Home > Florida Gulf Bank > Securities
Florida Gulf Bank, Securities
| 2012-06-30 | Rank | |
| Total securities | $57,646,000 | 2,380 |
| U.S. Government securities | $57,646,000 | 1,725 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $57,646,000 | 1,680 |
| 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 | $12,791,000 | 2,950 |
| Mortgage-backed securities | $55,645,000 | 1,291 |
| Certificates of participation in pools of residential mortgages | $44,691,000 | 1,013 |
| Issued or guaranteed by U.S. | $44,691,000 | 1,012 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $10,954,000 | 1,533 |
| CMOs issued by government agencies or sponsored agencies | $10,954,000 | 1,423 |
| 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) | $57,646,000 | 2,186 |
| Total debt securities | $57,647,000 | 2,360 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,486 |
| Fair value | $2,001,000 | 1,576 |
| 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 | $50,783,000 | 2,639 |
| U.S. Government securities | $50,783,000 | 1,936 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $50,783,000 | 1,893 |
| 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 | $17,790,000 | 2,447 |
| Mortgage-backed securities | $48,784,000 | 1,407 |
| Certificates of participation in pools of residential mortgages | $37,396,000 | 1,157 |
| Issued or guaranteed by U.S. | $37,396,000 | 1,157 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $11,388,000 | 1,533 |
| CMOs issued by government agencies or sponsored agencies | $11,388,000 | 1,424 |
| 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) | $50,783,000 | 2,417 |
| Total debt securities | $50,782,000 | 2,618 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,667 |
| Fair value | $1,999,000 | 1,743 |
| 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 | $43,991,000 | 2,877 |
| U.S. Government securities | $43,991,000 | 2,092 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $43,991,000 | 2,044 |
| 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 | $14,027,000 | 2,675 |
| Mortgage-backed securities | $41,993,000 | 1,506 |
| Certificates of participation in pools of residential mortgages | $34,789,000 | 1,172 |
| Issued or guaranteed by U.S. | $34,789,000 | 1,170 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $7,204,000 | 1,830 |
| CMOs issued by government agencies or sponsored agencies | $7,204,000 | 1,667 |
| 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) | $43,991,000 | 2,621 |
| Total debt securities | $43,991,000 | 2,858 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,666 |
| Fair value | $1,998,000 | 1,774 |
| 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 | $43,396,000 | 2,819 |
| U.S. Government securities | $43,396,000 | 2,046 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $43,396,000 | 1,993 |
| 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 | $16,075,000 | 2,460 |
| Mortgage-backed securities | $41,399,000 | 1,457 |
| Certificates of participation in pools of residential mortgages | $39,254,000 | 1,024 |
| Issued or guaranteed by U.S. | $39,254,000 | 1,022 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $2,145,000 | 2,713 |
| CMOs issued by government agencies or sponsored agencies | $2,145,000 | 2,488 |
| 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) | $43,396,000 | 2,576 |
| Total debt securities | $43,395,000 | 2,797 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,735 |
| Fair value | $1,997,000 | 1,855 |
| 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 | $36,272,000 | 3,229 |
| U.S. Government securities | $36,272,000 | 2,411 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $36,272,000 | 2,342 |
| 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 | $16,655,000 | 2,440 |
| Mortgage-backed securities | $36,272,000 | 1,586 |
| Certificates of participation in pools of residential mortgages | $36,151,000 | 1,061 |
| Issued or guaranteed by U.S. | $36,151,000 | 1,056 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $121,000 | 3,638 |
| CMOs issued by government agencies or sponsored agencies | $121,000 | 3,352 |
| 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) | $36,272,000 | 2,946 |
| Total debt securities | $36,272,000 | 3,200 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $33,409,000 | 3,379 |
| U.S. Government securities | $33,409,000 | 2,548 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $33,409,000 | 2,479 |
| 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 | $21,780,000 | 2,064 |
| Mortgage-backed securities | $33,409,000 | 1,645 |
| Certificates of participation in pools of residential mortgages | $33,278,000 | 1,102 |
| Issued or guaranteed by U.S. | $33,278,000 | 1,096 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $131,000 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $131,000 | 3,304 |
| 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) | $33,409,000 | 3,091 |
| Total debt securities | $33,410,000 | 3,351 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $30,013,000 | 3,500 |
| U.S. Government securities | $30,013,000 | 2,652 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $30,013,000 | 2,566 |
| 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 | $18,284,000 | 2,262 |
| Mortgage-backed securities | $30,013,000 | 1,731 |
| Certificates of participation in pools of residential mortgages | $29,868,000 | 1,154 |
| Issued or guaranteed by U.S. | $29,868,000 | 1,142 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $145,000 | 3,569 |
| CMOs issued by government agencies or sponsored agencies | $145,000 | 3,261 |
| 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) | $30,013,000 | 3,206 |
| Total debt securities | $30,013,000 | 3,471 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $25,019,000 | 3,872 |
| U.S. Government securities | $25,019,000 | 2,972 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $25,019,000 | 2,880 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| 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 | $17,570,000 | 2,320 |
| Mortgage-backed securities | $25,019,000 | 1,933 |
| Certificates of participation in pools of residential mortgages | $24,872,000 | 1,308 |
| Issued or guaranteed by U.S. | $24,872,000 | 1,302 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $147,000 | 3,567 |
| CMOs issued by government agencies or sponsored agencies | $147,000 | 3,247 |
| 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) | $25,019,000 | 3,552 |
| Total debt securities | $25,019,000 | 3,837 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $34,067,000 | 3,206 |
| U.S. Government securities | $34,067,000 | 2,420 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $34,067,000 | 2,340 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| 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 | $17,446,000 | 2,363 |
| Mortgage-backed securities | $34,067,000 | 1,531 |
| Certificates of participation in pools of residential mortgages | $33,919,000 | 1,021 |
| Issued or guaranteed by U.S. | $33,919,000 | 1,013 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $148,000 | 3,492 |
| CMOs issued by government agencies or sponsored agencies | $148,000 | 3,175 |
| 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) | $34,067,000 | 2,894 |
| Total debt securities | $34,057,000 | 3,172 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $34,687,000 | 3,180 |
| U.S. Government securities | $34,687,000 | 2,419 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $34,687,000 | 2,353 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| 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 | $24,684,000 | 1,932 |
| Mortgage-backed securities | $34,687,000 | 1,551 |
| Certificates of participation in pools of residential mortgages | $34,491,000 | 1,073 |
| Issued or guaranteed by U.S. | $34,491,000 | 1,066 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $196,000 | 3,433 |
| CMOs issued by government agencies or sponsored agencies | $196,000 | 3,098 |
| 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) | $34,687,000 | 2,864 |
| Total debt securities | $34,688,000 | 3,151 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $34,185,000 | 3,189 |
| U.S. Government securities | $34,185,000 | 2,419 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $34,185,000 | 2,352 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| 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 | $19,824,000 | 2,240 |
| Mortgage-backed securities | $34,185,000 | 1,593 |
| Certificates of participation in pools of residential mortgages | $33,852,000 | 1,107 |
| Issued or guaranteed by U.S. | $33,852,000 | 1,099 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $333,000 | 3,308 |
| CMOs issued by government agencies or sponsored agencies | $333,000 | 2,970 |
| 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) | $34,185,000 | 2,869 |
| Total debt securities | $34,185,000 | 3,154 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $35,370,000 | 3,130 |
| U.S. Government securities | $35,370,000 | 2,337 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $35,370,000 | 2,274 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| 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 | $30,753,000 | 1,622 |
| Mortgage-backed securities | $31,370,000 | 1,718 |
| Certificates of participation in pools of residential mortgages | $30,846,000 | 1,236 |
| Issued or guaranteed by U.S. | $30,846,000 | 1,226 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $524,000 | 3,171 |
| CMOs issued by government agencies or sponsored agencies | $524,000 | 2,831 |
| 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) | $35,370,000 | 2,802 |
| Total debt securities | $35,370,000 | 3,097 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $37,638,000 | 2,932 |
| U.S. Government securities | $37,638,000 | 2,175 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $37,638,000 | 2,128 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| 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 | $35,588,000 | 1,425 |
| Mortgage-backed securities | $32,638,000 | 1,691 |
| Certificates of participation in pools of residential mortgages | $31,921,000 | 1,225 |
| Issued or guaranteed by U.S. | $31,921,000 | 1,215 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $717,000 | 3,071 |
| CMOs issued by government agencies or sponsored agencies | $717,000 | 2,707 |
| 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) | $37,638,000 | 2,618 |
| Total debt securities | $37,638,000 | 2,901 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $33,411,000 | 3,209 |
| U.S. Government securities | $33,411,000 | 2,419 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $33,411,000 | 2,367 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| 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 | $28,899,000 | 1,739 |
| Mortgage-backed securities | $31,407,000 | 1,749 |
| Certificates of participation in pools of residential mortgages | $30,491,000 | 1,310 |
| Issued or guaranteed by U.S. | $30,491,000 | 1,299 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $916,000 | 2,986 |
| CMOs issued by government agencies or sponsored agencies | $916,000 | 2,608 |
| 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) | $33,411,000 | 2,854 |
| Total debt securities | $33,410,000 | 3,175 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $35,765,000 | 3,038 |
| U.S. Government securities | $35,765,000 | 2,282 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $35,765,000 | 2,244 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,112,000 | 1,833 |
| Mortgage-backed securities | $33,741,000 | 1,595 |
| Certificates of participation in pools of residential mortgages | $32,587,000 | 1,205 |
| Issued or guaranteed by U.S. | $32,587,000 | 1,196 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,154,000 | 2,768 |
| CMOs issued by government agencies or sponsored agencies | $1,154,000 | 2,433 |
| 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) | $35,765,000 | 2,694 |
| Total debt securities | $35,765,000 | 2,998 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $31,551,000 | 3,275 |
| U.S. Government securities | $31,551,000 | 2,488 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $31,551,000 | 2,432 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| 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 | $28,898,000 | 1,716 |
| Mortgage-backed securities | $29,525,000 | 1,699 |
| Certificates of participation in pools of residential mortgages | $28,204,000 | 1,286 |
| Issued or guaranteed by U.S. | $28,204,000 | 1,274 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,321,000 | 2,614 |
| CMOs issued by government agencies or sponsored agencies | $1,321,000 | 2,275 |
| 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) | $31,551,000 | 2,916 |
| Total debt securities | $31,550,000 | 3,245 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $33,127,000 | 3,208 |
| U.S. Government securities | $33,127,000 | 2,418 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $33,127,000 | 2,370 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| 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 | $27,996,000 | 1,729 |
| Mortgage-backed securities | $31,112,000 | 1,619 |
| Certificates of participation in pools of residential mortgages | $29,598,000 | 1,238 |
| Issued or guaranteed by U.S. | $29,598,000 | 1,224 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,514,000 | 2,535 |
| CMOs issued by government agencies or sponsored agencies | $1,514,000 | 2,196 |
| 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) | $33,127,000 | 2,863 |
| Total debt securities | $33,127,000 | 3,172 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $40,500,000 | 2,731 |
| U.S. Government securities | $40,500,000 | 2,030 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $40,500,000 | 1,990 |
| 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 | $32,774,000 | 1,483 |
| Mortgage-backed securities | $34,428,000 | 1,446 |
| Certificates of participation in pools of residential mortgages | $32,659,000 | 1,083 |
| Issued or guaranteed by U.S. | $32,659,000 | 1,071 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,769,000 | 2,424 |
| CMOs issued by government agencies or sponsored agencies | $1,769,000 | 2,097 |
| 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) | $40,500,000 | 2,428 |
| Total debt securities | $40,500,000 | 2,695 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $42,476,000 | 2,636 |
| U.S. Government securities | $42,476,000 | 1,936 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $42,476,000 | 1,895 |
| 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 | $28,347,000 | 1,675 |
| Mortgage-backed securities | $36,423,000 | 1,231 |
| Certificates of participation in pools of residential mortgages | $34,484,000 | 935 |
| Issued or guaranteed by U.S. | $34,484,000 | 924 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,939,000 | 2,256 |
| CMOs issued by government agencies or sponsored agencies | $1,939,000 | 1,956 |
| 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) | $42,476,000 | 2,316 |
| Total debt securities | $42,475,000 | 2,593 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $45,275,000 | 2,505 |
| U.S. Government securities | $45,275,000 | 1,851 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $45,275,000 | 1,811 |
| 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 | $23,024,000 | 1,972 |
| Mortgage-backed securities | $38,267,000 | 1,118 |
| Certificates of participation in pools of residential mortgages | $36,144,000 | 847 |
| Issued or guaranteed by U.S. | $36,144,000 | 838 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,123,000 | 2,148 |
| CMOs issued by government agencies or sponsored agencies | $2,123,000 | 1,849 |
| 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) | $45,275,000 | 2,179 |
| Total debt securities | $45,276,000 | 2,460 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,697 |
| Fair value | $1,000,000 | 1,732 |
| 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 | $48,237,000 | 2,363 |
| U.S. Government securities | $48,237,000 | 1,756 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $48,237,000 | 1,707 |
| 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 | $21,260,000 | 2,074 |
| Mortgage-backed securities | $40,326,000 | 1,061 |
| Certificates of participation in pools of residential mortgages | $38,014,000 | 811 |
| Issued or guaranteed by U.S. | $38,014,000 | 800 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,312,000 | 2,062 |
| CMOs issued by government agencies or sponsored agencies | $2,312,000 | 1,785 |
| 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) | $48,237,000 | 2,043 |
| Total debt securities | $48,237,000 | 2,323 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 1,339 |
| Fair value | $1,994,000 | 1,282 |
| 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 | $43,347,000 | 2,597 |
| U.S. Government securities | $43,347,000 | 1,965 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $43,347,000 | 1,905 |
| 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 | $26,065,000 | 1,765 |
| Mortgage-backed securities | $41,359,000 | 1,048 |
| Certificates of participation in pools of residential mortgages | $38,807,000 | 792 |
| Issued or guaranteed by U.S. | $38,807,000 | 783 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $2,552,000 | 1,970 |
| CMOs issued by government agencies or sponsored agencies | $2,552,000 | 1,702 |
| 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) | $43,347,000 | 2,259 |
| Total debt securities | $43,346,000 | 2,555 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 1,395 |
| Fair value | $1,988,000 | 1,376 |
| 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 | $45,636,000 | 2,511 |
| U.S. Government securities | $45,636,000 | 1,905 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $45,636,000 | 1,843 |
| 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 | $41,028,000 | 1,176 |
| Mortgage-backed securities | $43,653,000 | 1,025 |
| Certificates of participation in pools of residential mortgages | $40,898,000 | 778 |
| Issued or guaranteed by U.S. | $40,898,000 | 768 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $2,755,000 | 1,922 |
| CMOs issued by government agencies or sponsored agencies | $2,755,000 | 1,666 |
| 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) | $45,636,000 | 2,181 |
| Total debt securities | $45,636,000 | 2,470 |
| Structured notes | ||
| Amortized cost | $999,000 | 2,090 |
| Fair value | $985,000 | 2,108 |
| 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 | $47,836,000 | 2,430 |
| U.S. Government securities | $47,836,000 | 1,841 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $47,836,000 | 1,790 |
| 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 | $29,287,000 | 1,562 |
| Mortgage-backed securities | $45,862,000 | 995 |
| Certificates of participation in pools of residential mortgages | $42,914,000 | 767 |
| Issued or guaranteed by U.S. | $42,914,000 | 755 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $2,948,000 | 1,843 |
| CMOs issued by government agencies or sponsored agencies | $2,948,000 | 1,598 |
| 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) | $47,836,000 | 2,093 |
| Total debt securities | $47,837,000 | 2,387 |
| Structured notes | ||
| Amortized cost | $999,000 | 2,206 |
| Fair value | $979,000 | 2,243 |
| 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 | $50,802,000 | 2,305 |
| U.S. Government securities | $50,802,000 | 1,749 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $50,802,000 | 1,697 |
| 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 | $36,461,000 | 1,285 |
| Mortgage-backed securities | $48,841,000 | 944 |
| Certificates of participation in pools of residential mortgages | $45,715,000 | 733 |
| Issued or guaranteed by U.S. | $45,715,000 | 724 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $3,126,000 | 1,792 |
| CMOs issued by government agencies or sponsored agencies | $3,126,000 | 1,557 |
| 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) | $50,802,000 | 1,975 |
| Total debt securities | $50,801,000 | 2,261 |
| Structured notes | ||
| Amortized cost | $999,000 | 2,293 |
| Fair value | $971,000 | 2,291 |
| 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 | $54,165,000 | 2,193 |
| U.S. Government securities | $54,165,000 | 1,681 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $54,165,000 | 1,629 |
| 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 | $35,991,000 | 1,299 |
| Mortgage-backed securities | $52,200,000 | 916 |
| Certificates of participation in pools of residential mortgages | $48,880,000 | 704 |
| Issued or guaranteed by U.S. | $48,880,000 | 692 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,320,000 | 1,752 |
| CMOs issued by government agencies or sponsored agencies | $3,320,000 | 1,517 |
| 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) | $54,165,000 | 1,870 |
| Total debt securities | $54,166,000 | 2,148 |
| Structured notes | ||
| Amortized cost | $999,000 | 2,289 |
| Fair value | $974,000 | 2,318 |
| 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 | $57,285,000 | 2,101 |
| U.S. Government securities | $57,272,000 | 1,591 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $57,272,000 | 1,530 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $13,000 | 3,246 |
| Privately issued residential mortgage-backed securities | $13,000 | 1,251 |
| 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 | $38,021,000 | 1,220 |
| Mortgage-backed securities | $55,317,000 | 873 |
| Certificates of participation in pools of residential mortgages | $51,865,000 | 675 |
| Issued or guaranteed by U.S. | $51,865,000 | 667 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $3,452,000 | 1,721 |
| CMOs issued by government agencies or sponsored agencies | $3,439,000 | 1,500 |
| Privately issued | $13,000 | 1,148 |
| 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) | $57,285,000 | 1,780 |
| Total debt securities | $57,285,000 | 2,058 |
| Structured notes | ||
| Amortized cost | $999,000 | 2,283 |
| Fair value | $976,000 | 2,316 |
| 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 | $62,003,000 | 1,941 |
| U.S. Government securities | $61,770,000 | 1,466 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $61,770,000 | 1,412 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $233,000 | 2,964 |
| Privately issued residential mortgage-backed securities | $233,000 | 1,039 |
| 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 | $43,167,000 | 1,078 |
| Mortgage-backed securities | $60,021,000 | 822 |
| Certificates of participation in pools of residential mortgages | $56,194,000 | 642 |
| Issued or guaranteed by U.S. | $56,194,000 | 633 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,827,000 | 1,654 |
| CMOs issued by government agencies or sponsored agencies | $3,594,000 | 1,467 |
| Privately issued | $233,000 | 959 |
| 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) | $62,003,000 | 1,640 |
| Total debt securities | $62,003,000 | 1,892 |
| Structured notes | ||
| Amortized cost | $999,000 | 2,234 |
| Fair value | $985,000 | 2,258 |
| 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 | $61,929,000 | 1,943 |
| U.S. Government securities | $61,929,000 | 1,474 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $61,929,000 | 1,419 |
| 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 | $41,173,000 | 1,097 |
| Mortgage-backed securities | $59,939,000 | 836 |
| Certificates of participation in pools of residential mortgages | $55,616,000 | 645 |
| Issued or guaranteed by U.S. | $55,616,000 | 637 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $4,323,000 | 1,609 |
| CMOs issued by government agencies or sponsored agencies | $4,323,000 | 1,403 |
| 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) | $61,929,000 | 1,643 |
| Total debt securities | $61,929,000 | 1,895 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 1,601 |
| Fair value | $1,990,000 | 1,572 |
| 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 | $44,317,000 | 2,647 |
| U.S. Government securities | $44,317,000 | 2,054 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $44,317,000 | 1,968 |
| 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 | $32,836,000 | 1,374 |
| Mortgage-backed securities | $42,347,000 | 1,143 |
| Certificates of participation in pools of residential mortgages | $38,629,000 | 906 |
| Issued or guaranteed by U.S. | $38,629,000 | 900 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,718,000 | 1,744 |
| CMOs issued by government agencies or sponsored agencies | $3,718,000 | 1,532 |
| 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) | $44,317,000 | 2,232 |
| Total debt securities | $44,317,000 | 2,597 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,033 |
| Fair value | $994,000 | 2,066 |
| 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 | $37,584,000 | 3,056 |
| U.S. Government securities | $37,584,000 | 2,359 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $37,584,000 | 2,276 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,027,000 | 1,782 |
| Mortgage-backed securities | $35,594,000 | 1,324 |
| Certificates of participation in pools of residential mortgages | $32,925,000 | 1,042 |
| Issued or guaranteed by U.S. | $32,925,000 | 1,035 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $2,669,000 | 1,987 |
| CMOs issued by government agencies or sponsored agencies | $2,669,000 | 1,770 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $37,584,000 | 2,627 |
| Total debt securities | $37,583,000 | 3,000 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,982 |
| Fair value | $999,000 | 2,028 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $26,920,000 | 3,911 |
| U.S. Government securities | $26,920,000 | 3,086 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $26,920,000 | 2,971 |
| 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 | $16,692,000 | 2,336 |
| Mortgage-backed securities | $24,786,000 | 1,687 |
| Certificates of participation in pools of residential mortgages | $21,064,000 | 1,432 |
| Issued or guaranteed by U.S. | $21,064,000 | 1,422 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,722,000 | 1,754 |
| CMOs issued by government agencies or sponsored agencies | $3,722,000 | 1,554 |
| 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) | $26,920,000 | 3,392 |
| Total debt securities | $26,920,000 | 3,842 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $20,278,000 | 4,754 |
| U.S. Government securities | $20,278,000 | 3,854 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $20,278,000 | 3,712 |
| 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 | $20,278,000 | 2,004 |
| Mortgage-backed securities | $16,138,000 | 2,264 |
| Certificates of participation in pools of residential mortgages | $11,853,000 | 2,164 |
| Issued or guaranteed by U.S. | $11,853,000 | 2,155 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,285,000 | 1,665 |
| CMOs issued by government agencies or sponsored agencies | $4,285,000 | 1,468 |
| 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) | $20,278,000 | 4,143 |
| Total debt securities | $20,278,000 | 4,687 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $19,040,000 | 4,918 |
| U.S. Government securities | $19,040,000 | 3,983 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $19,040,000 | 3,846 |
| 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 | $18,710,000 | 2,120 |
| Mortgage-backed securities | $13,542,000 | 2,578 |
| Certificates of participation in pools of residential mortgages | $8,974,000 | 2,574 |
| Issued or guaranteed by U.S. | $8,974,000 | 2,563 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $4,568,000 | 1,673 |
| CMOs issued by government agencies or sponsored agencies | $4,568,000 | 1,478 |
| 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) | $19,040,000 | 4,295 |
| Total debt securities | $19,039,000 | 4,844 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $16,641,000 | 5,336 |
| U.S. Government securities | $16,641,000 | 4,398 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $16,641,000 | 4,246 |
| 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 | $13,315,000 | 2,649 |
| Mortgage-backed securities | $14,137,000 | 2,504 |
| Certificates of participation in pools of residential mortgages | $9,335,000 | 2,522 |
| Issued or guaranteed by U.S. | $9,335,000 | 2,510 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $4,802,000 | 1,639 |
| CMOs issued by government agencies or sponsored agencies | $4,802,000 | 1,530 |
| 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) | $16,641,000 | 4,649 |
| Total debt securities | $16,642,000 | 5,245 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $12,383,000 | 6,038 |
| U.S. Government securities | $12,383,000 | 5,073 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $12,383,000 | 4,919 |
| 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 | $11,855,000 | 2,761 |
| Mortgage-backed securities | $11,872,000 | 2,725 |
| Certificates of participation in pools of residential mortgages | $6,757,000 | 2,972 |
| Issued or guaranteed by U.S. | $6,757,000 | 2,958 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $5,115,000 | 1,602 |
| CMOs issued by government agencies or sponsored agencies | $5,115,000 | 1,490 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $12,383,000 | 5,317 |
| Total debt securities | $12,383,000 | 5,952 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $9,534,000 | 6,594 |
| U.S. Government securities | $7,519,000 | 6,244 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $7,519,000 | 6,069 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $2,015,000 | 2,184 |
| Privately issued residential mortgage-backed securities | $2,015,000 | 536 |
| 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 | $7,478,000 | 3,631 |
| Mortgage-backed securities | $9,019,000 | 3,213 |
| Certificates of participation in pools of residential mortgages | $6,219,000 | 3,112 |
| Issued or guaranteed by U.S. | $6,219,000 | 3,099 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $2,800,000 | 2,232 |
| CMOs issued by government agencies or sponsored agencies | $785,000 | 3,051 |
| Privately issued | $2,015,000 | 479 |
| 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) | $9,534,000 | 5,838 |
| Total debt securities | $9,534,000 | 6,493 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $8,994,000 | 6,728 |
| U.S. Government securities | $6,912,000 | 6,483 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $6,912,000 | 6,294 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $2,082,000 | 2,166 |
| Privately issued residential mortgage-backed securities | $2,082,000 | 542 |
| 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 | $7,326,000 | 3,668 |
| Mortgage-backed securities | $5,970,000 | 3,895 |
| Certificates of participation in pools of residential mortgages | $2,334,000 | 4,497 |
| Issued or guaranteed by U.S. | $2,334,000 | 4,480 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $3,636,000 | 2,070 |
| CMOs issued by government agencies or sponsored agencies | $1,554,000 | 2,668 |
| Privately issued | $2,082,000 | 485 |
| 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) | $8,994,000 | 5,946 |
| Total debt securities | $8,994,000 | 6,630 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $9,540,000 | 6,618 |
| U.S. Government securities | $9,540,000 | 5,705 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $9,540,000 | 5,512 |
| 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 | $7,916,000 | 3,515 |
| Mortgage-backed securities | $4,505,000 | 4,323 |
| Certificates of participation in pools of residential mortgages | $2,556,000 | 4,353 |
| Issued or guaranteed by U.S. | $2,556,000 | 4,338 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,949,000 | 2,644 |
| CMOs issued by government agencies or sponsored agencies | $1,949,000 | 2,527 |
| 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) | $9,540,000 | 5,824 |
| Total debt securities | $9,540,000 | 6,520 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $4,997,000 | 7,936 |
| U.S. Government securities | $4,997,000 | 7,248 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $4,997,000 | 7,003 |
| 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 | $2,500,000 | 5,649 |
| Mortgage-backed securities | $1,987,000 | 5,276 |
| Certificates of participation in pools of residential mortgages | $1,987,000 | 4,495 |
| Issued or guaranteed by U.S. | $1,987,000 | 4,475 |
| 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) | $4,997,000 | 6,984 |
| Total debt securities | $4,999,000 | 7,827 |
| 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 |