Home > Commerce National Bank > Securities
Commerce National Bank, Securities
| 2013-09-30 | Rank | |
| Total securities | $67,612,000 | 2,123 |
| U.S. Government securities | $56,470,000 | 1,696 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $56,470,000 | 1,646 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $5,132,000 | 1,010 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $2,360,000 | 96 |
| Asset backed securities | $740,000 | 346 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $2,032,000 | 1,177 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $6,010,000 | 229 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,311,000 | 1,968 |
| Mortgage-backed securities | $48,261,000 | 1,315 |
| Certificates of participation in pools of residential mortgages | $30,157,000 | 1,317 |
| Issued or guaranteed by U.S. | $30,157,000 | 1,314 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $15,744,000 | 1,090 |
| CMOs issued by government agencies or sponsored agencies | $15,744,000 | 1,027 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $2,360,000 | 530 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $2,360,000 | 321 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $67,612,000 | 1,915 |
| Total debt securities | $61,602,000 | 2,250 |
| 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 | $72,151,000 | 2,009 |
| U.S. Government securities | $60,434,000 | 1,599 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $60,434,000 | 1,547 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $5,813,000 | 957 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $3,035,000 | 95 |
| Asset backed securities | $739,000 | 354 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $2,039,000 | 1,201 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $5,904,000 | 235 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,382,000 | 1,936 |
| Mortgage-backed securities | $51,238,000 | 1,249 |
| Certificates of participation in pools of residential mortgages | $31,233,000 | 1,268 |
| Issued or guaranteed by U.S. | $31,233,000 | 1,267 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $16,970,000 | 1,055 |
| CMOs issued by government agencies or sponsored agencies | $16,970,000 | 986 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $3,035,000 | 465 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $3,035,000 | 260 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $72,151,000 | 1,812 |
| Total debt securities | $66,245,000 | 2,130 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $78,587,000 | 1,879 |
| U.S. Government securities | $64,408,000 | 1,532 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $64,408,000 | 1,490 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $6,572,000 | 901 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $3,744,000 | 91 |
| Asset backed securities | $751,000 | 346 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $2,077,000 | 1,169 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $7,607,000 | 188 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,567,000 | 1,860 |
| Mortgage-backed securities | $54,459,000 | 1,212 |
| Certificates of participation in pools of residential mortgages | $33,390,000 | 1,223 |
| Issued or guaranteed by U.S. | $33,390,000 | 1,221 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $17,325,000 | 1,090 |
| CMOs issued by government agencies or sponsored agencies | $17,325,000 | 1,028 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $3,744,000 | 383 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $3,744,000 | 202 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $78,587,000 | 1,704 |
| Total debt securities | $70,982,000 | 2,036 |
| Structured notes | ||
| Amortized cost | $1,001,000 | 1,582 |
| Fair value | $1,001,000 | 1,633 |
| 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 | $78,024,000 | 1,873 |
| U.S. Government securities | $64,036,000 | 1,523 |
| U.S. Treasury securities | $5,002,000 | 453 |
| U.S. Government agency obligations | $59,034,000 | 1,586 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $7,679,000 | 808 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $4,852,000 | 84 |
| Asset backed securities | $752,000 | 323 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $2,075,000 | 1,150 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $6,309,000 | 215 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,983,000 | 1,809 |
| Mortgage-backed securities | $37,784,000 | 1,606 |
| Certificates of participation in pools of residential mortgages | $16,879,000 | 1,995 |
| Issued or guaranteed by U.S. | $16,879,000 | 1,993 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $16,053,000 | 1,156 |
| CMOs issued by government agencies or sponsored agencies | $16,053,000 | 1,086 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $4,852,000 | 284 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $4,852,000 | 154 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $78,024,000 | 1,696 |
| Total debt securities | $71,716,000 | 1,984 |
| Structured notes | ||
| Amortized cost | $1,004,000 | 1,605 |
| Fair value | $1,004,000 | 1,645 |
| 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 | $79,130,000 | 1,848 |
| U.S. Government securities | $58,962,000 | 1,671 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $58,962,000 | 1,618 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $13,595,000 | 604 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $7,032,000 | 73 |
| Asset backed securities | $1,764,000 | 246 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $4,799,000 | 768 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $6,573,000 | 206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,439,000 | 1,788 |
| Mortgage-backed securities | $54,902,000 | 1,275 |
| Certificates of participation in pools of residential mortgages | $26,701,000 | 1,508 |
| Issued or guaranteed by U.S. | $26,701,000 | 1,506 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $21,169,000 | 1,023 |
| CMOs issued by government agencies or sponsored agencies | $21,169,000 | 955 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $7,032,000 | 223 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $7,032,000 | 131 |
| Held to maturity securities (book value) | $9,591,000 | 999 |
| Available-for-sale securities (fair market value) | $69,539,000 | 1,871 |
| Total debt securities | $72,556,000 | 1,965 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $68,915,000 | 2,066 |
| U.S. Government securities | $51,991,000 | 1,847 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $51,991,000 | 1,805 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $10,407,000 | 698 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $6,270,000 | 74 |
| Asset backed securities | $1,000,000 | 253 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $3,137,000 | 963 |
| Foreign debt securities | $507,000 | 210 |
| Equity securities | $6,010,000 | 217 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,742,000 | 1,799 |
| Mortgage-backed securities | $42,210,000 | 1,565 |
| Certificates of participation in pools of residential mortgages | $13,848,000 | 2,388 |
| Issued or guaranteed by U.S. | $13,848,000 | 2,387 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $22,092,000 | 994 |
| CMOs issued by government agencies or sponsored agencies | $22,092,000 | 922 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $6,270,000 | 215 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $6,270,000 | 127 |
| Held to maturity securities (book value) | $9,852,000 | 990 |
| Available-for-sale securities (fair market value) | $59,063,000 | 2,152 |
| Total debt securities | $62,906,000 | 2,210 |
| Structured notes | ||
| Amortized cost | $363,000 | 2,676 |
| Fair value | $366,000 | 2,675 |
| 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 | $69,376,000 | 2,056 |
| U.S. Government securities | $47,995,000 | 2,025 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $47,995,000 | 1,981 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $9,118,000 | 771 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $5,019,000 | 80 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $4,099,000 | 833 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $12,263,000 | 126 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,291,000 | 1,799 |
| Mortgage-backed securities | $34,024,000 | 1,831 |
| Certificates of participation in pools of residential mortgages | $14,345,000 | 2,335 |
| Issued or guaranteed by U.S. | $14,345,000 | 2,331 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $14,660,000 | 1,342 |
| CMOs issued by government agencies or sponsored agencies | $14,660,000 | 1,242 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $5,019,000 | 226 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $5,019,000 | 133 |
| Held to maturity securities (book value) | $10,053,000 | 982 |
| Available-for-sale securities (fair market value) | $59,323,000 | 2,135 |
| Total debt securities | $57,115,000 | 2,400 |
| Structured notes | ||
| Amortized cost | $365,000 | 2,899 |
| Fair value | $365,000 | 2,898 |
| 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 | $69,898,000 | 1,987 |
| U.S. Government securities | $52,948,000 | 1,814 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $52,948,000 | 1,769 |
| Securities issued by states & political subdivisions | $684,000 | 5,138 |
| Other domestic debt securities | $10,256,000 | 716 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $5,988,000 | 59 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $4,268,000 | 758 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $6,010,000 | 201 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,525,000 | 1,670 |
| Mortgage-backed securities | $32,631,000 | 1,832 |
| Certificates of participation in pools of residential mortgages | $7,591,000 | 3,082 |
| Issued or guaranteed by U.S. | $7,591,000 | 3,082 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $19,052,000 | 1,107 |
| CMOs issued by government agencies or sponsored agencies | $19,052,000 | 981 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $5,988,000 | 157 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $5,988,000 | 93 |
| Held to maturity securities (book value) | $16,242,000 | 790 |
| Available-for-sale securities (fair market value) | $53,656,000 | 2,242 |
| Total debt securities | $63,888,000 | 2,129 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 859 |
| Fair value | $6,018,000 | 865 |
| 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 | $64,216,000 | 2,067 |
| U.S. Government securities | $49,311,000 | 1,853 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $49,311,000 | 1,806 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $8,870,000 | 777 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $5,037,000 | 55 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $3,833,000 | 788 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $6,035,000 | 210 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,733,000 | 1,640 |
| Mortgage-backed securities | $26,017,000 | 2,033 |
| Certificates of participation in pools of residential mortgages | $6,702,000 | 3,186 |
| Issued or guaranteed by U.S. | $6,702,000 | 3,183 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $14,278,000 | 1,319 |
| CMOs issued by government agencies or sponsored agencies | $14,278,000 | 1,161 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $5,037,000 | 141 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $5,037,000 | 84 |
| Held to maturity securities (book value) | $16,441,000 | 767 |
| Available-for-sale securities (fair market value) | $47,775,000 | 2,386 |
| Total debt securities | $58,178,000 | 2,212 |
| Structured notes | ||
| Amortized cost | $11,000,000 | 516 |
| Fair value | $11,034,000 | 521 |
| 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 | $41,771,000 | 2,915 |
| U.S. Government securities | $35,728,000 | 2,440 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $35,728,000 | 2,371 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $6,043,000 | 209 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,451,000 | 1,568 |
| Mortgage-backed securities | $450,000 | 5,478 |
| Certificates of participation in pools of residential mortgages | $450,000 | 5,134 |
| Issued or guaranteed by U.S. | $450,000 | 5,119 |
| 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) | $16,118,000 | 792 |
| Available-for-sale securities (fair market value) | $25,653,000 | 3,660 |
| Total debt securities | $35,727,000 | 3,232 |
| Structured notes | ||
| Amortized cost | $30,000,000 | 195 |
| Fair value | $29,806,000 | 200 |
| 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 | $59,357,000 | 2,190 |
| U.S. Government securities | $53,321,000 | 1,764 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $53,321,000 | 1,713 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $6,036,000 | 209 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,784,000 | 1,165 |
| Mortgage-backed securities | $936,000 | 5,206 |
| Certificates of participation in pools of residential mortgages | $936,000 | 4,818 |
| Issued or guaranteed by U.S. | $936,000 | 4,812 |
| 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) | $16,135,000 | 780 |
| Available-for-sale securities (fair market value) | $43,222,000 | 2,561 |
| Total debt securities | $53,321,000 | 2,386 |
| Structured notes | ||
| Amortized cost | $32,101,000 | 197 |
| Fair value | $31,371,000 | 200 |
| 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 | $57,813,000 | 2,155 |
| U.S. Government securities | $51,754,000 | 1,719 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $51,754,000 | 1,654 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $6,059,000 | 215 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,316,000 | 1,148 |
| Mortgage-backed securities | $1,309,000 | 5,044 |
| Certificates of participation in pools of residential mortgages | $1,309,000 | 4,542 |
| Issued or guaranteed by U.S. | $1,309,000 | 4,535 |
| 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) | $16,336,000 | 783 |
| Available-for-sale securities (fair market value) | $41,477,000 | 2,558 |
| Total debt securities | $51,753,000 | 2,327 |
| Structured notes | ||
| Amortized cost | $16,000,000 | 421 |
| Fair value | $15,932,000 | 418 |
| 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 | $59,837,000 | 2,058 |
| U.S. Government securities | $53,729,000 | 1,633 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $53,729,000 | 1,573 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $6,108,000 | 221 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,773,000 | 1,124 |
| Mortgage-backed securities | $1,997,000 | 4,805 |
| Certificates of participation in pools of residential mortgages | $1,997,000 | 4,237 |
| Issued or guaranteed by U.S. | $1,997,000 | 4,230 |
| 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) | $16,453,000 | 798 |
| Available-for-sale securities (fair market value) | $43,384,000 | 2,406 |
| Total debt securities | $53,729,000 | 2,214 |
| Structured notes | ||
| Amortized cost | $16,000,000 | 384 |
| Fair value | $16,133,000 | 382 |
| 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 | $37,361,000 | 2,997 |
| U.S. Government securities | $29,412,000 | 2,721 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $29,412,000 | 2,635 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $1,906,000 | 1,762 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $1,906,000 | 166 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $6,043,000 | 225 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,790,000 | 2,181 |
| Mortgage-backed securities | $9,594,000 | 3,209 |
| Certificates of participation in pools of residential mortgages | $7,688,000 | 2,798 |
| Issued or guaranteed by U.S. | $7,688,000 | 2,790 |
| 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 | $1,906,000 | 166 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $1,906,000 | 69 |
| Held to maturity securities (book value) | $1,132,000 | 2,233 |
| Available-for-sale securities (fair market value) | $36,229,000 | 2,764 |
| Total debt securities | $31,318,000 | 3,346 |
| Structured notes | ||
| Amortized cost | $2,010,000 | 1,951 |
| Fair value | $2,016,000 | 2,002 |
| 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 | $37,155,000 | 3,027 |
| U.S. Government securities | $29,276,000 | 2,755 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $29,276,000 | 2,687 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $1,918,000 | 1,808 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $1,918,000 | 183 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $5,961,000 | 227 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,789,000 | 1,806 |
| Mortgage-backed securities | $10,809,000 | 3,099 |
| Certificates of participation in pools of residential mortgages | $8,891,000 | 2,680 |
| Issued or guaranteed by U.S. | $8,891,000 | 2,673 |
| 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 | $1,918,000 | 183 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $1,918,000 | 78 |
| Held to maturity securities (book value) | $1,444,000 | 2,166 |
| Available-for-sale securities (fair market value) | $35,711,000 | 2,796 |
| Total debt securities | $31,195,000 | 3,386 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $51,253,000 | 2,323 |
| U.S. Government securities | $43,370,000 | 1,972 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $43,370,000 | 1,910 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $1,930,000 | 1,852 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $1,930,000 | 175 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $5,953,000 | 253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,399,000 | 1,326 |
| Mortgage-backed securities | $12,416,000 | 2,961 |
| Certificates of participation in pools of residential mortgages | $10,486,000 | 2,522 |
| Issued or guaranteed by U.S. | $10,486,000 | 2,515 |
| 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 | $1,930,000 | 175 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $1,930,000 | 76 |
| Held to maturity securities (book value) | $1,959,000 | 2,063 |
| Available-for-sale securities (fair market value) | $49,294,000 | 2,136 |
| Total debt securities | $45,300,000 | 2,553 |
| 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 | $51,682,000 | 2,320 |
| U.S. Government securities | $43,751,000 | 1,935 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $43,751,000 | 1,877 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $1,949,000 | 1,949 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $1,949,000 | 184 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $5,982,000 | 285 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,329,000 | 1,599 |
| Mortgage-backed securities | $13,669,000 | 2,866 |
| Certificates of participation in pools of residential mortgages | $11,720,000 | 2,440 |
| Issued or guaranteed by U.S. | $11,720,000 | 2,430 |
| 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 | $1,949,000 | 184 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $1,949,000 | 89 |
| Held to maturity securities (book value) | $2,131,000 | 2,104 |
| Available-for-sale securities (fair market value) | $49,551,000 | 2,120 |
| Total debt securities | $45,699,000 | 2,530 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,528 |
| Fair value | $1,001,000 | 1,625 |
| 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 | $53,771,000 | 2,190 |
| U.S. Government securities | $47,094,000 | 1,756 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $47,094,000 | 1,718 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $6,677,000 | 286 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,349,000 | 1,285 |
| Mortgage-backed securities | $36,125,000 | 1,583 |
| Certificates of participation in pools of residential mortgages | $34,181,000 | 1,164 |
| Issued or guaranteed by U.S. | $34,181,000 | 1,154 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,944,000 | 2,514 |
| CMOs issued by government agencies or sponsored agencies | $1,944,000 | 2,153 |
| 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) | $2,658,000 | 1,984 |
| Available-for-sale securities (fair market value) | $51,113,000 | 2,007 |
| Total debt securities | $47,093,000 | 2,412 |
| 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 | $47,292,000 | 2,447 |
| U.S. Government securities | $40,605,000 | 2,063 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $40,605,000 | 2,013 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $6,687,000 | 288 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,109,000 | 1,316 |
| Mortgage-backed securities | $31,470,000 | 1,743 |
| Certificates of participation in pools of residential mortgages | $31,470,000 | 1,283 |
| Issued or guaranteed by U.S. | $31,470,000 | 1,272 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| 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) | $3,181,000 | 1,904 |
| Available-for-sale securities (fair market value) | $44,111,000 | 2,296 |
| Total debt securities | $40,603,000 | 2,728 |
| 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 | $48,417,000 | 2,367 |
| U.S. Government securities | $41,591,000 | 2,007 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $41,591,000 | 1,968 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $6,826,000 | 259 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,591,000 | 1,292 |
| Mortgage-backed securities | $32,522,000 | 1,655 |
| Certificates of participation in pools of residential mortgages | $32,522,000 | 1,206 |
| Issued or guaranteed by U.S. | $32,522,000 | 1,197 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| 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) | $3,572,000 | 1,836 |
| Available-for-sale securities (fair market value) | $44,845,000 | 2,248 |
| Total debt securities | $41,592,000 | 2,651 |
| 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 | $48,845,000 | 2,309 |
| U.S. Government securities | $8,469,000 | 5,463 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $8,469,000 | 5,374 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $33,746,000 | 391 |
| Privately issued residential mortgage-backed securities | $33,746,000 | 278 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $6,630,000 | 268 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,214,000 | 1,231 |
| Mortgage-backed securities | $33,746,000 | 1,529 |
| Certificates of participation in pools of residential mortgages | $33,746,000 | 1,116 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $33,746,000 | 32 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| 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) | $3,791,000 | 1,807 |
| Available-for-sale securities (fair market value) | $45,054,000 | 2,173 |
| Total debt securities | $42,214,000 | 2,579 |
| 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 | $50,508,000 | 2,296 |
| U.S. Government securities | $8,509,000 | 5,455 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $8,509,000 | 5,375 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $34,733,000 | 387 |
| Privately issued residential mortgage-backed securities | $34,733,000 | 269 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $7,266,000 | 352 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,241,000 | 1,178 |
| Mortgage-backed securities | $34,733,000 | 1,470 |
| Certificates of participation in pools of residential mortgages | $34,733,000 | 1,077 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $34,733,000 | 36 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| 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) | $3,997,000 | 1,784 |
| Available-for-sale securities (fair market value) | $46,511,000 | 2,169 |
| Total debt securities | $43,241,000 | 2,551 |
| 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 | $56,405,000 | 2,068 |
| U.S. Government securities | $10,562,000 | 5,014 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $10,562,000 | 4,917 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $38,071,000 | 369 |
| Privately issued residential mortgage-backed securities | $38,071,000 | 254 |
| 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 | $7,772,000 | 370 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,403,000 | 925 |
| Mortgage-backed securities | $38,071,000 | 1,338 |
| Certificates of participation in pools of residential mortgages | $38,071,000 | 957 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $38,071,000 | 40 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| 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) | $4,282,000 | 1,759 |
| Available-for-sale securities (fair market value) | $52,123,000 | 1,957 |
| Total debt securities | $48,633,000 | 2,313 |
| 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 | $31,515,000 | 3,333 |
| U.S. Government securities | $23,645,000 | 3,201 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $23,645,000 | 3,133 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| 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 | $7,870,000 | 349 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,013,000 | 1,558 |
| Mortgage-backed securities | $5,101,000 | 3,802 |
| Certificates of participation in pools of residential mortgages | $5,101,000 | 3,196 |
| Issued or guaranteed by U.S. | $5,101,000 | 3,181 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| 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) | $22,510,000 | 695 |
| Available-for-sale securities (fair market value) | $9,005,000 | 5,638 |
| Total debt securities | $23,646,000 | 3,972 |
| 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 | $13,194,000 | 5,512 |
| U.S. Government securities | $5,349,000 | 6,595 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $5,349,000 | 6,481 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| 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 | $7,845,000 | 342 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,194,000 | 2,900 |
| Mortgage-backed securities | $5,349,000 | 3,603 |
| Certificates of participation in pools of residential mortgages | $5,349,000 | 2,992 |
| Issued or guaranteed by U.S. | $5,349,000 | 2,978 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,707,000 | 1,798 |
| Available-for-sale securities (fair market value) | $8,487,000 | 5,779 |
| Total debt securities | $5,350,000 | 7,016 |
| 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 | $13,410,000 | 5,485 |
| U.S. Government securities | $5,557,000 | 6,554 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $5,557,000 | 6,428 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| 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 | $7,853,000 | 329 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,410,000 | 2,873 |
| Mortgage-backed securities | $5,557,000 | 3,484 |
| Certificates of participation in pools of residential mortgages | $5,557,000 | 2,858 |
| Issued or guaranteed by U.S. | $5,557,000 | 2,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,886,000 | 1,780 |
| Available-for-sale securities (fair market value) | $8,524,000 | 5,764 |
| Total debt securities | $5,557,000 | 7,001 |
| 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 | $13,694,000 | 5,475 |
| U.S. Government securities | $5,800,000 | 6,533 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $5,800,000 | 6,409 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $7,894,000 | 338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,694,000 | 2,857 |
| Mortgage-backed securities | $5,800,000 | 3,409 |
| Certificates of participation in pools of residential mortgages | $5,800,000 | 2,794 |
| Issued or guaranteed by U.S. | $5,800,000 | 2,781 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,096,000 | 1,780 |
| Available-for-sale securities (fair market value) | $8,598,000 | 5,764 |
| Total debt securities | $5,800,000 | 7,002 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $14,440,000 | 5,366 |
| U.S. Government securities | $6,554,000 | 6,356 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $6,554,000 | 6,220 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $7,886,000 | 350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,440,000 | 2,757 |
| Mortgage-backed securities | $6,054,000 | 3,354 |
| Certificates of participation in pools of residential mortgages | $6,054,000 | 2,750 |
| Issued or guaranteed by U.S. | $6,054,000 | 2,734 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,827,000 | 1,721 |
| Available-for-sale securities (fair market value) | $8,613,000 | 5,802 |
| Total debt securities | $6,554,000 | 6,854 |
| 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 | $18,208,000 | 4,837 |
| U.S. Government securities | $10,306,000 | 5,452 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $10,306,000 | 5,324 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $7,902,000 | 341 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,208,000 | 2,341 |
| Mortgage-backed securities | $6,310,000 | 3,276 |
| Certificates of participation in pools of residential mortgages | $6,310,000 | 2,703 |
| Issued or guaranteed by U.S. | $6,310,000 | 2,690 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,062,000 | 1,751 |
| Available-for-sale securities (fair market value) | $12,146,000 | 5,176 |
| Total debt securities | $10,305,000 | 6,074 |
| 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 | $20,698,000 | 4,478 |
| U.S. Government securities | $12,828,000 | 4,942 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $12,828,000 | 4,806 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $7,870,000 | 339 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,698,000 | 2,107 |
| Mortgage-backed securities | $6,597,000 | 3,217 |
| Certificates of participation in pools of residential mortgages | $6,597,000 | 2,664 |
| Issued or guaranteed by U.S. | $6,597,000 | 2,651 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| 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) | $6,573,000 | 1,705 |
| Available-for-sale securities (fair market value) | $14,125,000 | 4,800 |
| Total debt securities | $12,829,000 | 5,660 |
| 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 | $23,034,000 | 4,242 |
| U.S. Government securities | $15,148,000 | 4,532 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $15,148,000 | 4,395 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $7,886,000 | 347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,034,000 | 1,918 |
| Mortgage-backed securities | $6,921,000 | 3,187 |
| Certificates of participation in pools of residential mortgages | $6,921,000 | 2,657 |
| Issued or guaranteed by U.S. | $6,921,000 | 2,643 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,847,000 | 1,487 |
| Available-for-sale securities (fair market value) | $14,187,000 | 4,833 |
| Total debt securities | $15,148,000 | 5,289 |
| 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 | $27,239,000 | 3,820 |
| U.S. Government securities | $19,337,000 | 3,898 |
| U.S. Treasury securities | $250,000 | 1,560 |
| U.S. Government agency obligations | $19,087,000 | 3,802 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $7,902,000 | 358 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,239,000 | 1,655 |
| Mortgage-backed securities | $7,150,000 | 3,175 |
| Certificates of participation in pools of residential mortgages | $7,150,000 | 2,626 |
| Issued or guaranteed by U.S. | $7,150,000 | 2,615 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,001,000 | 1,237 |
| Available-for-sale securities (fair market value) | $14,238,000 | 4,831 |
| Total debt securities | $19,336,000 | 4,656 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $27,572,000 | 3,761 |
| U.S. Government securities | $19,654,000 | 3,812 |
| U.S. Treasury securities | $250,000 | 1,598 |
| U.S. Government agency obligations | $19,404,000 | 3,717 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $7,918,000 | 364 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,572,000 | 1,596 |
| Mortgage-backed securities | $6,195,000 | 3,421 |
| Certificates of participation in pools of residential mortgages | $6,195,000 | 2,836 |
| Issued or guaranteed by U.S. | $6,195,000 | 2,824 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,997,000 | 1,241 |
| Available-for-sale securities (fair market value) | $14,575,000 | 4,762 |
| Total debt securities | $19,655,000 | 4,598 |
| 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 | $19,844,000 | 4,662 |
| U.S. Government securities | $11,893,000 | 5,162 |
| U.S. Treasury securities | $249,000 | 1,670 |
| U.S. Government agency obligations | $11,644,000 | 5,080 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $7,951,000 | 366 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,844,000 | 2,097 |
| Mortgage-backed securities | $3,466,000 | 4,306 |
| Certificates of participation in pools of residential mortgages | $3,466,000 | 3,708 |
| Issued or guaranteed by U.S. | $3,466,000 | 3,694 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,939,000 | 1,630 |
| Available-for-sale securities (fair market value) | $11,905,000 | 5,255 |
| Total debt securities | $11,893,000 | 5,915 |
| 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 | $18,919,000 | 4,856 |
| U.S. Government securities | $10,935,000 | 5,464 |
| U.S. Treasury securities | $548,000 | 1,494 |
| U.S. Government agency obligations | $10,387,000 | 5,443 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $7,984,000 | 372 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,919,000 | 2,204 |
| Mortgage-backed securities | $713,000 | 5,792 |
| Certificates of participation in pools of residential mortgages | $713,000 | 5,323 |
| Issued or guaranteed by U.S. | $713,000 | 5,307 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,719,000 | 1,673 |
| Available-for-sale securities (fair market value) | $11,200,000 | 5,459 |
| Total debt securities | $10,926,000 | 6,197 |
| 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 | $19,030,000 | 4,868 |
| U.S. Government securities | $11,022,000 | 5,481 |
| U.S. Treasury securities | $547,000 | 1,522 |
| U.S. Government agency obligations | $10,475,000 | 5,430 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $8,008,000 | 390 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,000 | 7,004 |
| Mortgage-backed securities | $0 | 7,171 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,526,000 | 1,704 |
| Available-for-sale securities (fair market value) | $11,504,000 | 5,421 |
| Total debt securities | $11,023,000 | 6,204 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $11,075,000 | 6,281 |
| U.S. Government securities | $11,075,000 | 5,461 |
| U.S. Treasury securities | $797,000 | 1,447 |
| U.S. Government agency obligations | $10,278,000 | 5,478 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,794,000 | 1,695 |
| Available-for-sale securities (fair market value) | $3,281,000 | 7,282 |
| Total debt securities | $11,075,000 | 6,211 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $10,067,000 | 6,569 |
| U.S. Government securities | $10,067,000 | 5,754 |
| U.S. Treasury securities | $796,000 | 1,527 |
| U.S. Government agency obligations | $9,271,000 | 5,791 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,810,000 | 1,703 |
| Available-for-sale securities (fair market value) | $2,257,000 | 7,605 |
| Total debt securities | $10,067,000 | 6,496 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $0 | 8,960 |
| U.S. Government securities | $0 | 8,825 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $0 | 8,741 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $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 | $0 | 7,252 |
| Mortgage-backed securities | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $0 | 8,907 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $0 | 9,026 |
| U.S. Government securities | $0 | 8,888 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $0 | 8,796 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $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 | $0 | 7,280 |
| Mortgage-backed securities | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $0 | 8,971 |
| 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 |