Home > Grand Bank & Trust of Florida > Securities
Grand Bank & Trust of Florida, Securities
| 2015-06-30 | Rank | |
| Total securities | $51,943,000 | 2,461 |
| U.S. Government securities | $43,404,000 | 1,972 |
| U.S. Treasury securities | $125,000 | 1,316 |
| U.S. Government agency obligations | $43,279,000 | 1,896 |
| Securities issued by states & political subdivisions | $8,539,000 | 3,038 |
| 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 | $7,672,000 | 3,523 |
| Mortgage-backed securities | $43,279,000 | 1,311 |
| Certificates of participation in pools of residential mortgages | $17,223,000 | 1,799 |
| Issued or guaranteed by U.S. | $17,223,000 | 1,799 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $26,056,000 | 698 |
| CMOs issued by government agencies or sponsored agencies | $26,056,000 | 659 |
| 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) | $8,539,000 | 1,124 |
| Available-for-sale securities (fair market value) | $43,404,000 | 2,530 |
| Total debt securities | $51,943,000 | 2,434 |
| 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 | $48,961,000 | 2,594 |
| U.S. Government securities | $40,380,000 | 2,137 |
| U.S. Treasury securities | $125,000 | 1,296 |
| U.S. Government agency obligations | $40,255,000 | 2,054 |
| Securities issued by states & political subdivisions | $8,581,000 | 3,028 |
| 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 | $4,886,000 | 4,083 |
| Mortgage-backed securities | $40,255,000 | 1,397 |
| Certificates of participation in pools of residential mortgages | $12,046,000 | 2,234 |
| Issued or guaranteed by U.S. | $12,046,000 | 2,234 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $28,209,000 | 683 |
| CMOs issued by government agencies or sponsored agencies | $28,209,000 | 643 |
| 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) | $8,581,000 | 1,137 |
| Available-for-sale securities (fair market value) | $40,380,000 | 2,681 |
| Total debt securities | $48,961,000 | 2,572 |
| 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 | $45,387,000 | 2,764 |
| U.S. Government securities | $36,773,000 | 2,307 |
| U.S. Treasury securities | $125,000 | 1,329 |
| U.S. Government agency obligations | $36,648,000 | 2,230 |
| Securities issued by states & political subdivisions | $8,614,000 | 3,034 |
| 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 | $10,075,000 | 3,206 |
| Mortgage-backed securities | $36,648,000 | 1,536 |
| Certificates of participation in pools of residential mortgages | $14,436,000 | 2,062 |
| Issued or guaranteed by U.S. | $14,436,000 | 2,059 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $22,212,000 | 813 |
| CMOs issued by government agencies or sponsored agencies | $22,212,000 | 776 |
| 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) | $8,614,000 | 1,148 |
| Available-for-sale securities (fair market value) | $36,773,000 | 2,902 |
| Total debt securities | $45,387,000 | 2,741 |
| 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 | $47,146,000 | 2,753 |
| U.S. Government securities | $38,498,000 | 2,290 |
| U.S. Treasury securities | $125,000 | 1,349 |
| U.S. Government agency obligations | $38,373,000 | 2,210 |
| Securities issued by states & political subdivisions | $8,648,000 | 3,070 |
| 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 | $10,817,000 | 3,136 |
| Mortgage-backed securities | $38,373,000 | 1,518 |
| Certificates of participation in pools of residential mortgages | $15,017,000 | 2,088 |
| Issued or guaranteed by U.S. | $15,017,000 | 2,085 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $23,356,000 | 807 |
| CMOs issued by government agencies or sponsored agencies | $23,356,000 | 768 |
| 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) | $8,648,000 | 1,165 |
| Available-for-sale securities (fair market value) | $38,498,000 | 2,872 |
| Total debt securities | $47,146,000 | 2,724 |
| 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 | $45,937,000 | 2,838 |
| U.S. Government securities | $37,244,000 | 2,357 |
| U.S. Treasury securities | $125,000 | 1,307 |
| U.S. Government agency obligations | $37,119,000 | 2,302 |
| Securities issued by states & political subdivisions | $8,693,000 | 3,096 |
| 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 | $10,715,000 | 3,163 |
| Mortgage-backed securities | $37,119,000 | 1,575 |
| Certificates of participation in pools of residential mortgages | $14,465,000 | 2,173 |
| Issued or guaranteed by U.S. | $14,465,000 | 2,171 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $22,654,000 | 823 |
| CMOs issued by government agencies or sponsored agencies | $22,654,000 | 781 |
| 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) | $8,693,000 | 1,181 |
| Available-for-sale securities (fair market value) | $37,244,000 | 2,978 |
| Total debt securities | $45,937,000 | 2,810 |
| 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 | $44,607,000 | 2,910 |
| U.S. Government securities | $35,890,000 | 2,453 |
| U.S. Treasury securities | $125,000 | 1,160 |
| U.S. Government agency obligations | $35,765,000 | 2,388 |
| Securities issued by states & political subdivisions | $8,717,000 | 3,105 |
| 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 | $10,027,000 | 3,282 |
| Mortgage-backed securities | $35,765,000 | 1,627 |
| Certificates of participation in pools of residential mortgages | $12,145,000 | 2,407 |
| Issued or guaranteed by U.S. | $12,145,000 | 2,406 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $23,620,000 | 814 |
| CMOs issued by government agencies or sponsored agencies | $23,620,000 | 774 |
| 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) | $8,717,000 | 1,171 |
| Available-for-sale securities (fair market value) | $35,890,000 | 3,069 |
| Total debt securities | $44,607,000 | 2,884 |
| 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 | $45,789,000 | 2,857 |
| U.S. Government securities | $37,038,000 | 2,378 |
| U.S. Treasury securities | $125,000 | 1,093 |
| U.S. Government agency obligations | $36,913,000 | 2,323 |
| Securities issued by states & political subdivisions | $8,751,000 | 3,093 |
| 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 | $10,540,000 | 3,204 |
| Mortgage-backed securities | $36,913,000 | 1,588 |
| Certificates of participation in pools of residential mortgages | $12,423,000 | 2,371 |
| Issued or guaranteed by U.S. | $12,423,000 | 2,371 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $24,490,000 | 794 |
| CMOs issued by government agencies or sponsored agencies | $24,490,000 | 749 |
| 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) | $8,751,000 | 1,154 |
| Available-for-sale securities (fair market value) | $37,038,000 | 3,001 |
| Total debt securities | $45,789,000 | 2,831 |
| 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 | $39,900,000 | 3,151 |
| U.S. Government securities | $31,110,000 | 2,710 |
| U.S. Treasury securities | $125,000 | 1,087 |
| U.S. Government agency obligations | $30,985,000 | 2,647 |
| Securities issued by states & political subdivisions | $8,790,000 | 3,097 |
| 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 | $11,287,000 | 3,099 |
| Mortgage-backed securities | $30,985,000 | 1,835 |
| Certificates of participation in pools of residential mortgages | $7,967,000 | 2,952 |
| Issued or guaranteed by U.S. | $7,967,000 | 2,949 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $23,018,000 | 849 |
| CMOs issued by government agencies or sponsored agencies | $23,018,000 | 799 |
| 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) | $8,790,000 | 1,123 |
| Available-for-sale securities (fair market value) | $31,110,000 | 3,343 |
| Total debt securities | $39,900,000 | 3,117 |
| 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 | $31,679,000 | 3,589 |
| U.S. Government securities | $22,866,000 | 3,254 |
| U.S. Treasury securities | $125,000 | 1,108 |
| U.S. Government agency obligations | $22,741,000 | 3,180 |
| Securities issued by states & political subdivisions | $8,813,000 | 3,088 |
| 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 | $11,987,000 | 2,991 |
| Mortgage-backed securities | $22,741,000 | 2,200 |
| Certificates of participation in pools of residential mortgages | $399,000 | 4,941 |
| Issued or guaranteed by U.S. | $399,000 | 4,934 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $22,342,000 | 881 |
| CMOs issued by government agencies or sponsored agencies | $22,342,000 | 831 |
| 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) | $8,813,000 | 1,067 |
| Available-for-sale securities (fair market value) | $22,866,000 | 3,910 |
| Total debt securities | $31,679,000 | 3,555 |
| 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 | $26,989,000 | 3,914 |
| U.S. Government securities | $18,164,000 | 3,715 |
| U.S. Treasury securities | $125,000 | 1,115 |
| U.S. Government agency obligations | $18,039,000 | 3,636 |
| Securities issued by states & political subdivisions | $8,825,000 | 3,045 |
| 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 | $12,083,000 | 3,016 |
| Mortgage-backed securities | $18,039,000 | 2,531 |
| Certificates of participation in pools of residential mortgages | $430,000 | 4,969 |
| Issued or guaranteed by U.S. | $430,000 | 4,965 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $17,609,000 | 1,078 |
| CMOs issued by government agencies or sponsored agencies | $17,609,000 | 1,016 |
| 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) | $8,825,000 | 1,031 |
| Available-for-sale securities (fair market value) | $18,164,000 | 4,325 |
| Total debt securities | $26,989,000 | 3,887 |
| 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 | $28,770,000 | 3,764 |
| U.S. Government securities | $19,945,000 | 3,500 |
| U.S. Treasury securities | $125,000 | 1,092 |
| U.S. Government agency obligations | $19,820,000 | 3,426 |
| Securities issued by states & political subdivisions | $8,825,000 | 3,018 |
| 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 | $13,188,000 | 2,859 |
| Mortgage-backed securities | $19,820,000 | 2,415 |
| Certificates of participation in pools of residential mortgages | $460,000 | 4,976 |
| Issued or guaranteed by U.S. | $460,000 | 4,973 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $19,360,000 | 1,034 |
| CMOs issued by government agencies or sponsored agencies | $19,360,000 | 961 |
| 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) | $8,825,000 | 1,021 |
| Available-for-sale securities (fair market value) | $19,945,000 | 4,131 |
| Total debt securities | $28,770,000 | 3,737 |
| 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 | $50,219,000 | 2,658 |
| U.S. Government securities | $41,394,000 | 2,215 |
| U.S. Treasury securities | $125,000 | 1,040 |
| U.S. Government agency obligations | $41,269,000 | 2,167 |
| Securities issued by states & political subdivisions | $8,825,000 | 2,993 |
| 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 | $12,945,000 | 2,911 |
| Mortgage-backed securities | $41,269,000 | 1,574 |
| Certificates of participation in pools of residential mortgages | $6,421,000 | 3,390 |
| Issued or guaranteed by U.S. | $6,421,000 | 3,389 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $34,848,000 | 726 |
| CMOs issued by government agencies or sponsored agencies | $34,848,000 | 675 |
| 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) | $8,825,000 | 1,037 |
| Available-for-sale securities (fair market value) | $41,394,000 | 2,836 |
| Total debt securities | $50,219,000 | 2,630 |
| 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 | $55,456,000 | 2,462 |
| U.S. Government securities | $46,631,000 | 2,009 |
| U.S. Treasury securities | $125,000 | 1,023 |
| U.S. Government agency obligations | $46,506,000 | 1,970 |
| Securities issued by states & political subdivisions | $8,825,000 | 2,924 |
| 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 | $14,769,000 | 2,737 |
| Mortgage-backed securities | $46,506,000 | 1,460 |
| Certificates of participation in pools of residential mortgages | $6,784,000 | 3,340 |
| Issued or guaranteed by U.S. | $6,784,000 | 3,340 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $39,722,000 | 665 |
| CMOs issued by government agencies or sponsored agencies | $39,722,000 | 609 |
| 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) | $8,825,000 | 1,034 |
| Available-for-sale securities (fair market value) | $46,631,000 | 2,613 |
| Total debt securities | $55,456,000 | 2,442 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $54,434,000 | 2,508 |
| U.S. Government securities | $45,609,000 | 2,103 |
| U.S. Treasury securities | $125,000 | 1,107 |
| U.S. Government agency obligations | $45,484,000 | 2,059 |
| Securities issued by states & political subdivisions | $8,825,000 | 2,849 |
| 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 | $16,683,000 | 2,529 |
| Mortgage-backed securities | $45,484,000 | 1,491 |
| Certificates of participation in pools of residential mortgages | $7,403,000 | 3,219 |
| Issued or guaranteed by U.S. | $7,403,000 | 3,217 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $38,081,000 | 717 |
| CMOs issued by government agencies or sponsored agencies | $38,081,000 | 659 |
| 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) | $8,825,000 | 1,054 |
| Available-for-sale securities (fair market value) | $45,609,000 | 2,641 |
| Total debt securities | $54,434,000 | 2,491 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $56,043,000 | 2,397 |
| U.S. Government securities | $47,218,000 | 1,979 |
| U.S. Treasury securities | $125,000 | 1,027 |
| U.S. Government agency obligations | $47,093,000 | 1,932 |
| Securities issued by states & political subdivisions | $8,825,000 | 2,810 |
| 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 | $19,084,000 | 2,219 |
| Mortgage-backed securities | $47,093,000 | 1,370 |
| Certificates of participation in pools of residential mortgages | $8,325,000 | 2,959 |
| Issued or guaranteed by U.S. | $8,325,000 | 2,959 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $38,768,000 | 695 |
| CMOs issued by government agencies or sponsored agencies | $38,768,000 | 610 |
| 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) | $8,825,000 | 1,069 |
| Available-for-sale securities (fair market value) | $47,218,000 | 2,471 |
| Total debt securities | $56,043,000 | 2,382 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $47,631,000 | 2,631 |
| U.S. Government securities | $38,806,000 | 2,230 |
| U.S. Treasury securities | $126,000 | 1,076 |
| U.S. Government agency obligations | $38,680,000 | 2,170 |
| Securities issued by states & political subdivisions | $8,825,000 | 2,757 |
| 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 | $21,935,000 | 1,986 |
| Mortgage-backed securities | $38,680,000 | 1,541 |
| Certificates of participation in pools of residential mortgages | $11,979,000 | 2,423 |
| Issued or guaranteed by U.S. | $11,979,000 | 2,418 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $26,701,000 | 870 |
| CMOs issued by government agencies or sponsored agencies | $26,701,000 | 764 |
| 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) | $8,825,000 | 1,079 |
| Available-for-sale securities (fair market value) | $38,806,000 | 2,809 |
| Total debt securities | $47,631,000 | 2,605 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $49,491,000 | 2,582 |
| U.S. Government securities | $40,666,000 | 2,198 |
| U.S. Treasury securities | $126,000 | 1,173 |
| U.S. Government agency obligations | $40,540,000 | 2,138 |
| Securities issued by states & political subdivisions | $8,825,000 | 2,704 |
| 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 | $21,983,000 | 2,036 |
| Mortgage-backed securities | $40,540,000 | 1,457 |
| Certificates of participation in pools of residential mortgages | $12,573,000 | 2,305 |
| Issued or guaranteed by U.S. | $12,573,000 | 2,299 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $27,967,000 | 842 |
| CMOs issued by government agencies or sponsored agencies | $27,967,000 | 730 |
| 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) | $8,825,000 | 1,088 |
| Available-for-sale securities (fair market value) | $40,666,000 | 2,707 |
| Total debt securities | $49,491,000 | 2,552 |
| 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 | $41,141,000 | 2,914 |
| U.S. Government securities | $32,316,000 | 2,629 |
| U.S. Treasury securities | $125,000 | 1,220 |
| U.S. Government agency obligations | $32,191,000 | 2,560 |
| Securities issued by states & political subdivisions | $8,825,000 | 2,665 |
| 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 | $26,030,000 | 1,794 |
| Mortgage-backed securities | $32,191,000 | 1,695 |
| Certificates of participation in pools of residential mortgages | $7,920,000 | 2,877 |
| Issued or guaranteed by U.S. | $7,920,000 | 2,870 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $24,271,000 | 906 |
| CMOs issued by government agencies or sponsored agencies | $24,271,000 | 768 |
| 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) | $8,825,000 | 1,088 |
| Available-for-sale securities (fair market value) | $32,316,000 | 3,179 |
| Total debt securities | $41,141,000 | 2,893 |
| 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 | $72,458,000 | 1,764 |
| U.S. Government securities | $63,633,000 | 1,437 |
| U.S. Treasury securities | $126,000 | 1,223 |
| U.S. Government agency obligations | $63,507,000 | 1,384 |
| Securities issued by states & political subdivisions | $8,825,000 | 2,648 |
| 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 | $24,564,000 | 1,851 |
| Mortgage-backed securities | $61,435,000 | 985 |
| Certificates of participation in pools of residential mortgages | $28,241,000 | 1,218 |
| Issued or guaranteed by U.S. | $28,241,000 | 1,207 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $33,194,000 | 718 |
| CMOs issued by government agencies or sponsored agencies | $33,194,000 | 616 |
| 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) | $8,825,000 | 1,092 |
| Available-for-sale securities (fair market value) | $63,633,000 | 1,798 |
| Total debt securities | $72,458,000 | 1,750 |
| 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 | $67,755,000 | 1,828 |
| U.S. Government securities | $58,479,000 | 1,519 |
| U.S. Treasury securities | $126,000 | 1,130 |
| U.S. Government agency obligations | $58,353,000 | 1,457 |
| Securities issued by states & political subdivisions | $9,276,000 | 2,491 |
| 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 | $18,603,000 | 2,227 |
| Mortgage-backed securities | $54,260,000 | 1,078 |
| Certificates of participation in pools of residential mortgages | $21,162,000 | 1,471 |
| Issued or guaranteed by U.S. | $21,162,000 | 1,466 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $33,098,000 | 723 |
| CMOs issued by government agencies or sponsored agencies | $33,098,000 | 613 |
| 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) | $8,825,000 | 1,117 |
| Available-for-sale securities (fair market value) | $58,930,000 | 1,854 |
| Total debt securities | $67,755,000 | 1,811 |
| 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 | $77,279,000 | 1,655 |
| U.S. Government securities | $68,004,000 | 1,348 |
| U.S. Treasury securities | $125,000 | 1,073 |
| U.S. Government agency obligations | $67,879,000 | 1,296 |
| Securities issued by states & political subdivisions | $9,275,000 | 2,372 |
| 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 | $32,876,000 | 1,501 |
| Mortgage-backed securities | $60,787,000 | 961 |
| Certificates of participation in pools of residential mortgages | $26,294,000 | 1,239 |
| Issued or guaranteed by U.S. | $26,294,000 | 1,234 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $34,493,000 | 680 |
| CMOs issued by government agencies or sponsored agencies | $34,493,000 | 563 |
| 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) | $8,825,000 | 1,154 |
| Available-for-sale securities (fair market value) | $68,454,000 | 1,609 |
| Total debt securities | $77,279,000 | 1,639 |
| 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 | $73,864,000 | 1,722 |
| U.S. Government securities | $64,588,000 | 1,431 |
| U.S. Treasury securities | $1,007,000 | 807 |
| U.S. Government agency obligations | $63,581,000 | 1,392 |
| Securities issued by states & political subdivisions | $9,276,000 | 2,346 |
| 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 | $33,810,000 | 1,520 |
| Mortgage-backed securities | $47,341,000 | 1,219 |
| Certificates of participation in pools of residential mortgages | $28,901,000 | 1,226 |
| Issued or guaranteed by U.S. | $28,901,000 | 1,222 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $18,440,000 | 996 |
| CMOs issued by government agencies or sponsored agencies | $18,440,000 | 818 |
| 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) | $8,825,000 | 1,160 |
| Available-for-sale securities (fair market value) | $65,039,000 | 1,718 |
| Total debt securities | $73,864,000 | 1,701 |
| 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 | $68,221,000 | 1,831 |
| U.S. Government securities | $58,945,000 | 1,514 |
| U.S. Treasury securities | $1,013,000 | 742 |
| U.S. Government agency obligations | $57,932,000 | 1,485 |
| Securities issued by states & political subdivisions | $9,276,000 | 2,346 |
| 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 | $38,377,000 | 1,384 |
| Mortgage-backed securities | $44,749,000 | 1,310 |
| Certificates of participation in pools of residential mortgages | $29,369,000 | 1,258 |
| Issued or guaranteed by U.S. | $29,369,000 | 1,252 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $15,380,000 | 1,104 |
| CMOs issued by government agencies or sponsored agencies | $15,380,000 | 900 |
| 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) | $8,825,000 | 1,158 |
| Available-for-sale securities (fair market value) | $59,396,000 | 1,841 |
| Total debt securities | $68,221,000 | 1,809 |
| 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 | $79,536,000 | 1,606 |
| U.S. Government securities | $70,256,000 | 1,252 |
| U.S. Treasury securities | $1,019,000 | 698 |
| U.S. Government agency obligations | $69,237,000 | 1,238 |
| Securities issued by states & political subdivisions | $9,280,000 | 2,376 |
| 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 | $32,443,000 | 1,542 |
| Mortgage-backed securities | $44,881,000 | 1,329 |
| Certificates of participation in pools of residential mortgages | $27,743,000 | 1,349 |
| Issued or guaranteed by U.S. | $27,743,000 | 1,340 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $17,138,000 | 1,019 |
| CMOs issued by government agencies or sponsored agencies | $17,138,000 | 816 |
| 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) | $8,825,000 | 1,212 |
| Available-for-sale securities (fair market value) | $70,711,000 | 1,558 |
| Total debt securities | $79,536,000 | 1,580 |
| 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 | $79,660,000 | 1,571 |
| U.S. Government securities | $70,384,000 | 1,233 |
| U.S. Treasury securities | $1,024,000 | 672 |
| U.S. Government agency obligations | $69,360,000 | 1,205 |
| Securities issued by states & political subdivisions | $9,276,000 | 2,317 |
| 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 | $34,689,000 | 1,457 |
| Mortgage-backed securities | $43,586,000 | 1,339 |
| Certificates of participation in pools of residential mortgages | $29,921,000 | 1,297 |
| Issued or guaranteed by U.S. | $29,921,000 | 1,287 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $13,665,000 | 1,138 |
| CMOs issued by government agencies or sponsored agencies | $13,665,000 | 896 |
| 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) | $8,825,000 | 1,230 |
| Available-for-sale securities (fair market value) | $70,835,000 | 1,524 |
| Total debt securities | $79,660,000 | 1,542 |
| 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 | $84,986,000 | 1,455 |
| U.S. Government securities | $75,710,000 | 1,149 |
| U.S. Treasury securities | $1,028,000 | 621 |
| U.S. Government agency obligations | $74,682,000 | 1,130 |
| Securities issued by states & political subdivisions | $9,276,000 | 2,251 |
| 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 | $44,218,000 | 1,213 |
| Mortgage-backed securities | $43,838,000 | 1,358 |
| Certificates of participation in pools of residential mortgages | $29,144,000 | 1,362 |
| Issued or guaranteed by U.S. | $29,144,000 | 1,350 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $14,694,000 | 1,098 |
| CMOs issued by government agencies or sponsored agencies | $14,694,000 | 854 |
| 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) | $8,825,000 | 1,244 |
| Available-for-sale securities (fair market value) | $76,161,000 | 1,419 |
| Total debt securities | $84,986,000 | 1,432 |
| 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 | $81,150,000 | 1,497 |
| U.S. Government securities | $71,874,000 | 1,190 |
| U.S. Treasury securities | $1,036,000 | 586 |
| U.S. Government agency obligations | $70,838,000 | 1,182 |
| Securities issued by states & political subdivisions | $9,276,000 | 2,191 |
| 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 | $42,351,000 | 1,276 |
| Mortgage-backed securities | $53,231,000 | 1,127 |
| Certificates of participation in pools of residential mortgages | $17,913,000 | 1,904 |
| Issued or guaranteed by U.S. | $17,913,000 | 1,893 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $35,318,000 | 607 |
| CMOs issued by government agencies or sponsored agencies | $35,318,000 | 447 |
| 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) | $8,825,000 | 1,235 |
| Available-for-sale securities (fair market value) | $72,325,000 | 1,461 |
| Total debt securities | $81,150,000 | 1,471 |
| 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 | $77,411,000 | 1,534 |
| U.S. Government securities | $68,159,000 | 1,243 |
| U.S. Treasury securities | $1,001,000 | 670 |
| U.S. Government agency obligations | $67,158,000 | 1,234 |
| Securities issued by states & political subdivisions | $9,252,000 | 2,169 |
| 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 | $48,006,000 | 1,107 |
| Mortgage-backed securities | $54,255,000 | 1,066 |
| Certificates of participation in pools of residential mortgages | $13,913,000 | 2,186 |
| Issued or guaranteed by U.S. | $13,913,000 | 2,176 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $40,342,000 | 526 |
| CMOs issued by government agencies or sponsored agencies | $40,342,000 | 372 |
| 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) | $8,825,000 | 1,239 |
| Available-for-sale securities (fair market value) | $68,586,000 | 1,495 |
| Total debt securities | $77,411,000 | 1,506 |
| 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 | $83,623,000 | 1,442 |
| U.S. Government securities | $74,347,000 | 1,126 |
| U.S. Treasury securities | $1,004,000 | 656 |
| U.S. Government agency obligations | $73,343,000 | 1,117 |
| Securities issued by states & political subdivisions | $9,276,000 | 2,198 |
| 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 | $48,233,000 | 1,081 |
| Mortgage-backed securities | $54,504,000 | 1,053 |
| Certificates of participation in pools of residential mortgages | $14,332,000 | 2,121 |
| Issued or guaranteed by U.S. | $14,332,000 | 2,110 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $40,172,000 | 523 |
| CMOs issued by government agencies or sponsored agencies | $40,172,000 | 369 |
| 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) | $8,825,000 | 1,226 |
| Available-for-sale securities (fair market value) | $74,798,000 | 1,389 |
| Total debt securities | $83,623,000 | 1,415 |
| 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 | $80,008,000 | 1,494 |
| U.S. Government securities | $70,730,000 | 1,190 |
| U.S. Treasury securities | $1,009,000 | 671 |
| U.S. Government agency obligations | $69,721,000 | 1,181 |
| Securities issued by states & political subdivisions | $9,278,000 | 2,180 |
| 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 | $54,117,000 | 958 |
| Mortgage-backed securities | $54,688,000 | 1,012 |
| Certificates of participation in pools of residential mortgages | $13,493,000 | 2,135 |
| Issued or guaranteed by U.S. | $13,493,000 | 2,125 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $41,195,000 | 499 |
| CMOs issued by government agencies or sponsored agencies | $41,195,000 | 352 |
| 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) | $8,825,000 | 1,231 |
| Available-for-sale securities (fair market value) | $71,183,000 | 1,459 |
| Total debt securities | $80,008,000 | 1,456 |
| 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 | $72,089,000 | 1,635 |
| U.S. Government securities | $61,706,000 | 1,369 |
| U.S. Treasury securities | $997,000 | 782 |
| U.S. Government agency obligations | $60,709,000 | 1,357 |
| Securities issued by states & political subdivisions | $10,383,000 | 2,001 |
| 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 | $49,709,000 | 1,026 |
| Mortgage-backed securities | $33,777,000 | 1,306 |
| Certificates of participation in pools of residential mortgages | $10,028,000 | 2,274 |
| Issued or guaranteed by U.S. | $10,028,000 | 2,260 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $23,749,000 | 669 |
| CMOs issued by government agencies or sponsored agencies | $23,749,000 | 497 |
| 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) | $8,822,000 | 1,281 |
| Available-for-sale securities (fair market value) | $63,267,000 | 1,606 |
| Total debt securities | $72,089,000 | 1,591 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 765 |
| Fair value | $3,000,000 | 785 |
| 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 | $57,421,000 | 2,003 |
| U.S. Government securities | $41,306,000 | 2,017 |
| U.S. Treasury securities | $990,000 | 833 |
| U.S. Government agency obligations | $40,316,000 | 2,001 |
| Securities issued by states & political subdivisions | $14,140,000 | 1,515 |
| Other domestic debt securities | $1,975,000 | 1,590 |
| 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 | $1,975,000 | 1,059 |
| 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 | $28,363,000 | 1,639 |
| Mortgage-backed securities | $10,470,000 | 2,677 |
| Certificates of participation in pools of residential mortgages | $10,470,000 | 2,068 |
| Issued or guaranteed by U.S. | $10,470,000 | 2,059 |
| 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) | $8,818,000 | 1,341 |
| Available-for-sale securities (fair market value) | $48,603,000 | 2,033 |
| Total debt securities | $57,421,000 | 1,961 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 925 |
| Fair value | $2,995,000 | 940 |
| 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 | $63,510,000 | 1,818 |
| U.S. Government securities | $47,473,000 | 1,789 |
| U.S. Treasury securities | $1,977,000 | 689 |
| U.S. Government agency obligations | $45,496,000 | 1,806 |
| Securities issued by states & political subdivisions | $14,066,000 | 1,503 |
| Other domestic debt securities | $1,971,000 | 1,534 |
| 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 | $1,971,000 | 1,031 |
| 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 | $30,587,000 | 1,514 |
| Mortgage-backed securities | $10,945,000 | 2,552 |
| Certificates of participation in pools of residential mortgages | $10,945,000 | 1,955 |
| Issued or guaranteed by U.S. | $10,945,000 | 1,949 |
| 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) | $8,813,000 | 1,344 |
| Available-for-sale securities (fair market value) | $54,697,000 | 1,805 |
| Total debt securities | $63,510,000 | 1,781 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 982 |
| Fair value | $2,977,000 | 1,008 |
| 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 | $70,320,000 | 1,675 |
| U.S. Government securities | $54,187,000 | 1,569 |
| U.S. Treasury securities | $1,972,000 | 743 |
| U.S. Government agency obligations | $52,215,000 | 1,596 |
| Securities issued by states & political subdivisions | $14,165,000 | 1,488 |
| Other domestic debt securities | $1,968,000 | 1,541 |
| 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 | $1,968,000 | 1,048 |
| 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 | $24,319,000 | 1,870 |
| Mortgage-backed securities | $11,667,000 | 2,437 |
| Certificates of participation in pools of residential mortgages | $11,667,000 | 1,877 |
| Issued or guaranteed by U.S. | $11,667,000 | 1,871 |
| 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) | $8,809,000 | 1,367 |
| Available-for-sale securities (fair market value) | $61,511,000 | 1,629 |
| Total debt securities | $70,320,000 | 1,636 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 817 |
| Fair value | $3,959,000 | 848 |
| 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 | $77,776,000 | 1,562 |
| U.S. Government securities | $58,648,000 | 1,497 |
| U.S. Treasury securities | $1,965,000 | 784 |
| U.S. Government agency obligations | $56,683,000 | 1,509 |
| Securities issued by states & political subdivisions | $14,169,000 | 1,476 |
| Other domestic debt securities | $4,959,000 | 1,044 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,959,000 | 670 |
| 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 | $27,281,000 | 1,701 |
| Mortgage-backed securities | $12,259,000 | 2,371 |
| Certificates of participation in pools of residential mortgages | $12,259,000 | 1,842 |
| Issued or guaranteed by U.S. | $12,259,000 | 1,832 |
| 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) | $8,805,000 | 1,413 |
| Available-for-sale securities (fair market value) | $68,971,000 | 1,484 |
| Total debt securities | $77,775,000 | 1,526 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 614 |
| Fair value | $5,949,000 | 618 |
| 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 | $80,293,000 | 1,520 |
| U.S. Government securities | $64,129,000 | 1,387 |
| U.S. Treasury securities | $1,961,000 | 819 |
| U.S. Government agency obligations | $62,168,000 | 1,405 |
| Securities issued by states & political subdivisions | $14,207,000 | 1,444 |
| Other domestic debt securities | $1,957,000 | 1,540 |
| 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 | $1,957,000 | 1,073 |
| 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 | $54,551,000 | 933 |
| Mortgage-backed securities | $12,841,000 | 2,315 |
| Certificates of participation in pools of residential mortgages | $12,841,000 | 1,795 |
| Issued or guaranteed by U.S. | $12,841,000 | 1,783 |
| 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) | $8,801,000 | 1,448 |
| Available-for-sale securities (fair market value) | $71,492,000 | 1,444 |
| Total debt securities | $80,293,000 | 1,492 |
| Structured notes | ||
| Amortized cost | $7,000,000 | 569 |
| Fair value | $6,936,000 | 570 |
| 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 | $97,255,000 | 1,270 |
| U.S. Government securities | $78,304,000 | 1,153 |
| U.S. Treasury securities | $1,937,000 | 868 |
| U.S. Government agency obligations | $76,367,000 | 1,151 |
| Securities issued by states & political subdivisions | $14,019,000 | 1,444 |
| Other domestic debt securities | $4,932,000 | 1,036 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,932,000 | 670 |
| 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 | $49,342,000 | 1,002 |
| Mortgage-backed securities | $26,704,000 | 1,460 |
| Certificates of participation in pools of residential mortgages | $21,966,000 | 1,244 |
| Issued or guaranteed by U.S. | $21,966,000 | 1,236 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $4,738,000 | 1,515 |
| CMOs issued by government agencies or sponsored agencies | $4,738,000 | 1,299 |
| 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) | $8,797,000 | 1,467 |
| Available-for-sale securities (fair market value) | $88,458,000 | 1,180 |
| Total debt securities | $97,255,000 | 1,240 |
| Structured notes | ||
| Amortized cost | $6,999,000 | 613 |
| Fair value | $6,836,000 | 607 |
| 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 | $79,139,000 | 1,546 |
| U.S. Government securities | $62,181,000 | 1,482 |
| U.S. Treasury securities | $1,949,000 | 921 |
| U.S. Government agency obligations | $60,232,000 | 1,472 |
| Securities issued by states & political subdivisions | $11,809,000 | 1,682 |
| Other domestic debt securities | $5,149,000 | 1,043 |
| 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 | $5,149,000 | 681 |
| 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 | $42,645,000 | 1,116 |
| Mortgage-backed securities | $16,183,000 | 2,053 |
| Certificates of participation in pools of residential mortgages | $14,206,000 | 1,715 |
| Issued or guaranteed by U.S. | $14,206,000 | 1,705 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,977,000 | 2,081 |
| CMOs issued by government agencies or sponsored agencies | $1,977,000 | 1,819 |
| 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) | $8,792,000 | 1,493 |
| Available-for-sale securities (fair market value) | $70,347,000 | 1,485 |
| Total debt securities | $79,139,000 | 1,508 |
| Structured notes | ||
| Amortized cost | $6,995,000 | 636 |
| Fair value | $9,884,000 | 442 |
| 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 | $72,009,000 | 1,691 |
| U.S. Government securities | $58,860,000 | 1,561 |
| U.S. Treasury securities | $1,950,000 | 938 |
| U.S. Government agency obligations | $56,910,000 | 1,543 |
| Securities issued by states & political subdivisions | $11,099,000 | 1,778 |
| Other domestic debt securities | $2,050,000 | 1,602 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,050,000 | 1,156 |
| 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 | $30,546,000 | 1,497 |
| Mortgage-backed securities | $12,779,000 | 2,376 |
| Certificates of participation in pools of residential mortgages | $12,779,000 | 1,866 |
| Issued or guaranteed by U.S. | $12,779,000 | 1,854 |
| 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) | $8,788,000 | 1,528 |
| Available-for-sale securities (fair market value) | $63,221,000 | 1,630 |
| Total debt securities | $72,008,000 | 1,651 |
| Structured notes | ||
| Amortized cost | $9,991,000 | 449 |
| Fair value | $9,892,000 | 440 |
| 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 | $73,204,000 | 1,659 |
| U.S. Government securities | $60,031,000 | 1,509 |
| U.S. Treasury securities | $1,960,000 | 934 |
| U.S. Government agency obligations | $58,071,000 | 1,484 |
| Securities issued by states & political subdivisions | $11,111,000 | 1,752 |
| Other domestic debt securities | $2,062,000 | 1,622 |
| 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 | $2,062,000 | 1,194 |
| 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 | $40,004,000 | 1,134 |
| Mortgage-backed securities | $13,724,000 | 2,287 |
| Certificates of participation in pools of residential mortgages | $13,724,000 | 1,794 |
| Issued or guaranteed by U.S. | $13,724,000 | 1,782 |
| 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) | $8,784,000 | 1,531 |
| Available-for-sale securities (fair market value) | $64,420,000 | 1,572 |
| Total debt securities | $73,203,000 | 1,614 |
| Structured notes | ||
| Amortized cost | $9,991,000 | 449 |
| Fair value | $9,924,000 | 439 |
| 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 | $77,646,000 | 1,579 |
| U.S. Government securities | $61,431,000 | 1,485 |
| U.S. Treasury securities | $1,978,000 | 951 |
| U.S. Government agency obligations | $59,453,000 | 1,476 |
| Securities issued by states & political subdivisions | $11,136,000 | 1,756 |
| Other domestic debt securities | $5,079,000 | 1,083 |
| 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 | $5,079,000 | 745 |
| 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 | $29,091,000 | 1,506 |
| Mortgage-backed securities | $14,784,000 | 2,246 |
| Certificates of participation in pools of residential mortgages | $14,784,000 | 1,767 |
| Issued or guaranteed by U.S. | $14,784,000 | 1,753 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,780,000 | 1,540 |
| Available-for-sale securities (fair market value) | $68,866,000 | 1,490 |
| Total debt securities | $77,647,000 | 1,539 |
| Structured notes | ||
| Amortized cost | $7,986,000 | 552 |
| Fair value | $7,971,000 | 541 |
| 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 | $75,296,000 | 1,647 |
| U.S. Government securities | $60,520,000 | 1,524 |
| U.S. Treasury securities | $1,951,000 | 1,052 |
| U.S. Government agency obligations | $58,569,000 | 1,519 |
| Securities issued by states & political subdivisions | $8,776,000 | 2,125 |
| Other domestic debt securities | $6,000,000 | 1,039 |
| 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 | $6,000,000 | 722 |
| 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 | $32,219,000 | 1,405 |
| Mortgage-backed securities | $15,397,000 | 2,266 |
| Certificates of participation in pools of residential mortgages | $15,397,000 | 1,779 |
| Issued or guaranteed by U.S. | $15,397,000 | 1,767 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,776,000 | 1,561 |
| Available-for-sale securities (fair market value) | $66,520,000 | 1,569 |
| Total debt securities | $75,296,000 | 1,604 |
| Structured notes | ||
| Amortized cost | $7,986,000 | 541 |
| Fair value | $7,895,000 | 526 |
| 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 | $44,056,000 | 2,681 |
| U.S. Government securities | $44,056,000 | 2,070 |
| U.S. Treasury securities | $1,993,000 | 1,038 |
| U.S. Government agency obligations | $42,063,000 | 2,057 |
| 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 | $22,562,000 | 1,869 |
| Mortgage-backed securities | $14,238,000 | 2,415 |
| Certificates of participation in pools of residential mortgages | $14,238,000 | 1,883 |
| Issued or guaranteed by U.S. | $14,238,000 | 1,874 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $44,056,000 | 2,284 |
| Total debt securities | $44,057,000 | 2,628 |
| Structured notes | ||
| Amortized cost | $2,991,000 | 1,251 |
| Fair value | $2,985,000 | 1,215 |
| 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 | $28,746,000 | 3,733 |
| U.S. Government securities | $28,746,000 | 2,942 |
| U.S. Treasury securities | $2,013,000 | 1,002 |
| U.S. Government agency obligations | $26,733,000 | 2,996 |
| 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 | $20,863,000 | 1,964 |
| Mortgage-backed securities | $2,780,000 | 4,725 |
| Certificates of participation in pools of residential mortgages | $2,780,000 | 4,122 |
| Issued or guaranteed by U.S. | $2,780,000 | 4,110 |
| 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) | $28,746,000 | 3,228 |
| Total debt securities | $28,747,000 | 3,667 |
| Structured notes | ||
| Amortized cost | $2,990,000 | 1,289 |
| Fair value | $2,995,000 | 1,262 |
| 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 | $35,319,000 | 3,241 |
| U.S. Government securities | $35,319,000 | 2,507 |
| U.S. Treasury securities | $1,978,000 | 1,120 |
| U.S. Government agency obligations | $33,341,000 | 2,529 |
| 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 | $15,616,000 | 2,439 |
| Mortgage-backed securities | $2,940,000 | 4,714 |
| Certificates of participation in pools of residential mortgages | $2,940,000 | 4,098 |
| Issued or guaranteed by U.S. | $2,940,000 | 4,089 |
| 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) | $35,319,000 | 2,797 |
| Total debt securities | $35,320,000 | 3,179 |
| Structured notes | ||
| Amortized cost | $1,997,000 | 1,562 |
| Fair value | $1,976,000 | 1,510 |
| 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 | $24,420,000 | 4,219 |
| U.S. Government securities | $24,420,000 | 3,337 |
| U.S. Treasury securities | $2,063,000 | 1,010 |
| U.S. Government agency obligations | $22,357,000 | 3,440 |
| 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 | $15,384,000 | 2,471 |
| Mortgage-backed securities | $3,169,000 | 4,699 |
| Certificates of participation in pools of residential mortgages | $3,169,000 | 4,071 |
| Issued or guaranteed by U.S. | $3,169,000 | 4,062 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $24,420,000 | 3,669 |
| Total debt securities | $24,420,000 | 4,141 |
| 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 | $19,921,000 | 4,826 |
| U.S. Government securities | $16,708,000 | 4,389 |
| U.S. Treasury securities | $2,007,000 | 1,130 |
| U.S. Government agency obligations | $14,701,000 | 4,613 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $3,213,000 | 1,618 |
| 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 | $3,213,000 | 1,349 |
| 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 | $12,960,000 | 2,686 |
| Mortgage-backed securities | $1,759,000 | 5,316 |
| Certificates of participation in pools of residential mortgages | $1,759,000 | 4,749 |
| Issued or guaranteed by U.S. | $1,759,000 | 4,731 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $19,921,000 | 4,212 |
| Total debt securities | $19,921,000 | 4,748 |
| 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 | $14,223,000 | 5,672 |
| U.S. Government securities | $11,009,000 | 5,380 |
| U.S. Treasury securities | $1,002,000 | 1,550 |
| U.S. Government agency obligations | $10,007,000 | 5,456 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $3,214,000 | 1,711 |
| 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 | $3,214,000 | 1,437 |
| 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 | $7,267,000 | 3,705 |
| Mortgage-backed securities | $2,002,000 | 5,192 |
| Certificates of participation in pools of residential mortgages | $2,002,000 | 4,582 |
| Issued or guaranteed by U.S. | $2,002,000 | 4,561 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $14,223,000 | 4,974 |
| Total debt securities | $14,223,000 | 5,586 |
| 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 | $11,817,000 | 6,088 |
| U.S. Government securities | $8,527,000 | 5,953 |
| U.S. Treasury securities | $1,006,000 | 1,567 |
| U.S. Government agency obligations | $7,521,000 | 6,068 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $3,290,000 | 1,771 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,290,000 | 1,490 |
| 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 | $6,356,000 | 3,924 |
| Mortgage-backed securities | $3,485,000 | 4,618 |
| Certificates of participation in pools of residential mortgages | $2,576,000 | 4,337 |
| Issued or guaranteed by U.S. | $2,576,000 | 4,320 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $909,000 | 3,105 |
| CMOs issued by government agencies or sponsored agencies | $909,000 | 2,955 |
| 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) | $11,817,000 | 5,357 |
| Total debt securities | $11,816,000 | 5,995 |
| 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 | $23,370,000 | 4,226 |
| U.S. Government securities | $23,370,000 | 3,297 |
| U.S. Treasury securities | $9,964,000 | 438 |
| U.S. Government agency obligations | $13,406,000 | 4,635 |
| 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 | $13,840,000 | 2,460 |
| Mortgage-backed securities | $9,377,000 | 3,159 |
| Certificates of participation in pools of residential mortgages | $2,966,000 | 4,209 |
| Issued or guaranteed by U.S. | $2,966,000 | 4,192 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $6,411,000 | 1,592 |
| CMOs issued by government agencies or sponsored agencies | $6,411,000 | 1,490 |
| 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) | $23,370,000 | 3,627 |
| Total debt securities | $23,368,000 | 4,131 |
| 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 | $25,012,000 | 3,997 |
| U.S. Government securities | $22,938,000 | 3,336 |
| U.S. Treasury securities | $8,940,000 | 488 |
| U.S. Government agency obligations | $13,998,000 | 4,478 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $2,074,000 | 2,157 |
| 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 | $2,074,000 | 1,871 |
| 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 | $11,924,000 | 2,733 |
| Mortgage-backed securities | $13,720,000 | 2,543 |
| Certificates of participation in pools of residential mortgages | $2,973,000 | 4,182 |
| Issued or guaranteed by U.S. | $2,973,000 | 4,168 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $10,747,000 | 1,222 |
| CMOs issued by government agencies or sponsored agencies | $10,747,000 | 1,125 |
| 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) | $25,012,000 | 3,429 |
| Total debt securities | $25,013,000 | 3,913 |
| 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 | $13,304,000 | 5,728 |
| U.S. Government securities | $13,304,000 | 4,689 |
| U.S. Treasury securities | $4,137,000 | 882 |
| U.S. Government agency obligations | $9,167,000 | 5,510 |
| 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 | $8,461,000 | 3,312 |
| Mortgage-backed securities | $8,112,000 | 3,196 |
| Certificates of participation in pools of residential mortgages | $3,484,000 | 3,666 |
| Issued or guaranteed by U.S. | $3,484,000 | 3,652 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $4,628,000 | 1,951 |
| CMOs issued by government agencies or sponsored agencies | $4,628,000 | 1,824 |
| 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) | $13,304,000 | 4,907 |
| Total debt securities | $13,303,000 | 5,631 |
| 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 | $12,544,000 | 6,096 |
| U.S. Government securities | $11,504,000 | 5,390 |
| U.S. Treasury securities | $2,630,000 | 1,647 |
| U.S. Government agency obligations | $8,874,000 | 5,874 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $976,000 | 2,532 |
| 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 | $976,000 | 2,222 |
| Foreign debt securities | NA | NA |
| Equity securities | $64,000 | 7,199 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,364,000 | 4,925 |
| Mortgage-backed securities | $243,000 | 6,537 |
| Certificates of participation in pools of residential mortgages | $243,000 | 5,956 |
| Issued or guaranteed by U.S. | $243,000 | 5,936 |
| 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) | $12,544,000 | 5,107 |
| Total debt securities | $12,480,000 | 6,002 |
| 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 | $20,949,000 | 4,686 |
| U.S. Government securities | $9,997,000 | 6,096 |
| U.S. Treasury securities | $1,069,000 | 3,459 |
| U.S. Government agency obligations | $8,928,000 | 5,941 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $10,929,000 | 791 |
| 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 | $10,929,000 | 629 |
| Foreign debt securities | NA | NA |
| Equity securities | $23,000 | 7,723 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,982,000 | 5,133 |
| Mortgage-backed securities | $244,000 | 6,880 |
| Certificates of participation in pools of residential mortgages | $244,000 | 6,256 |
| Issued or guaranteed by U.S. | $244,000 | 6,239 |
| 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) | $20,949,000 | 3,762 |
| Total debt securities | $20,926,000 | 4,566 |
| 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 |