Home > Foundation Bank > Securities
Foundation Bank, Securities
| 2016-06-30 | Rank | |
| Total securities | $91,132,000 | 1,499 |
| U.S. Government securities | $71,975,000 | 1,200 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $71,975,000 | 1,143 |
| Securities issued by states & political subdivisions | $18,609,000 | 1,968 |
| Other domestic debt securities | $548,000 | 1,819 |
| Privately issued residential mortgage-backed securities | $548,000 | 421 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,975,000 | 824 |
| Mortgage-backed securities | $63,325,000 | 947 |
| Certificates of participation in pools of residential mortgages | $27,204,000 | 1,250 |
| Issued or guaranteed by U.S. | $27,204,000 | 1,246 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $11,525,000 | 1,074 |
| CMOs issued by government agencies or sponsored agencies | $10,977,000 | 1,066 |
| Privately issued | $548,000 | 397 |
| Commercial mortgage-backed securities | $24,596,000 | 264 |
| Commercial mortgage pass-through securities | $5,232,000 | 334 |
| Other commercial mortgage-backed securities | $19,364,000 | 192 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $91,132,000 | 1,338 |
| Total debt securities | $91,132,000 | 1,477 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $92,356,000 | 1,502 |
| U.S. Government securities | $73,398,000 | 1,212 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $73,398,000 | 1,153 |
| Securities issued by states & political subdivisions | $18,244,000 | 1,980 |
| Other domestic debt securities | $714,000 | 1,766 |
| Privately issued residential mortgage-backed securities | $714,000 | 390 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,396,000 | 816 |
| Mortgage-backed securities | $64,871,000 | 918 |
| Certificates of participation in pools of residential mortgages | $27,827,000 | 1,217 |
| Issued or guaranteed by U.S. | $27,827,000 | 1,215 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $12,496,000 | 1,031 |
| CMOs issued by government agencies or sponsored agencies | $11,782,000 | 1,015 |
| Privately issued | $714,000 | 371 |
| Commercial mortgage-backed securities | $24,548,000 | 255 |
| Commercial mortgage pass-through securities | $5,228,000 | 321 |
| Other commercial mortgage-backed securities | $19,320,000 | 179 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $92,356,000 | 1,334 |
| Total debt securities | $92,356,000 | 1,480 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $85,170,000 | 1,622 |
| U.S. Government securities | $66,803,000 | 1,331 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $66,803,000 | 1,272 |
| Securities issued by states & political subdivisions | $17,621,000 | 2,046 |
| Other domestic debt securities | $746,000 | 1,750 |
| Privately issued residential mortgage-backed securities | $746,000 | 384 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| 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 | $66,802,000 | 897 |
| Mortgage-backed securities | $58,295,000 | 1,005 |
| Certificates of participation in pools of residential mortgages | $28,234,000 | 1,220 |
| Issued or guaranteed by U.S. | $28,234,000 | 1,218 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $9,649,000 | 1,191 |
| CMOs issued by government agencies or sponsored agencies | $8,903,000 | 1,195 |
| Privately issued | $746,000 | 367 |
| Commercial mortgage-backed securities | $20,412,000 | 260 |
| Commercial mortgage pass-through securities | $5,137,000 | 307 |
| Other commercial mortgage-backed securities | $15,275,000 | 188 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $85,170,000 | 1,458 |
| Total debt securities | $85,171,000 | 1,602 |
| 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 | $87,960,000 | 1,578 |
| U.S. Government securities | $69,297,000 | 1,286 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $69,297,000 | 1,229 |
| Securities issued by states & political subdivisions | $17,871,000 | 2,015 |
| Other domestic debt securities | $792,000 | 1,731 |
| Privately issued residential mortgage-backed securities | $792,000 | 379 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| 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 | $70,092,000 | 853 |
| Mortgage-backed securities | $60,625,000 | 962 |
| Certificates of participation in pools of residential mortgages | $29,243,000 | 1,188 |
| Issued or guaranteed by U.S. | $29,243,000 | 1,187 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $10,520,000 | 1,149 |
| CMOs issued by government agencies or sponsored agencies | $9,728,000 | 1,153 |
| Privately issued | $792,000 | 361 |
| Commercial mortgage-backed securities | $20,862,000 | 245 |
| Commercial mortgage pass-through securities | $5,265,000 | 300 |
| Other commercial mortgage-backed securities | $15,597,000 | 173 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $87,960,000 | 1,404 |
| Total debt securities | $87,959,000 | 1,555 |
| 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 | $75,776,000 | 1,834 |
| U.S. Government securities | $61,786,000 | 1,471 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $61,786,000 | 1,414 |
| Securities issued by states & political subdivisions | $13,147,000 | 2,466 |
| Other domestic debt securities | $843,000 | 1,731 |
| Privately issued residential mortgage-backed securities | $843,000 | 384 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| 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 | $62,629,000 | 952 |
| Mortgage-backed securities | $53,139,000 | 1,112 |
| Certificates of participation in pools of residential mortgages | $24,235,000 | 1,414 |
| Issued or guaranteed by U.S. | $24,235,000 | 1,414 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $11,420,000 | 1,155 |
| CMOs issued by government agencies or sponsored agencies | $10,577,000 | 1,158 |
| Privately issued | $843,000 | 365 |
| Commercial mortgage-backed securities | $17,484,000 | 250 |
| Commercial mortgage pass-through securities | $2,059,000 | 417 |
| Other commercial mortgage-backed securities | $15,425,000 | 163 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $75,776,000 | 1,655 |
| Total debt securities | $75,776,000 | 1,814 |
| 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 | $59,822,000 | 2,252 |
| U.S. Government securities | $58,944,000 | 1,557 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $58,944,000 | 1,486 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $878,000 | 1,766 |
| Privately issued residential mortgage-backed securities | $878,000 | 410 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| 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 | $59,822,000 | 1,015 |
| Mortgage-backed securities | $52,486,000 | 1,139 |
| Certificates of participation in pools of residential mortgages | $20,658,000 | 1,611 |
| Issued or guaranteed by U.S. | $20,658,000 | 1,611 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $20,338,000 | 849 |
| CMOs issued by government agencies or sponsored agencies | $19,460,000 | 830 |
| Privately issued | $878,000 | 387 |
| Commercial mortgage-backed securities | $11,490,000 | 296 |
| Commercial mortgage pass-through securities | $2,084,000 | 395 |
| Other commercial mortgage-backed securities | $9,406,000 | 210 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $59,822,000 | 2,031 |
| Total debt securities | $59,822,000 | 2,227 |
| 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 | $60,246,000 | 2,270 |
| U.S. Government securities | $59,357,000 | 1,558 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $59,357,000 | 1,491 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $889,000 | 1,774 |
| Privately issued residential mortgage-backed securities | $889,000 | 409 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| 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 | $60,246,000 | 1,001 |
| Mortgage-backed securities | $52,974,000 | 1,145 |
| Certificates of participation in pools of residential mortgages | $20,754,000 | 1,635 |
| Issued or guaranteed by U.S. | $20,754,000 | 1,633 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $20,864,000 | 849 |
| CMOs issued by government agencies or sponsored agencies | $19,975,000 | 835 |
| Privately issued | $889,000 | 385 |
| Commercial mortgage-backed securities | $11,356,000 | 303 |
| Commercial mortgage pass-through securities | $2,076,000 | 395 |
| Other commercial mortgage-backed securities | $9,280,000 | 200 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $60,246,000 | 2,054 |
| Total debt securities | $60,246,000 | 2,248 |
| 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 | $59,190,000 | 2,331 |
| U.S. Government securities | $58,237,000 | 1,632 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $58,237,000 | 1,562 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $953,000 | 1,800 |
| Privately issued residential mortgage-backed securities | $953,000 | 425 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| 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 | $59,190,000 | 1,010 |
| Mortgage-backed securities | $51,929,000 | 1,194 |
| Certificates of participation in pools of residential mortgages | $17,916,000 | 1,880 |
| Issued or guaranteed by U.S. | $17,916,000 | 1,879 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $22,761,000 | 818 |
| CMOs issued by government agencies or sponsored agencies | $21,808,000 | 803 |
| Privately issued | $953,000 | 406 |
| Commercial mortgage-backed securities | $11,252,000 | 300 |
| Commercial mortgage pass-through securities | $2,070,000 | 397 |
| Other commercial mortgage-backed securities | $9,182,000 | 190 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $59,190,000 | 2,100 |
| Total debt securities | $59,189,000 | 2,312 |
| 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 | $34,006,000 | 3,441 |
| U.S. Government securities | $32,948,000 | 2,587 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $32,948,000 | 2,507 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $1,058,000 | 1,740 |
| Privately issued residential mortgage-backed securities | $1,058,000 | 417 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| 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 | $34,006,000 | 1,554 |
| Mortgage-backed securities | $32,758,000 | 1,736 |
| Certificates of participation in pools of residential mortgages | $11,764,000 | 2,420 |
| Issued or guaranteed by U.S. | $11,764,000 | 2,419 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $12,937,000 | 1,181 |
| CMOs issued by government agencies or sponsored agencies | $11,879,000 | 1,182 |
| Privately issued | $1,058,000 | 401 |
| Commercial mortgage-backed securities | $8,057,000 | 356 |
| Commercial mortgage pass-through securities | $2,107,000 | 404 |
| Other commercial mortgage-backed securities | $5,950,000 | 232 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $34,006,000 | 3,134 |
| Total debt securities | $34,006,000 | 3,413 |
| 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 | $32,563,000 | 3,533 |
| U.S. Government securities | $31,393,000 | 2,681 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $31,393,000 | 2,605 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $1,170,000 | 1,735 |
| Privately issued residential mortgage-backed securities | $1,170,000 | 422 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| 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 | $32,563,000 | 1,607 |
| Mortgage-backed securities | $32,563,000 | 1,759 |
| Certificates of participation in pools of residential mortgages | $12,321,000 | 2,389 |
| Issued or guaranteed by U.S. | $12,321,000 | 2,388 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $13,314,000 | 1,173 |
| CMOs issued by government agencies or sponsored agencies | $12,144,000 | 1,167 |
| Privately issued | $1,170,000 | 405 |
| Commercial mortgage-backed securities | $6,928,000 | 362 |
| Commercial mortgage pass-through securities | $2,076,000 | 387 |
| Other commercial mortgage-backed securities | $4,852,000 | 245 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $32,563,000 | 3,223 |
| Total debt securities | $32,563,000 | 3,505 |
| 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 | $32,966,000 | 3,514 |
| U.S. Government securities | $31,665,000 | 2,654 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $31,665,000 | 2,580 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $1,301,000 | 1,740 |
| Privately issued residential mortgage-backed securities | $1,301,000 | 435 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| 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 | $32,966,000 | 1,578 |
| Mortgage-backed securities | $32,966,000 | 1,739 |
| Certificates of participation in pools of residential mortgages | $12,518,000 | 2,361 |
| Issued or guaranteed by U.S. | $12,518,000 | 2,361 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $13,616,000 | 1,156 |
| CMOs issued by government agencies or sponsored agencies | $12,315,000 | 1,152 |
| Privately issued | $1,301,000 | 415 |
| Commercial mortgage-backed securities | $6,832,000 | 346 |
| Commercial mortgage pass-through securities | $2,075,000 | 347 |
| Other commercial mortgage-backed securities | $4,757,000 | 234 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $32,966,000 | 3,221 |
| Total debt securities | $32,966,000 | 3,479 |
| 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 | $29,597,000 | 3,752 |
| U.S. Government securities | $28,048,000 | 2,892 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $28,048,000 | 2,821 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $1,549,000 | 1,700 |
| Privately issued residential mortgage-backed securities | $1,549,000 | 433 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| 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 | $26,597,000 | 1,830 |
| Mortgage-backed securities | $29,597,000 | 1,890 |
| Certificates of participation in pools of residential mortgages | $13,071,000 | 2,321 |
| Issued or guaranteed by U.S. | $13,071,000 | 2,319 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $12,552,000 | 1,227 |
| CMOs issued by government agencies or sponsored agencies | $11,003,000 | 1,245 |
| Privately issued | $1,549,000 | 415 |
| Commercial mortgage-backed securities | $3,974,000 | 440 |
| Commercial mortgage pass-through securities | $2,099,000 | 330 |
| Other commercial mortgage-backed securities | $1,875,000 | 371 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $29,597,000 | 3,447 |
| Total debt securities | $29,597,000 | 3,720 |
| 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 | $23,807,000 | 4,174 |
| U.S. Government securities | $22,179,000 | 3,313 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $22,179,000 | 3,229 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $1,628,000 | 1,713 |
| Privately issued residential mortgage-backed securities | $1,628,000 | 447 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| 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 | $22,331,000 | 2,064 |
| Mortgage-backed securities | $23,807,000 | 2,132 |
| Certificates of participation in pools of residential mortgages | $12,453,000 | 2,355 |
| Issued or guaranteed by U.S. | $12,453,000 | 2,354 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $9,223,000 | 1,458 |
| CMOs issued by government agencies or sponsored agencies | $7,595,000 | 1,513 |
| Privately issued | $1,628,000 | 429 |
| Commercial mortgage-backed securities | $2,131,000 | 530 |
| Commercial mortgage pass-through securities | $2,131,000 | 328 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $23,807,000 | 3,835 |
| Total debt securities | $23,807,000 | 4,143 |
| 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 | $20,400,000 | 4,484 |
| U.S. Government securities | $18,431,000 | 3,693 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $18,431,000 | 3,601 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $1,969,000 | 1,627 |
| Privately issued residential mortgage-backed securities | $1,969,000 | 436 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| 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 | $18,695,000 | 2,324 |
| Mortgage-backed securities | $20,400,000 | 2,373 |
| Certificates of participation in pools of residential mortgages | $9,063,000 | 2,791 |
| Issued or guaranteed by U.S. | $9,063,000 | 2,790 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $9,129,000 | 1,509 |
| CMOs issued by government agencies or sponsored agencies | $7,160,000 | 1,607 |
| Privately issued | $1,969,000 | 422 |
| Commercial mortgage-backed securities | $2,208,000 | 462 |
| Commercial mortgage pass-through securities | $2,208,000 | 302 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $20,400,000 | 4,143 |
| Total debt securities | $20,400,000 | 4,453 |
| 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 | $24,539,000 | 4,076 |
| U.S. Government securities | $22,256,000 | 3,282 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $22,256,000 | 3,212 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $2,283,000 | 1,485 |
| Privately issued residential mortgage-backed securities | $2,283,000 | 426 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| 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 | $22,640,000 | 2,047 |
| Mortgage-backed securities | $24,539,000 | 2,143 |
| Certificates of participation in pools of residential mortgages | $9,622,000 | 2,704 |
| Issued or guaranteed by U.S. | $9,622,000 | 2,701 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $12,674,000 | 1,317 |
| CMOs issued by government agencies or sponsored agencies | $10,391,000 | 1,383 |
| Privately issued | $2,283,000 | 413 |
| Commercial mortgage-backed securities | $2,243,000 | 381 |
| Commercial mortgage pass-through securities | $2,243,000 | 257 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $24,539,000 | 3,756 |
| Total debt securities | $24,539,000 | 4,048 |
| 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 | $29,360,000 | 3,762 |
| U.S. Government securities | $26,469,000 | 3,017 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $26,469,000 | 2,962 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $2,891,000 | 1,385 |
| Privately issued residential mortgage-backed securities | $2,891,000 | 414 |
| 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 | $26,305,000 | 1,841 |
| Mortgage-backed securities | $29,360,000 | 1,999 |
| Certificates of participation in pools of residential mortgages | $10,091,000 | 2,769 |
| Issued or guaranteed by U.S. | $10,091,000 | 2,767 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $17,016,000 | 1,177 |
| CMOs issued by government agencies or sponsored agencies | $14,125,000 | 1,229 |
| Privately issued | $2,891,000 | 396 |
| Commercial mortgage-backed securities | $2,253,000 | 367 |
| Commercial mortgage pass-through securities | $2,253,000 | 236 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $29,360,000 | 3,479 |
| Total debt securities | $29,355,000 | 3,734 |
| 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 | $25,981,000 | 4,017 |
| U.S. Government securities | $22,698,000 | 3,374 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $22,698,000 | 3,303 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $3,283,000 | 1,285 |
| Privately issued residential mortgage-backed securities | $3,283,000 | 411 |
| 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 | $23,226,000 | 2,055 |
| Mortgage-backed securities | $25,981,000 | 2,185 |
| Certificates of participation in pools of residential mortgages | $7,021,000 | 3,289 |
| Issued or guaranteed by U.S. | $7,021,000 | 3,289 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $16,758,000 | 1,204 |
| CMOs issued by government agencies or sponsored agencies | $13,475,000 | 1,271 |
| Privately issued | $3,283,000 | 397 |
| Commercial mortgage-backed securities | $2,202,000 | 352 |
| Commercial mortgage pass-through securities | $2,202,000 | 216 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $25,981,000 | 3,711 |
| Total debt securities | $25,979,000 | 3,981 |
| 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 | $32,808,000 | 3,573 |
| U.S. Government securities | $28,944,000 | 2,952 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $28,944,000 | 2,896 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $3,864,000 | 1,203 |
| Privately issued residential mortgage-backed securities | $3,864,000 | 403 |
| 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 | $29,587,000 | 1,738 |
| Mortgage-backed securities | $32,808,000 | 1,885 |
| Certificates of participation in pools of residential mortgages | $1,496,000 | 4,675 |
| Issued or guaranteed by U.S. | $1,496,000 | 4,672 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $29,145,000 | 859 |
| CMOs issued by government agencies or sponsored agencies | $25,281,000 | 871 |
| Privately issued | $3,864,000 | 390 |
| Commercial mortgage-backed securities | $2,167,000 | 321 |
| Commercial mortgage pass-through securities | $2,167,000 | 194 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $32,808,000 | 3,311 |
| Total debt securities | $32,809,000 | 3,548 |
| 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 | $34,197,000 | 3,392 |
| U.S. Government securities | $29,708,000 | 2,829 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $29,708,000 | 2,768 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $4,489,000 | 1,105 |
| Privately issued residential mortgage-backed securities | $4,489,000 | 441 |
| 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 | $30,482,000 | 1,589 |
| Mortgage-backed securities | $34,197,000 | 1,770 |
| Certificates of participation in pools of residential mortgages | $1,551,000 | 4,607 |
| Issued or guaranteed by U.S. | $1,551,000 | 4,600 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $30,471,000 | 832 |
| CMOs issued by government agencies or sponsored agencies | $25,982,000 | 811 |
| Privately issued | $4,489,000 | 422 |
| Commercial mortgage-backed securities | $2,175,000 | 264 |
| Commercial mortgage pass-through securities | $2,175,000 | 158 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $34,197,000 | 3,116 |
| Total debt securities | $34,198,000 | 3,366 |
| 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 | $35,729,000 | 3,254 |
| U.S. Government securities | $30,692,000 | 2,686 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $30,692,000 | 2,621 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $5,037,000 | 1,037 |
| Privately issued residential mortgage-backed securities | $5,037,000 | 433 |
| 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 | $29,965,000 | 1,580 |
| Mortgage-backed securities | $35,729,000 | 1,641 |
| Certificates of participation in pools of residential mortgages | $1,589,000 | 4,554 |
| Issued or guaranteed by U.S. | $1,589,000 | 4,541 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $31,972,000 | 782 |
| CMOs issued by government agencies or sponsored agencies | $26,935,000 | 758 |
| Privately issued | $5,037,000 | 413 |
| Commercial mortgage-backed securities | $2,168,000 | 232 |
| Commercial mortgage pass-through securities | $2,168,000 | 144 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $35,729,000 | 2,976 |
| Total debt securities | $35,734,000 | 3,226 |
| 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 | $37,041,000 | 3,190 |
| U.S. Government securities | $31,274,000 | 2,712 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $31,274,000 | 2,633 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $5,767,000 | 939 |
| Privately issued residential mortgage-backed securities | $5,767,000 | 421 |
| 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 | $30,344,000 | 1,577 |
| Mortgage-backed securities | $37,041,000 | 1,566 |
| Certificates of participation in pools of residential mortgages | $1,586,000 | 4,548 |
| Issued or guaranteed by U.S. | $1,586,000 | 4,540 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $33,391,000 | 757 |
| CMOs issued by government agencies or sponsored agencies | $27,624,000 | 735 |
| Privately issued | $5,767,000 | 404 |
| Commercial mortgage-backed securities | $2,064,000 | 215 |
| Commercial mortgage pass-through securities | $2,064,000 | 139 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $37,041,000 | 2,911 |
| Total debt securities | $37,041,000 | 3,163 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $38,472,000 | 3,063 |
| U.S. Government securities | $31,801,000 | 2,662 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $31,801,000 | 2,585 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $6,671,000 | 902 |
| Privately issued residential mortgage-backed securities | $6,671,000 | 424 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $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 | $6,739,000 | 3,810 |
| Mortgage-backed securities | $38,472,000 | 1,486 |
| Certificates of participation in pools of residential mortgages | $1,615,000 | 4,505 |
| Issued or guaranteed by U.S. | $1,615,000 | 4,497 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $34,833,000 | 721 |
| CMOs issued by government agencies or sponsored agencies | $28,162,000 | 700 |
| Privately issued | $6,671,000 | 409 |
| Commercial mortgage-backed securities | $2,024,000 | 213 |
| Commercial mortgage pass-through securities | $2,024,000 | 137 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $38,472,000 | 2,786 |
| Total debt securities | $38,472,000 | 3,040 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| 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 | $40,980,000 | 2,847 |
| U.S. Government securities | $31,291,000 | 2,560 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $31,291,000 | 2,479 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $9,689,000 | 771 |
| Privately issued residential mortgage-backed securities | $7,652,000 | 426 |
| Commercial mortgage-backed securities - Total | $2,037,000 | 183 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $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 | $8,017,000 | 3,535 |
| Mortgage-backed securities | $40,980,000 | 1,379 |
| Certificates of participation in pools of residential mortgages | $1,701,000 | 4,373 |
| Issued or guaranteed by U.S. | $1,701,000 | 4,368 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $37,242,000 | 674 |
| CMOs issued by government agencies or sponsored agencies | $29,590,000 | 668 |
| Privately issued | $7,652,000 | 407 |
| Commercial mortgage-backed securities | $2,037,000 | 183 |
| Commercial mortgage pass-through securities | $2,037,000 | 125 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $40,980,000 | 2,581 |
| Total debt securities | $40,979,000 | 2,824 |
| 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 | $41,985,000 | 2,761 |
| U.S. Government securities | $31,163,000 | 2,558 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $31,163,000 | 2,470 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $10,822,000 | 729 |
| Privately issued residential mortgage-backed securities | $8,668,000 | 429 |
| Commercial mortgage-backed securities - Total | $2,154,000 | 152 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $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 | $6,724,000 | 3,817 |
| Mortgage-backed securities | $41,985,000 | 1,302 |
| Certificates of participation in pools of residential mortgages | $674,000 | 4,904 |
| Issued or guaranteed by U.S. | $674,000 | 4,894 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $39,157,000 | 647 |
| CMOs issued by government agencies or sponsored agencies | $30,489,000 | 646 |
| Privately issued | $8,668,000 | 411 |
| Commercial mortgage-backed securities | $2,154,000 | 152 |
| Commercial mortgage pass-through securities | $2,154,000 | 98 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $41,985,000 | 2,481 |
| Total debt securities | $41,985,000 | 2,731 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| 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 | $41,834,000 | 2,752 |
| U.S. Government securities | $32,183,000 | 2,544 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $32,183,000 | 2,461 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $9,651,000 | 808 |
| Privately issued residential mortgage-backed securities | $9,651,000 | 447 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $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 | $8,326,000 | 3,557 |
| Mortgage-backed securities | $41,834,000 | 1,297 |
| Certificates of participation in pools of residential mortgages | $822,000 | 4,860 |
| Issued or guaranteed by U.S. | $822,000 | 4,853 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $41,012,000 | 611 |
| CMOs issued by government agencies or sponsored agencies | $31,361,000 | 603 |
| Privately issued | $9,651,000 | 429 |
| 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) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $41,834,000 | 2,461 |
| Total debt securities | $41,834,000 | 2,726 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| 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 | $43,860,000 | 2,674 |
| U.S. Government securities | $33,520,000 | 2,489 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $33,520,000 | 2,424 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $10,340,000 | 783 |
| Privately issued residential mortgage-backed securities | $10,340,000 | 451 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $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 | $43,860,000 | 1,232 |
| Mortgage-backed securities | $43,860,000 | 1,293 |
| Certificates of participation in pools of residential mortgages | $1,002,000 | 4,880 |
| Issued or guaranteed by U.S. | $1,002,000 | 4,871 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $42,858,000 | 589 |
| CMOs issued by government agencies or sponsored agencies | $32,518,000 | 582 |
| Privately issued | $10,340,000 | 431 |
| 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) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $43,860,000 | 2,387 |
| Total debt securities | $43,860,000 | 2,647 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $45,270,000 | 2,583 |
| U.S. Government securities | $34,074,000 | 2,425 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $34,074,000 | 2,359 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $11,196,000 | 772 |
| Privately issued residential mortgage-backed securities | $11,196,000 | 455 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $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 | $45,270,000 | 1,193 |
| Mortgage-backed securities | $45,270,000 | 1,294 |
| Certificates of participation in pools of residential mortgages | $1,096,000 | 4,908 |
| Issued or guaranteed by U.S. | $1,096,000 | 4,898 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $44,174,000 | 579 |
| CMOs issued by government agencies or sponsored agencies | $32,978,000 | 540 |
| Privately issued | $11,196,000 | 437 |
| 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) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $45,270,000 | 2,300 |
| Total debt securities | $45,270,000 | 2,558 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $48,423,000 | 2,444 |
| U.S. Government securities | $31,960,000 | 2,550 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $31,960,000 | 2,490 |
| Securities issued by states & political subdivisions | $4,710,000 | 3,348 |
| Other domestic debt securities | $11,753,000 | 807 |
| Privately issued residential mortgage-backed securities | $11,753,000 | 469 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,838,000 | 3,750 |
| Mortgage-backed securities | $43,713,000 | 1,358 |
| Certificates of participation in pools of residential mortgages | $1,215,000 | 4,948 |
| Issued or guaranteed by U.S. | $1,215,000 | 4,936 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $42,498,000 | 586 |
| CMOs issued by government agencies or sponsored agencies | $30,745,000 | 554 |
| Privately issued | $11,753,000 | 449 |
| 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) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $48,423,000 | 2,165 |
| Total debt securities | $48,424,000 | 2,411 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $36,995,000 | 2,963 |
| U.S. Government securities | $19,844,000 | 3,487 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $19,844,000 | 3,411 |
| Securities issued by states & political subdivisions | $4,516,000 | 3,374 |
| Other domestic debt securities | $12,635,000 | 792 |
| Privately issued residential mortgage-backed securities | $12,635,000 | 460 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,175,000 | 3,025 |
| Mortgage-backed securities | $32,479,000 | 1,695 |
| Certificates of participation in pools of residential mortgages | $1,352,000 | 4,938 |
| Issued or guaranteed by U.S. | $1,352,000 | 4,925 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $31,127,000 | 681 |
| CMOs issued by government agencies or sponsored agencies | $18,492,000 | 750 |
| Privately issued | $12,635,000 | 442 |
| 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) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $36,995,000 | 2,648 |
| Total debt securities | $36,995,000 | 2,932 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $33,359,000 | 3,216 |
| U.S. Government securities | $15,221,000 | 4,150 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $15,221,000 | 4,071 |
| Securities issued by states & political subdivisions | $4,616,000 | 3,261 |
| Other domestic debt securities | $13,522,000 | 718 |
| Privately issued residential mortgage-backed securities | $13,522,000 | 453 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,417,000 | 3,862 |
| Mortgage-backed securities | $28,743,000 | 1,868 |
| Certificates of participation in pools of residential mortgages | $1,485,000 | 4,950 |
| Issued or guaranteed by U.S. | $1,485,000 | 4,934 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $27,258,000 | 740 |
| CMOs issued by government agencies or sponsored agencies | $13,736,000 | 894 |
| Privately issued | $13,522,000 | 433 |
| 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 | 3,516 |
| Available-for-sale securities (fair market value) | $33,359,000 | 2,858 |
| Total debt securities | $33,359,000 | 3,181 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $35,269,000 | 3,066 |
| U.S. Government securities | $15,889,000 | 4,110 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $15,889,000 | 4,036 |
| Securities issued by states & political subdivisions | $4,455,000 | 3,263 |
| Other domestic debt securities | $14,925,000 | 649 |
| Privately issued residential mortgage-backed securities | $14,925,000 | 409 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,299,000 | 1,773 |
| Mortgage-backed securities | $30,814,000 | 1,737 |
| Certificates of participation in pools of residential mortgages | $1,637,000 | 4,892 |
| Issued or guaranteed by U.S. | $1,637,000 | 4,879 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $29,177,000 | 682 |
| CMOs issued by government agencies or sponsored agencies | $14,252,000 | 845 |
| Privately issued | $14,925,000 | 391 |
| 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 | 3,539 |
| Available-for-sale securities (fair market value) | $35,269,000 | 2,719 |
| Total debt securities | $35,268,000 | 3,024 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $37,595,000 | 2,878 |
| U.S. Government securities | $16,392,000 | 3,990 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $16,392,000 | 3,916 |
| Securities issued by states & political subdivisions | $4,362,000 | 3,286 |
| Other domestic debt securities | $16,841,000 | 594 |
| Privately issued residential mortgage-backed securities | $16,841,000 | 384 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,991,000 | 1,943 |
| Mortgage-backed securities | $33,233,000 | 1,555 |
| Certificates of participation in pools of residential mortgages | $1,782,000 | 4,806 |
| Issued or guaranteed by U.S. | $1,782,000 | 4,791 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $31,451,000 | 614 |
| CMOs issued by government agencies or sponsored agencies | $14,610,000 | 782 |
| Privately issued | $16,841,000 | 368 |
| 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) | $37,595,000 | 2,544 |
| Total debt securities | $37,597,000 | 2,836 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $31,065,000 | 3,360 |
| U.S. Government securities | $18,947,000 | 3,676 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $18,947,000 | 3,601 |
| Securities issued by states & political subdivisions | $4,443,000 | 3,280 |
| Other domestic debt securities | $7,675,000 | 991 |
| Privately issued residential mortgage-backed securities | $7,675,000 | 571 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $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 | $23,002,000 | 2,020 |
| Mortgage-backed securities | $24,871,000 | 1,911 |
| Certificates of participation in pools of residential mortgages | $2,018,000 | 4,700 |
| Issued or guaranteed by U.S. | $2,018,000 | 4,680 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $22,853,000 | 749 |
| CMOs issued by government agencies or sponsored agencies | $15,178,000 | 751 |
| Privately issued | $7,675,000 | 543 |
| 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) | $31,065,000 | 2,989 |
| Total debt securities | $31,065,000 | 3,318 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $35,433,000 | 3,046 |
| U.S. Government securities | $22,835,000 | 3,209 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $22,835,000 | 3,154 |
| Securities issued by states & political subdivisions | $4,558,000 | 3,242 |
| Other domestic debt securities | $8,040,000 | 952 |
| Privately issued residential mortgage-backed securities | $8,040,000 | 543 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,955,000 | 2,300 |
| Mortgage-backed securities | $26,364,000 | 1,768 |
| Certificates of participation in pools of residential mortgages | $2,359,000 | 4,456 |
| Issued or guaranteed by U.S. | $2,359,000 | 4,436 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $24,005,000 | 701 |
| CMOs issued by government agencies or sponsored agencies | $15,965,000 | 705 |
| Privately issued | $8,040,000 | 517 |
| 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) | $35,433,000 | 2,722 |
| Total debt securities | $35,433,000 | 3,000 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $29,716,000 | 3,476 |
| U.S. Government securities | $25,151,000 | 3,041 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $25,151,000 | 2,982 |
| Securities issued by states & political subdivisions | $4,565,000 | 3,229 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,155,000 | 2,115 |
| Mortgage-backed securities | $18,673,000 | 2,009 |
| Certificates of participation in pools of residential mortgages | $2,570,000 | 4,090 |
| Issued or guaranteed by U.S. | $2,570,000 | 4,074 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $16,103,000 | 843 |
| CMOs issued by government agencies or sponsored agencies | $16,103,000 | 653 |
| 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) | $29,716,000 | 3,081 |
| Total debt securities | $29,716,000 | 3,429 |
| 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 | $30,117,000 | 3,445 |
| U.S. Government securities | $25,623,000 | 3,049 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $25,623,000 | 2,988 |
| Securities issued by states & political subdivisions | $4,494,000 | 3,241 |
| 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 | $21,474,000 | 2,067 |
| Mortgage-backed securities | $19,176,000 | 1,858 |
| Certificates of participation in pools of residential mortgages | $2,813,000 | 3,841 |
| Issued or guaranteed by U.S. | $2,813,000 | 3,825 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $16,363,000 | 805 |
| CMOs issued by government agencies or sponsored agencies | $16,363,000 | 619 |
| 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) | $30,117,000 | 3,022 |
| Total debt securities | $30,117,000 | 3,406 |
| 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 | $29,078,000 | 3,492 |
| U.S. Government securities | $28,153,000 | 2,820 |
| U.S. Treasury securities | $1,498,000 | 740 |
| U.S. Government agency obligations | $26,655,000 | 2,904 |
| Securities issued by states & political subdivisions | $925,000 | 4,981 |
| 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 | $24,795,000 | 1,827 |
| Mortgage-backed securities | $19,672,000 | 1,777 |
| Certificates of participation in pools of residential mortgages | $3,050,000 | 3,694 |
| Issued or guaranteed by U.S. | $3,050,000 | 3,681 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $16,622,000 | 777 |
| CMOs issued by government agencies or sponsored agencies | $16,622,000 | 602 |
| 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) | $29,078,000 | 3,068 |
| Total debt securities | $29,078,000 | 3,453 |
| 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 | $25,140,000 | 3,885 |
| U.S. Government securities | $25,140,000 | 3,099 |
| U.S. Treasury securities | $1,494,000 | 806 |
| U.S. Government agency obligations | $23,646,000 | 3,165 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $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 | $18,627,000 | 2,305 |
| Mortgage-backed securities | $19,136,000 | 1,805 |
| Certificates of participation in pools of residential mortgages | $3,291,000 | 3,584 |
| Issued or guaranteed by U.S. | $3,291,000 | 3,566 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $15,845,000 | 798 |
| CMOs issued by government agencies or sponsored agencies | $15,845,000 | 627 |
| 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) | $25,140,000 | 3,413 |
| Total debt securities | $25,140,000 | 3,836 |
| 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 | $27,426,000 | 3,682 |
| U.S. Government securities | $27,426,000 | 2,926 |
| U.S. Treasury securities | $1,490,000 | 853 |
| U.S. Government agency obligations | $25,936,000 | 2,994 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $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 | $20,783,000 | 2,134 |
| Mortgage-backed securities | $16,968,000 | 1,961 |
| Certificates of participation in pools of residential mortgages | $3,552,000 | 3,488 |
| Issued or guaranteed by U.S. | $3,552,000 | 3,475 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $13,416,000 | 888 |
| CMOs issued by government agencies or sponsored agencies | $13,416,000 | 712 |
| 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) | $27,426,000 | 3,228 |
| Total debt securities | $27,426,000 | 3,633 |
| 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 | $36,476,000 | 3,054 |
| U.S. Government securities | $36,476,000 | 2,354 |
| U.S. Treasury securities | $1,487,000 | 899 |
| U.S. Government agency obligations | $34,989,000 | 2,365 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $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 | $22,939,000 | 1,964 |
| Mortgage-backed securities | $12,384,000 | 2,367 |
| Certificates of participation in pools of residential mortgages | $3,770,000 | 3,424 |
| Issued or guaranteed by U.S. | $3,770,000 | 3,406 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $8,614,000 | 1,110 |
| CMOs issued by government agencies or sponsored agencies | $8,614,000 | 922 |
| 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) | $36,476,000 | 2,640 |
| Total debt securities | $36,476,000 | 3,017 |
| 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 | $33,851,000 | 3,208 |
| U.S. Government securities | $33,851,000 | 2,513 |
| U.S. Treasury securities | $1,479,000 | 948 |
| U.S. Government agency obligations | $32,372,000 | 2,525 |
| 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 | $25,310,000 | 1,776 |
| Mortgage-backed securities | $7,834,000 | 2,968 |
| Certificates of participation in pools of residential mortgages | $3,962,000 | 3,348 |
| Issued or guaranteed by U.S. | $3,962,000 | 3,336 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $3,872,000 | 1,642 |
| CMOs issued by government agencies or sponsored agencies | $3,872,000 | 1,423 |
| 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) | $33,851,000 | 2,771 |
| Total debt securities | $33,851,000 | 3,170 |
| 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 | $41,549,000 | 2,767 |
| U.S. Government securities | $41,549,000 | 2,143 |
| U.S. Treasury securities | $1,482,000 | 995 |
| U.S. Government agency obligations | $40,067,000 | 2,127 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $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 | $35,945,000 | 1,303 |
| Mortgage-backed securities | $8,438,000 | 2,915 |
| Certificates of participation in pools of residential mortgages | $4,232,000 | 3,278 |
| Issued or guaranteed by U.S. | $4,232,000 | 3,265 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $4,206,000 | 1,588 |
| CMOs issued by government agencies or sponsored agencies | $4,206,000 | 1,370 |
| 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) | $41,549,000 | 2,376 |
| Total debt securities | $41,549,000 | 2,729 |
| 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 | $33,741,000 | 3,235 |
| U.S. Government securities | $33,741,000 | 2,514 |
| U.S. Treasury securities | $1,490,000 | 1,009 |
| U.S. Government agency obligations | $32,251,000 | 2,531 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $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 | $26,889,000 | 1,672 |
| Mortgage-backed securities | $9,021,000 | 2,847 |
| Certificates of participation in pools of residential mortgages | $4,521,000 | 3,225 |
| Issued or guaranteed by U.S. | $4,521,000 | 3,214 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $4,500,000 | 1,542 |
| CMOs issued by government agencies or sponsored agencies | $4,500,000 | 1,333 |
| 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) | $33,741,000 | 2,791 |
| Total debt securities | $33,742,000 | 3,180 |
| 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 | $37,884,000 | 2,932 |
| U.S. Government securities | $37,874,000 | 2,285 |
| U.S. Treasury securities | $1,495,000 | 998 |
| U.S. Government agency obligations | $36,379,000 | 2,288 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $10,000 | 1,985 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,859,000 | 1,491 |
| Mortgage-backed securities | $10,020,000 | 2,737 |
| Certificates of participation in pools of residential mortgages | $4,889,000 | 3,170 |
| Issued or guaranteed by U.S. | $4,889,000 | 3,158 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,131,000 | 1,461 |
| CMOs issued by government agencies or sponsored agencies | $5,131,000 | 1,257 |
| 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) | $37,884,000 | 2,527 |
| Total debt securities | $37,878,000 | 2,885 |
| 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 | $41,335,000 | 2,764 |
| U.S. Government securities | $41,325,000 | 2,143 |
| U.S. Treasury securities | $1,494,000 | 1,037 |
| U.S. Government agency obligations | $39,831,000 | 2,133 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $10,000 | 2,002 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,283,000 | 1,340 |
| Mortgage-backed securities | $11,388,000 | 2,626 |
| Certificates of participation in pools of residential mortgages | $5,393,000 | 3,105 |
| Issued or guaranteed by U.S. | $5,393,000 | 3,094 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $5,995,000 | 1,380 |
| CMOs issued by government agencies or sponsored agencies | $5,995,000 | 1,203 |
| 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) | $41,335,000 | 2,361 |
| Total debt securities | $41,326,000 | 2,716 |
| 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 | $43,040,000 | 2,715 |
| U.S. Government securities | $42,285,000 | 2,126 |
| U.S. Treasury securities | $1,489,000 | 1,128 |
| U.S. Government agency obligations | $40,796,000 | 2,117 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $755,000 | 1,299 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,909,000 | 1,303 |
| Mortgage-backed securities | $11,982,000 | 2,614 |
| Certificates of participation in pools of residential mortgages | $5,687,000 | 3,118 |
| Issued or guaranteed by U.S. | $5,687,000 | 3,108 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $6,295,000 | 1,379 |
| CMOs issued by government agencies or sponsored agencies | $6,295,000 | 1,207 |
| 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) | $43,040,000 | 2,304 |
| Total debt securities | $42,282,000 | 2,715 |
| 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 | $48,429,000 | 2,472 |
| U.S. Government securities | $48,275,000 | 1,903 |
| U.S. Treasury securities | $1,489,000 | 1,147 |
| U.S. Government agency obligations | $46,786,000 | 1,879 |
| 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 | $154,000 | 1,796 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,300,000 | 1,057 |
| Mortgage-backed securities | $13,259,000 | 2,510 |
| Certificates of participation in pools of residential mortgages | $6,161,000 | 3,022 |
| Issued or guaranteed by U.S. | $6,161,000 | 3,012 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $7,098,000 | 1,301 |
| CMOs issued by government agencies or sponsored agencies | $7,098,000 | 1,132 |
| 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) | $48,429,000 | 2,101 |
| Total debt securities | $48,275,000 | 2,440 |
| 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 | $48,369,000 | 2,471 |
| U.S. Government securities | $48,265,000 | 1,878 |
| U.S. Treasury securities | $1,493,000 | 1,159 |
| U.S. Government agency obligations | $46,772,000 | 1,866 |
| 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 | $104,000 | 1,869 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,244,000 | 1,029 |
| Mortgage-backed securities | $15,143,000 | 2,333 |
| Certificates of participation in pools of residential mortgages | $6,654,000 | 2,958 |
| Issued or guaranteed by U.S. | $6,654,000 | 2,952 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $8,489,000 | 1,189 |
| CMOs issued by government agencies or sponsored agencies | $8,489,000 | 1,040 |
| 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) | $48,369,000 | 2,097 |
| Total debt securities | $48,266,000 | 2,423 |
| 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 | $53,328,000 | 2,312 |
| U.S. Government securities | $53,123,000 | 1,751 |
| U.S. Treasury securities | $1,489,000 | 1,220 |
| U.S. Government agency obligations | $51,634,000 | 1,729 |
| 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 | $205,000 | 1,792 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,695,000 | 1,146 |
| Mortgage-backed securities | $21,234,000 | 1,888 |
| Certificates of participation in pools of residential mortgages | $6,957,000 | 2,944 |
| Issued or guaranteed by U.S. | $6,957,000 | 2,937 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $14,277,000 | 909 |
| CMOs issued by government agencies or sponsored agencies | $14,277,000 | 770 |
| 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) | $53,328,000 | 1,958 |
| Total debt securities | $53,123,000 | 2,267 |
| 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 | $54,264,000 | 2,280 |
| U.S. Government securities | $49,904,000 | 1,846 |
| U.S. Treasury securities | $1,507,000 | 1,182 |
| U.S. Government agency obligations | $48,397,000 | 1,849 |
| 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 | $4,360,000 | 695 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,183,000 | 1,254 |
| Mortgage-backed securities | $26,517,000 | 1,664 |
| Certificates of participation in pools of residential mortgages | $7,672,000 | 2,794 |
| Issued or guaranteed by U.S. | $7,672,000 | 2,783 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $18,845,000 | 791 |
| CMOs issued by government agencies or sponsored agencies | $18,845,000 | 675 |
| 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) | $54,264,000 | 1,935 |
| Total debt securities | $49,904,000 | 2,388 |
| 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 | $42,660,000 | 2,838 |
| U.S. Government securities | $39,153,000 | 2,342 |
| U.S. Treasury securities | $1,497,000 | 1,276 |
| U.S. Government agency obligations | $37,656,000 | 2,342 |
| 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 | $3,507,000 | 771 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,389,000 | 1,279 |
| Mortgage-backed securities | $17,789,000 | 2,171 |
| Certificates of participation in pools of residential mortgages | $9,147,000 | 2,556 |
| Issued or guaranteed by U.S. | $9,147,000 | 2,544 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $8,642,000 | 1,222 |
| CMOs issued by government agencies or sponsored agencies | $8,642,000 | 1,128 |
| 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) | $42,660,000 | 2,449 |
| Total debt securities | $39,153,000 | 2,965 |
| 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 | $43,959,000 | 2,706 |
| U.S. Government securities | $40,466,000 | 2,231 |
| U.S. Treasury securities | $1,255,000 | 1,344 |
| U.S. Government agency obligations | $39,211,000 | 2,212 |
| 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 | $3,493,000 | 829 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,536,000 | 1,352 |
| Mortgage-backed securities | $16,816,000 | 2,236 |
| Certificates of participation in pools of residential mortgages | $7,695,000 | 2,793 |
| Issued or guaranteed by U.S. | $7,695,000 | 2,779 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $9,121,000 | 1,193 |
| CMOs issued by government agencies or sponsored agencies | $9,121,000 | 1,107 |
| 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) | $43,959,000 | 2,314 |
| Total debt securities | $40,468,000 | 2,835 |
| 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 | $25,682,000 | 3,970 |
| U.S. Government securities | $22,210,000 | 3,428 |
| U.S. Treasury securities | $1,253,000 | 1,368 |
| U.S. Government agency obligations | $20,957,000 | 3,437 |
| 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 | $3,472,000 | 847 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,377,000 | 2,122 |
| Mortgage-backed securities | $13,821,000 | 2,571 |
| Certificates of participation in pools of residential mortgages | $5,506,000 | 3,290 |
| Issued or guaranteed by U.S. | $5,506,000 | 3,278 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $8,315,000 | 1,343 |
| CMOs issued by government agencies or sponsored agencies | $8,315,000 | 1,253 |
| 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) | $25,682,000 | 3,434 |
| Total debt securities | $22,211,000 | 4,301 |
| 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 | $23,464,000 | 4,211 |
| U.S. Government securities | $19,702,000 | 3,744 |
| U.S. Treasury securities | $103,000 | 2,295 |
| U.S. Government agency obligations | $19,599,000 | 3,590 |
| 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 | $3,762,000 | 816 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,308,000 | 3,673 |
| Mortgage-backed securities | $11,226,000 | 2,884 |
| Certificates of participation in pools of residential mortgages | $2,805,000 | 4,268 |
| Issued or guaranteed by U.S. | $2,805,000 | 4,252 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $8,421,000 | 1,387 |
| CMOs issued by government agencies or sponsored agencies | $8,421,000 | 1,292 |
| 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) | $23,464,000 | 3,617 |
| Total debt securities | $19,703,000 | 4,611 |
| Structured notes | ||
| Amortized cost | $600,000 | 1,252 |
| Fair value | $601,000 | 1,264 |
| 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 | $17,761,000 | 4,994 |
| U.S. Government securities | $5,768,000 | 6,888 |
| U.S. Treasury securities | $103,000 | 2,445 |
| U.S. Government agency obligations | $5,665,000 | 6,717 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $351,000 | 3,518 |
| 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 | $351,000 | 3,096 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $11,642,000 | 363 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,765,000 | 5,453 |
| Mortgage-backed securities | $2,903,000 | 4,911 |
| Certificates of participation in pools of residential mortgages | $2,454,000 | 4,399 |
| Issued or guaranteed by U.S. | $2,454,000 | 4,383 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $449,000 | 3,675 |
| CMOs issued by government agencies or sponsored agencies | $449,000 | 3,520 |
| 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) | $17,761,000 | 4,306 |
| Total debt securities | $6,119,000 | 7,418 |
| 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 | $13,449,000 | 5,708 |
| U.S. Government securities | $3,355,000 | 7,914 |
| U.S. Treasury securities | $104,000 | 3,052 |
| U.S. Government agency obligations | $3,251,000 | 7,712 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $5,474,000 | 1,343 |
| 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 | $5,474,000 | 1,073 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $4,620,000 | 704 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,853,000 | 6,055 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $13,449,000 | 4,877 |
| Total debt securities | $8,829,000 | 6,690 |
| 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 | $9,445,000 | 6,971 |
| U.S. Government securities | $3,092,000 | 8,569 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $3,092,000 | 8,228 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $4,866,000 | 1,229 |
| 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 | $4,866,000 | 1,026 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,487,000 | 1,923 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,607,000 | 6,548 |
| 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) | $9,445,000 | 5,870 |
| Total debt securities | $7,958,000 | 7,260 |
| 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 |