Home > First Capital Bank > Securities
First Capital Bank, Securities
| 2015-12-31 | Rank | |
| Total securities | $77,412,000 | 1,760 |
| U.S. Government securities | $52,601,000 | 1,624 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $52,601,000 | 1,548 |
| Securities issued by states & political subdivisions | $22,353,000 | 1,728 |
| Other domestic debt securities | $2,458,000 | 1,194 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $2,458,000 | 935 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,301 |
| Mortgage-backed securities | $46,213,000 | 1,212 |
| Certificates of participation in pools of residential mortgages | $25,432,000 | 1,320 |
| Issued or guaranteed by U.S. | $25,432,000 | 1,319 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $20,781,000 | 759 |
| CMOs issued by government agencies or sponsored agencies | $20,781,000 | 719 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $2,367,000 | 1,645 |
| Available-for-sale securities (fair market value) | $75,045,000 | 1,642 |
| Total debt securities | $77,404,000 | 1,737 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $80,411,000 | 1,714 |
| U.S. Government securities | $55,423,000 | 1,564 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $55,423,000 | 1,500 |
| Securities issued by states & political subdivisions | $22,513,000 | 1,709 |
| Other domestic debt securities | $2,475,000 | 1,205 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $2,475,000 | 940 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,371 |
| Mortgage-backed securities | $48,884,000 | 1,155 |
| Certificates of participation in pools of residential mortgages | $26,820,000 | 1,272 |
| Issued or guaranteed by U.S. | $26,820,000 | 1,272 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $22,064,000 | 746 |
| CMOs issued by government agencies or sponsored agencies | $22,064,000 | 714 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $2,368,000 | 1,652 |
| Available-for-sale securities (fair market value) | $78,043,000 | 1,577 |
| Total debt securities | $80,405,000 | 1,695 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $73,352,000 | 1,891 |
| U.S. Government securities | $49,350,000 | 1,787 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $49,350,000 | 1,710 |
| Securities issued by states & political subdivisions | $20,526,000 | 1,802 |
| Other domestic debt securities | $3,476,000 | 1,053 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $3,476,000 | 806 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,602,000 | 4,841 |
| Mortgage-backed securities | $45,749,000 | 1,258 |
| Certificates of participation in pools of residential mortgages | $27,669,000 | 1,280 |
| Issued or guaranteed by U.S. | $27,669,000 | 1,280 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $18,080,000 | 877 |
| CMOs issued by government agencies or sponsored agencies | $18,080,000 | 836 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $2,369,000 | 1,675 |
| Available-for-sale securities (fair market value) | $70,983,000 | 1,756 |
| Total debt securities | $73,352,000 | 1,868 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $67,675,000 | 2,057 |
| U.S. Government securities | $46,787,000 | 1,915 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $46,787,000 | 1,833 |
| Securities issued by states & political subdivisions | $17,401,000 | 2,023 |
| Other domestic debt securities | $3,487,000 | 1,056 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $3,487,000 | 799 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $763,000 | 5,213 |
| Mortgage-backed securities | $43,118,000 | 1,337 |
| Certificates of participation in pools of residential mortgages | $26,007,000 | 1,364 |
| Issued or guaranteed by U.S. | $26,007,000 | 1,364 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $17,111,000 | 939 |
| CMOs issued by government agencies or sponsored agencies | $17,111,000 | 893 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $2,370,000 | 1,668 |
| Available-for-sale securities (fair market value) | $65,305,000 | 1,907 |
| Total debt securities | $67,675,000 | 2,030 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $76,645,000 | 1,841 |
| U.S. Government securities | $53,023,000 | 1,717 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $53,023,000 | 1,638 |
| Securities issued by states & political subdivisions | $20,125,000 | 1,820 |
| Other domestic debt securities | $3,497,000 | 1,045 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $3,497,000 | 798 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,761,000 | 4,940 |
| Mortgage-backed securities | $49,354,000 | 1,218 |
| Certificates of participation in pools of residential mortgages | $29,563,000 | 1,243 |
| Issued or guaranteed by U.S. | $29,563,000 | 1,241 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $19,791,000 | 883 |
| CMOs issued by government agencies or sponsored agencies | $19,791,000 | 840 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $2,371,000 | 1,696 |
| Available-for-sale securities (fair market value) | $74,274,000 | 1,717 |
| Total debt securities | $76,654,000 | 1,821 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $78,416,000 | 1,846 |
| U.S. Government securities | $52,923,000 | 1,771 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $52,923,000 | 1,699 |
| Securities issued by states & political subdivisions | $22,000,000 | 1,682 |
| Other domestic debt securities | $3,493,000 | 1,084 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $3,493,000 | 816 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,948,000 | 3,397 |
| Mortgage-backed securities | $49,184,000 | 1,250 |
| Certificates of participation in pools of residential mortgages | $30,315,000 | 1,260 |
| Issued or guaranteed by U.S. | $30,315,000 | 1,259 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $18,869,000 | 916 |
| CMOs issued by government agencies or sponsored agencies | $18,869,000 | 876 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $2,372,000 | 1,713 |
| Available-for-sale securities (fair market value) | $76,044,000 | 1,698 |
| Total debt securities | $78,421,000 | 1,820 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $72,377,000 | 1,995 |
| U.S. Government securities | $51,591,000 | 1,823 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $51,591,000 | 1,757 |
| Securities issued by states & political subdivisions | $17,298,000 | 2,069 |
| Other domestic debt securities | $3,488,000 | 1,122 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $3,488,000 | 836 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,925,000 | 5,001 |
| Mortgage-backed securities | $51,591,000 | 1,214 |
| Certificates of participation in pools of residential mortgages | $30,859,000 | 1,281 |
| Issued or guaranteed by U.S. | $30,859,000 | 1,281 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $20,732,000 | 874 |
| CMOs issued by government agencies or sponsored agencies | $20,732,000 | 828 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $2,372,000 | 1,728 |
| Available-for-sale securities (fair market value) | $70,005,000 | 1,844 |
| Total debt securities | $72,378,000 | 1,975 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $68,170,000 | 2,103 |
| U.S. Government securities | $47,933,000 | 1,959 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $47,933,000 | 1,899 |
| Securities issued by states & political subdivisions | $17,257,000 | 2,080 |
| Other domestic debt securities | $2,980,000 | 1,240 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $2,980,000 | 941 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,786,000 | 5,095 |
| Mortgage-backed securities | $47,933,000 | 1,296 |
| Certificates of participation in pools of residential mortgages | $25,873,000 | 1,476 |
| Issued or guaranteed by U.S. | $25,873,000 | 1,476 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $22,060,000 | 865 |
| CMOs issued by government agencies or sponsored agencies | $22,060,000 | 814 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $2,374,000 | 1,725 |
| Available-for-sale securities (fair market value) | $65,796,000 | 1,949 |
| Total debt securities | $68,170,000 | 2,081 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $73,886,000 | 1,960 |
| U.S. Government securities | $49,476,000 | 1,892 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $49,476,000 | 1,842 |
| Securities issued by states & political subdivisions | $18,409,000 | 1,972 |
| Other domestic debt securities | $6,001,000 | 893 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $6,001,000 | 635 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,393,000 | 5,260 |
| Mortgage-backed securities | $49,476,000 | 1,258 |
| Certificates of participation in pools of residential mortgages | $22,142,000 | 1,650 |
| Issued or guaranteed by U.S. | $22,142,000 | 1,649 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $27,334,000 | 749 |
| CMOs issued by government agencies or sponsored agencies | $27,334,000 | 707 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $2,375,000 | 1,714 |
| Available-for-sale securities (fair market value) | $71,511,000 | 1,810 |
| Total debt securities | $73,885,000 | 1,930 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $79,258,000 | 1,876 |
| U.S. Government securities | $53,679,000 | 1,767 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $53,679,000 | 1,716 |
| Securities issued by states & political subdivisions | $19,605,000 | 1,884 |
| Other domestic debt securities | $5,974,000 | 925 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $5,974,000 | 651 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $916,000 | 5,529 |
| Mortgage-backed securities | $53,679,000 | 1,188 |
| Certificates of participation in pools of residential mortgages | $21,675,000 | 1,675 |
| Issued or guaranteed by U.S. | $21,675,000 | 1,672 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $32,004,000 | 675 |
| CMOs issued by government agencies or sponsored agencies | $32,004,000 | 629 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $2,876,000 | 1,616 |
| Available-for-sale securities (fair market value) | $76,382,000 | 1,748 |
| Total debt securities | $79,259,000 | 1,853 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $74,910,000 | 1,941 |
| U.S. Government securities | $46,119,000 | 2,001 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $46,119,000 | 1,946 |
| Securities issued by states & political subdivisions | $22,840,000 | 1,635 |
| Other domestic debt securities | $5,951,000 | 945 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $5,951,000 | 666 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,132,000 | 5,426 |
| Mortgage-backed securities | $46,119,000 | 1,356 |
| Certificates of participation in pools of residential mortgages | $13,799,000 | 2,246 |
| Issued or guaranteed by U.S. | $13,799,000 | 2,245 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $32,320,000 | 685 |
| CMOs issued by government agencies or sponsored agencies | $32,320,000 | 641 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $2,877,000 | 1,560 |
| Available-for-sale securities (fair market value) | $72,033,000 | 1,818 |
| Total debt securities | $74,909,000 | 1,916 |
| 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 | $86,246,000 | 1,742 |
| U.S. Government securities | $50,446,000 | 1,891 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $50,446,000 | 1,838 |
| Securities issued by states & political subdivisions | $25,106,000 | 1,474 |
| Other domestic debt securities | $10,694,000 | 685 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $10,694,000 | 452 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,005,000 | 5,544 |
| Mortgage-backed securities | $50,446,000 | 1,300 |
| Certificates of participation in pools of residential mortgages | $15,078,000 | 2,163 |
| Issued or guaranteed by U.S. | $15,078,000 | 2,163 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $35,368,000 | 667 |
| CMOs issued by government agencies or sponsored agencies | $35,368,000 | 617 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $2,878,000 | 1,532 |
| Available-for-sale securities (fair market value) | $83,368,000 | 1,633 |
| Total debt securities | $86,247,000 | 1,717 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| 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 | $89,706,000 | 1,639 |
| U.S. Government securities | $51,277,000 | 1,821 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $51,277,000 | 1,775 |
| Securities issued by states & political subdivisions | $21,730,000 | 1,667 |
| Other domestic debt securities | $16,699,000 | 503 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $16,699,000 | 324 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $871,000 | 5,629 |
| Mortgage-backed securities | $49,967,000 | 1,306 |
| Certificates of participation in pools of residential mortgages | $12,036,000 | 2,421 |
| Issued or guaranteed by U.S. | $12,036,000 | 2,419 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $37,931,000 | 630 |
| CMOs issued by government agencies or sponsored agencies | $37,931,000 | 582 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $2,880,000 | 1,537 |
| Available-for-sale securities (fair market value) | $86,826,000 | 1,535 |
| Total debt securities | $89,706,000 | 1,618 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| 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 | $89,578,000 | 1,646 |
| U.S. Government securities | $54,965,000 | 1,763 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $54,965,000 | 1,722 |
| Securities issued by states & political subdivisions | $17,953,000 | 1,927 |
| Other domestic debt securities | $16,660,000 | 523 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $16,660,000 | 337 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $939,000 | 5,697 |
| Mortgage-backed securities | $52,576,000 | 1,317 |
| Certificates of participation in pools of residential mortgages | $12,176,000 | 2,538 |
| Issued or guaranteed by U.S. | $12,176,000 | 2,536 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $40,400,000 | 645 |
| CMOs issued by government agencies or sponsored agencies | $40,400,000 | 597 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $2,881,000 | 1,562 |
| Available-for-sale securities (fair market value) | $86,697,000 | 1,550 |
| Total debt securities | $89,578,000 | 1,625 |
| 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 | $95,997,000 | 1,551 |
| U.S. Government securities | $60,217,000 | 1,659 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $60,217,000 | 1,619 |
| Securities issued by states & political subdivisions | $19,266,000 | 1,756 |
| Other domestic debt securities | $16,514,000 | 526 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $16,514,000 | 337 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,522,000 | 4,782 |
| Mortgage-backed securities | $57,784,000 | 1,250 |
| Certificates of participation in pools of residential mortgages | $14,133,000 | 2,370 |
| Issued or guaranteed by U.S. | $14,133,000 | 2,369 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $43,651,000 | 611 |
| CMOs issued by government agencies or sponsored agencies | $43,651,000 | 564 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $2,882,000 | 1,559 |
| Available-for-sale securities (fair market value) | $93,115,000 | 1,439 |
| Total debt securities | $95,990,000 | 1,526 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $97,457,000 | 1,533 |
| U.S. Government securities | $64,375,000 | 1,603 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $64,375,000 | 1,563 |
| Securities issued by states & political subdivisions | $16,999,000 | 1,879 |
| Other domestic debt securities | $16,083,000 | 534 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $16,083,000 | 345 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,774,000 | 4,740 |
| Mortgage-backed securities | $60,800,000 | 1,192 |
| Certificates of participation in pools of residential mortgages | $15,084,000 | 2,273 |
| Issued or guaranteed by U.S. | $15,084,000 | 2,270 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $45,716,000 | 613 |
| CMOs issued by government agencies or sponsored agencies | $45,716,000 | 568 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $2,884,000 | 1,576 |
| Available-for-sale securities (fair market value) | $94,573,000 | 1,430 |
| Total debt securities | $97,451,000 | 1,512 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $86,919,000 | 1,632 |
| U.S. Government securities | $58,285,000 | 1,664 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $58,285,000 | 1,627 |
| Securities issued by states & political subdivisions | $13,939,000 | 2,147 |
| Other domestic debt securities | $14,695,000 | 592 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $14,695,000 | 348 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,489,000 | 2,628 |
| Mortgage-backed securities | $54,630,000 | 1,247 |
| Certificates of participation in pools of residential mortgages | $15,907,000 | 2,104 |
| Issued or guaranteed by U.S. | $15,907,000 | 2,100 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $38,723,000 | 697 |
| CMOs issued by government agencies or sponsored agencies | $38,723,000 | 611 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $2,884,000 | 1,632 |
| Available-for-sale securities (fair market value) | $84,035,000 | 1,526 |
| Total debt securities | $86,910,000 | 1,613 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| 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 | $94,452,000 | 1,494 |
| U.S. Government securities | $57,624,000 | 1,637 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $57,624,000 | 1,591 |
| Securities issued by states & political subdivisions | $22,769,000 | 1,368 |
| Other domestic debt securities | $14,059,000 | 593 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $14,059,000 | 331 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,811,000 | 2,795 |
| Mortgage-backed securities | $56,543,000 | 1,170 |
| Certificates of participation in pools of residential mortgages | $16,047,000 | 2,026 |
| Issued or guaranteed by U.S. | $16,047,000 | 2,020 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $40,496,000 | 670 |
| CMOs issued by government agencies or sponsored agencies | $40,496,000 | 583 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $2,885,000 | 1,649 |
| Available-for-sale securities (fair market value) | $91,567,000 | 1,385 |
| Total debt securities | $94,452,000 | 1,474 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| 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 | $79,722,000 | 1,710 |
| U.S. Government securities | $51,954,000 | 1,797 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $51,954,000 | 1,749 |
| Securities issued by states & political subdivisions | $21,654,000 | 1,379 |
| Other domestic debt securities | $6,114,000 | 907 |
| 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 | $6,114,000 | 534 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,461,000 | 5,009 |
| Mortgage-backed securities | $49,348,000 | 1,278 |
| Certificates of participation in pools of residential mortgages | $12,496,000 | 2,317 |
| Issued or guaranteed by U.S. | $12,496,000 | 2,311 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $36,852,000 | 707 |
| CMOs issued by government agencies or sponsored agencies | $36,852,000 | 616 |
| 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) | $2,886,000 | 1,679 |
| Available-for-sale securities (fair market value) | $76,836,000 | 1,600 |
| Total debt securities | $79,712,000 | 1,696 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,447 |
| Fair value | $1,002,000 | 2,498 |
| 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 | $85,131,000 | 1,606 |
| U.S. Government securities | $51,910,000 | 1,808 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $51,910,000 | 1,756 |
| Securities issued by states & political subdivisions | $27,795,000 | 1,038 |
| Other domestic debt securities | $5,426,000 | 1,008 |
| 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 | $5,426,000 | 579 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,864,000 | 4,897 |
| Mortgage-backed securities | $47,899,000 | 1,262 |
| Certificates of participation in pools of residential mortgages | $14,964,000 | 2,003 |
| Issued or guaranteed by U.S. | $14,964,000 | 2,000 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $32,935,000 | 737 |
| CMOs issued by government agencies or sponsored agencies | $32,935,000 | 635 |
| 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) | $2,887,000 | 1,689 |
| Available-for-sale securities (fair market value) | $82,244,000 | 1,494 |
| Total debt securities | $85,131,000 | 1,589 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,483 |
| Fair value | $1,002,000 | 2,522 |
| 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 | $89,176,000 | 1,494 |
| U.S. Government securities | $56,387,000 | 1,586 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $56,387,000 | 1,534 |
| Securities issued by states & political subdivisions | $26,388,000 | 1,067 |
| Other domestic debt securities | $6,401,000 | 985 |
| 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 | $6,401,000 | 508 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,934,000 | 4,224 |
| Mortgage-backed securities | $46,066,000 | 1,266 |
| Certificates of participation in pools of residential mortgages | $15,022,000 | 1,916 |
| Issued or guaranteed by U.S. | $15,022,000 | 1,910 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $31,044,000 | 765 |
| CMOs issued by government agencies or sponsored agencies | $31,044,000 | 648 |
| 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) | $2,389,000 | 1,802 |
| Available-for-sale securities (fair market value) | $86,787,000 | 1,364 |
| Total debt securities | $89,176,000 | 1,472 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $90,356,000 | 1,454 |
| U.S. Government securities | $54,561,000 | 1,613 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $54,561,000 | 1,553 |
| Securities issued by states & political subdivisions | $27,358,000 | 997 |
| Other domestic debt securities | $8,437,000 | 871 |
| Privately issued residential mortgage-backed securities | $2,382,000 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $6,055,000 | 531 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,100,000 | 4,208 |
| Mortgage-backed securities | $46,201,000 | 1,218 |
| Certificates of participation in pools of residential mortgages | $14,047,000 | 1,958 |
| Issued or guaranteed by U.S. | $11,665,000 | 2,223 |
| Privately issued | $2,382,000 | 63 |
| Collaterized mortgage obligations | $32,154,000 | 742 |
| CMOs issued by government agencies or sponsored agencies | $32,154,000 | 627 |
| 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) | $1,453,000 | 2,064 |
| Available-for-sale securities (fair market value) | $88,903,000 | 1,312 |
| Total debt securities | $90,355,000 | 1,437 |
| Structured notes | ||
| Amortized cost | $2,999,000 | 1,596 |
| Fair value | $3,041,000 | 1,544 |
| 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 | $82,818,000 | 1,559 |
| U.S. Government securities | $57,447,000 | 1,560 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $57,447,000 | 1,502 |
| Securities issued by states & political subdivisions | $21,284,000 | 1,218 |
| Other domestic debt securities | $4,087,000 | 1,269 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $4,087,000 | 664 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,310,000 | 4,512 |
| Mortgage-backed securities | $42,652,000 | 1,277 |
| Certificates of participation in pools of residential mortgages | $11,340,000 | 2,256 |
| Issued or guaranteed by U.S. | $11,340,000 | 2,250 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $31,312,000 | 733 |
| CMOs issued by government agencies or sponsored agencies | $31,312,000 | 605 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $1,453,000 | 2,128 |
| Available-for-sale securities (fair market value) | $81,365,000 | 1,414 |
| Total debt securities | $82,818,000 | 1,544 |
| Structured notes | ||
| Amortized cost | $997,000 | 2,658 |
| Fair value | $1,002,000 | 2,587 |
| 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 | $74,385,000 | 1,713 |
| U.S. Government securities | $54,193,000 | 1,649 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $54,193,000 | 1,597 |
| Securities issued by states & political subdivisions | $16,647,000 | 1,540 |
| Other domestic debt securities | $3,545,000 | 1,401 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $3,545,000 | 756 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,528,000 | 4,518 |
| Mortgage-backed securities | $36,505,000 | 1,496 |
| Certificates of participation in pools of residential mortgages | $12,052,000 | 2,268 |
| Issued or guaranteed by U.S. | $12,052,000 | 2,263 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $24,453,000 | 833 |
| CMOs issued by government agencies or sponsored agencies | $24,453,000 | 694 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $1,453,000 | 2,160 |
| Available-for-sale securities (fair market value) | $72,932,000 | 1,552 |
| Total debt securities | $74,385,000 | 1,695 |
| Structured notes | ||
| Amortized cost | $2,996,000 | 1,488 |
| Fair value | $3,001,000 | 1,434 |
| 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 | $78,571,000 | 1,614 |
| U.S. Government securities | $58,469,000 | 1,522 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $58,469,000 | 1,475 |
| Securities issued by states & political subdivisions | $16,614,000 | 1,523 |
| Other domestic debt securities | $3,488,000 | 1,444 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $3,488,000 | 769 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,177,000 | 4,362 |
| Mortgage-backed securities | $35,002,000 | 1,562 |
| Certificates of participation in pools of residential mortgages | $12,062,000 | 2,336 |
| Issued or guaranteed by U.S. | $12,062,000 | 2,329 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $22,940,000 | 859 |
| CMOs issued by government agencies or sponsored agencies | $22,940,000 | 688 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $1,453,000 | 2,206 |
| Available-for-sale securities (fair market value) | $77,118,000 | 1,448 |
| Total debt securities | $78,571,000 | 1,589 |
| Structured notes | ||
| Amortized cost | $4,946,000 | 831 |
| Fair value | $4,898,000 | 828 |
| 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 | $68,652,000 | 1,818 |
| U.S. Government securities | $52,875,000 | 1,635 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $52,875,000 | 1,588 |
| Securities issued by states & political subdivisions | $12,338,000 | 1,970 |
| Other domestic debt securities | $3,439,000 | 1,539 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $3,439,000 | 831 |
| 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 | $6,223,000 | 4,064 |
| Mortgage-backed securities | $32,246,000 | 1,685 |
| Certificates of participation in pools of residential mortgages | $11,916,000 | 2,408 |
| Issued or guaranteed by U.S. | $11,916,000 | 2,398 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $20,330,000 | 922 |
| CMOs issued by government agencies or sponsored agencies | $20,330,000 | 721 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $1,453,000 | 2,277 |
| Available-for-sale securities (fair market value) | $67,199,000 | 1,629 |
| Total debt securities | $68,652,000 | 1,794 |
| Structured notes | ||
| Amortized cost | $4,945,000 | 597 |
| Fair value | $4,921,000 | 596 |
| 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 | $55,724,000 | 2,132 |
| U.S. Government securities | $42,396,000 | 1,941 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $42,396,000 | 1,895 |
| Securities issued by states & political subdivisions | $10,225,000 | 2,172 |
| Other domestic debt securities | $3,103,000 | 1,631 |
| 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 | $3,103,000 | 885 |
| 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 | $6,147,000 | 4,082 |
| Mortgage-backed securities | $26,811,000 | 1,934 |
| Certificates of participation in pools of residential mortgages | $13,061,000 | 2,341 |
| Issued or guaranteed by U.S. | $13,061,000 | 2,333 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $13,750,000 | 1,132 |
| CMOs issued by government agencies or sponsored agencies | $13,750,000 | 892 |
| 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) | $1,453,000 | 2,307 |
| Available-for-sale securities (fair market value) | $54,271,000 | 1,909 |
| Total debt securities | $55,724,000 | 2,107 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,123 |
| Fair value | $1,004,000 | 1,150 |
| 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 | $48,694,000 | 2,387 |
| U.S. Government securities | $29,362,000 | 2,717 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $29,362,000 | 2,654 |
| Securities issued by states & political subdivisions | $7,999,000 | 2,446 |
| Other domestic debt securities | $11,333,000 | 800 |
| Privately issued residential mortgage-backed securities | $8,349,000 | 575 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,984,000 | 913 |
| 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 | $14,573,000 | 2,773 |
| Mortgage-backed securities | $23,062,000 | 2,173 |
| Certificates of participation in pools of residential mortgages | $14,713,000 | 2,212 |
| Issued or guaranteed by U.S. | $14,713,000 | 2,200 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $8,349,000 | 1,490 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $8,349,000 | 548 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,453,000 | 2,342 |
| Available-for-sale securities (fair market value) | $47,241,000 | 2,163 |
| Total debt securities | $48,694,000 | 2,354 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 892 |
| Fair value | $1,000,000 | 978 |
| 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 | $31,977,000 | 3,310 |
| U.S. Government securities | $23,498,000 | 3,160 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $23,498,000 | 3,095 |
| Securities issued by states & political subdivisions | $3,183,000 | 3,694 |
| Other domestic debt securities | $5,296,000 | 1,179 |
| Privately issued residential mortgage-backed securities | $2,027,000 | 951 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,269,000 | 845 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,372,000 | 2,532 |
| Mortgage-backed securities | $8,402,000 | 3,617 |
| Certificates of participation in pools of residential mortgages | $6,375,000 | 3,402 |
| Issued or guaranteed by U.S. | $6,375,000 | 3,389 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $2,027,000 | 2,423 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $2,027,000 | 913 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,454,000 | 2,358 |
| Available-for-sale securities (fair market value) | $30,523,000 | 3,032 |
| Total debt securities | $31,974,000 | 3,272 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 943 |
| Fair value | $1,009,000 | 961 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $32,032,000 | 3,245 |
| U.S. Government securities | $27,620,000 | 2,762 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $27,620,000 | 2,710 |
| Securities issued by states & political subdivisions | $1,703,000 | 4,371 |
| Other domestic debt securities | $2,709,000 | 1,583 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,709,000 | 929 |
| 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 | $17,620,000 | 2,474 |
| Mortgage-backed securities | $6,722,000 | 3,820 |
| Certificates of participation in pools of residential mortgages | $6,722,000 | 3,226 |
| Issued or guaranteed by U.S. | $6,722,000 | 3,215 |
| Privately issued | $0 | 192 |
| 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) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $32,032,000 | 2,889 |
| Total debt securities | $32,033,000 | 3,210 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 606 |
| Fair value | $1,987,000 | 627 |
| 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 | $39,736,000 | 2,798 |
| U.S. Government securities | $34,856,000 | 2,317 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $34,856,000 | 2,267 |
| Securities issued by states & political subdivisions | $1,731,000 | 4,391 |
| Other domestic debt securities | $3,149,000 | 1,538 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,149,000 | 921 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,973,000 | 2,581 |
| Mortgage-backed securities | $7,041,000 | 3,744 |
| Certificates of participation in pools of residential mortgages | $7,041,000 | 3,145 |
| Issued or guaranteed by U.S. | $7,041,000 | 3,131 |
| Privately issued | $0 | 202 |
| 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) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $39,736,000 | 2,474 |
| Total debt securities | $39,736,000 | 2,758 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 642 |
| Fair value | $1,983,000 | 676 |
| 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 | $43,008,000 | 2,596 |
| U.S. Government securities | $37,995,000 | 2,151 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $37,995,000 | 2,117 |
| Securities issued by states & political subdivisions | $1,756,000 | 4,382 |
| Other domestic debt securities | $3,257,000 | 1,447 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,257,000 | 892 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,936,000 | 2,463 |
| Mortgage-backed securities | $7,785,000 | 3,514 |
| Certificates of participation in pools of residential mortgages | $7,785,000 | 2,893 |
| Issued or guaranteed by U.S. | $7,785,000 | 2,881 |
| Privately issued | $0 | 205 |
| 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) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $43,008,000 | 2,307 |
| Total debt securities | $43,008,000 | 2,549 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 695 |
| Fair value | $2,009,000 | 717 |
| 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 | $32,825,000 | 3,243 |
| U.S. Government securities | $29,919,000 | 2,679 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $29,919,000 | 2,619 |
| Securities issued by states & political subdivisions | $1,010,000 | 4,880 |
| Other domestic debt securities | $1,896,000 | 1,668 |
| 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 | $1,896,000 | 1,113 |
| 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 | $18,582,000 | 2,340 |
| Mortgage-backed securities | $8,418,000 | 3,153 |
| Certificates of participation in pools of residential mortgages | $8,418,000 | 2,509 |
| Issued or guaranteed by U.S. | $8,418,000 | 2,495 |
| 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) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $32,825,000 | 2,854 |
| Total debt securities | $32,825,000 | 3,200 |
| 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 | $44,311,000 | 2,555 |
| U.S. Government securities | $43,308,000 | 1,931 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $43,308,000 | 1,890 |
| Securities issued by states & political subdivisions | $1,003,000 | 4,890 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,201,000 | 2,659 |
| Mortgage-backed securities | $8,916,000 | 2,908 |
| Certificates of participation in pools of residential mortgages | $8,916,000 | 2,270 |
| Issued or guaranteed by U.S. | $8,916,000 | 2,259 |
| 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) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $44,311,000 | 2,230 |
| Total debt securities | $44,311,000 | 2,511 |
| 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 | $45,573,000 | 2,463 |
| U.S. Government securities | $44,587,000 | 1,889 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $44,587,000 | 1,838 |
| Securities issued by states & political subdivisions | $986,000 | 4,925 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,208,000 | 2,541 |
| Mortgage-backed securities | $9,426,000 | 2,778 |
| Certificates of participation in pools of residential mortgages | $9,426,000 | 2,148 |
| Issued or guaranteed by U.S. | $9,426,000 | 2,139 |
| 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) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $45,573,000 | 2,139 |
| Total debt securities | $45,573,000 | 2,422 |
| 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 | $45,221,000 | 2,509 |
| U.S. Government securities | $44,206,000 | 1,934 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $44,206,000 | 1,875 |
| Securities issued by states & political subdivisions | $1,015,000 | 4,940 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,985,000 | 2,457 |
| Mortgage-backed securities | $10,443,000 | 2,589 |
| Certificates of participation in pools of residential mortgages | $10,443,000 | 2,014 |
| Issued or guaranteed by U.S. | $10,443,000 | 2,007 |
| 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) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $45,221,000 | 2,184 |
| Total debt securities | $45,221,000 | 2,463 |
| 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 | $43,729,000 | 2,604 |
| U.S. Government securities | $42,714,000 | 2,007 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $42,714,000 | 1,944 |
| Securities issued by states & political subdivisions | $1,015,000 | 4,969 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,236,000 | 2,443 |
| Mortgage-backed securities | $11,011,000 | 2,516 |
| Certificates of participation in pools of residential mortgages | $11,011,000 | 1,971 |
| Issued or guaranteed by U.S. | $11,011,000 | 1,961 |
| 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) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $43,729,000 | 2,259 |
| Total debt securities | $43,729,000 | 2,564 |
| 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 | $37,316,000 | 2,995 |
| U.S. Government securities | $36,299,000 | 2,362 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $36,299,000 | 2,293 |
| Securities issued by states & political subdivisions | $1,017,000 | 4,998 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,485,000 | 2,316 |
| Mortgage-backed securities | $11,585,000 | 2,432 |
| Certificates of participation in pools of residential mortgages | $11,585,000 | 1,909 |
| Issued or guaranteed by U.S. | $11,585,000 | 1,897 |
| 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) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $37,316,000 | 2,587 |
| Total debt securities | $37,316,000 | 2,952 |
| 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 | $37,455,000 | 2,980 |
| U.S. Government securities | $37,455,000 | 2,292 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $37,455,000 | 2,218 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,511,000 | 2,302 |
| Mortgage-backed securities | $12,094,000 | 2,380 |
| Certificates of participation in pools of residential mortgages | $12,094,000 | 1,871 |
| Issued or guaranteed by U.S. | $12,094,000 | 1,859 |
| 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) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $37,455,000 | 2,568 |
| Total debt securities | $37,455,000 | 2,942 |
| 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 | $41,730,000 | 2,757 |
| U.S. Government securities | $40,732,000 | 2,176 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $40,732,000 | 2,099 |
| Securities issued by states & political subdivisions | $998,000 | 5,061 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,277,000 | 2,529 |
| Mortgage-backed securities | $13,113,000 | 2,314 |
| Certificates of participation in pools of residential mortgages | $13,113,000 | 1,807 |
| Issued or guaranteed by U.S. | $13,113,000 | 1,794 |
| 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) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $41,730,000 | 2,366 |
| Total debt securities | $41,728,000 | 2,721 |
| 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 | $42,617,000 | 2,714 |
| U.S. Government securities | $41,627,000 | 2,112 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $41,627,000 | 2,038 |
| Securities issued by states & political subdivisions | $990,000 | 5,095 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,708,000 | 2,672 |
| Mortgage-backed securities | $13,944,000 | 2,243 |
| Certificates of participation in pools of residential mortgages | $13,944,000 | 1,745 |
| Issued or guaranteed by U.S. | $13,944,000 | 1,732 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $42,617,000 | 2,340 |
| Total debt securities | $42,617,000 | 2,671 |
| 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 | $45,077,000 | 2,564 |
| U.S. Government securities | $44,069,000 | 1,995 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $44,069,000 | 1,925 |
| Securities issued by states & political subdivisions | $1,008,000 | 5,085 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,314,000 | 2,575 |
| Mortgage-backed securities | $15,190,000 | 2,131 |
| Certificates of participation in pools of residential mortgages | $15,190,000 | 1,667 |
| Issued or guaranteed by U.S. | $15,190,000 | 1,655 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $45,077,000 | 2,184 |
| Total debt securities | $45,077,000 | 2,522 |
| 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 | $34,840,000 | 3,201 |
| U.S. Government securities | $33,824,000 | 2,533 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $33,824,000 | 2,443 |
| Securities issued by states & political subdivisions | $1,016,000 | 5,062 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,383,000 | 2,812 |
| Mortgage-backed securities | $16,845,000 | 2,062 |
| Certificates of participation in pools of residential mortgages | $16,845,000 | 1,608 |
| Issued or guaranteed by U.S. | $16,845,000 | 1,594 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $34,840,000 | 2,756 |
| Total debt securities | $34,840,000 | 3,151 |
| 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 | $33,489,000 | 3,346 |
| U.S. Government securities | $32,480,000 | 2,683 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $32,480,000 | 2,576 |
| Securities issued by states & political subdivisions | $1,009,000 | 5,096 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,400,000 | 2,952 |
| Mortgage-backed securities | $18,460,000 | 2,007 |
| Certificates of participation in pools of residential mortgages | $18,460,000 | 1,562 |
| Issued or guaranteed by U.S. | $18,460,000 | 1,550 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $33,489,000 | 2,873 |
| Total debt securities | $33,488,000 | 3,295 |
| 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 | $39,053,000 | 2,963 |
| U.S. Government securities | $39,053,000 | 2,276 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $39,053,000 | 2,192 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,353,000 | 3,105 |
| Mortgage-backed securities | $19,577,000 | 1,956 |
| Certificates of participation in pools of residential mortgages | $19,577,000 | 1,511 |
| Issued or guaranteed by U.S. | $19,577,000 | 1,498 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $39,053,000 | 2,537 |
| Total debt securities | $39,053,000 | 2,911 |
| 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 | $49,623,000 | 2,411 |
| U.S. Government securities | $49,623,000 | 1,830 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $49,623,000 | 1,773 |
| 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 | $10,252,000 | 3,247 |
| Mortgage-backed securities | $21,109,000 | 1,871 |
| Certificates of participation in pools of residential mortgages | $21,109,000 | 1,428 |
| Issued or guaranteed by U.S. | $21,109,000 | 1,418 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $49,623,000 | 2,041 |
| Total debt securities | $49,623,000 | 2,359 |
| 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 | $39,400,000 | 2,985 |
| U.S. Government securities | $39,400,000 | 2,289 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $39,400,000 | 2,203 |
| 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 | $10,510,000 | 3,184 |
| Mortgage-backed securities | $22,493,000 | 1,833 |
| Certificates of participation in pools of residential mortgages | $22,493,000 | 1,396 |
| Issued or guaranteed by U.S. | $22,493,000 | 1,385 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $39,400,000 | 2,544 |
| Total debt securities | $39,399,000 | 2,920 |
| 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 | $32,081,000 | 3,467 |
| U.S. Government securities | $32,081,000 | 2,668 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $32,081,000 | 2,585 |
| 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 | $10,333,000 | 3,200 |
| Mortgage-backed securities | $25,507,000 | 1,715 |
| Certificates of participation in pools of residential mortgages | $25,507,000 | 1,285 |
| Issued or guaranteed by U.S. | $25,507,000 | 1,276 |
| 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) | $32,081,000 | 3,006 |
| Total debt securities | $32,081,000 | 3,398 |
| Structured notes | ||
| Amortized cost | $1,003,000 | 1,744 |
| Fair value | $1,004,000 | 1,846 |
| 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 | $34,603,000 | 3,351 |
| U.S. Government securities | $34,603,000 | 2,592 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $34,603,000 | 2,512 |
| 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 | $11,585,000 | 2,891 |
| Mortgage-backed securities | $24,558,000 | 1,777 |
| Certificates of participation in pools of residential mortgages | $24,558,000 | 1,331 |
| Issued or guaranteed by U.S. | $24,558,000 | 1,322 |
| 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) | $34,603,000 | 2,879 |
| Total debt securities | $34,603,000 | 3,293 |
| Structured notes | ||
| Amortized cost | $1,008,000 | 1,592 |
| Fair value | $1,012,000 | 1,616 |
| 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 | $36,558,000 | 3,138 |
| U.S. Government securities | $36,558,000 | 2,423 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $36,558,000 | 2,339 |
| 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 | $7,924,000 | 3,554 |
| Mortgage-backed securities | $24,435,000 | 1,754 |
| Certificates of participation in pools of residential mortgages | $24,435,000 | 1,326 |
| Issued or guaranteed by U.S. | $24,435,000 | 1,322 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $36,558,000 | 2,713 |
| Total debt securities | $36,558,000 | 3,072 |
| Structured notes | ||
| Amortized cost | $1,014,000 | 1,361 |
| Fair value | $1,022,000 | 1,375 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $35,228,000 | 3,174 |
| U.S. Government securities | $35,228,000 | 2,405 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $35,228,000 | 2,309 |
| 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 | $7,185,000 | 3,706 |
| Mortgage-backed securities | $21,397,000 | 1,952 |
| Certificates of participation in pools of residential mortgages | $21,397,000 | 1,456 |
| Issued or guaranteed by U.S. | $21,397,000 | 1,448 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $35,228,000 | 2,735 |
| Total debt securities | $35,228,000 | 3,093 |
| Structured notes | ||
| Amortized cost | $1,019,000 | 1,161 |
| Fair value | $1,024,000 | 1,196 |
| 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 | $38,639,000 | 2,907 |
| U.S. Government securities | $36,568,000 | 2,333 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $36,568,000 | 2,235 |
| 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 | $2,071,000 | 1,065 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,639,000 | 4,187 |
| Mortgage-backed securities | $20,805,000 | 1,970 |
| Certificates of participation in pools of residential mortgages | $20,805,000 | 1,453 |
| Issued or guaranteed by U.S. | $20,805,000 | 1,448 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $38,639,000 | 2,493 |
| Total debt securities | $36,568,000 | 2,956 |
| Structured notes | ||
| Amortized cost | $1,025,000 | 877 |
| Fair value | $1,035,000 | 891 |
| 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 | $39,226,000 | 2,856 |
| U.S. Government securities | $39,130,000 | 2,181 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $39,130,000 | 2,095 |
| 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 | $96,000 | 2,085 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,410,000 | 4,263 |
| Mortgage-backed securities | $3,564,000 | 4,639 |
| Certificates of participation in pools of residential mortgages | $3,564,000 | 3,910 |
| Issued or guaranteed by U.S. | $3,564,000 | 3,896 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $39,226,000 | 2,430 |
| Total debt securities | $39,130,000 | 2,781 |
| 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 | $25,402,000 | 3,804 |
| U.S. Government securities | $25,368,000 | 2,916 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $25,368,000 | 2,765 |
| 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 | $34,000 | 2,152 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,972,000 | 5,990 |
| Mortgage-backed securities | $2,057,000 | 5,229 |
| Certificates of participation in pools of residential mortgages | $2,057,000 | 4,440 |
| Issued or guaranteed by U.S. | $2,057,000 | 4,422 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $25,402,000 | 3,210 |
| Total debt securities | $25,368,000 | 3,720 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $8,831,000 | 7,143 |
| U.S. Government securities | $8,571,000 | 6,315 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $8,571,000 | 5,971 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $260,000 | 5,273 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,000,000 | 5,092 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $8,831,000 | 6,037 |
| Total debt securities | $8,571,000 | 7,081 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $5,131,000 | 8,628 |
| U.S. Government securities | $4,922,000 | 8,086 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $4,922,000 | 7,563 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $209,000 | 5,624 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000,000 | 6,328 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $5,131,000 | 7,378 |
| Total debt securities | $4,922,000 | 8,585 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $222,000 | 10,264 |
| U.S. Government securities | $0 | 10,185 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $0 | 9,927 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $222,000 | 5,234 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $222,000 | 9,329 |
| Total debt securities | $0 | 10,235 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |