Home > Florida Citizens Bank > Securities
Florida Citizens Bank, Securities
| 2015-09-30 | Rank | |
| Total securities | $21,922,000 | 3,967 |
| U.S. Government securities | $21,922,000 | 2,981 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $21,922,000 | 2,887 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,638,000 | 3,851 |
| Mortgage-backed securities | $19,681,000 | 2,112 |
| Certificates of participation in pools of residential mortgages | $11,760,000 | 2,179 |
| Issued or guaranteed by U.S. | $11,760,000 | 2,178 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $7,921,000 | 1,347 |
| CMOs issued by government agencies or sponsored agencies | $7,921,000 | 1,287 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $21,922,000 | 3,623 |
| Total debt securities | $21,922,000 | 3,945 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $22,785,000 | 3,981 |
| U.S. Government securities | $22,785,000 | 3,016 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $22,785,000 | 2,928 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,790,000 | 3,874 |
| Mortgage-backed securities | $20,606,000 | 2,122 |
| Certificates of participation in pools of residential mortgages | $12,282,000 | 2,182 |
| Issued or guaranteed by U.S. | $12,282,000 | 2,181 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $8,324,000 | 1,377 |
| CMOs issued by government agencies or sponsored agencies | $8,324,000 | 1,313 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $22,785,000 | 3,651 |
| Total debt securities | $22,785,000 | 3,958 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $24,312,000 | 3,898 |
| U.S. Government securities | $24,312,000 | 2,945 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $24,312,000 | 2,870 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,355,000 | 3,784 |
| Mortgage-backed securities | $22,088,000 | 2,081 |
| Certificates of participation in pools of residential mortgages | $13,363,000 | 2,104 |
| Issued or guaranteed by U.S. | $13,363,000 | 2,104 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $8,725,000 | 1,394 |
| CMOs issued by government agencies or sponsored agencies | $8,725,000 | 1,325 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $24,312,000 | 3,559 |
| Total debt securities | $24,313,000 | 3,873 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $28,668,000 | 3,640 |
| U.S. Government securities | $28,668,000 | 2,700 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $28,668,000 | 2,616 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,261,000 | 3,657 |
| Mortgage-backed securities | $26,470,000 | 1,870 |
| Certificates of participation in pools of residential mortgages | $17,531,000 | 1,835 |
| Issued or guaranteed by U.S. | $17,531,000 | 1,833 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $8,939,000 | 1,397 |
| CMOs issued by government agencies or sponsored agencies | $8,939,000 | 1,330 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $28,668,000 | 3,321 |
| Total debt securities | $28,667,000 | 3,618 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $38,976,000 | 3,121 |
| U.S. Government securities | $38,976,000 | 2,268 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $38,976,000 | 2,182 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,098,000 | 3,376 |
| Mortgage-backed securities | $36,829,000 | 1,571 |
| Certificates of participation in pools of residential mortgages | $27,714,000 | 1,349 |
| Issued or guaranteed by U.S. | $27,714,000 | 1,349 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $9,115,000 | 1,412 |
| CMOs issued by government agencies or sponsored agencies | $9,115,000 | 1,332 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $38,976,000 | 2,844 |
| Total debt securities | $38,976,000 | 3,096 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $40,815,000 | 3,066 |
| U.S. Government securities | $40,815,000 | 2,216 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $40,815,000 | 2,140 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,897,000 | 3,289 |
| Mortgage-backed securities | $38,684,000 | 1,531 |
| Certificates of participation in pools of residential mortgages | $29,232,000 | 1,325 |
| Issued or guaranteed by U.S. | $29,232,000 | 1,325 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $9,452,000 | 1,402 |
| CMOs issued by government agencies or sponsored agencies | $9,452,000 | 1,331 |
| 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) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $40,815,000 | 2,783 |
| Total debt securities | $40,815,000 | 3,044 |
| 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 | $41,269,000 | 3,064 |
| U.S. Government securities | $41,269,000 | 2,216 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $41,269,000 | 2,147 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,381,000 | 3,095 |
| Mortgage-backed securities | $39,169,000 | 1,520 |
| Certificates of participation in pools of residential mortgages | $29,531,000 | 1,334 |
| Issued or guaranteed by U.S. | $29,531,000 | 1,334 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $9,638,000 | 1,383 |
| CMOs issued by government agencies or sponsored agencies | $9,638,000 | 1,318 |
| 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) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $41,269,000 | 2,786 |
| Total debt securities | $41,269,000 | 3,036 |
| 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 | $41,751,000 | 3,037 |
| U.S. Government securities | $41,751,000 | 2,192 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $41,751,000 | 2,125 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,901,000 | 2,795 |
| Mortgage-backed securities | $39,687,000 | 1,505 |
| Certificates of participation in pools of residential mortgages | $29,958,000 | 1,319 |
| Issued or guaranteed by U.S. | $29,958,000 | 1,318 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $9,729,000 | 1,386 |
| CMOs issued by government agencies or sponsored agencies | $9,729,000 | 1,319 |
| 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) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $41,751,000 | 2,766 |
| Total debt securities | $41,751,000 | 3,003 |
| 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 | $56,810,000 | 2,434 |
| U.S. Government securities | $56,810,000 | 1,684 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $56,810,000 | 1,633 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,311,000 | 2,957 |
| Mortgage-backed securities | $54,730,000 | 1,169 |
| Certificates of participation in pools of residential mortgages | $48,277,000 | 886 |
| Issued or guaranteed by U.S. | $48,277,000 | 885 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $6,453,000 | 1,694 |
| CMOs issued by government agencies or sponsored agencies | $6,453,000 | 1,606 |
| 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) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $56,810,000 | 2,212 |
| Total debt securities | $56,810,000 | 2,413 |
| 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 | $51,952,000 | 2,605 |
| U.S. Government securities | $51,952,000 | 1,813 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $51,952,000 | 1,758 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,157,000 | 2,970 |
| Mortgage-backed securities | $49,828,000 | 1,275 |
| Certificates of participation in pools of residential mortgages | $39,310,000 | 1,057 |
| Issued or guaranteed by U.S. | $39,310,000 | 1,056 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $10,518,000 | 1,357 |
| CMOs issued by government agencies or sponsored agencies | $10,518,000 | 1,286 |
| 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) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $51,952,000 | 2,370 |
| Total debt securities | $51,951,000 | 2,579 |
| 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 | $51,458,000 | 2,643 |
| U.S. Government securities | $51,458,000 | 1,861 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $51,458,000 | 1,804 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,628,000 | 2,945 |
| Mortgage-backed securities | $51,458,000 | 1,273 |
| Certificates of participation in pools of residential mortgages | $51,458,000 | 854 |
| Issued or guaranteed by U.S. | $51,458,000 | 854 |
| 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) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $51,458,000 | 2,442 |
| Total debt securities | $51,458,000 | 2,619 |
| 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 | $62,573,000 | 2,218 |
| U.S. Government securities | $62,573,000 | 1,561 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $62,573,000 | 1,513 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,378,000 | 2,971 |
| Mortgage-backed securities | $62,573,000 | 1,068 |
| Certificates of participation in pools of residential mortgages | $62,573,000 | 702 |
| Issued or guaranteed by U.S. | $62,573,000 | 701 |
| 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) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $62,573,000 | 2,034 |
| Total debt securities | $62,573,000 | 2,192 |
| 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 | $59,288,000 | 2,334 |
| U.S. Government securities | $59,288,000 | 1,664 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $59,288,000 | 1,613 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,919,000 | 3,031 |
| Mortgage-backed securities | $59,288,000 | 1,175 |
| Certificates of participation in pools of residential mortgages | $59,288,000 | 768 |
| Issued or guaranteed by U.S. | $59,288,000 | 768 |
| 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) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $59,288,000 | 2,136 |
| Total debt securities | $59,288,000 | 2,311 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $58,917,000 | 2,345 |
| U.S. Government securities | $58,917,000 | 1,691 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $58,917,000 | 1,648 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,126,000 | 2,899 |
| Mortgage-backed securities | $56,918,000 | 1,268 |
| Certificates of participation in pools of residential mortgages | $56,918,000 | 819 |
| Issued or guaranteed by U.S. | $56,918,000 | 819 |
| 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) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $58,917,000 | 2,155 |
| Total debt securities | $58,917,000 | 2,327 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,486 |
| Fair value | $1,999,000 | 1,596 |
| 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 | $54,970,000 | 2,490 |
| U.S. Government securities | $54,970,000 | 1,816 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $54,970,000 | 1,772 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,994,000 | 2,691 |
| Mortgage-backed securities | $51,978,000 | 1,340 |
| Certificates of participation in pools of residential mortgages | $51,978,000 | 881 |
| Issued or guaranteed by U.S. | $51,978,000 | 880 |
| 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) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $54,970,000 | 2,279 |
| Total debt securities | $54,970,000 | 2,476 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,387 |
| Fair value | $2,992,000 | 1,425 |
| 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 | $39,744,000 | 3,090 |
| U.S. Government securities | $39,744,000 | 2,236 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $39,744,000 | 2,182 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,022,000 | 2,224 |
| Mortgage-backed securities | $30,534,000 | 1,908 |
| Certificates of participation in pools of residential mortgages | $30,534,000 | 1,310 |
| Issued or guaranteed by U.S. | $30,534,000 | 1,308 |
| 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) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $39,744,000 | 2,836 |
| Total debt securities | $39,748,000 | 3,067 |
| Structured notes | ||
| Amortized cost | $9,199,000 | 602 |
| Fair value | $9,210,000 | 605 |
| 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 | $47,925,000 | 2,622 |
| U.S. Government securities | $47,925,000 | 1,897 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $47,925,000 | 1,846 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,361,000 | 2,177 |
| Mortgage-backed securities | $23,193,000 | 2,186 |
| Certificates of participation in pools of residential mortgages | $23,193,000 | 1,523 |
| Issued or guaranteed by U.S. | $23,193,000 | 1,519 |
| 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) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $47,925,000 | 2,376 |
| Total debt securities | $47,925,000 | 2,593 |
| Structured notes | ||
| Amortized cost | $24,687,000 | 205 |
| Fair value | $24,732,000 | 204 |
| 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 | $38,159,000 | 3,121 |
| U.S. Government securities | $38,159,000 | 2,319 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $38,159,000 | 2,251 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,521,000 | 1,759 |
| Mortgage-backed securities | $13,201,000 | 2,944 |
| Certificates of participation in pools of residential mortgages | $13,201,000 | 2,229 |
| Issued or guaranteed by U.S. | $13,201,000 | 2,225 |
| 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) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $38,159,000 | 2,852 |
| Total debt securities | $38,159,000 | 3,099 |
| Structured notes | ||
| Amortized cost | $24,984,000 | 243 |
| Fair value | $24,958,000 | 244 |
| 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 | $32,325,000 | 3,464 |
| U.S. Government securities | $32,325,000 | 2,627 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $32,325,000 | 2,549 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,216,000 | 1,970 |
| Mortgage-backed securities | $13,938,000 | 2,789 |
| Certificates of participation in pools of residential mortgages | $13,938,000 | 2,093 |
| Issued or guaranteed by U.S. | $13,938,000 | 2,089 |
| 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) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $32,325,000 | 3,178 |
| Total debt securities | $32,325,000 | 3,434 |
| Structured notes | ||
| Amortized cost | $18,835,000 | 396 |
| Fair value | $18,387,000 | 401 |
| 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 | $39,123,000 | 2,947 |
| U.S. Government securities | $39,123,000 | 2,139 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $39,123,000 | 2,070 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,548,000 | 1,750 |
| Mortgage-backed securities | $14,842,000 | 2,623 |
| Certificates of participation in pools of residential mortgages | $14,842,000 | 1,937 |
| Issued or guaranteed by U.S. | $14,842,000 | 1,931 |
| 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) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $39,123,000 | 2,669 |
| Total debt securities | $39,123,000 | 2,925 |
| Structured notes | ||
| Amortized cost | $24,833,000 | 247 |
| Fair value | $24,281,000 | 252 |
| 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 | $43,640,000 | 2,671 |
| U.S. Government securities | $43,227,000 | 1,945 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $43,227,000 | 1,878 |
| Securities issued by states & political subdivisions | $413,000 | 5,362 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,834,000 | 1,745 |
| Mortgage-backed securities | $16,127,000 | 2,486 |
| Certificates of participation in pools of residential mortgages | $16,127,000 | 1,788 |
| Issued or guaranteed by U.S. | $16,127,000 | 1,782 |
| 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) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $43,640,000 | 2,393 |
| Total debt securities | $43,640,000 | 2,641 |
| Structured notes | ||
| Amortized cost | $26,986,000 | 187 |
| Fair value | $27,099,000 | 188 |
| 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 | $47,521,000 | 2,478 |
| U.S. Government securities | $47,106,000 | 1,860 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $47,106,000 | 1,797 |
| Securities issued by states & political subdivisions | $415,000 | 5,319 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,857,000 | 1,703 |
| Mortgage-backed securities | $17,058,000 | 2,415 |
| Certificates of participation in pools of residential mortgages | $17,058,000 | 1,733 |
| Issued or guaranteed by U.S. | $17,058,000 | 1,726 |
| 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) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $47,521,000 | 2,213 |
| Total debt securities | $47,521,000 | 2,451 |
| Structured notes | ||
| Amortized cost | $29,894,000 | 191 |
| Fair value | $30,048,000 | 191 |
| 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 | $43,520,000 | 2,685 |
| U.S. Government securities | $43,102,000 | 2,014 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $43,102,000 | 1,951 |
| Securities issued by states & political subdivisions | $418,000 | 5,342 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,974,000 | 1,705 |
| Mortgage-backed securities | $21,117,000 | 2,190 |
| Certificates of participation in pools of residential mortgages | $21,117,000 | 1,560 |
| Issued or guaranteed by U.S. | $21,117,000 | 1,556 |
| 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) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $43,520,000 | 2,394 |
| Total debt securities | $43,520,000 | 2,661 |
| Structured notes | ||
| Amortized cost | $22,004,000 | 237 |
| Fair value | $21,985,000 | 238 |
| 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 | $41,997,000 | 2,751 |
| U.S. Government securities | $41,577,000 | 2,038 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $41,577,000 | 1,972 |
| Securities issued by states & political subdivisions | $420,000 | 5,361 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,837,000 | 1,673 |
| Mortgage-backed securities | $22,167,000 | 2,144 |
| Certificates of participation in pools of residential mortgages | $22,167,000 | 1,561 |
| Issued or guaranteed by U.S. | $22,167,000 | 1,554 |
| 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) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $41,997,000 | 2,460 |
| Total debt securities | $41,997,000 | 2,728 |
| Structured notes | ||
| Amortized cost | $15,464,000 | 251 |
| Fair value | $15,411,000 | 250 |
| 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 | $51,215,000 | 2,334 |
| U.S. Government securities | $50,795,000 | 1,689 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $50,795,000 | 1,640 |
| Securities issued by states & political subdivisions | $420,000 | 5,399 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,344,000 | 1,824 |
| Mortgage-backed securities | $28,887,000 | 1,822 |
| Certificates of participation in pools of residential mortgages | $28,887,000 | 1,307 |
| Issued or guaranteed by U.S. | $28,887,000 | 1,298 |
| 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) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $51,215,000 | 2,066 |
| Total debt securities | $51,215,000 | 2,306 |
| Structured notes | ||
| Amortized cost | $14,961,000 | 170 |
| Fair value | $14,906,000 | 169 |
| 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 | $54,736,000 | 2,161 |
| U.S. Government securities | $54,318,000 | 1,565 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $54,318,000 | 1,520 |
| Securities issued by states & political subdivisions | $418,000 | 5,417 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,956,000 | 1,715 |
| Mortgage-backed securities | $42,355,000 | 1,375 |
| Certificates of participation in pools of residential mortgages | $42,355,000 | 965 |
| Issued or guaranteed by U.S. | $42,355,000 | 955 |
| 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) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $54,736,000 | 1,894 |
| Total debt securities | $54,736,000 | 2,135 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 330 |
| Fair value | $5,005,000 | 333 |
| 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 | $55,644,000 | 2,116 |
| U.S. Government securities | $55,234,000 | 1,542 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $55,234,000 | 1,505 |
| Securities issued by states & political subdivisions | $410,000 | 5,369 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,608,000 | 1,498 |
| Mortgage-backed securities | $32,525,000 | 1,698 |
| Certificates of participation in pools of residential mortgages | $32,525,000 | 1,243 |
| Issued or guaranteed by U.S. | $32,525,000 | 1,233 |
| 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) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $55,644,000 | 1,865 |
| Total debt securities | $55,644,000 | 2,094 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 238 |
| Fair value | $5,015,000 | 239 |
| 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 | $51,072,000 | 2,268 |
| U.S. Government securities | $50,664,000 | 1,683 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $50,664,000 | 1,659 |
| Securities issued by states & political subdivisions | $408,000 | 5,338 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,241,000 | 1,561 |
| Mortgage-backed securities | $27,835,000 | 1,875 |
| Certificates of participation in pools of residential mortgages | $27,835,000 | 1,366 |
| Issued or guaranteed by U.S. | $27,835,000 | 1,357 |
| 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) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $51,072,000 | 1,992 |
| Total debt securities | $51,072,000 | 2,241 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 621 |
| Fair value | $2,032,000 | 618 |
| 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 | $50,234,000 | 2,237 |
| U.S. Government securities | $49,816,000 | 1,648 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $49,816,000 | 1,624 |
| Securities issued by states & political subdivisions | $418,000 | 5,320 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,567,000 | 1,550 |
| Mortgage-backed securities | $24,248,000 | 1,967 |
| Certificates of participation in pools of residential mortgages | $24,248,000 | 1,464 |
| Issued or guaranteed by U.S. | $24,248,000 | 1,453 |
| 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) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $50,234,000 | 1,962 |
| Total debt securities | $50,234,000 | 2,212 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 606 |
| Fair value | $2,002,000 | 610 |
| 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 | $63,998,000 | 1,861 |
| U.S. Government securities | $63,585,000 | 1,336 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $63,585,000 | 1,306 |
| Securities issued by states & political subdivisions | $413,000 | 5,383 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,473,000 | 1,362 |
| Mortgage-backed securities | $40,847,000 | 1,310 |
| Certificates of participation in pools of residential mortgages | $40,847,000 | 952 |
| Issued or guaranteed by U.S. | $40,847,000 | 940 |
| 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) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $63,998,000 | 1,623 |
| Total debt securities | $63,998,000 | 1,829 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 642 |
| Fair value | $1,991,000 | 665 |
| 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 | $78,082,000 | 1,526 |
| U.S. Government securities | $78,082,000 | 1,071 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $78,082,000 | 1,046 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,904,000 | 1,609 |
| Mortgage-backed securities | $43,884,000 | 1,199 |
| Certificates of participation in pools of residential mortgages | $43,884,000 | 873 |
| Issued or guaranteed by U.S. | $43,884,000 | 863 |
| 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) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $78,082,000 | 1,325 |
| Total debt securities | $78,082,000 | 1,488 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 695 |
| Fair value | $2,008,000 | 719 |
| 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 | $69,846,000 | 1,684 |
| U.S. Government securities | $69,846,000 | 1,203 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $69,846,000 | 1,177 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,436,000 | 1,538 |
| Mortgage-backed securities | $37,744,000 | 1,204 |
| Certificates of participation in pools of residential mortgages | $37,744,000 | 861 |
| Issued or guaranteed by U.S. | $37,744,000 | 851 |
| 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) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $69,846,000 | 1,468 |
| Total debt securities | $69,846,000 | 1,643 |
| Structured notes | ||
| Amortized cost | $8,300,000 | 293 |
| Fair value | $8,295,000 | 295 |
| 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 | $79,820,000 | 1,494 |
| U.S. Government securities | $79,820,000 | 1,070 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $79,820,000 | 1,042 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,655,000 | 1,238 |
| Mortgage-backed securities | $17,724,000 | 1,962 |
| Certificates of participation in pools of residential mortgages | $17,724,000 | 1,451 |
| Issued or guaranteed by U.S. | $17,724,000 | 1,441 |
| 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) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $79,820,000 | 1,292 |
| Total debt securities | $79,820,000 | 1,457 |
| Structured notes | ||
| Amortized cost | $8,300,000 | 364 |
| Fair value | $8,240,000 | 363 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $65,650,000 | 1,771 |
| U.S. Government securities | $65,650,000 | 1,308 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $65,650,000 | 1,277 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,713,000 | 1,718 |
| Mortgage-backed securities | $1,250,000 | 5,110 |
| Certificates of participation in pools of residential mortgages | $1,250,000 | 4,612 |
| Issued or guaranteed by U.S. | $1,250,000 | 4,599 |
| 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) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $65,650,000 | 1,533 |
| Total debt securities | $65,650,000 | 1,736 |
| Structured notes | ||
| Amortized cost | $8,300,000 | 382 |
| Fair value | $8,142,000 | 381 |
| 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 | $59,358,000 | 1,960 |
| U.S. Government securities | $59,358,000 | 1,446 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $59,358,000 | 1,416 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,110,000 | 2,024 |
| Mortgage-backed securities | $1,357,000 | 5,062 |
| Certificates of participation in pools of residential mortgages | $1,357,000 | 4,547 |
| Issued or guaranteed by U.S. | $1,357,000 | 4,530 |
| 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) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $59,358,000 | 1,680 |
| Total debt securities | $59,358,000 | 1,920 |
| Structured notes | ||
| Amortized cost | $8,300,000 | 415 |
| Fair value | $8,177,000 | 420 |
| 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 | $45,428,000 | 2,526 |
| U.S. Government securities | $45,428,000 | 1,913 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $45,428,000 | 1,851 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,844,000 | 1,972 |
| Mortgage-backed securities | $1,582,000 | 4,937 |
| Certificates of participation in pools of residential mortgages | $1,582,000 | 4,413 |
| Issued or guaranteed by U.S. | $1,582,000 | 4,398 |
| 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) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $45,428,000 | 2,193 |
| Total debt securities | $45,428,000 | 2,483 |
| Structured notes | ||
| Amortized cost | $8,300,000 | 452 |
| Fair value | $8,143,000 | 456 |
| 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 | $40,990,000 | 2,765 |
| U.S. Government securities | $40,990,000 | 2,112 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $40,990,000 | 2,059 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,185,000 | 2,257 |
| Mortgage-backed securities | $1,855,000 | 4,802 |
| Certificates of participation in pools of residential mortgages | $1,855,000 | 4,267 |
| Issued or guaranteed by U.S. | $1,855,000 | 4,246 |
| 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) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $40,990,000 | 2,378 |
| Total debt securities | $40,990,000 | 2,726 |
| Structured notes | ||
| Amortized cost | $8,300,000 | 495 |
| Fair value | $8,106,000 | 495 |
| 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 | $32,037,000 | 3,337 |
| U.S. Government securities | $32,037,000 | 2,615 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $32,037,000 | 2,544 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,108,000 | 2,073 |
| Mortgage-backed securities | $949,000 | 5,361 |
| Certificates of participation in pools of residential mortgages | $949,000 | 4,900 |
| Issued or guaranteed by U.S. | $949,000 | 4,878 |
| 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) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $32,037,000 | 2,888 |
| Total debt securities | $32,037,000 | 3,294 |
| Structured notes | ||
| Amortized cost | $10,300,000 | 405 |
| Fair value | $9,973,000 | 413 |
| 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 | $30,671,000 | 3,498 |
| U.S. Government securities | $30,671,000 | 2,746 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $30,671,000 | 2,660 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,623,000 | 2,265 |
| Mortgage-backed securities | $1,051,000 | 5,334 |
| Certificates of participation in pools of residential mortgages | $1,051,000 | 4,845 |
| Issued or guaranteed by U.S. | $1,051,000 | 4,825 |
| 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) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $30,671,000 | 3,027 |
| Total debt securities | $30,670,000 | 3,449 |
| Structured notes | ||
| Amortized cost | $10,300,000 | 428 |
| Fair value | $10,034,000 | 430 |
| 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 | $28,788,000 | 3,669 |
| U.S. Government securities | $28,788,000 | 2,892 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $28,788,000 | 2,796 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,662,000 | 2,254 |
| Mortgage-backed securities | $1,142,000 | 5,325 |
| Certificates of participation in pools of residential mortgages | $1,142,000 | 4,813 |
| Issued or guaranteed by U.S. | $1,142,000 | 4,794 |
| 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) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $28,788,000 | 3,173 |
| Total debt securities | $28,788,000 | 3,611 |
| Structured notes | ||
| Amortized cost | $12,794,000 | 339 |
| Fair value | $12,507,000 | 339 |
| 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 | $34,133,000 | 3,188 |
| U.S. Government securities | $34,133,000 | 2,464 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $34,133,000 | 2,390 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,895,000 | 2,407 |
| Mortgage-backed securities | $1,266,000 | 5,277 |
| Certificates of participation in pools of residential mortgages | $1,266,000 | 4,765 |
| Issued or guaranteed by U.S. | $1,266,000 | 4,746 |
| 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) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $34,133,000 | 2,753 |
| Total debt securities | $34,133,000 | 3,138 |
| Structured notes | ||
| Amortized cost | $17,394,000 | 223 |
| Fair value | $17,211,000 | 224 |
| 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 | $32,390,000 | 3,394 |
| U.S. Government securities | $32,390,000 | 2,635 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $32,390,000 | 2,542 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,345,000 | 2,336 |
| Mortgage-backed securities | $1,591,000 | 5,157 |
| Certificates of participation in pools of residential mortgages | $1,444,000 | 4,710 |
| Issued or guaranteed by U.S. | $1,444,000 | 4,689 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $147,000 | 3,305 |
| CMOs issued by government agencies or sponsored agencies | $147,000 | 3,005 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $32,390,000 | 2,920 |
| Total debt securities | $32,390,000 | 3,344 |
| Structured notes | ||
| Amortized cost | $17,393,000 | 223 |
| Fair value | $17,255,000 | 224 |
| 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 | $37,125,000 | 3,068 |
| U.S. Government securities | $37,125,000 | 2,386 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $37,125,000 | 2,308 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| 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 | $14,590,000 | 2,642 |
| Mortgage-backed securities | $1,949,000 | 5,044 |
| Certificates of participation in pools of residential mortgages | $1,634,000 | 4,667 |
| Issued or guaranteed by U.S. | $1,634,000 | 4,651 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $315,000 | 3,148 |
| CMOs issued by government agencies or sponsored agencies | $315,000 | 2,867 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $37,125,000 | 2,626 |
| Total debt securities | $37,124,000 | 3,021 |
| Structured notes | ||
| Amortized cost | $19,019,000 | 196 |
| Fair value | $18,743,000 | 198 |
| 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 | $37,792,000 | 3,043 |
| U.S. Government securities | $37,337,000 | 2,380 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $37,337,000 | 2,296 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $455,000 | 2,852 |
| Privately issued residential mortgage-backed securities | $455,000 | 901 |
| 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 | $12,913,000 | 2,850 |
| Mortgage-backed securities | $2,266,000 | 4,928 |
| Certificates of participation in pools of residential mortgages | $1,811,000 | 4,583 |
| Issued or guaranteed by U.S. | $1,811,000 | 4,568 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $455,000 | 3,060 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $455,000 | 835 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $37,792,000 | 2,614 |
| Total debt securities | $37,793,000 | 2,988 |
| Structured notes | ||
| Amortized cost | $19,013,000 | 195 |
| Fair value | $18,914,000 | 196 |
| 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 | $28,235,000 | 3,776 |
| U.S. Government securities | $28,235,000 | 2,975 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $28,235,000 | 2,861 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| 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 | $12,018,000 | 2,946 |
| Mortgage-backed securities | $2,059,000 | 5,049 |
| Certificates of participation in pools of residential mortgages | $2,059,000 | 4,476 |
| Issued or guaranteed by U.S. | $2,059,000 | 4,462 |
| 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) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $28,235,000 | 3,269 |
| Total debt securities | $28,235,000 | 3,708 |
| Structured notes | ||
| Amortized cost | $9,289,000 | 468 |
| Fair value | $9,247,000 | 468 |
| 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 | $26,797,000 | 3,981 |
| U.S. Government securities | $26,797,000 | 3,147 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $26,797,000 | 3,026 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| 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 | $14,223,000 | 2,607 |
| Mortgage-backed securities | $2,391,000 | 4,965 |
| Certificates of participation in pools of residential mortgages | $2,391,000 | 4,357 |
| Issued or guaranteed by U.S. | $2,391,000 | 4,344 |
| 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) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $26,797,000 | 3,442 |
| Total debt securities | $26,797,000 | 3,907 |
| Structured notes | ||
| Amortized cost | $9,287,000 | 450 |
| Fair value | $9,006,000 | 457 |
| 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 | $26,384,000 | 4,018 |
| U.S. Government securities | $26,384,000 | 3,138 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $26,384,000 | 3,034 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| 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 | $17,968,000 | 2,192 |
| Mortgage-backed securities | $2,895,000 | 4,811 |
| Certificates of participation in pools of residential mortgages | $2,890,000 | 4,178 |
| Issued or guaranteed by U.S. | $2,890,000 | 4,167 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $5,000 | 3,937 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 3,578 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $26,384,000 | 3,485 |
| Total debt securities | $26,385,000 | 3,945 |
| Structured notes | ||
| Amortized cost | $9,283,000 | 386 |
| Fair value | $9,273,000 | 389 |
| 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 | $35,049,000 | 3,320 |
| U.S. Government securities | $35,049,000 | 2,571 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $35,049,000 | 2,487 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| 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 | $21,303,000 | 1,856 |
| Mortgage-backed securities | $3,327,000 | 4,613 |
| Certificates of participation in pools of residential mortgages | $3,207,000 | 4,017 |
| Issued or guaranteed by U.S. | $3,207,000 | 4,005 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $120,000 | 3,652 |
| CMOs issued by government agencies or sponsored agencies | $120,000 | 3,478 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $35,049,000 | 2,853 |
| Total debt securities | $35,049,000 | 3,258 |
| Structured notes | ||
| Amortized cost | $11,274,000 | 267 |
| Fair value | $11,058,000 | 267 |
| 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 | $31,894,000 | 3,471 |
| U.S. Government securities | $31,894,000 | 2,707 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $31,894,000 | 2,616 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| 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 | $21,027,000 | 1,801 |
| Mortgage-backed securities | $4,036,000 | 4,349 |
| Certificates of participation in pools of residential mortgages | $3,673,000 | 3,854 |
| Issued or guaranteed by U.S. | $3,673,000 | 3,841 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $363,000 | 3,400 |
| CMOs issued by government agencies or sponsored agencies | $363,000 | 3,227 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $31,894,000 | 3,009 |
| Total debt securities | $31,894,000 | 3,399 |
| Structured notes | ||
| Amortized cost | $11,274,000 | 214 |
| Fair value | $10,990,000 | 216 |
| 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 | $31,884,000 | 3,394 |
| U.S. Government securities | $31,884,000 | 2,604 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $31,884,000 | 2,512 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| 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 | $14,362,000 | 2,378 |
| Mortgage-backed securities | $6,617,000 | 3,713 |
| Certificates of participation in pools of residential mortgages | $4,934,000 | 3,451 |
| Issued or guaranteed by U.S. | $4,934,000 | 3,440 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,683,000 | 2,661 |
| CMOs issued by government agencies or sponsored agencies | $1,683,000 | 2,517 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $31,884,000 | 2,943 |
| Total debt securities | $31,884,000 | 3,313 |
| Structured notes | ||
| Amortized cost | $17,680,000 | 87 |
| Fair value | $17,772,000 | 87 |
| 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 | $27,819,000 | 3,740 |
| U.S. Government securities | $27,819,000 | 2,873 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $27,819,000 | 2,746 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| 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 | $19,104,000 | 1,930 |
| Mortgage-backed securities | $8,758,000 | 3,274 |
| Certificates of participation in pools of residential mortgages | $5,917,000 | 3,155 |
| Issued or guaranteed by U.S. | $5,917,000 | 3,142 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,841,000 | 2,290 |
| CMOs issued by government agencies or sponsored agencies | $2,841,000 | 2,172 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $27,819,000 | 3,220 |
| Total debt securities | $27,819,000 | 3,662 |
| Structured notes | ||
| Amortized cost | $7,925,000 | 170 |
| Fair value | $7,972,000 | 166 |
| 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 | $26,239,000 | 3,877 |
| U.S. Government securities | $26,239,000 | 2,996 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $26,239,000 | 2,851 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| 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 | $20,549,000 | 1,803 |
| Mortgage-backed securities | $2,894,000 | 4,915 |
| Certificates of participation in pools of residential mortgages | $2,894,000 | 4,221 |
| Issued or guaranteed by U.S. | $2,894,000 | 4,207 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $26,239,000 | 3,317 |
| Total debt securities | $26,239,000 | 3,794 |
| Structured notes | ||
| Amortized cost | $10,925,000 | 91 |
| Fair value | $10,991,000 | 92 |
| 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 | $22,544,000 | 4,165 |
| U.S. Government securities | $22,544,000 | 3,207 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $22,544,000 | 3,039 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| 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 | $16,778,000 | 2,023 |
| Mortgage-backed securities | $1,488,000 | 5,571 |
| Certificates of participation in pools of residential mortgages | $1,488,000 | 4,855 |
| Issued or guaranteed by U.S. | $1,488,000 | 4,829 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $22,544,000 | 3,518 |
| Total debt securities | $22,543,000 | 4,084 |
| 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 | $25,487,000 | 3,894 |
| U.S. Government securities | $25,251,000 | 3,050 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $25,251,000 | 2,829 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| 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 | $236,000 | 5,493 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,269,000 | 2,748 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $25,487,000 | 3,159 |
| Total debt securities | $25,251,000 | 3,803 |
| 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 | $9,301,000 | 7,282 |
| U.S. Government securities | $9,227,000 | 6,374 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $9,227,000 | 5,837 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| 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 | $74,000 | 7,047 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,891,000 | 4,680 |
| Mortgage-backed securities | $590,000 | 6,332 |
| Certificates of participation in pools of residential mortgages | $590,000 | 5,598 |
| Issued or guaranteed by U.S. | $590,000 | 5,585 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $9,301,000 | 6,064 |
| Total debt securities | $9,227,000 | 7,189 |
| 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 | $0 | 10,385 |
| U.S. Government securities | $0 | 10,185 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $0 | 9,927 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| 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 | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $0 | 10,235 |
| 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 |