Home > First Trust Bank > Securities
First Trust Bank, Securities
| 2012-09-30 | Rank | |
| Total securities | $132,438,000 | 1,157 |
| U.S. Government securities | $113,316,000 | 926 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $113,316,000 | 896 |
| Securities issued by states & political subdivisions | $19,122,000 | 1,825 |
| Other domestic debt securities | $0 | 2,872 |
| 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 | $0 | 2,173 |
| 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 | $33,595,000 | 1,537 |
| Mortgage-backed securities | $51,219,000 | 1,342 |
| Certificates of participation in pools of residential mortgages | $43,962,000 | 1,012 |
| Issued or guaranteed by U.S. | $43,962,000 | 1,012 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $7,257,000 | 1,804 |
| CMOs issued by government agencies or sponsored agencies | $7,257,000 | 1,711 |
| 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) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $132,438,000 | 1,047 |
| Total debt securities | $132,436,000 | 1,143 |
| 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 | $136,694,000 | 1,126 |
| U.S. Government securities | $117,775,000 | 900 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $117,775,000 | 867 |
| Securities issued by states & political subdivisions | $18,919,000 | 1,788 |
| Other domestic debt securities | $0 | 2,873 |
| 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 | $0 | 2,174 |
| 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 | $34,800,000 | 1,505 |
| Mortgage-backed securities | $53,073,000 | 1,331 |
| Certificates of participation in pools of residential mortgages | $44,933,000 | 1,007 |
| Issued or guaranteed by U.S. | $44,933,000 | 1,006 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $8,140,000 | 1,748 |
| CMOs issued by government agencies or sponsored agencies | $8,140,000 | 1,660 |
| 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) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $136,694,000 | 1,017 |
| Total debt securities | $136,694,000 | 1,116 |
| 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 | $144,201,000 | 1,085 |
| U.S. Government securities | $125,556,000 | 877 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $125,556,000 | 846 |
| Securities issued by states & political subdivisions | $18,645,000 | 1,737 |
| Other domestic debt securities | $0 | 2,874 |
| 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 | $0 | 2,176 |
| 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 | $37,041,000 | 1,441 |
| Mortgage-backed securities | $56,225,000 | 1,270 |
| Certificates of participation in pools of residential mortgages | $47,552,000 | 959 |
| Issued or guaranteed by U.S. | $47,552,000 | 958 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $8,673,000 | 1,706 |
| CMOs issued by government agencies or sponsored agencies | $8,673,000 | 1,614 |
| 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) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $144,201,000 | 965 |
| Total debt securities | $144,201,000 | 1,070 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,667 |
| Fair value | $2,006,000 | 1,698 |
| 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 | $151,014,000 | 984 |
| U.S. Government securities | $132,487,000 | 798 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $132,487,000 | 779 |
| Securities issued by states & political subdivisions | $18,527,000 | 1,721 |
| Other domestic debt securities | $0 | 2,876 |
| 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 | $0 | 2,125 |
| 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 | $38,517,000 | 1,319 |
| Mortgage-backed securities | $56,202,000 | 1,216 |
| Certificates of participation in pools of residential mortgages | $46,976,000 | 917 |
| Issued or guaranteed by U.S. | $46,976,000 | 914 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $9,226,000 | 1,653 |
| CMOs issued by government agencies or sponsored agencies | $9,226,000 | 1,499 |
| 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) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $151,014,000 | 875 |
| Total debt securities | $151,014,000 | 974 |
| Structured notes | ||
| Amortized cost | $7,000,000 | 752 |
| Fair value | $7,004,000 | 767 |
| 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 | $154,352,000 | 942 |
| U.S. Government securities | $131,835,000 | 780 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $131,835,000 | 757 |
| Securities issued by states & political subdivisions | $22,517,000 | 1,383 |
| Other domestic debt securities | $0 | 2,858 |
| 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 | $0 | 2,094 |
| 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 | $48,468,000 | 1,059 |
| Mortgage-backed securities | $52,451,000 | 1,243 |
| Certificates of participation in pools of residential mortgages | $44,814,000 | 926 |
| Issued or guaranteed by U.S. | $44,814,000 | 923 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $7,637,000 | 1,789 |
| CMOs issued by government agencies or sponsored agencies | $7,637,000 | 1,617 |
| 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) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $154,352,000 | 840 |
| Total debt securities | $154,352,000 | 933 |
| Structured notes | ||
| Amortized cost | $8,953,000 | 654 |
| Fair value | $8,985,000 | 653 |
| 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 | $137,317,000 | 1,053 |
| U.S. Government securities | $109,572,000 | 930 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $109,572,000 | 900 |
| Securities issued by states & political subdivisions | $27,745,000 | 1,053 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $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 | $47,228,000 | 1,108 |
| Mortgage-backed securities | $43,815,000 | 1,375 |
| Certificates of participation in pools of residential mortgages | $36,794,000 | 1,044 |
| Issued or guaranteed by U.S. | $36,794,000 | 1,040 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $7,021,000 | 1,826 |
| CMOs issued by government agencies or sponsored agencies | $7,021,000 | 1,651 |
| 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) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $137,317,000 | 935 |
| Total debt securities | $137,317,000 | 1,038 |
| Structured notes | ||
| Amortized cost | $4,563,000 | 1,249 |
| Fair value | $4,628,000 | 1,245 |
| 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 | $133,624,000 | 1,077 |
| U.S. Government securities | $101,223,000 | 995 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $101,223,000 | 950 |
| Securities issued by states & political subdivisions | $29,289,000 | 987 |
| Other domestic debt securities | $3,112,000 | 1,303 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $3,112,000 | 824 |
| 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 | $35,312,000 | 1,394 |
| Mortgage-backed securities | $37,805,000 | 1,505 |
| Certificates of participation in pools of residential mortgages | $32,738,000 | 1,125 |
| Issued or guaranteed by U.S. | $32,738,000 | 1,118 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $5,067,000 | 1,986 |
| CMOs issued by government agencies or sponsored agencies | $5,067,000 | 1,802 |
| 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) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $133,624,000 | 950 |
| Total debt securities | $133,624,000 | 1,065 |
| Structured notes | ||
| Amortized cost | $4,655,000 | 1,301 |
| Fair value | $4,639,000 | 1,294 |
| 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 | $117,077,000 | 1,166 |
| U.S. Government securities | $85,137,000 | 1,112 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $85,137,000 | 1,061 |
| Securities issued by states & political subdivisions | $28,857,000 | 970 |
| Other domestic debt securities | $3,083,000 | 1,393 |
| 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 | $3,083,000 | 827 |
| 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 | $38,649,000 | 1,304 |
| Mortgage-backed securities | $35,226,000 | 1,531 |
| Certificates of participation in pools of residential mortgages | $29,603,000 | 1,163 |
| Issued or guaranteed by U.S. | $29,603,000 | 1,152 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $5,623,000 | 1,900 |
| CMOs issued by government agencies or sponsored agencies | $5,623,000 | 1,692 |
| 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) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $117,077,000 | 1,043 |
| Total debt securities | $117,077,000 | 1,155 |
| Structured notes | ||
| Amortized cost | $4,815,000 | 1,177 |
| Fair value | $4,863,000 | 1,160 |
| 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 | $97,656,000 | 1,359 |
| U.S. Government securities | $63,942,000 | 1,399 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $63,942,000 | 1,344 |
| Securities issued by states & political subdivisions | $30,591,000 | 875 |
| Other domestic debt securities | $3,123,000 | 1,432 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $3,123,000 | 818 |
| 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 | $38,682,000 | 1,302 |
| Mortgage-backed securities | $34,767,000 | 1,542 |
| Certificates of participation in pools of residential mortgages | $28,309,000 | 1,188 |
| Issued or guaranteed by U.S. | $28,309,000 | 1,178 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $6,458,000 | 1,782 |
| CMOs issued by government agencies or sponsored agencies | $6,458,000 | 1,569 |
| 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) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $97,656,000 | 1,210 |
| Total debt securities | $97,656,000 | 1,338 |
| Structured notes | ||
| Amortized cost | $4,522,000 | 1,213 |
| Fair value | $4,632,000 | 1,202 |
| 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 | $94,521,000 | 1,394 |
| U.S. Government securities | $61,566,000 | 1,478 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $61,566,000 | 1,423 |
| Securities issued by states & political subdivisions | $28,498,000 | 888 |
| Other domestic debt securities | $4,457,000 | 1,219 |
| Privately issued residential mortgage-backed securities | $1,425,000 | 908 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $3,032,000 | 808 |
| 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 | $43,588,000 | 1,186 |
| Mortgage-backed securities | $33,542,000 | 1,552 |
| Certificates of participation in pools of residential mortgages | $27,002,000 | 1,213 |
| Issued or guaranteed by U.S. | $27,002,000 | 1,208 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $6,540,000 | 1,718 |
| CMOs issued by government agencies or sponsored agencies | $5,115,000 | 1,648 |
| Privately issued | $1,425,000 | 874 |
| 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) | $28,498,000 | 543 |
| Available-for-sale securities (fair market value) | $66,023,000 | 1,658 |
| Total debt securities | $94,521,000 | 1,373 |
| Structured notes | ||
| Amortized cost | $5,238,000 | 1,120 |
| Fair value | $5,420,000 | 1,108 |
| 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 | $98,860,000 | 1,324 |
| U.S. Government securities | $67,372,000 | 1,366 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $67,372,000 | 1,316 |
| Securities issued by states & political subdivisions | $26,897,000 | 911 |
| Other domestic debt securities | $4,591,000 | 1,236 |
| Privately issued residential mortgage-backed securities | $1,518,000 | 943 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $3,073,000 | 818 |
| 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 | $50,803,000 | 1,061 |
| Mortgage-backed securities | $35,290,000 | 1,534 |
| Certificates of participation in pools of residential mortgages | $28,305,000 | 1,243 |
| Issued or guaranteed by U.S. | $28,305,000 | 1,239 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $6,985,000 | 1,631 |
| CMOs issued by government agencies or sponsored agencies | $5,467,000 | 1,540 |
| Privately issued | $1,518,000 | 905 |
| 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) | $26,897,000 | 577 |
| Available-for-sale securities (fair market value) | $71,963,000 | 1,573 |
| Total debt securities | $98,859,000 | 1,305 |
| Structured notes | ||
| Amortized cost | $3,958,000 | 1,222 |
| Fair value | $4,151,000 | 1,129 |
| 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 | $103,758,000 | 1,249 |
| U.S. Government securities | $73,312,000 | 1,236 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $73,312,000 | 1,189 |
| Securities issued by states & political subdivisions | $25,781,000 | 954 |
| Other domestic debt securities | $4,665,000 | 1,278 |
| Privately issued residential mortgage-backed securities | $1,618,000 | 950 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $3,047,000 | 834 |
| 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 | $53,242,000 | 1,017 |
| Mortgage-backed securities | $37,340,000 | 1,497 |
| Certificates of participation in pools of residential mortgages | $29,795,000 | 1,242 |
| Issued or guaranteed by U.S. | $29,795,000 | 1,237 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $7,545,000 | 1,562 |
| CMOs issued by government agencies or sponsored agencies | $5,927,000 | 1,465 |
| Privately issued | $1,618,000 | 913 |
| 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) | $25,781,000 | 605 |
| Available-for-sale securities (fair market value) | $77,977,000 | 1,431 |
| Total debt securities | $103,758,000 | 1,230 |
| Structured notes | ||
| Amortized cost | $4,196,000 | 912 |
| Fair value | $4,384,000 | 891 |
| 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 | $105,107,000 | 1,219 |
| U.S. Government securities | $77,895,000 | 1,134 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $77,895,000 | 1,097 |
| Securities issued by states & political subdivisions | $22,607,000 | 1,088 |
| Other domestic debt securities | $4,605,000 | 1,347 |
| Privately issued residential mortgage-backed securities | $1,821,000 | 979 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $2,784,000 | 940 |
| 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 | $53,811,000 | 998 |
| Mortgage-backed securities | $41,857,000 | 1,399 |
| Certificates of participation in pools of residential mortgages | $34,927,000 | 1,115 |
| Issued or guaranteed by U.S. | $34,927,000 | 1,107 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $6,930,000 | 1,626 |
| CMOs issued by government agencies or sponsored agencies | $5,109,000 | 1,523 |
| Privately issued | $1,821,000 | 939 |
| 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) | $22,607,000 | 685 |
| Available-for-sale securities (fair market value) | $82,500,000 | 1,333 |
| Total debt securities | $105,107,000 | 1,202 |
| Structured notes | ||
| Amortized cost | $4,390,000 | 640 |
| Fair value | $4,625,000 | 608 |
| 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 | $95,992,000 | 1,303 |
| U.S. Government securities | $73,188,000 | 1,179 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $73,188,000 | 1,143 |
| Securities issued by states & political subdivisions | $18,334,000 | 1,312 |
| Other domestic debt securities | $4,470,000 | 1,410 |
| Privately issued residential mortgage-backed securities | $2,014,000 | 970 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $2,456,000 | 1,020 |
| 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 | $50,770,000 | 1,051 |
| Mortgage-backed securities | $43,532,000 | 1,343 |
| Certificates of participation in pools of residential mortgages | $36,174,000 | 1,098 |
| Issued or guaranteed by U.S. | $36,174,000 | 1,088 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $7,358,000 | 1,574 |
| CMOs issued by government agencies or sponsored agencies | $5,344,000 | 1,470 |
| Privately issued | $2,014,000 | 931 |
| 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) | $18,334,000 | 803 |
| Available-for-sale securities (fair market value) | $77,658,000 | 1,396 |
| Total debt securities | $95,992,000 | 1,280 |
| Structured notes | ||
| Amortized cost | $4,688,000 | 378 |
| Fair value | $4,801,000 | 364 |
| 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 | $95,963,000 | 1,296 |
| U.S. Government securities | $78,029,000 | 1,119 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $78,029,000 | 1,085 |
| Securities issued by states & political subdivisions | $13,678,000 | 1,676 |
| Other domestic debt securities | $4,256,000 | 1,351 |
| Privately issued residential mortgage-backed securities | $2,351,000 | 954 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,905,000 | 1,182 |
| 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 | $55,282,000 | 999 |
| Mortgage-backed securities | $47,429,000 | 1,279 |
| Certificates of participation in pools of residential mortgages | $39,346,000 | 1,063 |
| Issued or guaranteed by U.S. | $39,346,000 | 1,051 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $8,083,000 | 1,506 |
| CMOs issued by government agencies or sponsored agencies | $5,732,000 | 1,423 |
| Privately issued | $2,351,000 | 917 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,678,000 | 962 |
| Available-for-sale securities (fair market value) | $82,285,000 | 1,306 |
| Total debt securities | $95,963,000 | 1,276 |
| Structured notes | ||
| Amortized cost | $5,090,000 | 233 |
| Fair value | $5,269,000 | 226 |
| 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 | $89,745,000 | 1,356 |
| U.S. Government securities | $71,337,000 | 1,202 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $71,337,000 | 1,170 |
| Securities issued by states & political subdivisions | $13,342,000 | 1,665 |
| Other domestic debt securities | $5,066,000 | 1,201 |
| Privately issued residential mortgage-backed securities | $2,531,000 | 890 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,535,000 | 973 |
| 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 | $60,816,000 | 938 |
| Mortgage-backed securities | $41,928,000 | 1,353 |
| Certificates of participation in pools of residential mortgages | $33,307,000 | 1,186 |
| Issued or guaranteed by U.S. | $33,307,000 | 1,177 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $8,621,000 | 1,411 |
| CMOs issued by government agencies or sponsored agencies | $6,090,000 | 1,350 |
| Privately issued | $2,531,000 | 855 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,342,000 | 968 |
| Available-for-sale securities (fair market value) | $76,403,000 | 1,390 |
| Total debt securities | $89,745,000 | 1,340 |
| Structured notes | ||
| Amortized cost | $5,355,000 | 260 |
| Fair value | $5,574,000 | 250 |
| 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 | $85,866,000 | 1,385 |
| U.S. Government securities | $69,930,000 | 1,200 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $69,930,000 | 1,172 |
| Securities issued by states & political subdivisions | $11,471,000 | 1,847 |
| Other domestic debt securities | $4,465,000 | 1,262 |
| Privately issued residential mortgage-backed securities | $2,631,000 | 877 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,834,000 | 1,155 |
| 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 | $58,587,000 | 940 |
| Mortgage-backed securities | $42,060,000 | 1,284 |
| Certificates of participation in pools of residential mortgages | $33,191,000 | 1,135 |
| Issued or guaranteed by U.S. | $33,191,000 | 1,124 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $8,869,000 | 1,340 |
| CMOs issued by government agencies or sponsored agencies | $6,238,000 | 1,267 |
| Privately issued | $2,631,000 | 838 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,471,000 | 1,066 |
| Available-for-sale securities (fair market value) | $74,395,000 | 1,378 |
| Total debt securities | $85,866,000 | 1,357 |
| Structured notes | ||
| Amortized cost | $5,468,000 | 236 |
| Fair value | $5,492,000 | 232 |
| 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 | $78,247,000 | 1,534 |
| U.S. Government securities | $62,776,000 | 1,352 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $62,776,000 | 1,320 |
| Securities issued by states & political subdivisions | $9,794,000 | 2,109 |
| Other domestic debt securities | $5,677,000 | 1,157 |
| Privately issued residential mortgage-backed securities | $2,703,000 | 872 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,974,000 | 957 |
| 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 | $51,947,000 | 1,012 |
| Mortgage-backed securities | $42,757,000 | 1,268 |
| Certificates of participation in pools of residential mortgages | $33,513,000 | 1,114 |
| Issued or guaranteed by U.S. | $33,513,000 | 1,101 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $9,244,000 | 1,306 |
| CMOs issued by government agencies or sponsored agencies | $6,541,000 | 1,243 |
| Privately issued | $2,703,000 | 828 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,794,000 | 1,161 |
| Available-for-sale securities (fair market value) | $68,453,000 | 1,520 |
| Total debt securities | $78,247,000 | 1,505 |
| Structured notes | ||
| Amortized cost | $5,589,000 | 248 |
| Fair value | $5,564,000 | 245 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $76,305,000 | 1,551 |
| U.S. Government securities | $60,947,000 | 1,369 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $60,947,000 | 1,341 |
| Securities issued by states & political subdivisions | $9,349,000 | 2,173 |
| Other domestic debt securities | $6,009,000 | 1,101 |
| Privately issued residential mortgage-backed securities | $2,794,000 | 819 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,215,000 | 898 |
| 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 | $60,183,000 | 883 |
| Mortgage-backed securities | $40,468,000 | 1,274 |
| Certificates of participation in pools of residential mortgages | $30,510,000 | 1,151 |
| Issued or guaranteed by U.S. | $30,510,000 | 1,139 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $9,958,000 | 1,237 |
| CMOs issued by government agencies or sponsored agencies | $7,164,000 | 1,181 |
| Privately issued | $2,794,000 | 780 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,349,000 | 1,182 |
| Available-for-sale securities (fair market value) | $66,956,000 | 1,553 |
| Total debt securities | $76,305,000 | 1,515 |
| Structured notes | ||
| Amortized cost | $5,756,000 | 244 |
| Fair value | $5,737,000 | 246 |
| 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 | $67,771,000 | 1,723 |
| U.S. Government securities | $54,924,000 | 1,526 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $54,924,000 | 1,499 |
| Securities issued by states & political subdivisions | $9,842,000 | 2,091 |
| Other domestic debt securities | $3,005,000 | 1,394 |
| Privately issued residential mortgage-backed securities | $3,005,000 | 739 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,511,000 | 952 |
| Mortgage-backed securities | $31,903,000 | 1,373 |
| Certificates of participation in pools of residential mortgages | $21,568,000 | 1,333 |
| Issued or guaranteed by U.S. | $21,568,000 | 1,326 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $10,335,000 | 1,138 |
| CMOs issued by government agencies or sponsored agencies | $7,330,000 | 1,111 |
| Privately issued | $3,005,000 | 700 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,842,000 | 1,205 |
| Available-for-sale securities (fair market value) | $57,929,000 | 1,754 |
| Total debt securities | $67,771,000 | 1,682 |
| Structured notes | ||
| Amortized cost | $5,914,000 | 430 |
| Fair value | $5,888,000 | 430 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $62,054,000 | 1,868 |
| U.S. Government securities | $51,261,000 | 1,646 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $51,261,000 | 1,611 |
| Securities issued by states & political subdivisions | $7,700,000 | 2,424 |
| Other domestic debt securities | $3,093,000 | 1,331 |
| Privately issued residential mortgage-backed securities | $3,093,000 | 698 |
| 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 | $51,887,000 | 961 |
| Mortgage-backed securities | $32,438,000 | 1,274 |
| Certificates of participation in pools of residential mortgages | $21,801,000 | 1,228 |
| Issued or guaranteed by U.S. | $21,801,000 | 1,220 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $10,637,000 | 1,066 |
| CMOs issued by government agencies or sponsored agencies | $7,544,000 | 1,056 |
| Privately issued | $3,093,000 | 660 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,700,000 | 1,435 |
| Available-for-sale securities (fair market value) | $54,354,000 | 1,845 |
| Total debt securities | $62,054,000 | 1,828 |
| Structured notes | ||
| Amortized cost | $6,055,000 | 520 |
| Fair value | $5,953,000 | 534 |
| 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 | $61,016,000 | 1,881 |
| U.S. Government securities | $50,051,000 | 1,689 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $50,051,000 | 1,644 |
| Securities issued by states & political subdivisions | $7,703,000 | 2,429 |
| Other domestic debt securities | $3,262,000 | 1,241 |
| Privately issued residential mortgage-backed securities | $3,262,000 | 641 |
| 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 | $45,365,000 | 1,064 |
| Mortgage-backed securities | $33,296,000 | 1,224 |
| Certificates of participation in pools of residential mortgages | $22,185,000 | 1,194 |
| Issued or guaranteed by U.S. | $22,185,000 | 1,186 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $11,111,000 | 997 |
| CMOs issued by government agencies or sponsored agencies | $7,849,000 | 1,003 |
| Privately issued | $3,262,000 | 604 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,703,000 | 1,447 |
| Available-for-sale securities (fair market value) | $53,313,000 | 1,859 |
| Total debt securities | $61,016,000 | 1,843 |
| Structured notes | ||
| Amortized cost | $6,252,000 | 537 |
| Fair value | $6,252,000 | 532 |
| 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 | $62,116,000 | 1,881 |
| U.S. Government securities | $52,636,000 | 1,623 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $52,636,000 | 1,580 |
| Securities issued by states & political subdivisions | $6,042,000 | 2,810 |
| Other domestic debt securities | $3,438,000 | 1,223 |
| Privately issued residential mortgage-backed securities | $3,438,000 | 617 |
| 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 | $44,410,000 | 1,098 |
| Mortgage-backed securities | $35,700,000 | 1,160 |
| Certificates of participation in pools of residential mortgages | $23,819,000 | 1,125 |
| Issued or guaranteed by U.S. | $23,819,000 | 1,116 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $11,881,000 | 946 |
| CMOs issued by government agencies or sponsored agencies | $8,443,000 | 951 |
| Privately issued | $3,438,000 | 574 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,042,000 | 1,656 |
| Available-for-sale securities (fair market value) | $56,074,000 | 1,775 |
| Total debt securities | $62,117,000 | 1,845 |
| Structured notes | ||
| Amortized cost | $6,470,000 | 561 |
| Fair value | $6,466,000 | 551 |
| 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 | $63,398,000 | 1,870 |
| U.S. Government securities | $53,769,000 | 1,637 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $53,769,000 | 1,597 |
| Securities issued by states & political subdivisions | $6,046,000 | 2,825 |
| Other domestic debt securities | $3,583,000 | 1,200 |
| Privately issued residential mortgage-backed securities | $3,583,000 | 593 |
| 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 | $22,471,000 | 1,999 |
| Mortgage-backed securities | $36,871,000 | 1,153 |
| Certificates of participation in pools of residential mortgages | $24,493,000 | 1,124 |
| Issued or guaranteed by U.S. | $24,493,000 | 1,114 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $12,378,000 | 928 |
| CMOs issued by government agencies or sponsored agencies | $8,795,000 | 927 |
| Privately issued | $3,583,000 | 561 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,046,000 | 1,696 |
| Available-for-sale securities (fair market value) | $57,352,000 | 1,766 |
| Total debt securities | $63,399,000 | 1,834 |
| Structured notes | ||
| Amortized cost | $6,654,000 | 563 |
| Fair value | $6,648,000 | 563 |
| 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 | $63,134,000 | 1,891 |
| U.S. Government securities | $53,353,000 | 1,673 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $53,353,000 | 1,630 |
| Securities issued by states & political subdivisions | $6,050,000 | 2,811 |
| Other domestic debt securities | $3,731,000 | 1,178 |
| Privately issued residential mortgage-backed securities | $3,731,000 | 579 |
| 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 | $41,435,000 | 1,158 |
| Mortgage-backed securities | $38,370,000 | 1,139 |
| Certificates of participation in pools of residential mortgages | $25,372,000 | 1,108 |
| Issued or guaranteed by U.S. | $25,372,000 | 1,099 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $12,998,000 | 893 |
| CMOs issued by government agencies or sponsored agencies | $9,267,000 | 884 |
| Privately issued | $3,731,000 | 544 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,050,000 | 1,754 |
| Available-for-sale securities (fair market value) | $57,084,000 | 1,784 |
| Total debt securities | $63,134,000 | 1,848 |
| Structured notes | ||
| Amortized cost | $6,842,000 | 595 |
| Fair value | $6,859,000 | 582 |
| 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 | $63,648,000 | 1,883 |
| U.S. Government securities | $53,750,000 | 1,663 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $53,750,000 | 1,615 |
| Securities issued by states & political subdivisions | $6,053,000 | 2,774 |
| Other domestic debt securities | $3,845,000 | 1,165 |
| Privately issued residential mortgage-backed securities | $3,845,000 | 563 |
| 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 | $27,710,000 | 1,620 |
| Mortgage-backed securities | $38,866,000 | 1,139 |
| Certificates of participation in pools of residential mortgages | $25,484,000 | 1,117 |
| Issued or guaranteed by U.S. | $25,484,000 | 1,110 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $13,382,000 | 878 |
| CMOs issued by government agencies or sponsored agencies | $9,537,000 | 864 |
| Privately issued | $3,845,000 | 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) | $6,053,000 | 1,754 |
| Available-for-sale securities (fair market value) | $57,595,000 | 1,759 |
| Total debt securities | $63,648,000 | 1,847 |
| Structured notes | ||
| Amortized cost | $7,067,000 | 603 |
| Fair value | $7,083,000 | 587 |
| 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 | $65,493,000 | 1,852 |
| U.S. Government securities | $53,569,000 | 1,700 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $53,569,000 | 1,646 |
| Securities issued by states & political subdivisions | $6,442,000 | 2,665 |
| Other domestic debt securities | $5,482,000 | 1,005 |
| Privately issued residential mortgage-backed securities | $5,482,000 | 500 |
| 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 | $37,236,000 | 1,261 |
| Mortgage-backed securities | $39,913,000 | 1,122 |
| Certificates of participation in pools of residential mortgages | $26,345,000 | 1,102 |
| Issued or guaranteed by U.S. | $26,345,000 | 1,094 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $13,568,000 | 869 |
| CMOs issued by government agencies or sponsored agencies | $8,086,000 | 961 |
| Privately issued | $5,482,000 | 471 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,442,000 | 1,728 |
| Available-for-sale securities (fair market value) | $59,051,000 | 1,734 |
| Total debt securities | $65,493,000 | 1,807 |
| Structured notes | ||
| Amortized cost | $7,307,000 | 603 |
| Fair value | $7,323,000 | 596 |
| 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 | $67,585,000 | 1,797 |
| U.S. Government securities | $55,334,000 | 1,650 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $55,334,000 | 1,593 |
| Securities issued by states & political subdivisions | $6,448,000 | 2,662 |
| Other domestic debt securities | $5,803,000 | 989 |
| Privately issued residential mortgage-backed securities | $5,803,000 | 477 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,180,000 | 1,771 |
| Mortgage-backed securities | $41,691,000 | 1,103 |
| Certificates of participation in pools of residential mortgages | $27,566,000 | 1,085 |
| Issued or guaranteed by U.S. | $27,566,000 | 1,075 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $14,125,000 | 848 |
| CMOs issued by government agencies or sponsored agencies | $8,322,000 | 939 |
| Privately issued | $5,803,000 | 452 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,448,000 | 1,762 |
| Available-for-sale securities (fair market value) | $61,137,000 | 1,692 |
| Total debt securities | $67,585,000 | 1,758 |
| Structured notes | ||
| Amortized cost | $7,550,000 | 580 |
| Fair value | $7,565,000 | 576 |
| 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 | $62,304,000 | 1,933 |
| U.S. Government securities | $49,640,000 | 1,801 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $49,640,000 | 1,732 |
| Securities issued by states & political subdivisions | $6,454,000 | 2,648 |
| Other domestic debt securities | $6,210,000 | 972 |
| Privately issued residential mortgage-backed securities | $6,210,000 | 455 |
| 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 | $23,194,000 | 1,852 |
| Mortgage-backed securities | $43,958,000 | 1,064 |
| Certificates of participation in pools of residential mortgages | $29,152,000 | 1,072 |
| Issued or guaranteed by U.S. | $29,152,000 | 1,063 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $14,806,000 | 828 |
| CMOs issued by government agencies or sponsored agencies | $8,596,000 | 944 |
| Privately issued | $6,210,000 | 428 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,454,000 | 1,770 |
| Available-for-sale securities (fair market value) | $55,850,000 | 1,783 |
| Total debt securities | $62,303,000 | 1,886 |
| Structured notes | ||
| Amortized cost | $4,916,000 | 901 |
| Fair value | $4,920,000 | 881 |
| 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 | $54,850,000 | 2,169 |
| U.S. Government securities | $40,277,000 | 2,189 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $40,277,000 | 2,112 |
| Securities issued by states & political subdivisions | $6,460,000 | 2,617 |
| Other domestic debt securities | $8,113,000 | 848 |
| Privately issued residential mortgage-backed securities | $8,113,000 | 401 |
| 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 | $15,996,000 | 2,482 |
| Mortgage-backed securities | $35,664,000 | 1,260 |
| Certificates of participation in pools of residential mortgages | $21,738,000 | 1,354 |
| Issued or guaranteed by U.S. | $21,738,000 | 1,341 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $13,926,000 | 878 |
| CMOs issued by government agencies or sponsored agencies | $5,813,000 | 1,218 |
| Privately issued | $8,113,000 | 379 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,460,000 | 1,796 |
| Available-for-sale securities (fair market value) | $48,390,000 | 2,057 |
| Total debt securities | $54,850,000 | 2,126 |
| Structured notes | ||
| Amortized cost | $5,218,000 | 801 |
| Fair value | $5,221,000 | 800 |
| 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 | $42,948,000 | 2,720 |
| U.S. Government securities | $33,222,000 | 2,622 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $33,222,000 | 2,525 |
| Securities issued by states & political subdivisions | $6,466,000 | 2,614 |
| Other domestic debt securities | $3,260,000 | 1,387 |
| Privately issued residential mortgage-backed securities | $3,260,000 | 550 |
| 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 | $16,329,000 | 2,448 |
| Mortgage-backed securities | $31,454,000 | 1,405 |
| Certificates of participation in pools of residential mortgages | $22,353,000 | 1,354 |
| Issued or guaranteed by U.S. | $22,353,000 | 1,344 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $9,101,000 | 1,146 |
| CMOs issued by government agencies or sponsored agencies | $5,841,000 | 1,245 |
| Privately issued | $3,260,000 | 513 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,466,000 | 1,814 |
| Available-for-sale securities (fair market value) | $36,482,000 | 2,668 |
| Total debt securities | $42,948,000 | 2,674 |
| Structured notes | ||
| Amortized cost | $3,015,000 | 1,206 |
| Fair value | $3,016,000 | 1,205 |
| 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 | $41,903,000 | 2,788 |
| U.S. Government securities | $33,978,000 | 2,585 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $33,978,000 | 2,478 |
| Securities issued by states & political subdivisions | $6,472,000 | 2,636 |
| Other domestic debt securities | $1,453,000 | 2,044 |
| Privately issued residential mortgage-backed securities | $1,453,000 | 691 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,098,000 | 2,334 |
| Mortgage-backed securities | $31,399,000 | 1,437 |
| Certificates of participation in pools of residential mortgages | $23,840,000 | 1,312 |
| Issued or guaranteed by U.S. | $23,840,000 | 1,304 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $7,559,000 | 1,258 |
| CMOs issued by government agencies or sponsored agencies | $6,106,000 | 1,232 |
| Privately issued | $1,453,000 | 645 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,472,000 | 1,829 |
| Available-for-sale securities (fair market value) | $35,431,000 | 2,747 |
| Total debt securities | $41,903,000 | 2,730 |
| 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 | $39,481,000 | 2,919 |
| U.S. Government securities | $33,003,000 | 2,630 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $33,003,000 | 2,533 |
| Securities issued by states & political subdivisions | $6,478,000 | 2,663 |
| 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 | $18,181,000 | 2,192 |
| Mortgage-backed securities | $28,920,000 | 1,522 |
| Certificates of participation in pools of residential mortgages | $25,109,000 | 1,270 |
| Issued or guaranteed by U.S. | $25,109,000 | 1,261 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,811,000 | 1,727 |
| CMOs issued by government agencies or sponsored agencies | $3,811,000 | 1,533 |
| 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) | $6,478,000 | 1,850 |
| Available-for-sale securities (fair market value) | $33,003,000 | 2,904 |
| Total debt securities | $39,481,000 | 2,863 |
| 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 | $39,864,000 | 2,953 |
| U.S. Government securities | $33,380,000 | 2,628 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $33,380,000 | 2,528 |
| Securities issued by states & political subdivisions | $6,484,000 | 2,639 |
| 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 | $24,666,000 | 1,687 |
| Mortgage-backed securities | $29,271,000 | 1,533 |
| Certificates of participation in pools of residential mortgages | $25,550,000 | 1,272 |
| Issued or guaranteed by U.S. | $25,550,000 | 1,263 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,721,000 | 1,784 |
| CMOs issued by government agencies or sponsored agencies | $3,721,000 | 1,575 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,484,000 | 1,853 |
| Available-for-sale securities (fair market value) | $33,380,000 | 2,916 |
| Total debt securities | $39,864,000 | 2,892 |
| 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 | $37,144,000 | 3,109 |
| U.S. Government securities | $32,164,000 | 2,660 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $32,164,000 | 2,577 |
| Securities issued by states & political subdivisions | $4,980,000 | 3,090 |
| 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 | $27,743,000 | 1,510 |
| Mortgage-backed securities | $27,974,000 | 1,601 |
| Certificates of participation in pools of residential mortgages | $24,036,000 | 1,331 |
| Issued or guaranteed by U.S. | $24,036,000 | 1,324 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $3,938,000 | 1,803 |
| CMOs issued by government agencies or sponsored agencies | $3,938,000 | 1,592 |
| 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) | $4,980,000 | 2,045 |
| Available-for-sale securities (fair market value) | $32,164,000 | 3,001 |
| Total debt securities | $37,145,000 | 3,042 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $38,056,000 | 3,101 |
| U.S. Government securities | $33,070,000 | 2,705 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $33,070,000 | 2,618 |
| Securities issued by states & political subdivisions | $4,986,000 | 3,095 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,739,000 | 1,708 |
| Mortgage-backed securities | $28,861,000 | 1,570 |
| Certificates of participation in pools of residential mortgages | $25,015,000 | 1,312 |
| Issued or guaranteed by U.S. | $25,015,000 | 1,304 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $3,846,000 | 1,807 |
| CMOs issued by government agencies or sponsored agencies | $3,846,000 | 1,693 |
| 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) | $4,986,000 | 2,088 |
| Available-for-sale securities (fair market value) | $33,070,000 | 2,974 |
| Total debt securities | $38,056,000 | 3,036 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $39,233,000 | 2,984 |
| U.S. Government securities | $34,241,000 | 2,562 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $34,241,000 | 2,478 |
| Securities issued by states & political subdivisions | $4,992,000 | 3,092 |
| 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 | $19,624,000 | 1,909 |
| Mortgage-backed securities | $28,476,000 | 1,577 |
| Certificates of participation in pools of residential mortgages | $24,588,000 | 1,316 |
| Issued or guaranteed by U.S. | $24,588,000 | 1,312 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $3,888,000 | 1,810 |
| CMOs issued by government agencies or sponsored agencies | $3,888,000 | 1,685 |
| 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) | $4,992,000 | 2,081 |
| Available-for-sale securities (fair market value) | $34,241,000 | 2,850 |
| Total debt securities | $39,231,000 | 2,909 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $35,080,000 | 3,183 |
| U.S. Government securities | $30,083,000 | 2,731 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $30,083,000 | 2,632 |
| Securities issued by states & political subdivisions | $4,997,000 | 3,040 |
| 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 | $21,161,000 | 1,767 |
| Mortgage-backed securities | $21,722,000 | 1,938 |
| Certificates of participation in pools of residential mortgages | $17,685,000 | 1,655 |
| Issued or guaranteed by U.S. | $17,685,000 | 1,646 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $4,037,000 | 1,909 |
| CMOs issued by government agencies or sponsored agencies | $4,037,000 | 1,795 |
| 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) | $4,997,000 | 2,078 |
| Available-for-sale securities (fair market value) | $30,083,000 | 3,072 |
| Total debt securities | $35,082,000 | 3,104 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $37,819,000 | 2,956 |
| U.S. Government securities | $32,816,000 | 2,515 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $32,816,000 | 2,412 |
| Securities issued by states & political subdivisions | $5,003,000 | 2,945 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,482,000 | 2,062 |
| Mortgage-backed securities | $22,443,000 | 1,886 |
| Certificates of participation in pools of residential mortgages | $19,966,000 | 1,501 |
| Issued or guaranteed by U.S. | $19,966,000 | 1,496 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,477,000 | 2,396 |
| CMOs issued by government agencies or sponsored agencies | $2,477,000 | 2,264 |
| 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) | $5,003,000 | 2,125 |
| Available-for-sale securities (fair market value) | $32,816,000 | 2,846 |
| Total debt securities | $37,819,000 | 2,874 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $42,188,000 | 2,672 |
| U.S. Government securities | $37,180,000 | 2,276 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $37,180,000 | 2,184 |
| Securities issued by states & political subdivisions | $5,008,000 | 2,922 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,672,000 | 1,960 |
| Mortgage-backed securities | $25,720,000 | 1,678 |
| Certificates of participation in pools of residential mortgages | $23,173,000 | 1,310 |
| Issued or guaranteed by U.S. | $23,173,000 | 1,306 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $2,547,000 | 2,426 |
| CMOs issued by government agencies or sponsored agencies | $2,547,000 | 2,315 |
| 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) | $5,008,000 | 2,176 |
| Available-for-sale securities (fair market value) | $37,180,000 | 2,545 |
| Total debt securities | $42,188,000 | 2,597 |
| 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 | $34,228,000 | 3,029 |
| U.S. Government securities | $30,187,000 | 2,530 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $30,187,000 | 2,400 |
| Securities issued by states & political subdivisions | $4,041,000 | 3,234 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,272,000 | 2,299 |
| Mortgage-backed securities | $22,220,000 | 1,691 |
| Certificates of participation in pools of residential mortgages | $22,220,000 | 1,193 |
| Issued or guaranteed by U.S. | $22,220,000 | 1,184 |
| 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) | $4,041,000 | 2,490 |
| Available-for-sale securities (fair market value) | $30,187,000 | 2,795 |
| Total debt securities | $34,228,000 | 2,965 |
| Structured notes | ||
| Amortized cost | $103,000 | 846 |
| Fair value | $103,000 | 844 |
| 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 | $30,460,000 | 3,401 |
| U.S. Government securities | $30,346,000 | 2,611 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $30,346,000 | 2,411 |
| 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 | $114,000 | 6,663 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,457,000 | 2,301 |
| Mortgage-backed securities | $12,827,000 | 1,998 |
| Certificates of participation in pools of residential mortgages | $12,827,000 | 1,474 |
| Issued or guaranteed by U.S. | $12,827,000 | 1,460 |
| 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) | $30,460,000 | 2,727 |
| Total debt securities | $30,346,000 | 3,306 |
| Structured notes | ||
| Amortized cost | $918,000 | 437 |
| Fair value | $934,000 | 404 |
| 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 | $17,369,000 | 5,301 |
| U.S. Government securities | $17,303,000 | 4,307 |
| U.S. Treasury securities | $989,000 | 3,861 |
| U.S. Government agency obligations | $16,314,000 | 4,057 |
| 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 | $66,000 | 7,129 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,891,000 | 5,188 |
| Mortgage-backed securities | $5,657,000 | 3,383 |
| Certificates of participation in pools of residential mortgages | $5,657,000 | 2,611 |
| Issued or guaranteed by U.S. | $5,657,000 | 2,598 |
| 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) | $17,369,000 | 4,284 |
| Total debt securities | $17,303,000 | 5,203 |
| 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 |