Home > Commonwealth National Bank > Securities
Commonwealth National Bank, Securities
| 2009-09-30 | Rank | |
| Total securities | $32,346,000 | 3,320 |
| U.S. Government securities | $21,580,000 | 3,331 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $21,580,000 | 3,258 |
| Securities issued by states & political subdivisions | $5,372,000 | 3,136 |
| Other domestic debt securities | $5,394,000 | 1,242 |
| Privately issued residential mortgage-backed securities | $5,394,000 | 670 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,984,000 | 1,910 |
| Mortgage-backed securities | $26,974,000 | 1,917 |
| Certificates of participation in pools of residential mortgages | $15,603,000 | 2,066 |
| Issued or guaranteed by U.S. | $15,603,000 | 2,056 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $11,371,000 | 1,283 |
| CMOs issued by government agencies or sponsored agencies | $5,977,000 | 1,419 |
| Privately issued | $5,394,000 | 643 |
| 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) | $7,869,000 | 1,290 |
| Available-for-sale securities (fair market value) | $24,477,000 | 3,577 |
| Total debt securities | $32,346,000 | 3,281 |
| 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 | $34,286,000 | 3,130 |
| U.S. Government securities | $23,177,000 | 3,152 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $23,177,000 | 3,083 |
| Securities issued by states & political subdivisions | $5,372,000 | 3,099 |
| Other domestic debt securities | $5,737,000 | 1,244 |
| Privately issued residential mortgage-backed securities | $5,737,000 | 670 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,911,000 | 1,658 |
| Mortgage-backed securities | $28,914,000 | 1,844 |
| Certificates of participation in pools of residential mortgages | $16,718,000 | 2,024 |
| Issued or guaranteed by U.S. | $16,718,000 | 2,012 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $12,196,000 | 1,222 |
| CMOs issued by government agencies or sponsored agencies | $6,459,000 | 1,349 |
| Privately issued | $5,737,000 | 645 |
| 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) | $8,101,000 | 1,289 |
| Available-for-sale securities (fair market value) | $26,185,000 | 3,396 |
| Total debt securities | $34,286,000 | 3,100 |
| 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 | $38,707,000 | 2,863 |
| U.S. Government securities | $27,250,000 | 2,863 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $27,250,000 | 2,799 |
| Securities issued by states & political subdivisions | $5,372,000 | 3,048 |
| Other domestic debt securities | $6,085,000 | 1,129 |
| Privately issued residential mortgage-backed securities | $6,085,000 | 654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,094,000 | 1,643 |
| Mortgage-backed securities | $31,334,000 | 1,754 |
| Certificates of participation in pools of residential mortgages | $18,308,000 | 1,943 |
| Issued or guaranteed by U.S. | $18,308,000 | 1,931 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $13,026,000 | 1,179 |
| CMOs issued by government agencies or sponsored agencies | $6,941,000 | 1,285 |
| Privately issued | $6,085,000 | 626 |
| 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) | $8,478,000 | 1,270 |
| Available-for-sale securities (fair market value) | $30,229,000 | 3,080 |
| Total debt securities | $38,707,000 | 2,835 |
| 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 | $40,114,000 | 2,761 |
| U.S. Government securities | $28,221,000 | 2,795 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $28,221,000 | 2,737 |
| Securities issued by states & political subdivisions | $5,372,000 | 3,026 |
| Other domestic debt securities | $6,521,000 | 1,061 |
| Privately issued residential mortgage-backed securities | $6,521,000 | 608 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,600,000 | 1,500 |
| Mortgage-backed securities | $32,741,000 | 1,645 |
| Certificates of participation in pools of residential mortgages | $19,022,000 | 1,835 |
| Issued or guaranteed by U.S. | $19,022,000 | 1,825 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $13,719,000 | 1,104 |
| CMOs issued by government agencies or sponsored agencies | $7,198,000 | 1,245 |
| Privately issued | $6,521,000 | 582 |
| 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) | $8,800,000 | 1,236 |
| Available-for-sale securities (fair market value) | $31,314,000 | 2,982 |
| Total debt securities | $40,114,000 | 2,730 |
| 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 | $44,025,000 | 2,520 |
| U.S. Government securities | $31,475,000 | 2,494 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $31,475,000 | 2,436 |
| Securities issued by states & political subdivisions | $5,373,000 | 2,990 |
| Other domestic debt securities | $7,177,000 | 982 |
| Privately issued residential mortgage-backed securities | $7,177,000 | 589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,710,000 | 1,369 |
| Mortgage-backed securities | $31,713,000 | 1,613 |
| Certificates of participation in pools of residential mortgages | $17,097,000 | 1,891 |
| Issued or guaranteed by U.S. | $17,097,000 | 1,880 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $14,616,000 | 1,015 |
| CMOs issued by government agencies or sponsored agencies | $7,439,000 | 1,163 |
| Privately issued | $7,177,000 | 563 |
| 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) | $8,991,000 | 1,225 |
| Available-for-sale securities (fair market value) | $35,034,000 | 2,677 |
| Total debt securities | $44,025,000 | 2,487 |
| 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 | $50,053,000 | 2,313 |
| U.S. Government securities | $34,464,000 | 2,340 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $34,464,000 | 2,290 |
| Securities issued by states & political subdivisions | $5,373,000 | 3,009 |
| Other domestic debt securities | $7,353,000 | 1,015 |
| Privately issued residential mortgage-backed securities | $7,353,000 | 580 |
| 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 | $2,863,000 | 647 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,954,000 | 1,245 |
| Mortgage-backed securities | $32,663,000 | 1,561 |
| Certificates of participation in pools of residential mortgages | $17,518,000 | 1,845 |
| Issued or guaranteed by U.S. | $17,518,000 | 1,835 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $15,145,000 | 976 |
| CMOs issued by government agencies or sponsored agencies | $7,792,000 | 1,145 |
| Privately issued | $7,353,000 | 552 |
| 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) | $9,161,000 | 1,204 |
| Available-for-sale securities (fair market value) | $40,892,000 | 2,414 |
| Total debt securities | $47,190,000 | 2,387 |
| 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 | $56,211,000 | 2,078 |
| U.S. Government securities | $40,299,000 | 2,043 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $40,299,000 | 2,003 |
| Securities issued by states & political subdivisions | $5,373,000 | 3,021 |
| Other domestic debt securities | $7,607,000 | 983 |
| Privately issued residential mortgage-backed securities | $7,607,000 | 554 |
| 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 | $2,932,000 | 684 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,485,000 | 1,394 |
| Mortgage-backed securities | $34,660,000 | 1,437 |
| Certificates of participation in pools of residential mortgages | $18,701,000 | 1,706 |
| Issued or guaranteed by U.S. | $18,701,000 | 1,697 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $15,959,000 | 923 |
| CMOs issued by government agencies or sponsored agencies | $8,352,000 | 1,081 |
| Privately issued | $7,607,000 | 527 |
| 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) | $11,384,000 | 1,062 |
| Available-for-sale securities (fair market value) | $44,827,000 | 2,232 |
| Total debt securities | $53,279,000 | 2,135 |
| 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 | $57,184,000 | 2,035 |
| U.S. Government securities | $45,676,000 | 1,803 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $45,676,000 | 1,766 |
| Securities issued by states & political subdivisions | $5,373,000 | 3,009 |
| Other domestic debt securities | $6,135,000 | 1,026 |
| Privately issued residential mortgage-backed securities | $6,135,000 | 568 |
| 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 | $42,781,000 | 1,177 |
| Mortgage-backed securities | $35,642,000 | 1,253 |
| Certificates of participation in pools of residential mortgages | $20,972,000 | 1,358 |
| Issued or guaranteed by U.S. | $20,972,000 | 1,350 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $14,670,000 | 897 |
| CMOs issued by government agencies or sponsored agencies | $8,535,000 | 1,011 |
| Privately issued | $6,135,000 | 534 |
| 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) | $11,587,000 | 1,110 |
| Available-for-sale securities (fair market value) | $45,597,000 | 2,179 |
| Total debt securities | $57,184,000 | 1,990 |
| 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 | $57,806,000 | 1,992 |
| U.S. Government securities | $47,160,000 | 1,779 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $47,160,000 | 1,737 |
| Securities issued by states & political subdivisions | $4,252,000 | 3,334 |
| Other domestic debt securities | $6,394,000 | 953 |
| Privately issued residential mortgage-backed securities | $6,394,000 | 528 |
| 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 | $26,881,000 | 1,728 |
| Mortgage-backed securities | $35,504,000 | 1,191 |
| Certificates of participation in pools of residential mortgages | $20,276,000 | 1,320 |
| Issued or guaranteed by U.S. | $20,276,000 | 1,310 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $15,228,000 | 842 |
| CMOs issued by government agencies or sponsored agencies | $8,834,000 | 962 |
| Privately issued | $6,394,000 | 500 |
| 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) | $10,644,000 | 1,203 |
| Available-for-sale securities (fair market value) | $47,162,000 | 2,097 |
| Total debt securities | $57,806,000 | 1,949 |
| 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 | $57,700,000 | 1,982 |
| U.S. Government securities | $47,783,000 | 1,777 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $47,783,000 | 1,725 |
| Securities issued by states & political subdivisions | $3,352,000 | 3,642 |
| Other domestic debt securities | $6,565,000 | 900 |
| Privately issued residential mortgage-backed securities | $6,565,000 | 496 |
| 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 | $29,651,000 | 1,563 |
| Mortgage-backed securities | $36,517,000 | 1,139 |
| Certificates of participation in pools of residential mortgages | $20,808,000 | 1,254 |
| Issued or guaranteed by U.S. | $20,808,000 | 1,245 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $15,709,000 | 803 |
| CMOs issued by government agencies or sponsored agencies | $9,144,000 | 911 |
| Privately issued | $6,565,000 | 470 |
| 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) | $9,950,000 | 1,259 |
| Available-for-sale securities (fair market value) | $47,750,000 | 2,063 |
| Total debt securities | $57,700,000 | 1,939 |
| 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 | $63,838,000 | 1,830 |
| U.S. Government securities | $53,661,000 | 1,584 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $53,661,000 | 1,542 |
| Securities issued by states & political subdivisions | $3,352,000 | 3,662 |
| Other domestic debt securities | $6,825,000 | 894 |
| Privately issued residential mortgage-backed securities | $6,825,000 | 481 |
| 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 | $34,553,000 | 1,382 |
| Mortgage-backed securities | $38,584,000 | 1,103 |
| Certificates of participation in pools of residential mortgages | $22,063,000 | 1,200 |
| Issued or guaranteed by U.S. | $22,063,000 | 1,191 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $16,521,000 | 773 |
| CMOs issued by government agencies or sponsored agencies | $9,696,000 | 868 |
| Privately issued | $6,825,000 | 452 |
| 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) | $10,195,000 | 1,262 |
| Available-for-sale securities (fair market value) | $53,643,000 | 1,853 |
| Total debt securities | $63,838,000 | 1,794 |
| 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 | $67,045,000 | 1,775 |
| U.S. Government securities | $56,557,000 | 1,548 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $56,557,000 | 1,513 |
| Securities issued by states & political subdivisions | $3,352,000 | 3,677 |
| Other domestic debt securities | $7,136,000 | 853 |
| Privately issued residential mortgage-backed securities | $7,136,000 | 463 |
| 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 | $37,799,000 | 1,271 |
| Mortgage-backed securities | $39,888,000 | 1,101 |
| Certificates of participation in pools of residential mortgages | $22,723,000 | 1,189 |
| Issued or guaranteed by U.S. | $22,723,000 | 1,180 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $17,165,000 | 764 |
| CMOs issued by government agencies or sponsored agencies | $10,029,000 | 858 |
| Privately issued | $7,136,000 | 439 |
| 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) | $12,463,000 | 1,155 |
| Available-for-sale securities (fair market value) | $54,582,000 | 1,848 |
| Total debt securities | $67,045,000 | 1,739 |
| 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 | $66,317,000 | 1,797 |
| U.S. Government securities | $57,647,000 | 1,552 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $57,647,000 | 1,515 |
| Securities issued by states & political subdivisions | $3,352,000 | 3,638 |
| Other domestic debt securities | $5,318,000 | 1,006 |
| Privately issued residential mortgage-backed securities | $5,318,000 | 518 |
| 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 | $37,782,000 | 1,258 |
| Mortgage-backed securities | $39,186,000 | 1,127 |
| Certificates of participation in pools of residential mortgages | $23,395,000 | 1,177 |
| Issued or guaranteed by U.S. | $23,395,000 | 1,165 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $15,791,000 | 804 |
| CMOs issued by government agencies or sponsored agencies | $10,473,000 | 821 |
| Privately issued | $5,318,000 | 490 |
| 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) | $12,684,000 | 1,179 |
| Available-for-sale securities (fair market value) | $53,633,000 | 1,878 |
| Total debt securities | $66,317,000 | 1,763 |
| 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 | $66,196,000 | 1,807 |
| U.S. Government securities | $57,704,000 | 1,557 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $57,704,000 | 1,514 |
| Securities issued by states & political subdivisions | $2,953,000 | 3,793 |
| Other domestic debt securities | $5,539,000 | 978 |
| Privately issued residential mortgage-backed securities | $5,539,000 | 497 |
| 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 | $41,541,000 | 1,141 |
| Mortgage-backed securities | $34,948,000 | 1,228 |
| Certificates of participation in pools of residential mortgages | $18,599,000 | 1,402 |
| Issued or guaranteed by U.S. | $18,599,000 | 1,395 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $16,349,000 | 775 |
| CMOs issued by government agencies or sponsored agencies | $10,810,000 | 798 |
| Privately issued | $5,539,000 | 471 |
| 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) | $12,547,000 | 1,205 |
| Available-for-sale securities (fair market value) | $53,649,000 | 1,857 |
| Total debt securities | $66,197,000 | 1,774 |
| 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 | $52,452,000 | 2,259 |
| U.S. Government securities | $45,801,000 | 1,951 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $45,801,000 | 1,887 |
| Securities issued by states & political subdivisions | $997,000 | 5,062 |
| Other domestic debt securities | $5,654,000 | 988 |
| Privately issued residential mortgage-backed securities | $5,654,000 | 496 |
| 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 | $25,986,000 | 1,734 |
| Mortgage-backed securities | $25,769,000 | 1,510 |
| Certificates of participation in pools of residential mortgages | $10,722,000 | 2,062 |
| Issued or guaranteed by U.S. | $10,722,000 | 2,050 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $15,047,000 | 820 |
| CMOs issued by government agencies or sponsored agencies | $9,393,000 | 872 |
| Privately issued | $5,654,000 | 468 |
| 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) | $9,903,000 | 1,398 |
| Available-for-sale securities (fair market value) | $42,549,000 | 2,332 |
| Total debt securities | $52,452,000 | 2,210 |
| 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 | $48,678,000 | 2,425 |
| U.S. Government securities | $44,788,000 | 1,998 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $44,788,000 | 1,927 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $3,890,000 | 1,205 |
| Privately issued residential mortgage-backed securities | $3,890,000 | 546 |
| 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 | $25,517,000 | 1,748 |
| Mortgage-backed securities | $22,930,000 | 1,634 |
| Certificates of participation in pools of residential mortgages | $9,149,000 | 2,277 |
| Issued or guaranteed by U.S. | $9,149,000 | 2,265 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $13,781,000 | 857 |
| CMOs issued by government agencies or sponsored agencies | $9,891,000 | 850 |
| Privately issued | $3,890,000 | 511 |
| 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) | $9,085,000 | 1,501 |
| Available-for-sale securities (fair market value) | $39,593,000 | 2,464 |
| Total debt securities | $48,680,000 | 2,382 |
| 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 | $44,339,000 | 2,600 |
| U.S. Government securities | $40,225,000 | 2,162 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $40,225,000 | 2,086 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $4,114,000 | 1,181 |
| Privately issued residential mortgage-backed securities | $4,114,000 | 530 |
| 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 | $26,785,000 | 1,622 |
| Mortgage-backed securities | $19,566,000 | 1,846 |
| Certificates of participation in pools of residential mortgages | $4,981,000 | 3,147 |
| Issued or guaranteed by U.S. | $4,981,000 | 3,135 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $14,585,000 | 838 |
| CMOs issued by government agencies or sponsored agencies | $10,471,000 | 843 |
| Privately issued | $4,114,000 | 495 |
| 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) | $10,278,000 | 1,415 |
| Available-for-sale securities (fair market value) | $34,061,000 | 2,758 |
| Total debt securities | $44,339,000 | 2,554 |
| 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 | $45,984,000 | 2,537 |
| U.S. Government securities | $41,428,000 | 2,135 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $41,428,000 | 2,066 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $4,556,000 | 1,148 |
| Privately issued residential mortgage-backed securities | $4,556,000 | 505 |
| 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 | $24,372,000 | 1,752 |
| Mortgage-backed securities | $21,054,000 | 1,814 |
| Certificates of participation in pools of residential mortgages | $5,289,000 | 3,129 |
| Issued or guaranteed by U.S. | $5,289,000 | 3,118 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $15,765,000 | 820 |
| CMOs issued by government agencies or sponsored agencies | $11,209,000 | 851 |
| Privately issued | $4,556,000 | 474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,422,000 | 1,416 |
| Available-for-sale securities (fair market value) | $35,562,000 | 2,695 |
| Total debt securities | $45,984,000 | 2,492 |
| 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 | $37,282,000 | 3,057 |
| U.S. Government securities | $32,483,000 | 2,682 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $32,483,000 | 2,575 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $4,799,000 | 1,155 |
| Privately issued residential mortgage-backed securities | $4,798,000 | 485 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,000 | 2,879 |
| 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 | $16,332,000 | 2,446 |
| Mortgage-backed securities | $17,410,000 | 2,081 |
| Certificates of participation in pools of residential mortgages | $3,637,000 | 3,732 |
| Issued or guaranteed by U.S. | $3,637,000 | 3,723 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $13,773,000 | 912 |
| CMOs issued by government agencies or sponsored agencies | $8,975,000 | 993 |
| Privately issued | $4,798,000 | 451 |
| 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) | $3,003,000 | 2,419 |
| Available-for-sale securities (fair market value) | $34,279,000 | 2,810 |
| Total debt securities | $37,282,000 | 3,007 |
| 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 | $37,851,000 | 3,039 |
| U.S. Government securities | $32,816,000 | 2,664 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $32,816,000 | 2,554 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $5,035,000 | 1,149 |
| Privately issued residential mortgage-backed securities | $5,035,000 | 467 |
| 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 | $17,505,000 | 2,290 |
| Mortgage-backed securities | $16,797,000 | 2,171 |
| Certificates of participation in pools of residential mortgages | $3,777,000 | 3,726 |
| Issued or guaranteed by U.S. | $3,777,000 | 3,718 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $13,020,000 | 953 |
| CMOs issued by government agencies or sponsored agencies | $7,985,000 | 1,070 |
| Privately issued | $5,035,000 | 435 |
| 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) | $4,002,000 | 2,230 |
| Available-for-sale securities (fair market value) | $33,849,000 | 2,853 |
| Total debt securities | $37,851,000 | 2,984 |
| 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 | $26,836,000 | 3,916 |
| U.S. Government securities | $26,836,000 | 3,098 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $26,836,000 | 2,983 |
| 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 | $17,006,000 | 2,308 |
| Mortgage-backed securities | $7,737,000 | 3,334 |
| Certificates of participation in pools of residential mortgages | $3,927,000 | 3,682 |
| Issued or guaranteed by U.S. | $3,927,000 | 3,676 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,810,000 | 1,728 |
| CMOs issued by government agencies or sponsored agencies | $3,810,000 | 1,534 |
| 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) | $5,002,000 | 2,054 |
| Available-for-sale securities (fair market value) | $21,834,000 | 3,868 |
| Total debt securities | $26,836,000 | 3,848 |
| 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 | $28,753,000 | 3,769 |
| U.S. Government securities | $28,753,000 | 2,959 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $28,753,000 | 2,848 |
| 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 | $19,889,000 | 2,037 |
| Mortgage-backed securities | $5,806,000 | 3,807 |
| Certificates of participation in pools of residential mortgages | $1,978,000 | 4,579 |
| Issued or guaranteed by U.S. | $1,978,000 | 4,564 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,828,000 | 1,757 |
| CMOs issued by government agencies or sponsored agencies | $3,828,000 | 1,550 |
| 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) | $6,003,000 | 1,923 |
| Available-for-sale securities (fair market value) | $22,750,000 | 3,837 |
| Total debt securities | $28,753,000 | 3,703 |
| 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 | $24,506,000 | 4,211 |
| U.S. Government securities | $24,506,000 | 3,330 |
| U.S. Treasury securities | $1,203,000 | 1,238 |
| U.S. Government agency obligations | $23,303,000 | 3,340 |
| 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 | $21,884,000 | 1,870 |
| Mortgage-backed securities | $1,019,000 | 5,747 |
| Certificates of participation in pools of residential mortgages | $1,019,000 | 5,235 |
| Issued or guaranteed by U.S. | $1,019,000 | 5,218 |
| 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) | $7,208,000 | 1,752 |
| Available-for-sale securities (fair market value) | $17,298,000 | 4,533 |
| Total debt securities | $24,506,000 | 4,135 |
| 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 | $25,379,000 | 4,170 |
| U.S. Government securities | $25,379,000 | 3,300 |
| U.S. Treasury securities | $2,208,000 | 1,032 |
| U.S. Government agency obligations | $23,171,000 | 3,405 |
| 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 | $23,782,000 | 1,704 |
| 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) | $8,215,000 | 1,634 |
| Available-for-sale securities (fair market value) | $17,164,000 | 4,570 |
| Total debt securities | $25,379,000 | 4,096 |
| 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 | $26,470,000 | 3,987 |
| U.S. Government securities | $26,470,000 | 3,089 |
| U.S. Treasury securities | $3,213,000 | 868 |
| U.S. Government agency obligations | $23,257,000 | 3,303 |
| 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 | $17,256,000 | 2,125 |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,222,000 | 1,533 |
| Available-for-sale securities (fair market value) | $17,248,000 | 4,516 |
| Total debt securities | $26,470,000 | 3,901 |
| 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 | $22,313,000 | 4,374 |
| U.S. Government securities | $22,313,000 | 3,417 |
| U.S. Treasury securities | $4,218,000 | 733 |
| U.S. Government agency obligations | $18,095,000 | 3,791 |
| 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 | $13,277,000 | 2,519 |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,230,000 | 1,430 |
| Available-for-sale securities (fair market value) | $12,083,000 | 5,315 |
| Total debt securities | $22,313,000 | 4,291 |
| 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 | $20,306,000 | 4,628 |
| U.S. Government securities | $20,306,000 | 3,658 |
| U.S. Treasury securities | $4,225,000 | 767 |
| U.S. Government agency obligations | $16,081,000 | 4,152 |
| 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 | $6,226,000 | 3,979 |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,239,000 | 1,187 |
| Available-for-sale securities (fair market value) | $6,067,000 | 6,684 |
| Total debt securities | $20,306,000 | 4,529 |
| 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 | $21,315,000 | 4,456 |
| U.S. Government securities | $21,315,000 | 3,521 |
| U.S. Treasury securities | $5,237,000 | 682 |
| U.S. Government agency obligations | $16,078,000 | 4,103 |
| 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 | $3,227,000 | 5,195 |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,252,000 | 1,042 |
| Available-for-sale securities (fair market value) | $4,063,000 | 7,228 |
| Total debt securities | $21,315,000 | 4,368 |
| 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 | $14,490,000 | 5,476 |
| U.S. Government securities | $8,325,000 | 5,991 |
| U.S. Treasury securities | $5,315,000 | 745 |
| U.S. Government agency obligations | $3,010,000 | 7,846 |
| 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 | $6,165,000 | 577 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,200,000 | 6,550 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,325,000 | 1,734 |
| Available-for-sale securities (fair market value) | $6,165,000 | 6,635 |
| Total debt securities | $8,325,000 | 6,835 |
| 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 |