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REGENTS BANK, Securities
| 2013-06-30 | Rank | |
| Total securities | $63,516,000 | 2,231 |
| U.S. Government securities | $46,752,000 | 1,975 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $46,752,000 | 1,920 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $13,963,000 | 583 |
| Privately issued residential mortgage-backed securities | $2,133,000 | 396 |
| Commercial mortgage-backed securities - Total | $5,573,000 | 77 |
| Asset backed securities | $2,103,000 | 265 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $4,154,000 | 840 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $2,801,000 | 386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $54,058,000 | 1,190 |
| Certificates of participation in pools of residential mortgages | $37,812,000 | 1,088 |
| Issued or guaranteed by U.S. | $37,812,000 | 1,087 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $10,673,000 | 1,341 |
| CMOs issued by government agencies or sponsored agencies | $8,540,000 | 1,419 |
| Privately issued | $2,133,000 | 379 |
| Commercial mortgage-backed securities | $5,573,000 | 352 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $5,573,000 | 189 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $63,516,000 | 2,031 |
| Total debt securities | $60,715,000 | 2,275 |
| 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 | $64,760,000 | 2,204 |
| U.S. Government securities | $49,542,000 | 1,924 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $49,542,000 | 1,868 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $14,205,000 | 575 |
| Privately issued residential mortgage-backed securities | $2,050,000 | 423 |
| Commercial mortgage-backed securities - Total | $5,832,000 | 78 |
| Asset backed securities | $2,019,000 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $4,304,000 | 807 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $1,013,000 | 619 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $56,994,000 | 1,170 |
| Certificates of participation in pools of residential mortgages | $40,104,000 | 1,051 |
| Issued or guaranteed by U.S. | $40,104,000 | 1,051 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $11,058,000 | 1,363 |
| CMOs issued by government agencies or sponsored agencies | $9,008,000 | 1,429 |
| Privately issued | $2,050,000 | 409 |
| Commercial mortgage-backed securities | $5,832,000 | 299 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $5,832,000 | 161 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $64,760,000 | 2,020 |
| Total debt securities | $63,745,000 | 2,212 |
| 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 | $63,788,000 | 2,186 |
| U.S. Government securities | $49,617,000 | 1,869 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $49,617,000 | 1,820 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $14,014,000 | 569 |
| Privately issued residential mortgage-backed securities | $2,157,000 | 437 |
| Commercial mortgage-backed securities - Total | $5,131,000 | 82 |
| Asset backed securities | $2,002,000 | 235 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $4,724,000 | 741 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $157,000 | 900 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $56,449,000 | 1,174 |
| Certificates of participation in pools of residential mortgages | $44,412,000 | 940 |
| Issued or guaranteed by U.S. | $44,412,000 | 939 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $6,906,000 | 1,774 |
| CMOs issued by government agencies or sponsored agencies | $4,749,000 | 1,983 |
| Privately issued | $2,157,000 | 424 |
| Commercial mortgage-backed securities | $5,131,000 | 278 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $5,131,000 | 152 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $63,788,000 | 2,006 |
| Total debt securities | $63,631,000 | 2,165 |
| 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 | $41,017,000 | 3,077 |
| U.S. Government securities | $28,097,000 | 2,917 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $28,097,000 | 2,863 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $12,841,000 | 624 |
| Privately issued residential mortgage-backed securities | $2,494,000 | 447 |
| Commercial mortgage-backed securities - Total | $5,461,000 | 80 |
| Asset backed securities | $1,600,000 | 255 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $3,286,000 | 934 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $79,000 | 984 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $35,569,000 | 1,772 |
| Certificates of participation in pools of residential mortgages | $24,986,000 | 1,597 |
| Issued or guaranteed by U.S. | $24,986,000 | 1,596 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $5,122,000 | 2,088 |
| CMOs issued by government agencies or sponsored agencies | $2,628,000 | 2,471 |
| Privately issued | $2,494,000 | 430 |
| Commercial mortgage-backed securities | $5,461,000 | 248 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $5,461,000 | 145 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $41,017,000 | 2,849 |
| Total debt securities | $40,939,000 | 3,058 |
| 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 | $11,756,000 | 5,481 |
| U.S. Government securities | $8,641,000 | 5,097 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $8,641,000 | 5,008 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $3,115,000 | 1,320 |
| Privately issued residential mortgage-backed securities | $3,115,000 | 422 |
| 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 | $0 | 6,201 |
| Mortgage-backed securities | $11,756,000 | 3,267 |
| Certificates of participation in pools of residential mortgages | $8,641,000 | 3,038 |
| Issued or guaranteed by U.S. | $8,641,000 | 3,038 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,115,000 | 2,486 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $3,115,000 | 405 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $11,756,000 | 5,089 |
| Total debt securities | $11,756,000 | 5,450 |
| 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 | $12,899,000 | 5,389 |
| U.S. Government securities | $8,915,000 | 5,171 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $8,915,000 | 5,069 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $3,984,000 | 1,185 |
| Privately issued residential mortgage-backed securities | $3,984,000 | 400 |
| 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 | $0 | 6,234 |
| Mortgage-backed securities | $12,899,000 | 3,149 |
| Certificates of participation in pools of residential mortgages | $8,915,000 | 2,980 |
| Issued or guaranteed by U.S. | $8,915,000 | 2,978 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,984,000 | 2,316 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $3,984,000 | 387 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $12,899,000 | 4,984 |
| Total debt securities | $12,899,000 | 5,355 |
| 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 | $16,659,000 | 4,909 |
| U.S. Government securities | $9,145,000 | 5,073 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $9,145,000 | 4,976 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $7,514,000 | 858 |
| Privately issued residential mortgage-backed securities | $7,514,000 | 348 |
| 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 | $0 | 5,916 |
| Mortgage-backed securities | $16,659,000 | 2,735 |
| Certificates of participation in pools of residential mortgages | $9,145,000 | 2,840 |
| Issued or guaranteed by U.S. | $9,145,000 | 2,840 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $7,514,000 | 1,804 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $7,514,000 | 338 |
| 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) | $5,660,000 | 1,302 |
| Available-for-sale securities (fair market value) | $10,999,000 | 5,185 |
| Total debt securities | $16,659,000 | 4,883 |
| 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 | $17,359,000 | 4,791 |
| U.S. Government securities | $9,504,000 | 4,983 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $9,504,000 | 4,888 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $7,855,000 | 819 |
| Privately issued residential mortgage-backed securities | $7,855,000 | 360 |
| 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 | $0 | 5,942 |
| Mortgage-backed securities | $17,359,000 | 2,626 |
| Certificates of participation in pools of residential mortgages | $9,504,000 | 2,733 |
| Issued or guaranteed by U.S. | $9,504,000 | 2,729 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $7,855,000 | 1,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $7,855,000 | 346 |
| 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) | $5,878,000 | 1,290 |
| Available-for-sale securities (fair market value) | $11,481,000 | 5,089 |
| Total debt securities | $17,359,000 | 4,759 |
| 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 | $18,136,000 | 4,770 |
| U.S. Government securities | $9,732,000 | 5,080 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $9,732,000 | 4,963 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $8,404,000 | 772 |
| Privately issued residential mortgage-backed securities | $8,404,000 | 368 |
| 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 | $0 | 6,008 |
| Mortgage-backed securities | $18,136,000 | 2,500 |
| Certificates of participation in pools of residential mortgages | $9,732,000 | 2,666 |
| Issued or guaranteed by U.S. | $9,732,000 | 2,659 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $8,404,000 | 1,696 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $8,404,000 | 352 |
| 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) | $6,020,000 | 1,310 |
| Available-for-sale securities (fair market value) | $12,116,000 | 5,078 |
| Total debt securities | $18,136,000 | 4,731 |
| 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 | $18,885,000 | 4,676 |
| U.S. Government securities | $10,029,000 | 5,021 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $10,029,000 | 4,900 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $8,856,000 | 771 |
| Privately issued residential mortgage-backed securities | $8,856,000 | 377 |
| 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 | $0 | 6,043 |
| Mortgage-backed securities | $18,885,000 | 2,387 |
| Certificates of participation in pools of residential mortgages | $10,029,000 | 2,558 |
| Issued or guaranteed by U.S. | $10,029,000 | 2,554 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $8,856,000 | 1,623 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $8,856,000 | 363 |
| 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) | $6,204,000 | 1,287 |
| Available-for-sale securities (fair market value) | $12,681,000 | 4,983 |
| Total debt securities | $18,885,000 | 4,636 |
| 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 | $19,769,000 | 4,423 |
| U.S. Government securities | $10,279,000 | 4,814 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $10,279,000 | 4,693 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $9,490,000 | 783 |
| Privately issued residential mortgage-backed securities | $9,490,000 | 386 |
| 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 | $0 | 6,121 |
| Mortgage-backed securities | $19,769,000 | 2,248 |
| Certificates of participation in pools of residential mortgages | $10,279,000 | 2,425 |
| Issued or guaranteed by U.S. | $10,279,000 | 2,421 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $9,490,000 | 1,541 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $9,490,000 | 370 |
| 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) | $6,431,000 | 1,275 |
| Available-for-sale securities (fair market value) | $13,338,000 | 4,817 |
| Total debt securities | $19,769,000 | 4,390 |
| 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 | $20,487,000 | 4,295 |
| U.S. Government securities | $10,562,000 | 4,727 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $10,562,000 | 4,603 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $9,925,000 | 780 |
| Privately issued residential mortgage-backed securities | $9,925,000 | 399 |
| 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 | $0 | 6,199 |
| Mortgage-backed securities | $20,487,000 | 2,182 |
| Certificates of participation in pools of residential mortgages | $10,562,000 | 2,333 |
| Issued or guaranteed by U.S. | $10,562,000 | 2,330 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $9,925,000 | 1,481 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $9,925,000 | 383 |
| 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) | $6,617,000 | 1,295 |
| Available-for-sale securities (fair market value) | $13,870,000 | 4,683 |
| Total debt securities | $20,487,000 | 4,259 |
| 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 | $21,335,000 | 4,243 |
| U.S. Government securities | $11,059,000 | 4,725 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $11,059,000 | 4,620 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $10,276,000 | 767 |
| Privately issued residential mortgage-backed securities | $10,276,000 | 422 |
| 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 | $0 | 6,254 |
| Mortgage-backed securities | $21,335,000 | 2,109 |
| Certificates of participation in pools of residential mortgages | $11,059,000 | 2,288 |
| Issued or guaranteed by U.S. | $11,059,000 | 2,282 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $10,276,000 | 1,402 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $10,276,000 | 406 |
| 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) | $6,683,000 | 1,327 |
| Available-for-sale securities (fair market value) | $14,652,000 | 4,609 |
| Total debt securities | $21,335,000 | 4,207 |
| 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 | $21,846,000 | 4,236 |
| U.S. Government securities | $11,319,000 | 4,724 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $11,319,000 | 4,610 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $10,527,000 | 771 |
| Privately issued residential mortgage-backed securities | $10,527,000 | 445 |
| 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 | $0 | 6,343 |
| Mortgage-backed securities | $21,846,000 | 2,151 |
| Certificates of participation in pools of residential mortgages | $11,319,000 | 2,354 |
| Issued or guaranteed by U.S. | $11,319,000 | 2,349 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $10,527,000 | 1,339 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $10,527,000 | 426 |
| 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) | $6,718,000 | 1,336 |
| Available-for-sale securities (fair market value) | $15,128,000 | 4,579 |
| Total debt securities | $21,846,000 | 4,200 |
| 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 | $22,702,000 | 4,123 |
| U.S. Government securities | $11,995,000 | 4,588 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $11,995,000 | 4,495 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $10,707,000 | 790 |
| Privately issued residential mortgage-backed securities | $10,707,000 | 469 |
| 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 | $0 | 6,398 |
| Mortgage-backed securities | $22,702,000 | 2,113 |
| Certificates of participation in pools of residential mortgages | $11,995,000 | 2,344 |
| Issued or guaranteed by U.S. | $11,995,000 | 2,337 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $10,707,000 | 1,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $10,707,000 | 451 |
| 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) | $6,791,000 | 1,327 |
| Available-for-sale securities (fair market value) | $15,911,000 | 4,460 |
| Total debt securities | $22,702,000 | 4,093 |
| 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 | $23,539,000 | 4,055 |
| U.S. Government securities | $12,539,000 | 4,528 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $12,539,000 | 4,437 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $11,000,000 | 833 |
| Privately issued residential mortgage-backed securities | $11,000,000 | 491 |
| 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 | $0 | 6,412 |
| Mortgage-backed securities | $23,539,000 | 2,113 |
| Certificates of participation in pools of residential mortgages | $12,539,000 | 2,340 |
| Issued or guaranteed by U.S. | $12,539,000 | 2,331 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $11,000,000 | 1,304 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $11,000,000 | 470 |
| 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) | $6,881,000 | 1,374 |
| Available-for-sale securities (fair market value) | $16,658,000 | 4,410 |
| Total debt securities | $23,539,000 | 4,021 |
| 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 | $24,235,000 | 3,944 |
| U.S. Government securities | $13,245,000 | 4,414 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $13,245,000 | 4,318 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $10,990,000 | 865 |
| Privately issued residential mortgage-backed securities | $10,990,000 | 499 |
| 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 | $0 | 6,462 |
| Mortgage-backed securities | $24,235,000 | 2,080 |
| Certificates of participation in pools of residential mortgages | $13,245,000 | 2,315 |
| Issued or guaranteed by U.S. | $13,245,000 | 2,307 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $10,990,000 | 1,299 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $10,990,000 | 476 |
| 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) | $6,863,000 | 1,394 |
| Available-for-sale securities (fair market value) | $17,372,000 | 4,302 |
| Total debt securities | $24,235,000 | 3,910 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $25,125,000 | 3,891 |
| U.S. Government securities | $13,943,000 | 4,376 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $13,943,000 | 4,297 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $11,182,000 | 811 |
| Privately issued residential mortgage-backed securities | $11,182,000 | 499 |
| 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 | $0 | 6,516 |
| Mortgage-backed securities | $25,125,000 | 2,062 |
| Certificates of participation in pools of residential mortgages | $13,943,000 | 2,286 |
| Issued or guaranteed by U.S. | $13,943,000 | 2,273 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $11,182,000 | 1,279 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $11,182,000 | 475 |
| 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) | $6,852,000 | 1,419 |
| Available-for-sale securities (fair market value) | $18,273,000 | 4,198 |
| Total debt securities | $25,125,000 | 3,853 |
| 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 | $25,962,000 | 3,804 |
| U.S. Government securities | $14,410,000 | 4,329 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $14,410,000 | 4,253 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $11,552,000 | 765 |
| Privately issued residential mortgage-backed securities | $11,552,000 | 470 |
| 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 | $0 | 6,541 |
| Mortgage-backed securities | $25,962,000 | 1,967 |
| Certificates of participation in pools of residential mortgages | $14,410,000 | 2,205 |
| Issued or guaranteed by U.S. | $14,410,000 | 2,193 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $11,552,000 | 1,218 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $11,552,000 | 446 |
| 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) | $6,847,000 | 1,419 |
| Available-for-sale securities (fair market value) | $19,115,000 | 4,085 |
| Total debt securities | $25,962,000 | 3,759 |
| 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 | $28,880,000 | 3,488 |
| U.S. Government securities | $15,693,000 | 4,100 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $15,693,000 | 4,021 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $13,187,000 | 698 |
| Privately issued residential mortgage-backed securities | $13,187,000 | 437 |
| 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 | $0 | 6,576 |
| Mortgage-backed securities | $28,880,000 | 1,730 |
| Certificates of participation in pools of residential mortgages | $15,693,000 | 2,023 |
| Issued or guaranteed by U.S. | $15,693,000 | 2,010 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $13,187,000 | 1,084 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $13,187,000 | 416 |
| 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) | $6,883,000 | 1,421 |
| Available-for-sale securities (fair market value) | $21,997,000 | 3,683 |
| Total debt securities | $28,880,000 | 3,453 |
| 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 | $31,561,000 | 3,312 |
| U.S. Government securities | $17,032,000 | 3,932 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $17,032,000 | 3,868 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $14,529,000 | 689 |
| Privately issued residential mortgage-backed securities | $14,529,000 | 423 |
| 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 | $0 | 6,612 |
| Mortgage-backed securities | $31,561,000 | 1,607 |
| Certificates of participation in pools of residential mortgages | $17,032,000 | 1,887 |
| Issued or guaranteed by U.S. | $17,032,000 | 1,877 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $14,529,000 | 999 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $14,529,000 | 402 |
| 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) | $7,000,000 | 1,397 |
| Available-for-sale securities (fair market value) | $24,561,000 | 3,500 |
| Total debt securities | $31,561,000 | 3,274 |
| 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 | $35,245,000 | 3,057 |
| U.S. Government securities | $19,489,000 | 3,591 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $19,489,000 | 3,525 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $15,756,000 | 630 |
| Privately issued residential mortgage-backed securities | $15,756,000 | 391 |
| 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 | $0 | 6,633 |
| Mortgage-backed securities | $35,245,000 | 1,421 |
| Certificates of participation in pools of residential mortgages | $19,489,000 | 1,660 |
| Issued or guaranteed by U.S. | $19,489,000 | 1,651 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $15,756,000 | 930 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $15,756,000 | 364 |
| 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) | $7,491,000 | 1,373 |
| Available-for-sale securities (fair market value) | $27,754,000 | 3,236 |
| Total debt securities | $35,245,000 | 3,016 |
| 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 | $39,467,000 | 2,796 |
| U.S. Government securities | $17,785,000 | 3,885 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $17,785,000 | 3,806 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $21,682,000 | 489 |
| Privately issued residential mortgage-backed securities | $21,682,000 | 309 |
| 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 | $0 | 6,689 |
| Mortgage-backed securities | $39,467,000 | 1,174 |
| Certificates of participation in pools of residential mortgages | $17,785,000 | 1,531 |
| Issued or guaranteed by U.S. | $17,785,000 | 1,523 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $21,682,000 | 703 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $21,682,000 | 288 |
| 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) | $11,461,000 | 1,116 |
| Available-for-sale securities (fair market value) | $28,006,000 | 3,199 |
| Total debt securities | $39,467,000 | 2,751 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $43,161,000 | 2,598 |
| U.S. Government securities | $19,401,000 | 3,715 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $19,401,000 | 3,640 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $23,760,000 | 430 |
| Privately issued residential mortgage-backed securities | $23,760,000 | 277 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,710 |
| Mortgage-backed securities | $43,161,000 | 1,033 |
| Certificates of participation in pools of residential mortgages | $19,401,000 | 1,358 |
| Issued or guaranteed by U.S. | $19,401,000 | 1,347 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $23,760,000 | 639 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $23,760,000 | 263 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $43,161,000 | 2,268 |
| Total debt securities | $43,161,000 | 2,561 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $48,524,000 | 2,351 |
| U.S. Government securities | $21,169,000 | 3,502 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $21,169,000 | 3,419 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $27,355,000 | 398 |
| Privately issued residential mortgage-backed securities | $27,355,000 | 254 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,778 |
| Mortgage-backed securities | $48,524,000 | 933 |
| Certificates of participation in pools of residential mortgages | $21,169,000 | 1,238 |
| Issued or guaranteed by U.S. | $21,169,000 | 1,229 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $27,355,000 | 585 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $27,355,000 | 242 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $48,524,000 | 2,036 |
| Total debt securities | $48,523,000 | 2,315 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $48,261,000 | 2,375 |
| U.S. Government securities | $20,266,000 | 3,630 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $20,266,000 | 3,534 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $27,995,000 | 398 |
| Privately issued residential mortgage-backed securities | $27,995,000 | 247 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $48,261,000 | 940 |
| Certificates of participation in pools of residential mortgages | $20,266,000 | 1,273 |
| Issued or guaranteed by U.S. | $20,266,000 | 1,265 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $27,995,000 | 568 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $27,995,000 | 233 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $48,261,000 | 2,058 |
| Total debt securities | $48,261,000 | 2,332 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $45,381,000 | 2,528 |
| U.S. Government securities | $15,966,000 | 4,332 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $15,966,000 | 4,220 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $29,415,000 | 380 |
| Privately issued residential mortgage-backed securities | $29,415,000 | 233 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $45,381,000 | 989 |
| Certificates of participation in pools of residential mortgages | $15,966,000 | 1,540 |
| Issued or guaranteed by U.S. | $15,966,000 | 1,533 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $29,415,000 | 560 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $29,415,000 | 220 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $45,381,000 | 2,196 |
| Total debt securities | $45,381,000 | 2,484 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $49,542,000 | 2,364 |
| U.S. Government securities | $16,499,000 | 4,285 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $16,499,000 | 4,164 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $33,043,000 | 361 |
| Privately issued residential mortgage-backed securities | $33,043,000 | 220 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $49,542,000 | 937 |
| Certificates of participation in pools of residential mortgages | $16,499,000 | 1,522 |
| Issued or guaranteed by U.S. | $16,499,000 | 1,512 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $33,043,000 | 520 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $33,043,000 | 209 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $49,542,000 | 2,037 |
| Total debt securities | $49,542,000 | 2,315 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $47,966,000 | 2,424 |
| U.S. Government securities | $14,184,000 | 4,669 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $14,184,000 | 4,523 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $33,782,000 | 356 |
| Privately issued residential mortgage-backed securities | $33,782,000 | 216 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $47,966,000 | 957 |
| Certificates of participation in pools of residential mortgages | $14,184,000 | 1,690 |
| Issued or guaranteed by U.S. | $14,184,000 | 1,680 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $33,782,000 | 508 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $33,782,000 | 206 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $47,966,000 | 2,069 |
| Total debt securities | $47,965,000 | 2,381 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $42,589,000 | 2,716 |
| U.S. Government securities | $12,561,000 | 5,025 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $12,561,000 | 4,885 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $30,028,000 | 387 |
| Privately issued residential mortgage-backed securities | $30,028,000 | 232 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $42,589,000 | 1,072 |
| Certificates of participation in pools of residential mortgages | $12,561,000 | 1,865 |
| Issued or guaranteed by U.S. | $12,561,000 | 1,853 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $30,028,000 | 549 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $30,028,000 | 219 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $42,589,000 | 2,330 |
| Total debt securities | $42,589,000 | 2,678 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $41,697,000 | 2,749 |
| U.S. Government securities | $12,493,000 | 5,033 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $12,493,000 | 4,875 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $29,204,000 | 405 |
| Privately issued residential mortgage-backed securities | $29,204,000 | 234 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,036 |
| Mortgage-backed securities | $41,697,000 | 1,102 |
| Certificates of participation in pools of residential mortgages | $12,493,000 | 1,887 |
| Issued or guaranteed by U.S. | $12,493,000 | 1,874 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $29,204,000 | 553 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $29,204,000 | 224 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $41,697,000 | 2,370 |
| Total debt securities | $41,697,000 | 2,711 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $37,478,000 | 2,963 |
| U.S. Government securities | $9,823,000 | 5,606 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $9,823,000 | 5,470 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $27,655,000 | 414 |
| Privately issued residential mortgage-backed securities | $27,655,000 | 234 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $37,478,000 | 1,191 |
| Certificates of participation in pools of residential mortgages | $9,823,000 | 2,216 |
| Issued or guaranteed by U.S. | $9,823,000 | 2,205 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $27,655,000 | 558 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $27,655,000 | 221 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $37,478,000 | 2,548 |
| Total debt securities | $37,478,000 | 2,915 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $0 | 8,693 |
| U.S. Government securities | $0 | 8,590 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $0 | 8,507 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $0 | 7,037 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $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) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $0 | 8,648 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $3,329,000 | 8,010 |
| U.S. Government securities | $0 | 8,658 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $0 | 8,569 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $3,329,000 | 1,376 |
| 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 | $3,329,000 | 1,015 |
| 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 | $0 | 7,151 |
| Mortgage-backed securities | $0 | 7,121 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| 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) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $3,329,000 | 7,210 |
| Total debt securities | $3,329,000 | 7,956 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $3,304,000 | 8,065 |
| U.S. Government securities | $0 | 8,690 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $0 | 8,609 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $3,304,000 | 1,416 |
| 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 | $3,304,000 | 1,053 |
| 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 | $0 | 7,176 |
| Mortgage-backed securities | $0 | 7,171 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| 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) | $3,304,000 | 7,260 |
| Total debt securities | $3,304,000 | 8,001 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $3,282,000 | 8,095 |
| U.S. Government securities | $0 | 8,738 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $0 | 8,656 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $3,282,000 | 1,428 |
| 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 | $3,282,000 | 1,096 |
| 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 | $0 | 7,214 |
| Mortgage-backed securities | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| 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) | $3,282,000 | 7,281 |
| Total debt securities | $3,282,000 | 8,032 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $3,262,000 | 8,178 |
| U.S. Government securities | $0 | 8,803 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $0 | 8,720 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $3,262,000 | 1,494 |
| 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 | $3,262,000 | 1,165 |
| 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 | $0 | 7,245 |
| Mortgage-backed securities | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| 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) | $3,262,000 | 7,368 |
| Total debt securities | $3,262,000 | 8,116 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $3,243,000 | 8,162 |
| U.S. Government securities | $0 | 8,825 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $0 | 8,741 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $3,243,000 | 1,591 |
| 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 | $3,243,000 | 1,256 |
| 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 | $0 | 7,252 |
| Mortgage-backed securities | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| 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) | $3,243,000 | 7,349 |
| Total debt securities | $3,243,000 | 8,091 |
| 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 | $3,223,000 | 8,253 |
| U.S. Government securities | $0 | 8,888 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $0 | 8,796 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $3,223,000 | 1,616 |
| 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 | $3,223,000 | 1,348 |
| 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 | $0 | 7,280 |
| Mortgage-backed securities | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| 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) | $3,223,000 | 7,418 |
| Total debt securities | $3,223,000 | 8,176 |
| 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 | $11,581,000 | 6,210 |
| U.S. Government securities | $9,980,000 | 5,628 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $9,980,000 | 5,462 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $1,601,000 | 2,296 |
| 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 | $1,601,000 | 2,012 |
| 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 | $0 | 7,307 |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| 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) | $11,581,000 | 5,486 |
| Total debt securities | $11,581,000 | 6,119 |
| 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 | $0 | 9,101 |
| U.S. Government securities | $0 | 8,962 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $0 | 8,860 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| 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) | $0 | 8,383 |
| Total debt securities | $0 | 9,046 |
| 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 | $2,006,000 | 8,640 |
| U.S. Government securities | $2,006,000 | 8,286 |
| U.S. Treasury securities | $2,006,000 | 1,202 |
| U.S. Government agency obligations | $0 | 8,906 |
| 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 | $0 | 7,369 |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| 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) | $2,006,000 | 7,799 |
| Total debt securities | $2,006,000 | 8,561 |
| 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 | $5,042,000 | 7,826 |
| U.S. Government securities | $5,042,000 | 7,150 |
| U.S. Treasury securities | $5,042,000 | 721 |
| U.S. Government agency obligations | $0 | 8,949 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $5,042,000 | 6,944 |
| Total debt securities | $5,042,000 | 7,749 |
| 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 | $0 | 9,430 |
| U.S. Government securities | $0 | 9,306 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $0 | 9,193 |
| 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 | $0 | 7,583 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $0 | 9,380 |
| 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 |