Home > Bank of the Carolinas > Securities
Bank of the Carolinas, Securities
| 2015-06-30 | Rank | |
| Total securities | $12,863,000 | 4,800 |
| U.S. Government securities | $11,522,000 | 4,110 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $11,522,000 | 3,985 |
| Securities issued by states & political subdivisions | $1,341,000 | 4,544 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,837,000 | 2,933 |
| Mortgage-backed securities | $8,463,000 | 3,139 |
| Certificates of participation in pools of residential mortgages | $7,725,000 | 2,731 |
| Issued or guaranteed by U.S. | $7,725,000 | 2,727 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $738,000 | 2,806 |
| CMOs issued by government agencies or sponsored agencies | $738,000 | 2,720 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $12,863,000 | 4,423 |
| Total debt securities | $12,863,000 | 4,776 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $13,431,000 | 4,816 |
| U.S. Government securities | $12,062,000 | 4,110 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $12,062,000 | 3,991 |
| Securities issued by states & political subdivisions | $1,369,000 | 4,548 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,315,000 | 3,158 |
| Mortgage-backed securities | $8,983,000 | 3,124 |
| Certificates of participation in pools of residential mortgages | $8,178,000 | 2,710 |
| Issued or guaranteed by U.S. | $8,178,000 | 2,708 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $805,000 | 2,815 |
| CMOs issued by government agencies or sponsored agencies | $805,000 | 2,725 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $13,431,000 | 4,440 |
| Total debt securities | $13,431,000 | 4,792 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $40,348,000 | 2,970 |
| U.S. Government securities | $34,193,000 | 2,434 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $34,193,000 | 2,352 |
| Securities issued by states & political subdivisions | $6,155,000 | 3,436 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,463,000 | 3,147 |
| Mortgage-backed securities | $29,208,000 | 1,771 |
| Certificates of participation in pools of residential mortgages | $28,347,000 | 1,288 |
| Issued or guaranteed by U.S. | $28,347,000 | 1,286 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $861,000 | 2,840 |
| CMOs issued by government agencies or sponsored agencies | $861,000 | 2,750 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $40,348,000 | 2,716 |
| Total debt securities | $40,349,000 | 2,952 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $40,997,000 | 3,007 |
| U.S. Government securities | $34,931,000 | 2,441 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $34,931,000 | 2,363 |
| Securities issued by states & political subdivisions | $6,066,000 | 3,480 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,532,000 | 3,179 |
| Mortgage-backed securities | $29,996,000 | 1,801 |
| Certificates of participation in pools of residential mortgages | $29,060,000 | 1,309 |
| Issued or guaranteed by U.S. | $29,060,000 | 1,308 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $936,000 | 2,858 |
| CMOs issued by government agencies or sponsored agencies | $936,000 | 2,756 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $40,997,000 | 2,736 |
| Total debt securities | $40,996,000 | 2,988 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $88,335,000 | 1,672 |
| U.S. Government securities | $77,528,000 | 1,284 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $77,528,000 | 1,223 |
| Securities issued by states & political subdivisions | $10,807,000 | 2,763 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,202,000 | 929 |
| Mortgage-backed securities | $37,020,000 | 1,579 |
| Certificates of participation in pools of residential mortgages | $36,009,000 | 1,134 |
| Issued or guaranteed by U.S. | $36,009,000 | 1,133 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,011,000 | 2,859 |
| CMOs issued by government agencies or sponsored agencies | $1,011,000 | 2,758 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $88,335,000 | 1,494 |
| Total debt securities | $88,335,000 | 1,650 |
| Structured notes | ||
| Amortized cost | $17,000,000 | 249 |
| Fair value | $16,695,000 | 253 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $90,558,000 | 1,644 |
| U.S. Government securities | $79,013,000 | 1,266 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $79,013,000 | 1,216 |
| Securities issued by states & political subdivisions | $10,545,000 | 2,812 |
| Other domestic debt securities | $1,000,000 | 1,838 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $1,000,000 | 1,448 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,523,000 | 893 |
| Mortgage-backed securities | $37,461,000 | 1,567 |
| Certificates of participation in pools of residential mortgages | $36,370,000 | 1,127 |
| Issued or guaranteed by U.S. | $36,370,000 | 1,127 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,091,000 | 2,830 |
| CMOs issued by government agencies or sponsored agencies | $1,091,000 | 2,732 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $1,000,000 | 1,986 |
| Available-for-sale securities (fair market value) | $89,558,000 | 1,478 |
| Total debt securities | $90,558,000 | 1,626 |
| Structured notes | ||
| Amortized cost | $19,000,000 | 236 |
| Fair value | $18,263,000 | 239 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $90,315,000 | 1,632 |
| U.S. Government securities | $79,135,000 | 1,241 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $79,135,000 | 1,203 |
| Securities issued by states & political subdivisions | $10,180,000 | 2,863 |
| Other domestic debt securities | $1,000,000 | 1,876 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $1,000,000 | 1,471 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,719,000 | 885 |
| Mortgage-backed securities | $38,204,000 | 1,554 |
| Certificates of participation in pools of residential mortgages | $37,023,000 | 1,108 |
| Issued or guaranteed by U.S. | $37,023,000 | 1,108 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,181,000 | 2,778 |
| CMOs issued by government agencies or sponsored agencies | $1,181,000 | 2,678 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $1,000,000 | 1,979 |
| Available-for-sale securities (fair market value) | $89,315,000 | 1,473 |
| Total debt securities | $90,315,000 | 1,614 |
| Structured notes | ||
| Amortized cost | $19,000,000 | 237 |
| Fair value | $17,826,000 | 238 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $92,891,000 | 1,614 |
| U.S. Government securities | $81,724,000 | 1,217 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $81,724,000 | 1,173 |
| Securities issued by states & political subdivisions | $10,167,000 | 2,874 |
| Other domestic debt securities | $1,000,000 | 1,938 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $1,000,000 | 1,509 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,741,000 | 880 |
| Mortgage-backed securities | $40,056,000 | 1,510 |
| Certificates of participation in pools of residential mortgages | $38,747,000 | 1,063 |
| Issued or guaranteed by U.S. | $38,747,000 | 1,062 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,309,000 | 2,757 |
| CMOs issued by government agencies or sponsored agencies | $1,309,000 | 2,649 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $1,000,000 | 1,970 |
| Available-for-sale securities (fair market value) | $91,891,000 | 1,444 |
| Total debt securities | $92,892,000 | 1,592 |
| Structured notes | ||
| Amortized cost | $18,995,000 | 235 |
| Fair value | $18,142,000 | 232 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $93,202,000 | 1,600 |
| U.S. Government securities | $82,549,000 | 1,211 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $82,549,000 | 1,174 |
| Securities issued by states & political subdivisions | $9,653,000 | 2,934 |
| Other domestic debt securities | $1,000,000 | 1,978 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $1,000,000 | 1,534 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,351,000 | 858 |
| Mortgage-backed securities | $42,057,000 | 1,441 |
| Certificates of participation in pools of residential mortgages | $40,574,000 | 1,024 |
| Issued or guaranteed by U.S. | $40,574,000 | 1,023 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,483,000 | 2,737 |
| CMOs issued by government agencies or sponsored agencies | $1,483,000 | 2,623 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $1,000,000 | 1,911 |
| Available-for-sale securities (fair market value) | $92,202,000 | 1,443 |
| Total debt securities | $93,202,000 | 1,578 |
| Structured notes | ||
| Amortized cost | $16,994,000 | 246 |
| Fair value | $16,339,000 | 250 |
| 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 | $99,666,000 | 1,517 |
| U.S. Government securities | $88,335,000 | 1,157 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $88,335,000 | 1,113 |
| Securities issued by states & political subdivisions | $10,331,000 | 2,809 |
| Other domestic debt securities | $1,000,000 | 1,995 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $1,000,000 | 1,530 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,941,000 | 867 |
| Mortgage-backed securities | $43,706,000 | 1,443 |
| Certificates of participation in pools of residential mortgages | $42,026,000 | 1,015 |
| Issued or guaranteed by U.S. | $42,026,000 | 1,015 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,680,000 | 2,720 |
| CMOs issued by government agencies or sponsored agencies | $1,680,000 | 2,605 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $1,000,000 | 1,902 |
| Available-for-sale securities (fair market value) | $98,666,000 | 1,382 |
| Total debt securities | $99,665,000 | 1,500 |
| Structured notes | ||
| Amortized cost | $8,994,000 | 443 |
| Fair value | $8,988,000 | 441 |
| 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 | $106,931,000 | 1,387 |
| U.S. Government securities | $94,610,000 | 1,050 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $94,610,000 | 1,006 |
| Securities issued by states & political subdivisions | $10,326,000 | 2,789 |
| Other domestic debt securities | $1,995,000 | 1,584 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $1,995,000 | 1,190 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,397,000 | 849 |
| Mortgage-backed securities | $46,492,000 | 1,361 |
| Certificates of participation in pools of residential mortgages | $44,627,000 | 934 |
| Issued or guaranteed by U.S. | $44,627,000 | 933 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,865,000 | 2,707 |
| CMOs issued by government agencies or sponsored agencies | $1,865,000 | 2,598 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $1,995,000 | 1,677 |
| Available-for-sale securities (fair market value) | $104,936,000 | 1,276 |
| Total debt securities | $106,931,000 | 1,375 |
| Structured notes | ||
| Amortized cost | $8,994,000 | 472 |
| Fair value | $9,026,000 | 458 |
| 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 | $121,387,000 | 1,255 |
| U.S. Government securities | $111,009,000 | 941 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $111,009,000 | 909 |
| Securities issued by states & political subdivisions | $8,390,000 | 3,071 |
| Other domestic debt securities | $1,988,000 | 1,639 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $1,988,000 | 1,231 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,155,000 | 859 |
| Mortgage-backed securities | $54,773,000 | 1,279 |
| Certificates of participation in pools of residential mortgages | $52,705,000 | 858 |
| Issued or guaranteed by U.S. | $52,705,000 | 856 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $2,068,000 | 2,730 |
| CMOs issued by government agencies or sponsored agencies | $2,068,000 | 2,613 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $1,988,000 | 1,704 |
| Available-for-sale securities (fair market value) | $119,399,000 | 1,143 |
| Total debt securities | $121,387,000 | 1,240 |
| Structured notes | ||
| Amortized cost | $10,994,000 | 402 |
| Fair value | $11,029,000 | 399 |
| 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 | $105,609,000 | 1,421 |
| U.S. Government securities | $100,561,000 | 1,037 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $100,561,000 | 1,003 |
| Securities issued by states & political subdivisions | $2,076,000 | 4,528 |
| Other domestic debt securities | $2,972,000 | 1,362 |
| 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 | $2,972,000 | 1,010 |
| 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 | $68,039,000 | 878 |
| Mortgage-backed securities | $47,751,000 | 1,433 |
| Certificates of participation in pools of residential mortgages | $45,502,000 | 999 |
| Issued or guaranteed by U.S. | $45,502,000 | 998 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,249,000 | 2,704 |
| CMOs issued by government agencies or sponsored agencies | $2,249,000 | 2,577 |
| 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) | $1,981,000 | 1,707 |
| Available-for-sale securities (fair market value) | $103,628,000 | 1,308 |
| Total debt securities | $105,609,000 | 1,402 |
| Structured notes | ||
| Amortized cost | $12,991,000 | 390 |
| Fair value | $12,999,000 | 391 |
| 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 | $103,682,000 | 1,461 |
| U.S. Government securities | $99,751,000 | 1,075 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $99,751,000 | 1,040 |
| Securities issued by states & political subdivisions | $955,000 | 4,962 |
| Other domestic debt securities | $2,976,000 | 1,344 |
| 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 | $2,976,000 | 991 |
| 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 | $62,572,000 | 949 |
| Mortgage-backed securities | $64,631,000 | 1,134 |
| Certificates of participation in pools of residential mortgages | $54,838,000 | 850 |
| Issued or guaranteed by U.S. | $54,838,000 | 848 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $4,943,000 | 2,151 |
| CMOs issued by government agencies or sponsored agencies | $4,943,000 | 2,047 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $4,850,000 | 230 |
| Commercial mortgage pass-through securities | $4,850,000 | 122 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $1,974,000 | 1,739 |
| Available-for-sale securities (fair market value) | $101,708,000 | 1,348 |
| Total debt securities | $103,682,000 | 1,446 |
| Structured notes | ||
| Amortized cost | $13,998,000 | 431 |
| Fair value | $14,051,000 | 424 |
| 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 | $112,404,000 | 1,312 |
| U.S. Government securities | $105,831,000 | 958 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $105,831,000 | 932 |
| Securities issued by states & political subdivisions | $3,589,000 | 3,965 |
| Other domestic debt securities | $2,984,000 | 1,342 |
| 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 | $2,984,000 | 927 |
| 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 | $73,275,000 | 753 |
| Mortgage-backed securities | $61,572,000 | 1,132 |
| Certificates of participation in pools of residential mortgages | $51,419,000 | 845 |
| Issued or guaranteed by U.S. | $51,419,000 | 843 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $5,245,000 | 2,084 |
| CMOs issued by government agencies or sponsored agencies | $5,245,000 | 1,910 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $4,908,000 | 178 |
| Commercial mortgage pass-through securities | $4,908,000 | 88 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $1,967,000 | 1,803 |
| Available-for-sale securities (fair market value) | $110,437,000 | 1,212 |
| Total debt securities | $112,404,000 | 1,299 |
| Structured notes | ||
| Amortized cost | $17,000,000 | 328 |
| Fair value | $17,341,000 | 325 |
| 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 | $113,768,000 | 1,260 |
| U.S. Government securities | $106,742,000 | 936 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $106,742,000 | 907 |
| Securities issued by states & political subdivisions | $3,609,000 | 3,906 |
| Other domestic debt securities | $3,417,000 | 1,267 |
| 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 | $3,417,000 | 826 |
| 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 | $65,770,000 | 819 |
| Mortgage-backed securities | $59,400,000 | 1,123 |
| Certificates of participation in pools of residential mortgages | $51,763,000 | 821 |
| Issued or guaranteed by U.S. | $51,763,000 | 817 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $2,734,000 | 2,544 |
| CMOs issued by government agencies or sponsored agencies | $2,734,000 | 2,345 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $4,903,000 | 145 |
| Commercial mortgage pass-through securities | $4,903,000 | 78 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $2,356,000 | 1,735 |
| Available-for-sale securities (fair market value) | $111,412,000 | 1,157 |
| Total debt securities | $113,768,000 | 1,247 |
| Structured notes | ||
| Amortized cost | $17,000,000 | 334 |
| Fair value | $17,380,000 | 329 |
| 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 | $118,534,000 | 1,220 |
| U.S. Government securities | $111,562,000 | 914 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $111,562,000 | 881 |
| Securities issued by states & political subdivisions | $3,614,000 | 3,861 |
| Other domestic debt securities | $3,358,000 | 1,233 |
| 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 | $3,358,000 | 779 |
| 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 | $63,412,000 | 859 |
| Mortgage-backed securities | $54,339,000 | 1,182 |
| Certificates of participation in pools of residential mortgages | $46,810,000 | 878 |
| Issued or guaranteed by U.S. | $46,810,000 | 875 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $2,830,000 | 2,499 |
| CMOs issued by government agencies or sponsored agencies | $2,830,000 | 2,283 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $4,699,000 | 136 |
| Commercial mortgage pass-through securities | $4,699,000 | 74 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $2,350,000 | 1,771 |
| Available-for-sale securities (fair market value) | $116,184,000 | 1,105 |
| Total debt securities | $118,535,000 | 1,204 |
| Structured notes | ||
| Amortized cost | $19,000,000 | 347 |
| Fair value | $19,441,000 | 336 |
| 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 | $116,879,000 | 1,226 |
| U.S. Government securities | $109,686,000 | 925 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $109,686,000 | 891 |
| Securities issued by states & political subdivisions | $3,862,000 | 3,746 |
| Other domestic debt securities | $3,331,000 | 1,265 |
| 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 | $3,331,000 | 795 |
| 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 | $64,096,000 | 841 |
| Mortgage-backed securities | $52,301,000 | 1,186 |
| Certificates of participation in pools of residential mortgages | $46,868,000 | 833 |
| Issued or guaranteed by U.S. | $46,868,000 | 827 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $813,000 | 3,113 |
| CMOs issued by government agencies or sponsored agencies | $813,000 | 2,848 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $4,620,000 | 128 |
| Commercial mortgage pass-through securities | $4,620,000 | 68 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $2,344,000 | 1,795 |
| Available-for-sale securities (fair market value) | $114,535,000 | 1,111 |
| Total debt securities | $116,879,000 | 1,214 |
| Structured notes | ||
| Amortized cost | $21,000,000 | 334 |
| Fair value | $21,339,000 | 326 |
| 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 | $110,373,000 | 1,234 |
| U.S. Government securities | $97,054,000 | 976 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $97,054,000 | 935 |
| Securities issued by states & political subdivisions | $3,859,000 | 3,757 |
| Other domestic debt securities | $9,460,000 | 787 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $4,687,000 | 109 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $4,773,000 | 631 |
| 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 | $65,182,000 | 820 |
| Mortgage-backed securities | $48,222,000 | 1,221 |
| Certificates of participation in pools of residential mortgages | $42,559,000 | 861 |
| Issued or guaranteed by U.S. | $42,559,000 | 854 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $976,000 | 3,017 |
| CMOs issued by government agencies or sponsored agencies | $976,000 | 2,742 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $4,687,000 | 109 |
| Commercial mortgage pass-through securities | $4,687,000 | 60 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $3,833,000 | 1,562 |
| Available-for-sale securities (fair market value) | $106,540,000 | 1,151 |
| Total debt securities | $110,373,000 | 1,214 |
| Structured notes | ||
| Amortized cost | $21,000,000 | 299 |
| Fair value | $21,474,000 | 288 |
| 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 | $113,021,000 | 1,174 |
| U.S. Government securities | $99,216,000 | 938 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $99,216,000 | 897 |
| Securities issued by states & political subdivisions | $3,929,000 | 3,645 |
| Other domestic debt securities | $9,876,000 | 786 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $4,953,000 | 97 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $4,923,000 | 615 |
| 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 | $67,395,000 | 779 |
| Mortgage-backed securities | $44,059,000 | 1,262 |
| Certificates of participation in pools of residential mortgages | $37,365,000 | 937 |
| Issued or guaranteed by U.S. | $37,365,000 | 929 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,741,000 | 2,690 |
| CMOs issued by government agencies or sponsored agencies | $1,741,000 | 2,425 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $4,953,000 | 97 |
| Commercial mortgage pass-through securities | $4,953,000 | 57 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $3,927,000 | 1,582 |
| Available-for-sale securities (fair market value) | $109,094,000 | 1,089 |
| Total debt securities | $113,011,000 | 1,158 |
| Structured notes | ||
| Amortized cost | $22,000,000 | 245 |
| Fair value | $22,632,000 | 243 |
| 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 | $121,916,000 | 1,092 |
| U.S. Government securities | $108,278,000 | 884 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $108,278,000 | 847 |
| Securities issued by states & political subdivisions | $3,919,000 | 3,592 |
| Other domestic debt securities | $9,719,000 | 800 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $4,842,000 | 98 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $4,877,000 | 581 |
| 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 | $67,603,000 | 801 |
| Mortgage-backed securities | $36,390,000 | 1,454 |
| Certificates of participation in pools of residential mortgages | $29,227,000 | 1,145 |
| Issued or guaranteed by U.S. | $29,227,000 | 1,138 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,321,000 | 2,422 |
| CMOs issued by government agencies or sponsored agencies | $2,321,000 | 2,164 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $4,842,000 | 98 |
| Commercial mortgage pass-through securities | $4,842,000 | 55 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $3,916,000 | 1,637 |
| Available-for-sale securities (fair market value) | $118,000,000 | 992 |
| Total debt securities | $121,916,000 | 1,077 |
| Structured notes | ||
| Amortized cost | $29,000,000 | 198 |
| Fair value | $29,477,000 | 197 |
| 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 | $95,674,000 | 1,371 |
| U.S. Government securities | $81,185,000 | 1,158 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $81,185,000 | 1,117 |
| Securities issued by states & political subdivisions | $4,957,000 | 3,262 |
| Other domestic debt securities | $9,532,000 | 846 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $4,732,000 | 103 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $4,800,000 | 610 |
| 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 | $59,011,000 | 934 |
| Mortgage-backed securities | $19,914,000 | 2,268 |
| Certificates of participation in pools of residential mortgages | $11,844,000 | 2,294 |
| Issued or guaranteed by U.S. | $11,844,000 | 2,289 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $3,338,000 | 2,141 |
| CMOs issued by government agencies or sponsored agencies | $3,338,000 | 1,873 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $4,732,000 | 103 |
| Commercial mortgage pass-through securities | $4,732,000 | 55 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $3,904,000 | 1,679 |
| Available-for-sale securities (fair market value) | $91,770,000 | 1,264 |
| Total debt securities | $95,674,000 | 1,349 |
| Structured notes | ||
| Amortized cost | $29,200,000 | 151 |
| Fair value | $29,214,000 | 149 |
| 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 | $140,004,000 | 916 |
| U.S. Government securities | $123,536,000 | 746 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $123,536,000 | 719 |
| Securities issued by states & political subdivisions | $6,105,000 | 2,969 |
| Other domestic debt securities | $10,363,000 | 814 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $4,609,000 | 100 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $5,754,000 | 554 |
| 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 | $82,434,000 | 684 |
| Mortgage-backed securities | $29,833,000 | 1,749 |
| Certificates of participation in pools of residential mortgages | $12,674,000 | 2,277 |
| Issued or guaranteed by U.S. | $12,674,000 | 2,270 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $12,550,000 | 1,224 |
| CMOs issued by government agencies or sponsored agencies | $12,550,000 | 1,007 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $4,609,000 | 100 |
| Commercial mortgage pass-through securities | $4,609,000 | 55 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $3,894,000 | 1,696 |
| Available-for-sale securities (fair market value) | $136,110,000 | 816 |
| Total debt securities | $140,004,000 | 906 |
| Structured notes | ||
| Amortized cost | $28,999,000 | 99 |
| Fair value | $28,844,000 | 99 |
| 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 | $165,614,000 | 785 |
| U.S. Government securities | $147,434,000 | 616 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $147,434,000 | 590 |
| Securities issued by states & political subdivisions | $6,234,000 | 2,932 |
| Other domestic debt securities | $11,946,000 | 801 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $4,667,000 | 112 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $7,279,000 | 483 |
| 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 | $89,492,000 | 630 |
| Mortgage-backed securities | $80,925,000 | 788 |
| Certificates of participation in pools of residential mortgages | $40,959,000 | 977 |
| Issued or guaranteed by U.S. | $40,959,000 | 971 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $35,299,000 | 644 |
| CMOs issued by government agencies or sponsored agencies | $35,299,000 | 500 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $4,667,000 | 112 |
| Commercial mortgage pass-through securities | $4,667,000 | 59 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $4,381,000 | 1,658 |
| Available-for-sale securities (fair market value) | $161,233,000 | 694 |
| Total debt securities | $165,614,000 | 766 |
| Structured notes | ||
| Amortized cost | $4,999,000 | 578 |
| Fair value | $5,033,000 | 542 |
| 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 | $131,997,000 | 957 |
| U.S. Government securities | $118,921,000 | 737 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $118,921,000 | 711 |
| Securities issued by states & political subdivisions | $6,118,000 | 2,931 |
| Other domestic debt securities | $6,958,000 | 1,116 |
| 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 | $6,958,000 | 520 |
| 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 | $47,887,000 | 1,108 |
| Mortgage-backed securities | $57,031,000 | 1,085 |
| Certificates of participation in pools of residential mortgages | $55,028,000 | 755 |
| Issued or guaranteed by U.S. | $55,028,000 | 745 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,003,000 | 2,493 |
| CMOs issued by government agencies or sponsored agencies | $2,003,000 | 2,136 |
| 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) | $4,371,000 | 1,689 |
| Available-for-sale securities (fair market value) | $127,626,000 | 857 |
| Total debt securities | $131,996,000 | 940 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 744 |
| Fair value | $1,983,000 | 808 |
| 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 | $141,220,000 | 884 |
| U.S. Government securities | $122,994,000 | 719 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $122,994,000 | 693 |
| Securities issued by states & political subdivisions | $11,397,000 | 1,932 |
| Other domestic debt securities | $6,829,000 | 1,080 |
| 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 | $6,829,000 | 535 |
| 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 | $59,183,000 | 946 |
| Mortgage-backed securities | $68,949,000 | 930 |
| Certificates of participation in pools of residential mortgages | $66,766,000 | 649 |
| Issued or guaranteed by U.S. | $66,766,000 | 640 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,183,000 | 2,457 |
| CMOs issued by government agencies or sponsored agencies | $2,183,000 | 2,089 |
| 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) | $4,362,000 | 1,718 |
| Available-for-sale securities (fair market value) | $136,858,000 | 783 |
| Total debt securities | $141,219,000 | 862 |
| 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 | $113,140,000 | 1,077 |
| U.S. Government securities | $94,519,000 | 904 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $94,519,000 | 882 |
| Securities issued by states & political subdivisions | $11,335,000 | 1,892 |
| Other domestic debt securities | $7,286,000 | 1,004 |
| 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 | $7,286,000 | 489 |
| 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 | $73,254,000 | 789 |
| Mortgage-backed securities | $62,039,000 | 989 |
| Certificates of participation in pools of residential mortgages | $61,366,000 | 688 |
| Issued or guaranteed by U.S. | $61,366,000 | 680 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $673,000 | 3,062 |
| CMOs issued by government agencies or sponsored agencies | $673,000 | 2,732 |
| 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) | $4,351,000 | 1,716 |
| Available-for-sale securities (fair market value) | $108,789,000 | 963 |
| Total debt securities | $113,139,000 | 1,058 |
| 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 | $106,586,000 | 1,119 |
| U.S. Government securities | $90,827,000 | 906 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $90,827,000 | 886 |
| Securities issued by states & political subdivisions | $9,530,000 | 2,128 |
| Other domestic debt securities | $6,229,000 | 1,062 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,229,000 | 539 |
| 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 | $62,487,000 | 882 |
| Mortgage-backed securities | $58,456,000 | 1,007 |
| Certificates of participation in pools of residential mortgages | $57,762,000 | 692 |
| Issued or guaranteed by U.S. | $57,762,000 | 684 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $694,000 | 2,969 |
| CMOs issued by government agencies or sponsored agencies | $694,000 | 2,632 |
| 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) | $4,339,000 | 1,726 |
| Available-for-sale securities (fair market value) | $102,247,000 | 1,005 |
| Total debt securities | $106,586,000 | 1,103 |
| 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 | $58,448,000 | 2,026 |
| U.S. Government securities | $45,834,000 | 1,797 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $45,834,000 | 1,766 |
| Securities issued by states & political subdivisions | $9,568,000 | 2,155 |
| Other domestic debt securities | $3,046,000 | 1,556 |
| 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 | $3,046,000 | 937 |
| 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 | $12,188,000 | 3,055 |
| Mortgage-backed securities | $11,510,000 | 3,029 |
| Certificates of participation in pools of residential mortgages | $10,792,000 | 2,546 |
| Issued or guaranteed by U.S. | $10,792,000 | 2,531 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $718,000 | 2,964 |
| CMOs issued by government agencies or sponsored agencies | $718,000 | 2,635 |
| 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) | $1,000,000 | 2,558 |
| Available-for-sale securities (fair market value) | $57,448,000 | 1,808 |
| Total debt securities | $58,447,000 | 1,991 |
| 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 | $61,727,000 | 1,915 |
| U.S. Government securities | $49,889,000 | 1,663 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $49,889,000 | 1,634 |
| Securities issued by states & political subdivisions | $9,792,000 | 2,107 |
| Other domestic debt securities | $2,046,000 | 1,727 |
| 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 | $2,046,000 | 1,113 |
| 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 | $12,811,000 | 2,930 |
| Mortgage-backed securities | $11,324,000 | 3,000 |
| Certificates of participation in pools of residential mortgages | $10,557,000 | 2,475 |
| Issued or guaranteed by U.S. | $10,557,000 | 2,460 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $767,000 | 2,917 |
| CMOs issued by government agencies or sponsored agencies | $767,000 | 2,584 |
| 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) | $61,727,000 | 1,682 |
| Total debt securities | $61,726,000 | 1,872 |
| 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 | $60,717,000 | 1,924 |
| U.S. Government securities | $49,745,000 | 1,677 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $49,745,000 | 1,647 |
| Securities issued by states & political subdivisions | $8,883,000 | 2,254 |
| Other domestic debt securities | $2,089,000 | 1,580 |
| 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 | $2,089,000 | 1,031 |
| 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 | $15,485,000 | 2,635 |
| Mortgage-backed securities | $7,662,000 | 3,274 |
| Certificates of participation in pools of residential mortgages | $6,880,000 | 2,786 |
| Issued or guaranteed by U.S. | $6,880,000 | 2,772 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $782,000 | 2,789 |
| CMOs issued by government agencies or sponsored agencies | $782,000 | 2,481 |
| 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) | $60,717,000 | 1,678 |
| Total debt securities | $60,716,000 | 1,875 |
| 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 | $62,675,000 | 1,853 |
| U.S. Government securities | $53,041,000 | 1,603 |
| U.S. Treasury securities | $500,000 | 967 |
| U.S. Government agency obligations | $52,541,000 | 1,586 |
| Securities issued by states & political subdivisions | $7,541,000 | 2,457 |
| Other domestic debt securities | $2,093,000 | 1,547 |
| 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 | $2,093,000 | 1,012 |
| 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 | $16,456,000 | 2,515 |
| Mortgage-backed securities | $6,942,000 | 3,243 |
| Certificates of participation in pools of residential mortgages | $6,127,000 | 2,812 |
| Issued or guaranteed by U.S. | $6,127,000 | 2,797 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $815,000 | 2,713 |
| CMOs issued by government agencies or sponsored agencies | $815,000 | 2,411 |
| 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) | $62,675,000 | 1,598 |
| Total debt securities | $62,674,000 | 1,816 |
| 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 | $63,242,000 | 1,825 |
| U.S. Government securities | $53,809,000 | 1,580 |
| U.S. Treasury securities | $1,497,000 | 741 |
| U.S. Government agency obligations | $52,312,000 | 1,581 |
| Securities issued by states & political subdivisions | $7,341,000 | 2,498 |
| Other domestic debt securities | $2,092,000 | 1,475 |
| 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 | $2,092,000 | 965 |
| 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 | $17,838,000 | 2,373 |
| Mortgage-backed securities | $7,192,000 | 3,136 |
| Certificates of participation in pools of residential mortgages | $6,344,000 | 2,685 |
| Issued or guaranteed by U.S. | $6,344,000 | 2,672 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $848,000 | 2,669 |
| CMOs issued by government agencies or sponsored agencies | $848,000 | 2,378 |
| 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) | $63,242,000 | 1,576 |
| Total debt securities | $63,243,000 | 1,788 |
| 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 | $58,452,000 | 1,985 |
| U.S. Government securities | $48,907,000 | 1,750 |
| U.S. Treasury securities | $1,991,000 | 711 |
| U.S. Government agency obligations | $46,916,000 | 1,764 |
| Securities issued by states & political subdivisions | $7,445,000 | 2,488 |
| Other domestic debt securities | $2,100,000 | 1,478 |
| 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 | $2,100,000 | 981 |
| 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 | $19,351,000 | 2,246 |
| Mortgage-backed securities | $7,678,000 | 3,024 |
| Certificates of participation in pools of residential mortgages | $6,771,000 | 2,595 |
| Issued or guaranteed by U.S. | $6,771,000 | 2,585 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $907,000 | 2,599 |
| CMOs issued by government agencies or sponsored agencies | $907,000 | 2,329 |
| 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) | $58,452,000 | 1,703 |
| Total debt securities | $58,451,000 | 1,945 |
| 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 | $55,677,000 | 2,108 |
| U.S. Government securities | $46,630,000 | 1,864 |
| U.S. Treasury securities | $2,983,000 | 613 |
| U.S. Government agency obligations | $43,647,000 | 1,909 |
| Securities issued by states & political subdivisions | $6,938,000 | 2,599 |
| Other domestic debt securities | $2,109,000 | 1,475 |
| 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 | $2,109,000 | 1,009 |
| 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 | $17,797,000 | 2,382 |
| Mortgage-backed securities | $8,021,000 | 2,946 |
| Certificates of participation in pools of residential mortgages | $7,076,000 | 2,533 |
| Issued or guaranteed by U.S. | $7,076,000 | 2,519 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $945,000 | 2,567 |
| CMOs issued by government agencies or sponsored agencies | $945,000 | 2,296 |
| 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) | $55,677,000 | 1,818 |
| Total debt securities | $55,677,000 | 2,065 |
| 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 | $56,277,000 | 2,113 |
| U.S. Government securities | $49,581,000 | 1,789 |
| U.S. Treasury securities | $3,467,000 | 597 |
| U.S. Government agency obligations | $46,114,000 | 1,843 |
| Securities issued by states & political subdivisions | $4,578,000 | 3,213 |
| Other domestic debt securities | $2,118,000 | 1,478 |
| 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 | $2,118,000 | 1,013 |
| 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 | $16,177,000 | 2,542 |
| Mortgage-backed securities | $8,321,000 | 2,874 |
| Certificates of participation in pools of residential mortgages | $7,328,000 | 2,499 |
| Issued or guaranteed by U.S. | $7,328,000 | 2,484 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $993,000 | 2,484 |
| CMOs issued by government agencies or sponsored agencies | $993,000 | 2,207 |
| 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) | $56,277,000 | 1,807 |
| Total debt securities | $56,277,000 | 2,068 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,480 |
| Fair value | $1,991,000 | 1,506 |
| 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 | $54,031,000 | 2,169 |
| U.S. Government securities | $48,757,000 | 1,821 |
| U.S. Treasury securities | $3,951,000 | 582 |
| U.S. Government agency obligations | $44,806,000 | 1,891 |
| Securities issued by states & political subdivisions | $3,147,000 | 3,719 |
| Other domestic debt securities | $2,127,000 | 1,482 |
| 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 | $2,127,000 | 1,029 |
| 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 | $16,143,000 | 2,544 |
| Mortgage-backed securities | $8,660,000 | 2,820 |
| Certificates of participation in pools of residential mortgages | $7,612,000 | 2,454 |
| Issued or guaranteed by U.S. | $7,612,000 | 2,445 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,048,000 | 2,435 |
| CMOs issued by government agencies or sponsored agencies | $1,048,000 | 2,161 |
| 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) | $54,031,000 | 1,848 |
| Total debt securities | $54,031,000 | 2,129 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,533 |
| Fair value | $1,981,000 | 1,546 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $54,690,000 | 2,175 |
| U.S. Government securities | $48,279,000 | 1,865 |
| U.S. Treasury securities | $4,947,000 | 559 |
| U.S. Government agency obligations | $43,332,000 | 1,984 |
| Securities issued by states & political subdivisions | $3,167,000 | 3,732 |
| Other domestic debt securities | $3,244,000 | 1,271 |
| Privately issued residential mortgage-backed securities | $1,094,000 | 822 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,150,000 | 1,071 |
| 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 | $11,255,000 | 3,195 |
| Mortgage-backed securities | $9,203,000 | 2,785 |
| Certificates of participation in pools of residential mortgages | $8,109,000 | 2,418 |
| Issued or guaranteed by U.S. | $8,109,000 | 2,406 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,094,000 | 2,419 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $1,094,000 | 766 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $54,690,000 | 1,851 |
| Total debt securities | $54,688,000 | 2,132 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,539 |
| Fair value | $1,983,000 | 1,558 |
| 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 | $47,379,000 | 2,481 |
| U.S. Government securities | $42,663,000 | 2,077 |
| U.S. Treasury securities | $4,952,000 | 570 |
| U.S. Government agency obligations | $37,711,000 | 2,239 |
| Securities issued by states & political subdivisions | $2,568,000 | 4,043 |
| Other domestic debt securities | $2,148,000 | 1,578 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,148,000 | 1,136 |
| 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 | $8,831,000 | 3,608 |
| Mortgage-backed securities | $7,425,000 | 3,121 |
| Certificates of participation in pools of residential mortgages | $7,425,000 | 2,571 |
| Issued or guaranteed by U.S. | $7,425,000 | 2,562 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $47,379,000 | 2,124 |
| Total debt securities | $47,378,000 | 2,436 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,536 |
| Fair value | $1,985,000 | 1,562 |
| 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 | $46,682,000 | 2,494 |
| U.S. Government securities | $41,906,000 | 2,083 |
| U.S. Treasury securities | $4,470,000 | 587 |
| U.S. Government agency obligations | $37,436,000 | 2,239 |
| Securities issued by states & political subdivisions | $2,602,000 | 4,020 |
| Other domestic debt securities | $2,174,000 | 1,593 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,174,000 | 1,166 |
| 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 | $6,902,000 | 4,043 |
| Mortgage-backed securities | $7,934,000 | 3,046 |
| Certificates of participation in pools of residential mortgages | $7,934,000 | 2,497 |
| Issued or guaranteed by U.S. | $7,934,000 | 2,486 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $46,682,000 | 2,120 |
| Total debt securities | $46,682,000 | 2,443 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,039 |
| Fair value | $999,000 | 2,046 |
| 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 | $41,601,000 | 2,747 |
| U.S. Government securities | $39,055,000 | 2,250 |
| U.S. Treasury securities | $3,475,000 | 701 |
| U.S. Government agency obligations | $35,580,000 | 2,351 |
| Securities issued by states & political subdivisions | $1,473,000 | 4,698 |
| Other domestic debt securities | $1,073,000 | 2,093 |
| 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 | $1,073,000 | 1,649 |
| 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 | $4,430,000 | 4,779 |
| Mortgage-backed securities | $8,514,000 | 3,031 |
| Certificates of participation in pools of residential mortgages | $8,514,000 | 2,466 |
| Issued or guaranteed by U.S. | $8,514,000 | 2,455 |
| 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) | $41,601,000 | 2,347 |
| Total debt securities | $41,600,000 | 2,704 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,035 |
| Fair value | $999,000 | 2,064 |
| 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 | $38,066,000 | 3,003 |
| U.S. Government securities | $37,043,000 | 2,390 |
| U.S. Treasury securities | $2,969,000 | 854 |
| U.S. Government agency obligations | $34,074,000 | 2,469 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $1,023,000 | 2,195 |
| 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 | $1,023,000 | 1,769 |
| 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 | $2,444,000 | 5,668 |
| Mortgage-backed securities | $9,100,000 | 3,017 |
| Certificates of participation in pools of residential mortgages | $9,100,000 | 2,441 |
| Issued or guaranteed by U.S. | $9,100,000 | 2,433 |
| 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) | $38,066,000 | 2,571 |
| Total debt securities | $38,066,000 | 2,951 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,033 |
| Fair value | $997,000 | 2,042 |
| 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 | $32,102,000 | 3,450 |
| U.S. Government securities | $31,076,000 | 2,785 |
| U.S. Treasury securities | $1,994,000 | 1,032 |
| U.S. Government agency obligations | $29,082,000 | 2,820 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $1,026,000 | 2,262 |
| 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 | $1,026,000 | 1,858 |
| 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 | $3,467,000 | 5,191 |
| Mortgage-backed securities | $9,809,000 | 2,969 |
| Certificates of participation in pools of residential mortgages | $9,809,000 | 2,383 |
| Issued or guaranteed by U.S. | $9,809,000 | 2,377 |
| 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) | $32,102,000 | 2,973 |
| Total debt securities | $32,101,000 | 3,393 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,982 |
| Fair value | $1,001,000 | 1,990 |
| 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 | $30,268,000 | 3,600 |
| U.S. Government securities | $29,258,000 | 2,895 |
| U.S. Treasury securities | $1,506,000 | 1,133 |
| U.S. Government agency obligations | $27,752,000 | 2,906 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $1,010,000 | 2,324 |
| 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 | $1,010,000 | 1,955 |
| 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 | $3,491,000 | 5,190 |
| Mortgage-backed securities | $10,391,000 | 2,884 |
| Certificates of participation in pools of residential mortgages | $10,391,000 | 2,314 |
| Issued or guaranteed by U.S. | $10,391,000 | 2,305 |
| 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) | $30,268,000 | 3,112 |
| Total debt securities | $30,268,000 | 3,539 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,975 |
| Fair value | $1,001,000 | 2,039 |
| 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 | $29,614,000 | 3,691 |
| U.S. Government securities | $28,665,000 | 2,964 |
| U.S. Treasury securities | $998,000 | 1,411 |
| U.S. Government agency obligations | $27,667,000 | 2,933 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $949,000 | 2,523 |
| 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 | $949,000 | 2,151 |
| 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 | $3,418,000 | 5,196 |
| Mortgage-backed securities | $10,686,000 | 2,877 |
| Certificates of participation in pools of residential mortgages | $10,686,000 | 2,313 |
| Issued or guaranteed by U.S. | $10,686,000 | 2,305 |
| 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) | $29,614,000 | 3,185 |
| Total debt securities | $29,614,000 | 3,624 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,961 |
| Fair value | $994,000 | 2,015 |
| 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 | $23,933,000 | 4,281 |
| U.S. Government securities | $22,896,000 | 3,504 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $22,896,000 | 3,382 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $1,037,000 | 2,480 |
| 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 | $1,037,000 | 2,098 |
| 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 | $3,514,000 | 5,112 |
| Mortgage-backed securities | $8,812,000 | 3,225 |
| Certificates of participation in pools of residential mortgages | $8,812,000 | 2,603 |
| Issued or guaranteed by U.S. | $8,812,000 | 2,591 |
| 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) | $23,933,000 | 3,720 |
| Total debt securities | $23,933,000 | 4,206 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,759 |
| Fair value | $1,002,000 | 1,892 |
| 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 | $30,261,000 | 3,689 |
| U.S. Government securities | $29,267,000 | 2,963 |
| U.S. Treasury securities | $1,497,000 | 1,276 |
| U.S. Government agency obligations | $27,770,000 | 2,972 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $994,000 | 2,629 |
| 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 | $994,000 | 2,327 |
| 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 | $3,508,000 | 5,064 |
| Mortgage-backed securities | $9,202,000 | 3,145 |
| Certificates of participation in pools of residential mortgages | $9,202,000 | 2,550 |
| Issued or guaranteed by U.S. | $9,202,000 | 2,538 |
| 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) | $30,261,000 | 3,184 |
| Total debt securities | $30,261,000 | 3,629 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,180 |
| Fair value | $1,970,000 | 1,273 |
| 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 | $24,750,000 | 4,176 |
| U.S. Government securities | $23,818,000 | 3,368 |
| U.S. Treasury securities | $500,000 | 1,898 |
| U.S. Government agency obligations | $23,318,000 | 3,298 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $932,000 | 2,780 |
| 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 | $932,000 | 2,479 |
| 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 | $3,530,000 | 5,029 |
| Mortgage-backed securities | $9,832,000 | 3,013 |
| Certificates of participation in pools of residential mortgages | $9,832,000 | 2,416 |
| Issued or guaranteed by U.S. | $9,832,000 | 2,407 |
| 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) | $24,750,000 | 3,595 |
| Total debt securities | $24,750,000 | 4,085 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,378 |
| Fair value | $959,000 | 1,590 |
| 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 | $24,686,000 | 4,082 |
| U.S. Government securities | $23,678,000 | 3,278 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $23,678,000 | 3,148 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $1,008,000 | 2,770 |
| 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 | $1,008,000 | 2,448 |
| 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 | $3,618,000 | 4,971 |
| Mortgage-backed securities | $12,560,000 | 2,699 |
| Certificates of participation in pools of residential mortgages | $12,560,000 | 2,084 |
| Issued or guaranteed by U.S. | $12,560,000 | 2,074 |
| 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) | $24,686,000 | 3,534 |
| Total debt securities | $24,686,000 | 3,998 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,191 |
| Fair value | $1,000,000 | 1,348 |
| 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 | $29,207,000 | 3,588 |
| U.S. Government securities | $28,277,000 | 2,833 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $28,277,000 | 2,711 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $930,000 | 2,894 |
| 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 | $930,000 | 2,559 |
| 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 | $3,638,000 | 4,985 |
| Mortgage-backed securities | $10,625,000 | 2,965 |
| Certificates of participation in pools of residential mortgages | $10,625,000 | 2,286 |
| Issued or guaranteed by U.S. | $10,625,000 | 2,274 |
| 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) | $29,207,000 | 3,096 |
| Total debt securities | $29,208,000 | 3,504 |
| 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 | $30,895,000 | 3,454 |
| U.S. Government securities | $29,983,000 | 2,702 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $29,983,000 | 2,582 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $912,000 | 2,927 |
| 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 | $912,000 | 2,586 |
| 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 | $3,637,000 | 4,991 |
| Mortgage-backed securities | $7,596,000 | 3,461 |
| Certificates of participation in pools of residential mortgages | $7,596,000 | 2,720 |
| Issued or guaranteed by U.S. | $7,596,000 | 2,711 |
| 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) | $30,895,000 | 2,946 |
| Total debt securities | $30,895,000 | 3,373 |
| 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 | $12,060,000 | 6,004 |
| U.S. Government securities | $12,060,000 | 4,994 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $12,060,000 | 4,785 |
| 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 | $4,445,000 | 4,630 |
| Mortgage-backed securities | $865,000 | 6,014 |
| Certificates of participation in pools of residential mortgages | $865,000 | 5,326 |
| Issued or guaranteed by U.S. | $865,000 | 5,305 |
| 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) | $12,060,000 | 5,138 |
| Total debt securities | $12,060,000 | 5,902 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $12,662,000 | 6,075 |
| U.S. Government securities | $12,477,000 | 5,150 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $12,477,000 | 4,823 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $185,000 | 5,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,485,000 | 5,394 |
| Mortgage-backed securities | $1,433,000 | 5,165 |
| Certificates of participation in pools of residential mortgages | $1,433,000 | 4,398 |
| Issued or guaranteed by U.S. | $1,433,000 | 4,375 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $12,662,000 | 5,081 |
| Total debt securities | $12,477,000 | 6,003 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $4,015,000 | 9,015 |
| U.S. Government securities | $3,940,000 | 8,538 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $3,940,000 | 8,024 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $75,000 | 7,023 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,818,000 | 6,495 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $4,015,000 | 7,744 |
| Total debt securities | $3,940,000 | 8,932 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $0 | 10,385 |
| U.S. Government securities | $0 | 10,185 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $0 | 9,927 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $0 | 10,235 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |