Home > American Security Bank and Trust Company > Securities
American Security Bank and Trust Company, Securities
| 2012-06-30 | Rank | |
| Total securities | $36,865,000 | 3,289 |
| U.S. Government securities | $36,865,000 | 2,467 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $36,865,000 | 2,415 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,211,000 | 2,680 |
| Mortgage-backed securities | $36,865,000 | 1,747 |
| Certificates of participation in pools of residential mortgages | $14,753,000 | 2,313 |
| Issued or guaranteed by U.S. | $14,753,000 | 2,311 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $22,112,000 | 993 |
| CMOs issued by government agencies or sponsored agencies | $22,112,000 | 921 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $36,865,000 | 3,040 |
| Total debt securities | $36,865,000 | 3,269 |
| 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 | $35,855,000 | 3,378 |
| U.S. Government securities | $35,855,000 | 2,545 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $35,855,000 | 2,490 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,399,000 | 2,755 |
| Mortgage-backed securities | $35,855,000 | 1,776 |
| Certificates of participation in pools of residential mortgages | $11,382,000 | 2,665 |
| Issued or guaranteed by U.S. | $11,382,000 | 2,663 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $24,473,000 | 960 |
| CMOs issued by government agencies or sponsored agencies | $24,473,000 | 890 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $35,855,000 | 3,130 |
| Total debt securities | $35,855,000 | 3,356 |
| 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 | $38,426,000 | 3,161 |
| U.S. Government securities | $38,426,000 | 2,309 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $38,426,000 | 2,249 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,006,000 | 2,580 |
| Mortgage-backed securities | $37,424,000 | 1,645 |
| Certificates of participation in pools of residential mortgages | $10,961,000 | 2,614 |
| Issued or guaranteed by U.S. | $10,961,000 | 2,612 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $26,463,000 | 900 |
| CMOs issued by government agencies or sponsored agencies | $26,463,000 | 797 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $38,426,000 | 2,897 |
| Total debt securities | $38,426,000 | 3,142 |
| Structured notes | ||
| Amortized cost | $999,000 | 2,332 |
| Fair value | $1,002,000 | 2,220 |
| 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 | $34,301,000 | 3,341 |
| U.S. Government securities | $34,301,000 | 2,466 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $34,301,000 | 2,404 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,742,000 | 2,683 |
| Mortgage-backed securities | $33,297,000 | 1,743 |
| Certificates of participation in pools of residential mortgages | $9,512,000 | 2,731 |
| Issued or guaranteed by U.S. | $9,512,000 | 2,727 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $23,785,000 | 941 |
| CMOs issued by government agencies or sponsored agencies | $23,785,000 | 820 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $34,301,000 | 3,057 |
| Total debt securities | $34,301,000 | 3,310 |
| Structured notes | ||
| Amortized cost | $999,000 | 2,403 |
| Fair value | $1,004,000 | 2,290 |
| 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 | $43,040,000 | 2,841 |
| U.S. Government securities | $43,040,000 | 2,081 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $43,040,000 | 2,021 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,239,000 | 2,480 |
| Mortgage-backed securities | $43,040,000 | 1,388 |
| Certificates of participation in pools of residential mortgages | $12,666,000 | 2,289 |
| Issued or guaranteed by U.S. | $12,666,000 | 2,283 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $30,374,000 | 798 |
| CMOs issued by government agencies or sponsored agencies | $30,374,000 | 697 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $43,040,000 | 2,587 |
| Total debt securities | $43,040,000 | 2,822 |
| 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 | $42,681,000 | 2,841 |
| U.S. Government securities | $42,681,000 | 2,097 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $42,681,000 | 2,034 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,500,000 | 2,443 |
| Mortgage-backed securities | $42,681,000 | 1,371 |
| Certificates of participation in pools of residential mortgages | $12,987,000 | 2,197 |
| Issued or guaranteed by U.S. | $12,987,000 | 2,192 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $29,694,000 | 798 |
| CMOs issued by government agencies or sponsored agencies | $29,694,000 | 681 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $42,681,000 | 2,584 |
| Total debt securities | $42,681,000 | 2,817 |
| 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 | $40,063,000 | 2,900 |
| U.S. Government securities | $40,063,000 | 2,096 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $40,063,000 | 2,024 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,049,000 | 2,286 |
| Mortgage-backed securities | $40,063,000 | 1,404 |
| Certificates of participation in pools of residential mortgages | $12,948,000 | 2,102 |
| Issued or guaranteed by U.S. | $12,948,000 | 2,096 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $27,115,000 | 832 |
| CMOs issued by government agencies or sponsored agencies | $27,115,000 | 701 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $40,063,000 | 2,629 |
| Total debt securities | $40,063,000 | 2,875 |
| 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 | $35,171,000 | 3,139 |
| U.S. Government securities | $35,171,000 | 2,311 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $35,171,000 | 2,236 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,026,000 | 2,121 |
| Mortgage-backed securities | $35,171,000 | 1,531 |
| Certificates of participation in pools of residential mortgages | $14,174,000 | 1,951 |
| Issued or guaranteed by U.S. | $14,174,000 | 1,945 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $20,997,000 | 964 |
| CMOs issued by government agencies or sponsored agencies | $20,997,000 | 821 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $35,171,000 | 2,845 |
| Total debt securities | $35,171,000 | 3,110 |
| 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 | $30,595,000 | 3,436 |
| U.S. Government securities | $30,595,000 | 2,646 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $30,595,000 | 2,564 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,921,000 | 2,103 |
| Mortgage-backed securities | $30,595,000 | 1,668 |
| Certificates of participation in pools of residential mortgages | $18,636,000 | 1,632 |
| Issued or guaranteed by U.S. | $18,636,000 | 1,625 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $11,959,000 | 1,273 |
| CMOs issued by government agencies or sponsored agencies | $11,959,000 | 1,074 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $30,595,000 | 3,115 |
| Total debt securities | $30,595,000 | 3,401 |
| 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 | $24,968,000 | 3,921 |
| U.S. Government securities | $24,968,000 | 3,085 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $24,968,000 | 3,007 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,781,000 | 1,980 |
| Mortgage-backed securities | $24,968,000 | 1,955 |
| Certificates of participation in pools of residential mortgages | $17,654,000 | 1,781 |
| Issued or guaranteed by U.S. | $17,654,000 | 1,778 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $7,314,000 | 1,594 |
| CMOs issued by government agencies or sponsored agencies | $7,314,000 | 1,356 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $24,968,000 | 3,562 |
| Total debt securities | $24,966,000 | 3,890 |
| 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 | $29,041,000 | 3,547 |
| U.S. Government securities | $29,041,000 | 2,742 |
| U.S. Treasury securities | $1,000,000 | 775 |
| U.S. Government agency obligations | $28,041,000 | 2,738 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,981,000 | 1,924 |
| Mortgage-backed securities | $28,041,000 | 1,827 |
| Certificates of participation in pools of residential mortgages | $22,179,000 | 1,560 |
| Issued or guaranteed by U.S. | $22,179,000 | 1,553 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $5,862,000 | 1,740 |
| CMOs issued by government agencies or sponsored agencies | $5,862,000 | 1,473 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $29,041,000 | 3,208 |
| Total debt securities | $29,041,000 | 3,517 |
| 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 | $28,467,000 | 3,616 |
| U.S. Government securities | $28,467,000 | 2,778 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $28,467,000 | 2,711 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,369,000 | 2,188 |
| Mortgage-backed securities | $28,467,000 | 1,849 |
| Certificates of participation in pools of residential mortgages | $23,299,000 | 1,545 |
| Issued or guaranteed by U.S. | $23,299,000 | 1,539 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $5,168,000 | 1,816 |
| CMOs issued by government agencies or sponsored agencies | $5,168,000 | 1,515 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $28,467,000 | 3,268 |
| Total debt securities | $28,464,000 | 3,573 |
| 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 | $31,006,000 | 3,364 |
| U.S. Government securities | $31,006,000 | 2,555 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $31,006,000 | 2,493 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,024,000 | 1,957 |
| Mortgage-backed securities | $29,006,000 | 1,838 |
| Certificates of participation in pools of residential mortgages | $24,660,000 | 1,513 |
| Issued or guaranteed by U.S. | $24,660,000 | 1,505 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $4,346,000 | 1,925 |
| CMOs issued by government agencies or sponsored agencies | $4,346,000 | 1,625 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $31,006,000 | 3,009 |
| Total debt securities | $31,006,000 | 3,332 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,123 |
| Fair value | $1,000,000 | 1,179 |
| 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 | $34,550,000 | 3,127 |
| U.S. Government securities | $34,550,000 | 2,345 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $34,550,000 | 2,298 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,437,000 | 1,862 |
| Mortgage-backed securities | $31,029,000 | 1,767 |
| Certificates of participation in pools of residential mortgages | $27,678,000 | 1,411 |
| Issued or guaranteed by U.S. | $27,678,000 | 1,399 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,351,000 | 2,139 |
| CMOs issued by government agencies or sponsored agencies | $3,351,000 | 1,785 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $34,550,000 | 2,789 |
| Total debt securities | $34,550,000 | 3,094 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $35,614,000 | 3,046 |
| U.S. Government securities | $35,614,000 | 2,290 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $35,614,000 | 2,250 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,417,000 | 1,925 |
| Mortgage-backed securities | $34,596,000 | 1,571 |
| Certificates of participation in pools of residential mortgages | $32,182,000 | 1,216 |
| Issued or guaranteed by U.S. | $32,182,000 | 1,205 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $2,414,000 | 2,298 |
| CMOs issued by government agencies or sponsored agencies | $2,414,000 | 1,982 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $35,614,000 | 2,701 |
| Total debt securities | $35,615,000 | 3,008 |
| 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 | $32,942,000 | 3,164 |
| U.S. Government securities | $32,439,000 | 2,422 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $32,439,000 | 2,376 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $503,000 | 2,617 |
| Privately issued residential mortgage-backed securities | $503,000 | 1,292 |
| 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 | $25,380,000 | 1,915 |
| Mortgage-backed securities | $32,437,000 | 1,588 |
| Certificates of participation in pools of residential mortgages | $29,980,000 | 1,226 |
| Issued or guaranteed by U.S. | $29,477,000 | 1,228 |
| Privately issued | $503,000 | 130 |
| Collaterized mortgage obligations | $2,457,000 | 2,217 |
| CMOs issued by government agencies or sponsored agencies | $2,457,000 | 1,877 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $32,942,000 | 2,808 |
| Total debt securities | $32,942,000 | 3,131 |
| 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 | $34,289,000 | 3,120 |
| U.S. Government securities | $34,289,000 | 2,353 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $34,289,000 | 2,301 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,479,000 | 1,869 |
| Mortgage-backed securities | $33,283,000 | 1,530 |
| Certificates of participation in pools of residential mortgages | $30,745,000 | 1,191 |
| Issued or guaranteed by U.S. | $30,745,000 | 1,176 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $2,538,000 | 2,195 |
| CMOs issued by government agencies or sponsored agencies | $2,538,000 | 1,863 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $34,289,000 | 2,791 |
| Total debt securities | $34,288,000 | 3,085 |
| 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 | $28,334,000 | 3,567 |
| U.S. Government securities | $28,334,000 | 2,740 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $28,334,000 | 2,687 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,106,000 | 2,192 |
| Mortgage-backed securities | $26,311,000 | 1,774 |
| Certificates of participation in pools of residential mortgages | $23,668,000 | 1,425 |
| Issued or guaranteed by U.S. | $23,668,000 | 1,413 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,643,000 | 2,146 |
| CMOs issued by government agencies or sponsored agencies | $2,643,000 | 1,817 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $28,334,000 | 3,185 |
| Total debt securities | $28,333,000 | 3,516 |
| 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 | $28,076,000 | 3,607 |
| U.S. Government securities | $25,275,000 | 3,035 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $25,275,000 | 2,977 |
| Securities issued by states & political subdivisions | $2,801,000 | 3,871 |
| 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 | $20,791,000 | 2,151 |
| Mortgage-backed securities | $21,075,000 | 1,855 |
| Certificates of participation in pools of residential mortgages | $18,390,000 | 1,482 |
| Issued or guaranteed by U.S. | $18,390,000 | 1,474 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,685,000 | 2,037 |
| CMOs issued by government agencies or sponsored agencies | $2,685,000 | 1,736 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $28,076,000 | 3,190 |
| Total debt securities | $28,077,000 | 3,557 |
| 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 | $16,026,000 | 5,014 |
| U.S. Government securities | $14,956,000 | 4,375 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $14,956,000 | 4,281 |
| Securities issued by states & political subdivisions | $1,070,000 | 4,831 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,756,000 | 3,303 |
| Mortgage-backed securities | $9,309,000 | 2,839 |
| Certificates of participation in pools of residential mortgages | $6,579,000 | 2,693 |
| Issued or guaranteed by U.S. | $6,579,000 | 2,680 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,730,000 | 1,967 |
| CMOs issued by government agencies or sponsored agencies | $2,730,000 | 1,677 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $16,026,000 | 4,451 |
| Total debt securities | $16,025,000 | 4,969 |
| 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 | $14,569,000 | 5,279 |
| U.S. Government securities | $14,121,000 | 4,554 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $14,121,000 | 4,443 |
| Securities issued by states & political subdivisions | $448,000 | 5,425 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,422,000 | 3,514 |
| Mortgage-backed securities | $8,574,000 | 2,899 |
| Certificates of participation in pools of residential mortgages | $5,789,000 | 2,803 |
| Issued or guaranteed by U.S. | $5,789,000 | 2,789 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,785,000 | 1,922 |
| CMOs issued by government agencies or sponsored agencies | $2,785,000 | 1,646 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $14,569,000 | 4,682 |
| Total debt securities | $14,568,000 | 5,234 |
| 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 | $14,691,000 | 5,305 |
| U.S. Government securities | $14,691,000 | 4,485 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $14,691,000 | 4,367 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,496,000 | 4,151 |
| Mortgage-backed securities | $9,077,000 | 2,789 |
| Certificates of participation in pools of residential mortgages | $6,158,000 | 2,710 |
| Issued or guaranteed by U.S. | $6,158,000 | 2,700 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $2,919,000 | 1,879 |
| CMOs issued by government agencies or sponsored agencies | $2,919,000 | 1,608 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $14,691,000 | 4,692 |
| Total debt securities | $14,691,000 | 5,256 |
| 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 | $14,982,000 | 5,294 |
| U.S. Government securities | $14,982,000 | 4,498 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $14,982,000 | 4,380 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,077,000 | 4,023 |
| Mortgage-backed securities | $8,891,000 | 2,801 |
| Certificates of participation in pools of residential mortgages | $6,402,000 | 2,666 |
| Issued or guaranteed by U.S. | $6,402,000 | 2,652 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $2,489,000 | 1,987 |
| CMOs issued by government agencies or sponsored agencies | $2,489,000 | 1,731 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $14,982,000 | 4,686 |
| Total debt securities | $14,983,000 | 5,253 |
| 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 | $14,259,000 | 5,430 |
| U.S. Government securities | $14,259,000 | 4,655 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $14,259,000 | 4,524 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,230,000 | 4,541 |
| Mortgage-backed securities | $7,675,000 | 3,005 |
| Certificates of participation in pools of residential mortgages | $5,597,000 | 2,861 |
| Issued or guaranteed by U.S. | $5,597,000 | 2,847 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $2,078,000 | 2,052 |
| CMOs issued by government agencies or sponsored agencies | $2,078,000 | 1,794 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $14,259,000 | 4,791 |
| Total debt securities | $14,259,000 | 5,377 |
| 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 | $12,207,000 | 5,804 |
| U.S. Government securities | $12,207,000 | 5,069 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $12,207,000 | 4,937 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,479,000 | 4,792 |
| Mortgage-backed securities | $6,250,000 | 3,297 |
| Certificates of participation in pools of residential mortgages | $4,132,000 | 3,289 |
| Issued or guaranteed by U.S. | $4,132,000 | 3,276 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,118,000 | 2,047 |
| CMOs issued by government agencies or sponsored agencies | $2,118,000 | 1,788 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $12,207,000 | 5,165 |
| Total debt securities | $12,207,000 | 5,752 |
| 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 | $12,111,000 | 5,853 |
| U.S. Government securities | $12,111,000 | 5,108 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $12,111,000 | 4,968 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,395,000 | 5,631 |
| Mortgage-backed securities | $5,567,000 | 3,511 |
| Certificates of participation in pools of residential mortgages | $3,346,000 | 3,594 |
| Issued or guaranteed by U.S. | $3,346,000 | 3,579 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,221,000 | 2,015 |
| CMOs issued by government agencies or sponsored agencies | $2,221,000 | 1,763 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $12,111,000 | 5,192 |
| Total debt securities | $12,110,000 | 5,799 |
| 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 | $9,915,000 | 6,354 |
| U.S. Government securities | $9,915,000 | 5,593 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $9,915,000 | 5,450 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,902,000 | 5,917 |
| Mortgage-backed securities | $4,324,000 | 3,869 |
| Certificates of participation in pools of residential mortgages | $3,000,000 | 3,747 |
| Issued or guaranteed by U.S. | $3,000,000 | 3,731 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,324,000 | 2,317 |
| CMOs issued by government agencies or sponsored agencies | $1,324,000 | 2,058 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $9,915,000 | 5,634 |
| Total debt securities | $9,914,000 | 6,296 |
| 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 | $10,093,000 | 6,302 |
| U.S. Government securities | $10,093,000 | 5,538 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $10,093,000 | 5,407 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,915,000 | 5,921 |
| Mortgage-backed securities | $4,449,000 | 3,873 |
| Certificates of participation in pools of residential mortgages | $2,905,000 | 3,846 |
| Issued or guaranteed by U.S. | $2,905,000 | 3,833 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,544,000 | 2,231 |
| CMOs issued by government agencies or sponsored agencies | $1,544,000 | 1,986 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $10,093,000 | 5,583 |
| Total debt securities | $10,094,000 | 6,235 |
| 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 | $8,839,000 | 6,629 |
| U.S. Government securities | $8,839,000 | 5,889 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $8,839,000 | 5,750 |
| 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 | $1,727,000 | 6,013 |
| Mortgage-backed securities | $3,154,000 | 4,413 |
| Certificates of participation in pools of residential mortgages | $3,154,000 | 3,825 |
| Issued or guaranteed by U.S. | $3,154,000 | 3,811 |
| 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) | $8,839,000 | 5,889 |
| Total debt securities | $8,839,000 | 6,573 |
| 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 | $8,872,000 | 6,681 |
| U.S. Government securities | $8,872,000 | 5,973 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $8,872,000 | 5,823 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,211,000 | 6,338 |
| Mortgage-backed securities | $2,771,000 | 4,648 |
| Certificates of participation in pools of residential mortgages | $2,771,000 | 4,061 |
| Issued or guaranteed by U.S. | $2,771,000 | 4,049 |
| 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) | $8,872,000 | 5,935 |
| Total debt securities | $8,872,000 | 6,621 |
| 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 | $7,051,000 | 7,110 |
| U.S. Government securities | $7,051,000 | 6,448 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,051,000 | 6,308 |
| 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 | $733,000 | 6,674 |
| Mortgage-backed securities | $1,855,000 | 5,134 |
| Certificates of participation in pools of residential mortgages | $1,855,000 | 4,560 |
| Issued or guaranteed by U.S. | $1,855,000 | 4,544 |
| 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) | $7,051,000 | 6,332 |
| Total debt securities | $7,051,000 | 7,046 |
| 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 | $4,162,000 | 7,878 |
| U.S. Government securities | $4,162,000 | 7,395 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $4,162,000 | 7,235 |
| 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 | $0 | 7,214 |
| Mortgage-backed securities | $1,956,000 | 5,100 |
| Certificates of participation in pools of residential mortgages | $1,956,000 | 4,531 |
| Issued or guaranteed by U.S. | $1,956,000 | 4,517 |
| 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) | $4,162,000 | 7,088 |
| Total debt securities | $4,163,000 | 7,817 |
| 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 | $2,961,000 | 8,267 |
| U.S. Government securities | $2,961,000 | 7,892 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $2,961,000 | 7,720 |
| 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 | $0 | 7,245 |
| Mortgage-backed securities | $1,467,000 | 5,428 |
| Certificates of participation in pools of residential mortgages | $1,467,000 | 4,886 |
| Issued or guaranteed by U.S. | $1,467,000 | 4,874 |
| 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) | $2,961,000 | 7,451 |
| Total debt securities | $2,962,000 | 8,211 |
| 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 |