Home > Bay Cities Bank > Securities
Bay Cities Bank, Securities
| 2015-09-30 | Rank | |
| Total securities | $60,692,000 | 2,159 |
| U.S. Government securities | $33,298,000 | 2,336 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $33,298,000 | 2,247 |
| Securities issued by states & political subdivisions | $23,333,000 | 1,661 |
| Other domestic debt securities | $4,061,000 | 972 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $4,061,000 | 733 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,371 |
| Mortgage-backed securities | $33,298,000 | 1,518 |
| Certificates of participation in pools of residential mortgages | $33,298,000 | 1,073 |
| Issued or guaranteed by U.S. | $33,298,000 | 1,072 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $23,333,000 | 710 |
| Available-for-sale securities (fair market value) | $37,359,000 | 2,736 |
| Total debt securities | $60,693,000 | 2,133 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $64,548,000 | 2,102 |
| U.S. Government securities | $34,802,000 | 2,327 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $34,802,000 | 2,238 |
| Securities issued by states & political subdivisions | $25,326,000 | 1,520 |
| Other domestic debt securities | $4,094,000 | 975 |
| 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 | $4,094,000 | 733 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $326,000 | 750 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,428 |
| Mortgage-backed securities | $34,802,000 | 1,517 |
| Certificates of participation in pools of residential mortgages | $34,802,000 | 1,075 |
| Issued or guaranteed by U.S. | $34,802,000 | 1,074 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| 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) | $25,326,000 | 682 |
| Available-for-sale securities (fair market value) | $39,222,000 | 2,701 |
| Total debt securities | $64,223,000 | 2,088 |
| 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 | $66,768,000 | 2,078 |
| U.S. Government securities | $36,981,000 | 2,268 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $36,981,000 | 2,180 |
| Securities issued by states & political subdivisions | $25,334,000 | 1,494 |
| Other domestic debt securities | $4,081,000 | 974 |
| 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 | $4,081,000 | 726 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $372,000 | 756 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,487 |
| Mortgage-backed securities | $36,981,000 | 1,485 |
| Certificates of participation in pools of residential mortgages | $36,981,000 | 1,037 |
| Issued or guaranteed by U.S. | $36,981,000 | 1,036 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| 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) | $25,334,000 | 685 |
| Available-for-sale securities (fair market value) | $41,434,000 | 2,630 |
| Total debt securities | $66,396,000 | 2,057 |
| 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 | $68,516,000 | 2,054 |
| U.S. Government securities | $38,472,000 | 2,232 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $38,472,000 | 2,148 |
| Securities issued by states & political subdivisions | $25,562,000 | 1,482 |
| Other domestic debt securities | $4,110,000 | 973 |
| 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 | $4,110,000 | 729 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $372,000 | 757 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,777,000 | 3,572 |
| Mortgage-backed securities | $38,472,000 | 1,479 |
| Certificates of participation in pools of residential mortgages | $38,472,000 | 1,031 |
| Issued or guaranteed by U.S. | $38,472,000 | 1,028 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| 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) | $25,562,000 | 679 |
| Available-for-sale securities (fair market value) | $42,954,000 | 2,605 |
| Total debt securities | $68,145,000 | 2,035 |
| 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 | $71,281,000 | 2,011 |
| U.S. Government securities | $39,569,000 | 2,250 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $39,569,000 | 2,167 |
| Securities issued by states & political subdivisions | $26,070,000 | 1,463 |
| Other domestic debt securities | $5,270,000 | 873 |
| 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 | $5,270,000 | 639 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $372,000 | 772 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,859,000 | 3,410 |
| Mortgage-backed securities | $39,569,000 | 1,486 |
| Certificates of participation in pools of residential mortgages | $39,569,000 | 1,031 |
| Issued or guaranteed by U.S. | $39,569,000 | 1,030 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| 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) | $26,070,000 | 680 |
| Available-for-sale securities (fair market value) | $45,211,000 | 2,569 |
| Total debt securities | $70,909,000 | 1,998 |
| 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 | $72,465,000 | 1,994 |
| U.S. Government securities | $41,270,000 | 2,200 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $41,270,000 | 2,125 |
| Securities issued by states & political subdivisions | $25,938,000 | 1,483 |
| Other domestic debt securities | $5,257,000 | 892 |
| 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 | $5,257,000 | 644 |
| 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 | $8,862,000 | 3,432 |
| Mortgage-backed securities | $41,270,000 | 1,465 |
| Certificates of participation in pools of residential mortgages | $41,270,000 | 1,023 |
| Issued or guaranteed by U.S. | $41,270,000 | 1,022 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| 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) | $25,938,000 | 676 |
| Available-for-sale securities (fair market value) | $46,527,000 | 2,563 |
| Total debt securities | $72,468,000 | 1,974 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $82,134,000 | 1,791 |
| U.S. Government securities | $48,981,000 | 1,910 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $48,981,000 | 1,854 |
| Securities issued by states & political subdivisions | $26,942,000 | 1,419 |
| Other domestic debt securities | $6,211,000 | 835 |
| 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 | $6,211,000 | 601 |
| 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 | $14,596,000 | 2,718 |
| Mortgage-backed securities | $48,981,000 | 1,263 |
| Certificates of participation in pools of residential mortgages | $48,981,000 | 875 |
| Issued or guaranteed by U.S. | $48,981,000 | 874 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| 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) | $26,942,000 | 646 |
| Available-for-sale securities (fair market value) | $55,192,000 | 2,259 |
| Total debt securities | $82,134,000 | 1,767 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $83,482,000 | 1,765 |
| U.S. Government securities | $50,592,000 | 1,847 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $50,592,000 | 1,792 |
| Securities issued by states & political subdivisions | $26,701,000 | 1,432 |
| Other domestic debt securities | $6,189,000 | 879 |
| 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 | $6,189,000 | 621 |
| 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 | $23,438,000 | 2,039 |
| Mortgage-backed securities | $50,592,000 | 1,227 |
| Certificates of participation in pools of residential mortgages | $50,592,000 | 846 |
| Issued or guaranteed by U.S. | $50,592,000 | 845 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| 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) | $26,701,000 | 639 |
| Available-for-sale securities (fair market value) | $56,781,000 | 2,193 |
| Total debt securities | $83,482,000 | 1,743 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $70,583,000 | 2,047 |
| U.S. Government securities | $37,328,000 | 2,378 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $37,328,000 | 2,316 |
| Securities issued by states & political subdivisions | $27,007,000 | 1,412 |
| Other domestic debt securities | $6,248,000 | 892 |
| 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 | $6,248,000 | 624 |
| 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 | $6,003,000 | 4,027 |
| Mortgage-backed securities | $37,328,000 | 1,586 |
| Certificates of participation in pools of residential mortgages | $37,328,000 | 1,094 |
| Issued or guaranteed by U.S. | $37,328,000 | 1,093 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| 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) | $27,007,000 | 622 |
| Available-for-sale securities (fair market value) | $43,576,000 | 2,721 |
| Total debt securities | $70,584,000 | 2,027 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $74,501,000 | 1,950 |
| U.S. Government securities | $40,163,000 | 2,234 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $40,163,000 | 2,172 |
| Securities issued by states & political subdivisions | $28,025,000 | 1,357 |
| Other domestic debt securities | $6,313,000 | 913 |
| 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 | $6,313,000 | 639 |
| 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 | $6,003,000 | 4,026 |
| Mortgage-backed securities | $40,163,000 | 1,495 |
| Certificates of participation in pools of residential mortgages | $40,163,000 | 1,032 |
| Issued or guaranteed by U.S. | $40,163,000 | 1,031 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| 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) | $28,025,000 | 561 |
| Available-for-sale securities (fair market value) | $46,476,000 | 2,602 |
| Total debt securities | $74,502,000 | 1,925 |
| Structured notes | ||
| Amortized cost | $1,639,000 | 1,334 |
| Fair value | $1,779,000 | 1,308 |
| 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 | $79,086,000 | 1,864 |
| U.S. Government securities | $44,749,000 | 2,068 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $44,749,000 | 2,015 |
| Securities issued by states & political subdivisions | $28,031,000 | 1,330 |
| Other domestic debt securities | $6,306,000 | 924 |
| 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 | $6,306,000 | 637 |
| 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 | $0 | 5,985 |
| Mortgage-backed securities | $44,749,000 | 1,410 |
| Certificates of participation in pools of residential mortgages | $44,749,000 | 954 |
| Issued or guaranteed by U.S. | $44,749,000 | 954 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| 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) | $28,031,000 | 529 |
| Available-for-sale securities (fair market value) | $51,055,000 | 2,463 |
| Total debt securities | $79,085,000 | 1,847 |
| Structured notes | ||
| Amortized cost | $1,633,000 | 1,366 |
| Fair value | $1,722,000 | 1,351 |
| 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 | $99,915,000 | 1,481 |
| U.S. Government securities | $65,635,000 | 1,491 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $65,635,000 | 1,449 |
| Securities issued by states & political subdivisions | $28,037,000 | 1,298 |
| Other domestic debt securities | $6,243,000 | 904 |
| 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 | $6,243,000 | 616 |
| 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 | $0 | 6,039 |
| Mortgage-backed securities | $65,635,000 | 1,014 |
| Certificates of participation in pools of residential mortgages | $65,635,000 | 669 |
| Issued or guaranteed by U.S. | $65,635,000 | 666 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| 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) | $28,037,000 | 534 |
| Available-for-sale securities (fair market value) | $71,878,000 | 1,816 |
| Total debt securities | $99,915,000 | 1,463 |
| Structured notes | ||
| Amortized cost | $1,626,000 | 1,401 |
| Fair value | $1,651,000 | 1,396 |
| 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 | $127,307,000 | 1,190 |
| U.S. Government securities | $92,546,000 | 1,107 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $92,546,000 | 1,069 |
| Securities issued by states & political subdivisions | $28,628,000 | 1,257 |
| Other domestic debt securities | $6,133,000 | 947 |
| 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 | $6,133,000 | 658 |
| 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 | $17,964,000 | 2,392 |
| Mortgage-backed securities | $92,546,000 | 786 |
| Certificates of participation in pools of residential mortgages | $92,546,000 | 508 |
| Issued or guaranteed by U.S. | $92,546,000 | 507 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| 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) | $28,628,000 | 522 |
| Available-for-sale securities (fair market value) | $98,679,000 | 1,365 |
| Total debt securities | $127,305,000 | 1,175 |
| Structured notes | ||
| Amortized cost | $1,619,000 | 1,516 |
| Fair value | $1,553,000 | 1,529 |
| 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 | $162,457,000 | 954 |
| U.S. Government securities | $127,759,000 | 835 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $127,759,000 | 806 |
| Securities issued by states & political subdivisions | $28,720,000 | 1,223 |
| Other domestic debt securities | $5,978,000 | 969 |
| 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 | $5,978,000 | 672 |
| 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 | $16,236,000 | 2,577 |
| Mortgage-backed securities | $127,759,000 | 609 |
| Certificates of participation in pools of residential mortgages | $127,759,000 | 387 |
| Issued or guaranteed by U.S. | $127,759,000 | 386 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| 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) | $28,720,000 | 510 |
| Available-for-sale securities (fair market value) | $133,737,000 | 1,035 |
| Total debt securities | $162,456,000 | 942 |
| Structured notes | ||
| Amortized cost | $1,613,000 | 1,696 |
| Fair value | $1,497,000 | 1,796 |
| 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 | $130,166,000 | 1,183 |
| U.S. Government securities | $94,724,000 | 1,127 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $94,724,000 | 1,091 |
| Securities issued by states & political subdivisions | $29,457,000 | 1,136 |
| Other domestic debt securities | $5,985,000 | 967 |
| 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 | $5,985,000 | 664 |
| 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 | $15,886,000 | 2,593 |
| Mortgage-backed securities | $94,724,000 | 811 |
| Certificates of participation in pools of residential mortgages | $94,724,000 | 514 |
| Issued or guaranteed by U.S. | $94,724,000 | 513 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $29,457,000 | 515 |
| Available-for-sale securities (fair market value) | $100,709,000 | 1,356 |
| Total debt securities | $130,165,000 | 1,170 |
| Structured notes | ||
| Amortized cost | $1,606,000 | 1,903 |
| Fair value | $1,486,000 | 2,000 |
| 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 | $120,433,000 | 1,239 |
| U.S. Government securities | $88,512,000 | 1,142 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $88,512,000 | 1,104 |
| Securities issued by states & political subdivisions | $29,464,000 | 1,092 |
| Other domestic debt securities | $2,457,000 | 1,456 |
| 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 | $2,457,000 | 1,014 |
| 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 | $12,701,000 | 2,846 |
| Mortgage-backed securities | $88,512,000 | 829 |
| Certificates of participation in pools of residential mortgages | $88,512,000 | 515 |
| Issued or guaranteed by U.S. | $88,512,000 | 514 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $29,464,000 | 522 |
| Available-for-sale securities (fair market value) | $90,969,000 | 1,424 |
| Total debt securities | $120,432,000 | 1,227 |
| Structured notes | ||
| Amortized cost | $1,599,000 | 1,859 |
| Fair value | $1,457,000 | 1,965 |
| 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 | $128,500,000 | 1,136 |
| U.S. Government securities | $95,877,000 | 1,031 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $95,877,000 | 1,000 |
| Securities issued by states & political subdivisions | $30,018,000 | 1,023 |
| Other domestic debt securities | $2,605,000 | 1,433 |
| 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 | $2,605,000 | 957 |
| 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 | $11,499,000 | 2,969 |
| Mortgage-backed securities | $95,877,000 | 766 |
| Certificates of participation in pools of residential mortgages | $95,877,000 | 474 |
| Issued or guaranteed by U.S. | $95,877,000 | 471 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $30,018,000 | 504 |
| Available-for-sale securities (fair market value) | $98,482,000 | 1,295 |
| Total debt securities | $128,501,000 | 1,123 |
| Structured notes | ||
| Amortized cost | $1,593,000 | 1,966 |
| Fair value | $1,605,000 | 1,962 |
| 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 | $125,640,000 | 1,153 |
| U.S. Government securities | $98,430,000 | 1,023 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $98,430,000 | 988 |
| Securities issued by states & political subdivisions | $24,592,000 | 1,196 |
| Other domestic debt securities | $2,618,000 | 1,376 |
| 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 | $2,618,000 | 899 |
| 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 | $7,303,000 | 3,708 |
| Mortgage-backed securities | $98,430,000 | 727 |
| Certificates of participation in pools of residential mortgages | $98,430,000 | 449 |
| Issued or guaranteed by U.S. | $98,430,000 | 445 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $24,592,000 | 587 |
| Available-for-sale securities (fair market value) | $101,048,000 | 1,271 |
| Total debt securities | $125,641,000 | 1,144 |
| Structured notes | ||
| Amortized cost | $1,586,000 | 2,162 |
| Fair value | $1,617,000 | 2,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $153,672,000 | 929 |
| U.S. Government securities | $126,189,000 | 819 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $126,189,000 | 786 |
| Securities issued by states & political subdivisions | $24,999,000 | 1,148 |
| Other domestic debt securities | $2,484,000 | 1,432 |
| 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 | $2,484,000 | 936 |
| 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 | $9,943,000 | 3,221 |
| Mortgage-backed securities | $126,189,000 | 572 |
| Certificates of participation in pools of residential mortgages | $126,189,000 | 345 |
| Issued or guaranteed by U.S. | $126,189,000 | 343 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $24,999,000 | 571 |
| Available-for-sale securities (fair market value) | $128,673,000 | 987 |
| Total debt securities | $153,671,000 | 917 |
| Structured notes | ||
| Amortized cost | $1,579,000 | 2,218 |
| Fair value | $1,484,000 | 2,286 |
| 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 | $156,915,000 | 878 |
| U.S. Government securities | $131,993,000 | 768 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $131,993,000 | 728 |
| Securities issued by states & political subdivisions | $22,441,000 | 1,275 |
| Other domestic debt securities | $2,481,000 | 1,537 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $2,481,000 | 935 |
| 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 | $4,666,000 | 4,299 |
| Mortgage-backed securities | $131,993,000 | 529 |
| Certificates of participation in pools of residential mortgages | $131,993,000 | 325 |
| Issued or guaranteed by U.S. | $131,993,000 | 322 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $22,441,000 | 604 |
| Available-for-sale securities (fair market value) | $134,474,000 | 901 |
| Total debt securities | $156,915,000 | 869 |
| Structured notes | ||
| Amortized cost | $1,573,000 | 2,075 |
| Fair value | $1,481,000 | 2,140 |
| 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 | $155,303,000 | 864 |
| U.S. Government securities | $132,121,000 | 741 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $132,121,000 | 705 |
| Securities issued by states & political subdivisions | $20,954,000 | 1,324 |
| Other domestic debt securities | $2,228,000 | 1,641 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $2,228,000 | 968 |
| 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 | $27,000 | 6,190 |
| Mortgage-backed securities | $132,121,000 | 513 |
| Certificates of participation in pools of residential mortgages | $132,121,000 | 305 |
| Issued or guaranteed by U.S. | $132,121,000 | 302 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $20,954,000 | 673 |
| Available-for-sale securities (fair market value) | $134,349,000 | 877 |
| Total debt securities | $155,305,000 | 853 |
| Structured notes | ||
| Amortized cost | $1,566,000 | 2,117 |
| Fair value | $1,228,000 | 2,305 |
| 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 | $178,976,000 | 755 |
| U.S. Government securities | $154,956,000 | 626 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $154,956,000 | 601 |
| Securities issued by states & political subdivisions | $21,842,000 | 1,172 |
| Other domestic debt securities | $2,178,000 | 1,651 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $2,178,000 | 940 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,254 |
| Mortgage-backed securities | $139,708,000 | 478 |
| Certificates of participation in pools of residential mortgages | $139,708,000 | 283 |
| Issued or guaranteed by U.S. | $139,708,000 | 280 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $21,842,000 | 654 |
| Available-for-sale securities (fair market value) | $157,134,000 | 755 |
| Total debt securities | $178,977,000 | 745 |
| Structured notes | ||
| Amortized cost | $16,523,000 | 399 |
| Fair value | $16,426,000 | 404 |
| 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 | $157,745,000 | 845 |
| U.S. Government securities | $133,442,000 | 717 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $133,442,000 | 687 |
| Securities issued by states & political subdivisions | $21,847,000 | 1,146 |
| Other domestic debt securities | $2,456,000 | 1,633 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $2,456,000 | 928 |
| 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 | $5,885,000 | 4,144 |
| Mortgage-backed securities | $118,324,000 | 576 |
| Certificates of participation in pools of residential mortgages | $118,324,000 | 358 |
| Issued or guaranteed by U.S. | $118,324,000 | 356 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $21,847,000 | 666 |
| Available-for-sale securities (fair market value) | $135,898,000 | 843 |
| Total debt securities | $157,745,000 | 827 |
| Structured notes | ||
| Amortized cost | $16,516,000 | 332 |
| Fair value | $16,574,000 | 327 |
| 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 | $152,049,000 | 842 |
| U.S. Government securities | $127,767,000 | 727 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $127,767,000 | 701 |
| Securities issued by states & political subdivisions | $21,853,000 | 1,140 |
| Other domestic debt securities | $2,429,000 | 1,687 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $2,429,000 | 951 |
| 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 | $5,290,000 | 4,328 |
| Mortgage-backed securities | $124,851,000 | 554 |
| Certificates of participation in pools of residential mortgages | $124,851,000 | 352 |
| Issued or guaranteed by U.S. | $124,851,000 | 350 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $21,853,000 | 676 |
| Available-for-sale securities (fair market value) | $130,196,000 | 858 |
| Total debt securities | $152,042,000 | 828 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $132,599,000 | 965 |
| U.S. Government securities | $108,574,000 | 824 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $108,574,000 | 798 |
| Securities issued by states & political subdivisions | $21,860,000 | 1,135 |
| Other domestic debt securities | $2,165,000 | 1,848 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $2,165,000 | 1,056 |
| 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 | $5,905,000 | 4,154 |
| Mortgage-backed securities | $105,606,000 | 624 |
| Certificates of participation in pools of residential mortgages | $105,606,000 | 424 |
| Issued or guaranteed by U.S. | $105,606,000 | 421 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $21,860,000 | 705 |
| Available-for-sale securities (fair market value) | $110,739,000 | 1,007 |
| Total debt securities | $132,599,000 | 945 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $129,329,000 | 986 |
| U.S. Government securities | $105,284,000 | 821 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $105,284,000 | 791 |
| Securities issued by states & political subdivisions | $21,867,000 | 1,078 |
| Other domestic debt securities | $2,178,000 | 1,886 |
| 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 | $2,178,000 | 1,084 |
| 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 | $16,242,000 | 2,569 |
| Mortgage-backed securities | $96,282,000 | 668 |
| Certificates of participation in pools of residential mortgages | $96,282,000 | 459 |
| Issued or guaranteed by U.S. | $96,282,000 | 455 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| 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) | $21,867,000 | 704 |
| Available-for-sale securities (fair market value) | $107,462,000 | 1,008 |
| Total debt securities | $129,331,000 | 963 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $139,899,000 | 890 |
| U.S. Government securities | $115,836,000 | 751 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $115,836,000 | 729 |
| Securities issued by states & political subdivisions | $21,875,000 | 1,031 |
| Other domestic debt securities | $2,188,000 | 1,809 |
| 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 | $2,188,000 | 1,094 |
| 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 | $16,554,000 | 2,583 |
| Mortgage-backed securities | $108,959,000 | 619 |
| Certificates of participation in pools of residential mortgages | $108,179,000 | 440 |
| Issued or guaranteed by U.S. | $108,179,000 | 434 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $780,000 | 3,063 |
| CMOs issued by government agencies or sponsored agencies | $780,000 | 2,689 |
| 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) | $21,875,000 | 704 |
| Available-for-sale securities (fair market value) | $118,024,000 | 915 |
| Total debt securities | $139,901,000 | 866 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $81,266,000 | 1,495 |
| U.S. Government securities | $56,982,000 | 1,511 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $56,982,000 | 1,486 |
| Securities issued by states & political subdivisions | $21,883,000 | 990 |
| Other domestic debt securities | $2,401,000 | 1,689 |
| 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 | $2,401,000 | 1,010 |
| 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 | $17,151,000 | 2,553 |
| Mortgage-backed securities | $49,816,000 | 1,190 |
| Certificates of participation in pools of residential mortgages | $48,918,000 | 849 |
| Issued or guaranteed by U.S. | $48,918,000 | 841 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $898,000 | 2,935 |
| CMOs issued by government agencies or sponsored agencies | $898,000 | 2,597 |
| 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) | $21,883,000 | 704 |
| Available-for-sale securities (fair market value) | $59,383,000 | 1,742 |
| Total debt securities | $81,267,000 | 1,467 |
| 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 | $103,605,000 | 1,146 |
| U.S. Government securities | $78,379,000 | 1,053 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $78,379,000 | 1,030 |
| Securities issued by states & political subdivisions | $22,750,000 | 943 |
| Other domestic debt securities | $2,476,000 | 1,643 |
| 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 | $2,476,000 | 978 |
| 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 | $39,949,000 | 1,304 |
| Mortgage-backed securities | $71,743,000 | 828 |
| Certificates of participation in pools of residential mortgages | $70,743,000 | 563 |
| Issued or guaranteed by U.S. | $70,743,000 | 555 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,000,000 | 2,768 |
| CMOs issued by government agencies or sponsored agencies | $1,000,000 | 2,432 |
| 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) | $22,750,000 | 682 |
| Available-for-sale securities (fair market value) | $80,855,000 | 1,266 |
| Total debt securities | $103,605,000 | 1,130 |
| 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 | $103,821,000 | 1,168 |
| U.S. Government securities | $78,586,000 | 1,053 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $78,586,000 | 1,032 |
| Securities issued by states & political subdivisions | $23,266,000 | 943 |
| Other domestic debt securities | $1,969,000 | 1,857 |
| 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 | $1,969,000 | 1,213 |
| 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 | $46,369,000 | 1,120 |
| Mortgage-backed securities | $71,891,000 | 820 |
| Certificates of participation in pools of residential mortgages | $70,789,000 | 563 |
| Issued or guaranteed by U.S. | $70,789,000 | 556 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,102,000 | 2,698 |
| CMOs issued by government agencies or sponsored agencies | $1,102,000 | 2,364 |
| 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) | $23,266,000 | 664 |
| Available-for-sale securities (fair market value) | $80,555,000 | 1,291 |
| Total debt securities | $103,821,000 | 1,143 |
| 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 | $76,196,000 | 1,554 |
| U.S. Government securities | $52,918,000 | 1,559 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $52,918,000 | 1,528 |
| Securities issued by states & political subdivisions | $23,278,000 | 926 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,277,000 | 1,501 |
| Mortgage-backed securities | $45,940,000 | 1,154 |
| Certificates of participation in pools of residential mortgages | $44,704,000 | 851 |
| Issued or guaranteed by U.S. | $44,704,000 | 841 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,236,000 | 2,638 |
| CMOs issued by government agencies or sponsored agencies | $1,236,000 | 2,306 |
| 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) | $23,278,000 | 654 |
| Available-for-sale securities (fair market value) | $52,918,000 | 1,924 |
| Total debt securities | $76,196,000 | 1,519 |
| 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 | $66,378,000 | 1,757 |
| U.S. Government securities | $43,088,000 | 1,908 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $43,088,000 | 1,870 |
| Securities issued by states & political subdivisions | $23,290,000 | 906 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,110,000 | 1,441 |
| Mortgage-backed securities | $36,549,000 | 1,227 |
| Certificates of participation in pools of residential mortgages | $34,621,000 | 929 |
| Issued or guaranteed by U.S. | $34,621,000 | 918 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,928,000 | 2,258 |
| CMOs issued by government agencies or sponsored agencies | $1,928,000 | 1,959 |
| 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) | $23,290,000 | 684 |
| Available-for-sale securities (fair market value) | $43,088,000 | 2,296 |
| Total debt securities | $66,379,000 | 1,716 |
| 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 | $68,335,000 | 1,731 |
| U.S. Government securities | $45,031,000 | 1,868 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $45,031,000 | 1,829 |
| Securities issued by states & political subdivisions | $23,304,000 | 878 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,900,000 | 1,441 |
| Mortgage-backed securities | $31,506,000 | 1,309 |
| Certificates of participation in pools of residential mortgages | $29,422,000 | 987 |
| Issued or guaranteed by U.S. | $29,422,000 | 981 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,084,000 | 2,158 |
| CMOs issued by government agencies or sponsored agencies | $2,084,000 | 1,863 |
| 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) | $23,304,000 | 709 |
| Available-for-sale securities (fair market value) | $45,031,000 | 2,197 |
| Total debt securities | $68,335,000 | 1,692 |
| 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 | $73,428,000 | 1,609 |
| U.S. Government securities | $50,113,000 | 1,687 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $50,113,000 | 1,641 |
| Securities issued by states & political subdivisions | $23,316,000 | 868 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,010,000 | 1,497 |
| Mortgage-backed securities | $32,775,000 | 1,236 |
| Certificates of participation in pools of residential mortgages | $30,539,000 | 944 |
| Issued or guaranteed by U.S. | $30,539,000 | 938 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,236,000 | 2,092 |
| CMOs issued by government agencies or sponsored agencies | $2,236,000 | 1,810 |
| 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) | $23,316,000 | 708 |
| Available-for-sale securities (fair market value) | $50,112,000 | 1,983 |
| Total debt securities | $73,430,000 | 1,575 |
| 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 | $70,414,000 | 1,673 |
| U.S. Government securities | $48,429,000 | 1,772 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $48,429,000 | 1,719 |
| Securities issued by states & political subdivisions | $21,987,000 | 916 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,439,000 | 1,461 |
| Mortgage-backed securities | $32,914,000 | 1,230 |
| Certificates of participation in pools of residential mortgages | $30,491,000 | 933 |
| Issued or guaranteed by U.S. | $30,491,000 | 928 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $2,423,000 | 2,008 |
| CMOs issued by government agencies or sponsored agencies | $2,423,000 | 1,738 |
| 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) | $21,986,000 | 762 |
| Available-for-sale securities (fair market value) | $48,428,000 | 2,050 |
| Total debt securities | $70,416,000 | 1,634 |
| 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 | $60,684,000 | 1,948 |
| U.S. Government securities | $40,753,000 | 2,090 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $40,753,000 | 2,032 |
| Securities issued by states & political subdivisions | $19,931,000 | 1,005 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,922,000 | 1,359 |
| Mortgage-backed securities | $27,749,000 | 1,406 |
| Certificates of participation in pools of residential mortgages | $25,163,000 | 1,101 |
| Issued or guaranteed by U.S. | $25,163,000 | 1,091 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $2,586,000 | 1,963 |
| CMOs issued by government agencies or sponsored agencies | $2,586,000 | 1,707 |
| 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) | $19,931,000 | 833 |
| Available-for-sale securities (fair market value) | $40,753,000 | 2,407 |
| Total debt securities | $60,685,000 | 1,909 |
| 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 | $51,746,000 | 2,280 |
| U.S. Government securities | $38,954,000 | 2,217 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $38,954,000 | 2,156 |
| Securities issued by states & political subdivisions | $12,792,000 | 1,604 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,468,000 | 1,302 |
| Mortgage-backed securities | $26,971,000 | 1,434 |
| Certificates of participation in pools of residential mortgages | $24,211,000 | 1,145 |
| Issued or guaranteed by U.S. | $24,211,000 | 1,136 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $2,760,000 | 1,892 |
| CMOs issued by government agencies or sponsored agencies | $2,760,000 | 1,648 |
| 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) | $12,792,000 | 1,173 |
| Available-for-sale securities (fair market value) | $38,954,000 | 2,483 |
| Total debt securities | $51,745,000 | 2,235 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $52,307,000 | 2,248 |
| U.S. Government securities | $39,919,000 | 2,171 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $39,919,000 | 2,102 |
| Securities issued by states & political subdivisions | $12,388,000 | 1,618 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,039,000 | 1,516 |
| Mortgage-backed securities | $28,048,000 | 1,414 |
| Certificates of participation in pools of residential mortgages | $24,919,000 | 1,135 |
| Issued or guaranteed by U.S. | $24,919,000 | 1,128 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $3,129,000 | 1,790 |
| CMOs issued by government agencies or sponsored agencies | $3,129,000 | 1,556 |
| 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) | $12,388,000 | 1,208 |
| Available-for-sale securities (fair market value) | $39,919,000 | 2,416 |
| Total debt securities | $52,307,000 | 2,204 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $53,671,000 | 2,212 |
| U.S. Government securities | $42,172,000 | 2,111 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $42,172,000 | 2,033 |
| Securities issued by states & political subdivisions | $11,499,000 | 1,719 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,012,000 | 2,328 |
| Mortgage-backed securities | $30,148,000 | 1,355 |
| Certificates of participation in pools of residential mortgages | $26,558,000 | 1,093 |
| Issued or guaranteed by U.S. | $26,558,000 | 1,085 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,590,000 | 1,687 |
| CMOs issued by government agencies or sponsored agencies | $3,590,000 | 1,455 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,499,000 | 1,291 |
| Available-for-sale securities (fair market value) | $42,172,000 | 2,347 |
| Total debt securities | $53,662,000 | 2,170 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $52,515,000 | 2,261 |
| U.S. Government securities | $43,228,000 | 2,058 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $43,228,000 | 1,987 |
| Securities issued by states & political subdivisions | $9,287,000 | 2,066 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,264,000 | 2,857 |
| Mortgage-backed securities | $32,157,000 | 1,310 |
| Certificates of participation in pools of residential mortgages | $28,155,000 | 1,060 |
| Issued or guaranteed by U.S. | $28,155,000 | 1,051 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $4,002,000 | 1,611 |
| CMOs issued by government agencies or sponsored agencies | $4,002,000 | 1,394 |
| 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) | $9,287,000 | 1,481 |
| Available-for-sale securities (fair market value) | $43,228,000 | 2,312 |
| Total debt securities | $52,517,000 | 2,220 |
| Structured notes | ||
| Amortized cost | $789,000 | 2,437 |
| Fair value | $796,000 | 2,417 |
| 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 | $50,772,000 | 2,300 |
| U.S. Government securities | $44,575,000 | 1,984 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $44,575,000 | 1,917 |
| Securities issued by states & political subdivisions | $6,197,000 | 2,702 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,264,000 | 2,827 |
| Mortgage-backed securities | $34,458,000 | 1,262 |
| Certificates of participation in pools of residential mortgages | $30,075,000 | 1,036 |
| Issued or guaranteed by U.S. | $30,075,000 | 1,027 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,383,000 | 1,562 |
| CMOs issued by government agencies or sponsored agencies | $4,383,000 | 1,350 |
| 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) | $6,197,000 | 1,795 |
| Available-for-sale securities (fair market value) | $44,575,000 | 2,207 |
| Total debt securities | $50,770,000 | 2,257 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $43,312,000 | 2,665 |
| U.S. Government securities | $39,520,000 | 2,221 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $39,520,000 | 2,143 |
| Securities issued by states & political subdivisions | $3,792,000 | 3,482 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,493,000 | 2,667 |
| Mortgage-backed securities | $34,328,000 | 1,293 |
| Certificates of participation in pools of residential mortgages | $30,782,000 | 1,043 |
| Issued or guaranteed by U.S. | $30,782,000 | 1,033 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $3,546,000 | 1,750 |
| CMOs issued by government agencies or sponsored agencies | $3,546,000 | 1,534 |
| 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) | $3,792,000 | 2,212 |
| Available-for-sale securities (fair market value) | $39,520,000 | 2,458 |
| Total debt securities | $43,312,000 | 2,620 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $44,762,000 | 2,621 |
| U.S. Government securities | $41,332,000 | 2,176 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $41,332,000 | 2,098 |
| Securities issued by states & political subdivisions | $3,430,000 | 3,613 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,134,000 | 2,991 |
| Mortgage-backed securities | $35,902,000 | 1,292 |
| Certificates of participation in pools of residential mortgages | $32,288,000 | 1,048 |
| Issued or guaranteed by U.S. | $32,288,000 | 1,039 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,614,000 | 1,764 |
| CMOs issued by government agencies or sponsored agencies | $3,614,000 | 1,553 |
| 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) | $3,430,000 | 2,336 |
| Available-for-sale securities (fair market value) | $41,332,000 | 2,398 |
| Total debt securities | $44,762,000 | 2,574 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $47,423,000 | 2,508 |
| U.S. Government securities | $44,289,000 | 2,061 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $44,289,000 | 1,978 |
| Securities issued by states & political subdivisions | $3,134,000 | 3,766 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,513,000 | 5,629 |
| Mortgage-backed securities | $38,274,000 | 1,258 |
| Certificates of participation in pools of residential mortgages | $34,520,000 | 1,007 |
| Issued or guaranteed by U.S. | $34,520,000 | 1,000 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $3,754,000 | 1,758 |
| CMOs issued by government agencies or sponsored agencies | $3,754,000 | 1,556 |
| 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) | $3,134,000 | 2,423 |
| Available-for-sale securities (fair market value) | $44,289,000 | 2,268 |
| Total debt securities | $47,424,000 | 2,469 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,720 |
| Fair value | $1,497,000 | 1,737 |
| 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 | $49,489,000 | 2,418 |
| U.S. Government securities | $47,478,000 | 1,902 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $47,478,000 | 1,841 |
| Securities issued by states & political subdivisions | $2,011,000 | 4,351 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,537,000 | 5,629 |
| Mortgage-backed securities | $40,412,000 | 1,210 |
| Certificates of participation in pools of residential mortgages | $36,569,000 | 966 |
| Issued or guaranteed by U.S. | $36,569,000 | 960 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,843,000 | 1,720 |
| CMOs issued by government agencies or sponsored agencies | $3,843,000 | 1,527 |
| 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) | $2,011,000 | 2,814 |
| Available-for-sale securities (fair market value) | $47,478,000 | 2,139 |
| Total debt securities | $49,491,000 | 2,369 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,717 |
| Fair value | $1,498,000 | 1,764 |
| 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 | $52,055,000 | 2,356 |
| U.S. Government securities | $50,614,000 | 1,829 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $50,614,000 | 1,766 |
| Securities issued by states & political subdivisions | $1,441,000 | 4,770 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,944,000 | 3,530 |
| Mortgage-backed securities | $41,850,000 | 1,193 |
| Certificates of participation in pools of residential mortgages | $37,970,000 | 946 |
| Issued or guaranteed by U.S. | $37,970,000 | 940 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,880,000 | 1,747 |
| CMOs issued by government agencies or sponsored agencies | $3,880,000 | 1,540 |
| 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) | $1,441,000 | 3,069 |
| Available-for-sale securities (fair market value) | $50,614,000 | 2,047 |
| Total debt securities | $52,055,000 | 2,308 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,700 |
| Fair value | $1,485,000 | 1,724 |
| 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 | $56,234,000 | 2,198 |
| U.S. Government securities | $54,791,000 | 1,696 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $54,791,000 | 1,637 |
| Securities issued by states & political subdivisions | $1,443,000 | 4,762 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,862,000 | 3,953 |
| Mortgage-backed securities | $46,061,000 | 1,143 |
| Certificates of participation in pools of residential mortgages | $41,988,000 | 893 |
| Issued or guaranteed by U.S. | $41,988,000 | 887 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $4,073,000 | 1,768 |
| CMOs issued by government agencies or sponsored agencies | $4,073,000 | 1,558 |
| 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) | $1,443,000 | 3,060 |
| Available-for-sale securities (fair market value) | $54,791,000 | 1,921 |
| Total debt securities | $56,234,000 | 2,131 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,504 |
| Fair value | $1,515,000 | 1,521 |
| 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 | $39,999,000 | 2,975 |
| U.S. Government securities | $39,453,000 | 2,327 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $39,453,000 | 2,239 |
| Securities issued by states & political subdivisions | $546,000 | 5,723 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,632,000 | 2,271 |
| Mortgage-backed securities | $27,225,000 | 1,645 |
| Certificates of participation in pools of residential mortgages | $26,228,000 | 1,263 |
| Issued or guaranteed by U.S. | $26,228,000 | 1,254 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $997,000 | 2,803 |
| CMOs issued by government agencies or sponsored agencies | $997,000 | 2,665 |
| 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) | $546,000 | 3,746 |
| Available-for-sale securities (fair market value) | $39,453,000 | 2,594 |
| Total debt securities | $40,000,000 | 2,915 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $34,058,000 | 3,308 |
| U.S. Government securities | $34,058,000 | 2,577 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $34,058,000 | 2,492 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,517,000 | 2,399 |
| Mortgage-backed securities | $23,633,000 | 1,805 |
| Certificates of participation in pools of residential mortgages | $22,638,000 | 1,407 |
| Issued or guaranteed by U.S. | $22,638,000 | 1,401 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $995,000 | 2,835 |
| CMOs issued by government agencies or sponsored agencies | $995,000 | 2,687 |
| 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) | $34,058,000 | 2,861 |
| Total debt securities | $34,057,000 | 3,240 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $35,128,000 | 3,178 |
| U.S. Government securities | $35,128,000 | 2,412 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $35,128,000 | 2,315 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,144,000 | 2,280 |
| Mortgage-backed securities | $27,651,000 | 1,629 |
| Certificates of participation in pools of residential mortgages | $25,845,000 | 1,265 |
| Issued or guaranteed by U.S. | $25,845,000 | 1,259 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,806,000 | 2,607 |
| CMOs issued by government agencies or sponsored agencies | $1,806,000 | 2,471 |
| 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) | $35,128,000 | 2,739 |
| Total debt securities | $35,128,000 | 3,099 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $27,850,000 | 3,733 |
| U.S. Government securities | $27,850,000 | 2,870 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $27,850,000 | 2,744 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,508,000 | 3,618 |
| Mortgage-backed securities | $14,727,000 | 2,491 |
| Certificates of participation in pools of residential mortgages | $11,693,000 | 2,162 |
| Issued or guaranteed by U.S. | $11,693,000 | 2,153 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $3,034,000 | 2,221 |
| CMOs issued by government agencies or sponsored agencies | $3,034,000 | 2,110 |
| 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) | $27,850,000 | 3,215 |
| Total debt securities | $27,850,000 | 3,657 |
| 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 | $24,558,000 | 4,049 |
| U.S. Government securities | $24,558,000 | 3,161 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $24,558,000 | 3,012 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,537,000 | 3,602 |
| Mortgage-backed securities | $11,133,000 | 2,860 |
| Certificates of participation in pools of residential mortgages | $9,087,000 | 2,476 |
| Issued or guaranteed by U.S. | $9,087,000 | 2,461 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $2,046,000 | 2,597 |
| CMOs issued by government agencies or sponsored agencies | $2,046,000 | 2,483 |
| 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) | $24,558,000 | 3,472 |
| Total debt securities | $24,559,000 | 3,969 |
| 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 | $23,443,000 | 4,049 |
| U.S. Government securities | $20,420,000 | 3,462 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $20,420,000 | 3,293 |
| 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 | $3,023,000 | 870 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,197,000 | 2,936 |
| Mortgage-backed securities | $2,852,000 | 4,798 |
| Certificates of participation in pools of residential mortgages | $2,852,000 | 3,976 |
| Issued or guaranteed by U.S. | $2,852,000 | 3,960 |
| 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) | $23,443,000 | 3,426 |
| Total debt securities | $20,420,000 | 4,374 |
| 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 | $5,182,000 | 8,301 |
| U.S. Government securities | $5,157,000 | 7,681 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $5,157,000 | 7,326 |
| 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 | $25,000 | 7,663 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $1,475,000 | 5,134 |
| Certificates of participation in pools of residential mortgages | $1,475,000 | 4,362 |
| Issued or guaranteed by U.S. | $1,475,000 | 4,340 |
| 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) | $5,182,000 | 7,182 |
| Total debt securities | $5,157,000 | 8,179 |
| 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 | $3,412,000 | 9,209 |
| U.S. Government securities | $3,412,000 | 8,773 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $3,412,000 | 8,280 |
| 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 | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| 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) | $3,412,000 | 7,944 |
| Total debt securities | $3,412,000 | 9,106 |
| 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 |