |
| Total debt securities | $16,467,000 | 6,590 |
| 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 | $16,205,000 | 7,043 |
| U.S. Government securities | $16,154,000 | 5,972 |
| U.S. Treasury securities | $11,088,000 | 3,220 |
| U.S. Government agency obligations | $5,066,000 | 7,847 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $51,000 | 6,687 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 8,553 |
| Mortgage-backed securities | $3,557,000 | 6,084 |
| Certificates of participation in pools of residential mortgages | $2,559,000 | 5,230 |
| Issued or guaranteed by U.S. | $2,559,000 | 5,192 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $998,000 | 5,015 |
| CMOs issued by government agencies or sponsored agencies | $998,000 | 4,799 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $16,154,000 | 6,919 |
| 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 | $14,101,000 | 7,638 |
| U.S. Government securities | $14,064,000 | 6,554 |
| U.S. Treasury securities | $12,063,000 | 3,018 |
| U.S. Government agency obligations | $2,001,000 | 10,523 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $37,000 | 6,858 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $700,000 | 9,303 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $14,064,000 | 7,522 |
| 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 |