Home > Frontenac Bank > Securities
Frontenac Bank, Securities
| 2016-06-30 | Rank | |
| Total securities | $36,774,000 | 2,925 |
| U.S. Government securities | $29,150,000 | 2,402 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $29,150,000 | 2,310 |
| Securities issued by states & political subdivisions | $7,624,000 | 3,110 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| 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 | $7,081,000 | 3,450 |
| Mortgage-backed securities | $29,150,000 | 1,645 |
| Certificates of participation in pools of residential mortgages | $25,147,000 | 1,325 |
| Issued or guaranteed by U.S. | $25,147,000 | 1,321 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,257,000 | 2,440 |
| CMOs issued by government agencies or sponsored agencies | $1,257,000 | 2,367 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $2,746,000 | 741 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $2,746,000 | 501 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $36,774,000 | 2,681 |
| Total debt securities | $36,774,000 | 2,905 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $3,496,000 | 150 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $44,316,000 | 2,638 |
| U.S. Government securities | $34,645,000 | 2,193 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $34,645,000 | 2,106 |
| Securities issued by states & political subdivisions | $9,671,000 | 2,835 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| 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 | $8,757,000 | 3,232 |
| Mortgage-backed securities | $33,106,000 | 1,497 |
| Certificates of participation in pools of residential mortgages | $25,591,000 | 1,296 |
| Issued or guaranteed by U.S. | $25,591,000 | 1,294 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,565,000 | 2,065 |
| CMOs issued by government agencies or sponsored agencies | $2,565,000 | 1,996 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $4,950,000 | 586 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $4,950,000 | 380 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $44,316,000 | 2,405 |
| Total debt securities | $44,316,000 | 2,623 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $3,848,000 | 136 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $51,686,000 | 2,404 |
| U.S. Government securities | $38,241,000 | 2,077 |
| U.S. Treasury securities | $2,956,000 | 743 |
| U.S. Government agency obligations | $35,285,000 | 2,117 |
| Securities issued by states & political subdivisions | $13,445,000 | 2,422 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $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 | $11,186,000 | 2,955 |
| Mortgage-backed securities | $33,782,000 | 1,496 |
| Certificates of participation in pools of residential mortgages | $26,050,000 | 1,296 |
| Issued or guaranteed by U.S. | $26,050,000 | 1,295 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,839,000 | 2,024 |
| CMOs issued by government agencies or sponsored agencies | $2,839,000 | 1,957 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $4,893,000 | 548 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $4,893,000 | 349 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $51,686,000 | 2,185 |
| Total debt securities | $51,686,000 | 2,376 |
| 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 | $37,345,000 | 2,998 |
| U.S. Government securities | $26,022,000 | 2,706 |
| U.S. Treasury securities | $6,016,000 | 494 |
| U.S. Government agency obligations | $20,006,000 | 3,032 |
| Securities issued by states & political subdivisions | $11,323,000 | 2,664 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $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 | $11,350,000 | 2,965 |
| Mortgage-backed securities | $20,006,000 | 2,091 |
| Certificates of participation in pools of residential mortgages | $13,792,000 | 1,995 |
| Issued or guaranteed by U.S. | $13,792,000 | 1,994 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,238,000 | 2,513 |
| CMOs issued by government agencies or sponsored agencies | $1,238,000 | 2,448 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $4,976,000 | 524 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $4,976,000 | 323 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $37,345,000 | 2,738 |
| Total debt securities | $37,344,000 | 2,971 |
| 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 | $33,749,000 | 3,262 |
| U.S. Government securities | $24,591,000 | 2,882 |
| U.S. Treasury securities | $5,982,000 | 503 |
| U.S. Government agency obligations | $18,609,000 | 3,244 |
| Securities issued by states & political subdivisions | $9,158,000 | 2,940 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $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 | $11,289,000 | 2,997 |
| Mortgage-backed securities | $18,609,000 | 2,241 |
| Certificates of participation in pools of residential mortgages | $12,241,000 | 2,189 |
| Issued or guaranteed by U.S. | $12,241,000 | 2,188 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,427,000 | 2,516 |
| CMOs issued by government agencies or sponsored agencies | $1,427,000 | 2,451 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $4,941,000 | 505 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $4,941,000 | 316 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $33,749,000 | 2,979 |
| Total debt securities | $33,749,000 | 3,236 |
| 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 | $32,087,000 | 3,394 |
| U.S. Government securities | $24,155,000 | 2,957 |
| U.S. Treasury securities | $5,015,000 | 539 |
| U.S. Government agency obligations | $19,140,000 | 3,248 |
| Securities issued by states & political subdivisions | $7,932,000 | 3,115 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $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 | $11,373,000 | 3,010 |
| Mortgage-backed securities | $19,140,000 | 2,259 |
| Certificates of participation in pools of residential mortgages | $12,328,000 | 2,205 |
| Issued or guaranteed by U.S. | $12,328,000 | 2,205 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,807,000 | 2,436 |
| CMOs issued by government agencies or sponsored agencies | $1,807,000 | 2,361 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $5,005,000 | 486 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $5,005,000 | 305 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $32,087,000 | 3,104 |
| Total debt securities | $32,087,000 | 3,366 |
| 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 | $31,685,000 | 3,439 |
| U.S. Government securities | $26,527,000 | 2,813 |
| U.S. Treasury securities | $4,950,000 | 578 |
| U.S. Government agency obligations | $21,577,000 | 3,113 |
| Securities issued by states & political subdivisions | $5,158,000 | 3,622 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $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 | $13,512,000 | 2,790 |
| Mortgage-backed securities | $14,002,000 | 2,653 |
| Certificates of participation in pools of residential mortgages | $8,962,000 | 2,657 |
| Issued or guaranteed by U.S. | $8,962,000 | 2,654 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,108,000 | 2,714 |
| CMOs issued by government agencies or sponsored agencies | $1,108,000 | 2,626 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $3,932,000 | 523 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $3,932,000 | 324 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $31,685,000 | 3,145 |
| Total debt securities | $31,685,000 | 3,418 |
| 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 | $37,619,000 | 3,198 |
| U.S. Government securities | $31,970,000 | 2,589 |
| U.S. Treasury securities | $4,919,000 | 568 |
| U.S. Government agency obligations | $27,051,000 | 2,783 |
| Securities issued by states & political subdivisions | $5,649,000 | 3,566 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $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 | $9,232,000 | 3,357 |
| Mortgage-backed securities | $18,455,000 | 2,381 |
| Certificates of participation in pools of residential mortgages | $9,803,000 | 2,611 |
| Issued or guaranteed by U.S. | $9,803,000 | 2,608 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,948,000 | 2,477 |
| CMOs issued by government agencies or sponsored agencies | $1,948,000 | 2,389 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $6,704,000 | 396 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $6,704,000 | 222 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $37,619,000 | 2,917 |
| Total debt securities | $37,619,000 | 3,175 |
| 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 | $38,810,000 | 3,186 |
| U.S. Government securities | $33,182,000 | 2,572 |
| U.S. Treasury securities | $2,969,000 | 674 |
| U.S. Government agency obligations | $30,213,000 | 2,641 |
| Securities issued by states & political subdivisions | $5,628,000 | 3,603 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $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 | $9,136,000 | 3,381 |
| Mortgage-backed securities | $18,689,000 | 2,412 |
| Certificates of participation in pools of residential mortgages | $8,909,000 | 2,791 |
| Issued or guaranteed by U.S. | $8,909,000 | 2,790 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,037,000 | 2,207 |
| CMOs issued by government agencies or sponsored agencies | $3,037,000 | 2,133 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $6,743,000 | 391 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $6,743,000 | 220 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $38,810,000 | 2,897 |
| Total debt securities | $38,810,000 | 3,157 |
| 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 | $37,080,000 | 3,286 |
| U.S. Government securities | $23,073,000 | 3,232 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $23,073,000 | 3,150 |
| Securities issued by states & political subdivisions | $13,219,000 | 2,483 |
| Other domestic debt securities | $788,000 | 1,965 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $788,000 | 108 |
| 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 | $8,107,000 | 3,599 |
| Mortgage-backed securities | $19,064,000 | 2,394 |
| Certificates of participation in pools of residential mortgages | $7,610,000 | 3,003 |
| Issued or guaranteed by U.S. | $7,610,000 | 3,003 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $4,820,000 | 1,886 |
| CMOs issued by government agencies or sponsored agencies | $4,820,000 | 1,806 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $6,634,000 | 370 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $6,634,000 | 209 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $37,080,000 | 2,996 |
| Total debt securities | $37,079,000 | 3,258 |
| 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 | $35,776,000 | 3,349 |
| U.S. Government securities | $22,090,000 | 3,301 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $22,090,000 | 3,210 |
| Securities issued by states & political subdivisions | $12,902,000 | 2,520 |
| Other domestic debt securities | $784,000 | 2,020 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $784,000 | 109 |
| 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 | $8,697,000 | 3,477 |
| Mortgage-backed securities | $20,035,000 | 2,344 |
| Certificates of participation in pools of residential mortgages | $7,849,000 | 2,961 |
| Issued or guaranteed by U.S. | $7,849,000 | 2,959 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $5,626,000 | 1,772 |
| CMOs issued by government agencies or sponsored agencies | $5,626,000 | 1,691 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $6,560,000 | 357 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $6,560,000 | 199 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $35,776,000 | 3,062 |
| Total debt securities | $35,774,000 | 3,325 |
| 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 | $41,504,000 | 3,064 |
| U.S. Government securities | $27,227,000 | 2,940 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $27,227,000 | 2,872 |
| Securities issued by states & political subdivisions | $13,489,000 | 2,443 |
| Other domestic debt securities | $788,000 | 2,076 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $788,000 | 109 |
| 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 | $9,486,000 | 3,351 |
| Mortgage-backed securities | $26,073,000 | 2,029 |
| Certificates of participation in pools of residential mortgages | $6,725,000 | 3,146 |
| Issued or guaranteed by U.S. | $6,725,000 | 3,142 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $10,772,000 | 1,322 |
| CMOs issued by government agencies or sponsored agencies | $10,772,000 | 1,259 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $8,576,000 | 299 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $8,576,000 | 167 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $41,504,000 | 2,807 |
| Total debt securities | $41,496,000 | 3,032 |
| 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 | $40,040,000 | 3,122 |
| U.S. Government securities | $25,544,000 | 3,050 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $25,544,000 | 2,974 |
| Securities issued by states & political subdivisions | $13,723,000 | 2,401 |
| Other domestic debt securities | $773,000 | 2,139 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $773,000 | 116 |
| 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 | $9,494,000 | 3,349 |
| Mortgage-backed securities | $26,317,000 | 2,015 |
| Certificates of participation in pools of residential mortgages | $7,208,000 | 3,053 |
| Issued or guaranteed by U.S. | $7,208,000 | 3,050 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $12,547,000 | 1,245 |
| CMOs issued by government agencies or sponsored agencies | $12,547,000 | 1,173 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $6,562,000 | 321 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $6,562,000 | 172 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $40,040,000 | 2,862 |
| Total debt securities | $40,044,000 | 3,092 |
| 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 | $40,017,000 | 3,142 |
| U.S. Government securities | $22,853,000 | 3,285 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $22,853,000 | 3,205 |
| Securities issued by states & political subdivisions | $14,530,000 | 2,306 |
| Other domestic debt securities | $2,634,000 | 1,409 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $2,634,000 | 98 |
| 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 | $10,110,000 | 3,292 |
| Mortgage-backed securities | $25,487,000 | 2,098 |
| Certificates of participation in pools of residential mortgages | $4,345,000 | 3,690 |
| Issued or guaranteed by U.S. | $4,345,000 | 3,686 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $16,363,000 | 1,124 |
| CMOs issued by government agencies or sponsored agencies | $16,363,000 | 1,058 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $4,779,000 | 339 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $4,779,000 | 183 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $40,017,000 | 2,905 |
| Total debt securities | $40,020,000 | 3,105 |
| 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 | $35,785,000 | 3,320 |
| U.S. Government securities | $19,214,000 | 3,572 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $19,214,000 | 3,489 |
| Securities issued by states & political subdivisions | $16,571,000 | 2,093 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $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 | $8,394,000 | 3,589 |
| Mortgage-backed securities | $18,710,000 | 2,481 |
| Certificates of participation in pools of residential mortgages | $3,340,000 | 3,931 |
| Issued or guaranteed by U.S. | $3,340,000 | 3,927 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $15,370,000 | 1,176 |
| CMOs issued by government agencies or sponsored agencies | $15,370,000 | 1,105 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $35,785,000 | 3,069 |
| Total debt securities | $35,786,000 | 3,283 |
| 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 | $38,877,000 | 3,192 |
| U.S. Government securities | $20,983,000 | 3,482 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $20,983,000 | 3,405 |
| Securities issued by states & political subdivisions | $17,894,000 | 1,938 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,714,000 | 3,209 |
| Mortgage-backed securities | $20,474,000 | 2,490 |
| Certificates of participation in pools of residential mortgages | $5,134,000 | 3,655 |
| Issued or guaranteed by U.S. | $5,134,000 | 3,654 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $15,340,000 | 1,244 |
| CMOs issued by government agencies or sponsored agencies | $15,340,000 | 1,159 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $38,877,000 | 2,956 |
| Total debt securities | $38,876,000 | 3,161 |
| 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 | $29,355,000 | 3,752 |
| U.S. Government securities | $17,032,000 | 3,947 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $17,032,000 | 3,862 |
| Securities issued by states & political subdivisions | $12,323,000 | 2,449 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,247,000 | 3,026 |
| Mortgage-backed securities | $16,113,000 | 2,840 |
| Certificates of participation in pools of residential mortgages | $5,657,000 | 3,556 |
| Issued or guaranteed by U.S. | $5,657,000 | 3,555 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $10,456,000 | 1,566 |
| CMOs issued by government agencies or sponsored agencies | $10,456,000 | 1,460 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $29,355,000 | 3,484 |
| Total debt securities | $29,354,000 | 3,725 |
| 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 | $37,376,000 | 3,288 |
| U.S. Government securities | $28,034,000 | 3,017 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $28,034,000 | 2,960 |
| Securities issued by states & political subdivisions | $9,342,000 | 2,770 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,919,000 | 2,944 |
| Mortgage-backed securities | $26,252,000 | 2,175 |
| Certificates of participation in pools of residential mortgages | $14,410,000 | 2,329 |
| Issued or guaranteed by U.S. | $14,410,000 | 2,325 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $11,842,000 | 1,500 |
| CMOs issued by government agencies or sponsored agencies | $11,842,000 | 1,384 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $37,376,000 | 3,040 |
| Total debt securities | $37,378,000 | 3,267 |
| 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 | $38,692,000 | 3,141 |
| U.S. Government securities | $32,643,000 | 2,632 |
| U.S. Treasury securities | $2,002,000 | 637 |
| U.S. Government agency obligations | $30,641,000 | 2,706 |
| Securities issued by states & political subdivisions | $6,049,000 | 3,334 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,465,000 | 2,631 |
| Mortgage-backed securities | $24,008,000 | 2,207 |
| Certificates of participation in pools of residential mortgages | $14,408,000 | 2,230 |
| Issued or guaranteed by U.S. | $14,408,000 | 2,225 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $9,600,000 | 1,618 |
| CMOs issued by government agencies or sponsored agencies | $9,600,000 | 1,467 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $38,692,000 | 2,880 |
| Total debt securities | $38,692,000 | 3,123 |
| 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 | $35,447,000 | 3,276 |
| U.S. Government securities | $32,783,000 | 2,558 |
| U.S. Treasury securities | $3,011,000 | 545 |
| U.S. Government agency obligations | $29,772,000 | 2,679 |
| Securities issued by states & political subdivisions | $2,664,000 | 4,210 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,545,000 | 2,607 |
| Mortgage-backed securities | $23,095,000 | 2,195 |
| Certificates of participation in pools of residential mortgages | $14,603,000 | 2,143 |
| Issued or guaranteed by U.S. | $14,603,000 | 2,136 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $8,492,000 | 1,701 |
| CMOs issued by government agencies or sponsored agencies | $8,492,000 | 1,542 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $35,447,000 | 2,994 |
| Total debt securities | $35,447,000 | 3,248 |
| 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 | $45,841,000 | 2,723 |
| U.S. Government securities | $45,341,000 | 1,997 |
| U.S. Treasury securities | $3,019,000 | 603 |
| U.S. Government agency obligations | $42,322,000 | 2,049 |
| Securities issued by states & political subdivisions | $500,000 | 5,271 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,242,000 | 2,676 |
| Mortgage-backed securities | $16,545,000 | 2,636 |
| Certificates of participation in pools of residential mortgages | $10,309,000 | 2,576 |
| Issued or guaranteed by U.S. | $10,309,000 | 2,568 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $6,236,000 | 1,923 |
| CMOs issued by government agencies or sponsored agencies | $6,236,000 | 1,739 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $45,841,000 | 2,480 |
| Total debt securities | $45,842,000 | 2,702 |
| Structured notes | ||
| Amortized cost | $25,896,000 | 232 |
| Fair value | $26,277,000 | 230 |
| 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 | $33,593,000 | 3,364 |
| U.S. Government securities | $32,321,000 | 2,628 |
| U.S. Treasury securities | $4,034,000 | 555 |
| U.S. Government agency obligations | $28,287,000 | 2,820 |
| Securities issued by states & political subdivisions | $1,272,000 | 4,746 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $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 | $13,326,000 | 2,745 |
| Mortgage-backed securities | $12,609,000 | 2,928 |
| Certificates of participation in pools of residential mortgages | $10,692,000 | 2,463 |
| Issued or guaranteed by U.S. | $10,692,000 | 2,458 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,917,000 | 2,697 |
| CMOs issued by government agencies or sponsored agencies | $1,917,000 | 2,453 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $33,593,000 | 3,078 |
| Total debt securities | $33,593,000 | 3,337 |
| Structured notes | ||
| Amortized cost | $995,000 | 2,656 |
| Fair value | $974,000 | 2,640 |
| 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 | $32,477,000 | 3,317 |
| U.S. Government securities | $31,216,000 | 2,563 |
| U.S. Treasury securities | $4,038,000 | 561 |
| U.S. Government agency obligations | $27,178,000 | 2,762 |
| Securities issued by states & political subdivisions | $1,261,000 | 4,767 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $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 | $16,818,000 | 2,384 |
| Mortgage-backed securities | $12,007,000 | 2,910 |
| Certificates of participation in pools of residential mortgages | $10,057,000 | 2,452 |
| Issued or guaranteed by U.S. | $10,057,000 | 2,448 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,950,000 | 2,642 |
| CMOs issued by government agencies or sponsored agencies | $1,950,000 | 2,400 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $32,477,000 | 3,041 |
| Total debt securities | $32,478,000 | 3,290 |
| Structured notes | ||
| Amortized cost | $994,000 | 2,522 |
| Fair value | $968,000 | 2,506 |
| 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 | $30,618,000 | 3,428 |
| U.S. Government securities | $29,809,000 | 2,648 |
| U.S. Treasury securities | $4,050,000 | 511 |
| U.S. Government agency obligations | $25,759,000 | 2,828 |
| Securities issued by states & political subdivisions | $809,000 | 4,993 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $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 | $13,792,000 | 2,698 |
| Mortgage-backed securities | $10,228,000 | 3,122 |
| Certificates of participation in pools of residential mortgages | $8,205,000 | 2,681 |
| Issued or guaranteed by U.S. | $8,205,000 | 2,673 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,023,000 | 2,596 |
| CMOs issued by government agencies or sponsored agencies | $2,023,000 | 2,347 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $30,618,000 | 3,129 |
| Total debt securities | $30,617,000 | 3,399 |
| Structured notes | ||
| Amortized cost | $2,003,000 | 1,853 |
| Fair value | $2,010,000 | 1,925 |
| 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 | $29,933,000 | 3,482 |
| U.S. Government securities | $29,133,000 | 2,740 |
| U.S. Treasury securities | $4,046,000 | 497 |
| U.S. Government agency obligations | $25,087,000 | 2,933 |
| Securities issued by states & political subdivisions | $800,000 | 4,981 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $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 | $16,278,000 | 2,460 |
| Mortgage-backed securities | $7,273,000 | 3,560 |
| Certificates of participation in pools of residential mortgages | $7,273,000 | 2,867 |
| Issued or guaranteed by U.S. | $7,273,000 | 2,859 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $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) | $29,933,000 | 3,168 |
| Total debt securities | $29,934,000 | 3,449 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,961 |
| Fair value | $2,001,000 | 2,094 |
| 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 | $29,995,000 | 3,501 |
| U.S. Government securities | $29,187,000 | 2,759 |
| U.S. Treasury securities | $4,018,000 | 504 |
| U.S. Government agency obligations | $25,169,000 | 2,988 |
| Securities issued by states & political subdivisions | $808,000 | 4,986 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $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 | $16,872,000 | 2,474 |
| Mortgage-backed securities | $4,257,000 | 4,275 |
| Certificates of participation in pools of residential mortgages | $4,257,000 | 3,645 |
| Issued or guaranteed by U.S. | $4,257,000 | 3,639 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $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) | $29,995,000 | 3,178 |
| Total debt securities | $29,996,000 | 3,472 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,655 |
| Fair value | $501,000 | 2,696 |
| 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 | $34,199,000 | 3,188 |
| U.S. Government securities | $33,076,000 | 2,484 |
| U.S. Treasury securities | $4,021,000 | 459 |
| U.S. Government agency obligations | $29,055,000 | 2,674 |
| Securities issued by states & political subdivisions | $1,123,000 | 4,808 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $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 | $16,046,000 | 2,575 |
| Mortgage-backed securities | $4,529,000 | 4,273 |
| Certificates of participation in pools of residential mortgages | $4,529,000 | 3,664 |
| Issued or guaranteed by U.S. | $4,529,000 | 3,657 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $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) | $34,199,000 | 2,868 |
| Total debt securities | $34,198,000 | 3,153 |
| 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 | $32,086,000 | 3,336 |
| U.S. Government securities | $30,956,000 | 2,606 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $30,956,000 | 2,544 |
| Securities issued by states & political subdivisions | $1,130,000 | 4,837 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $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 | $13,579,000 | 2,831 |
| Mortgage-backed securities | $4,847,000 | 4,284 |
| Certificates of participation in pools of residential mortgages | $4,847,000 | 3,688 |
| Issued or guaranteed by U.S. | $4,847,000 | 3,678 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $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) | $32,086,000 | 3,003 |
| Total debt securities | $32,086,000 | 3,292 |
| 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 | $36,813,000 | 2,975 |
| U.S. Government securities | $35,712,000 | 2,264 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $35,712,000 | 2,216 |
| Securities issued by states & political subdivisions | $1,101,000 | 4,851 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $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 | $17,616,000 | 2,438 |
| Mortgage-backed securities | $5,134,000 | 4,254 |
| Certificates of participation in pools of residential mortgages | $5,134,000 | 3,643 |
| Issued or guaranteed by U.S. | $5,134,000 | 3,632 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $36,813,000 | 2,661 |
| Total debt securities | $36,814,000 | 2,944 |
| 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 | $42,609,000 | 2,645 |
| U.S. Government securities | $41,491,000 | 2,026 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $41,491,000 | 1,979 |
| Securities issued by states & political subdivisions | $1,118,000 | 4,764 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $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 | $25,161,000 | 1,935 |
| Mortgage-backed securities | $5,004,000 | 4,364 |
| Certificates of participation in pools of residential mortgages | $5,004,000 | 3,770 |
| Issued or guaranteed by U.S. | $5,004,000 | 3,757 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $42,609,000 | 2,359 |
| Total debt securities | $42,608,000 | 2,612 |
| 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 | $47,502,000 | 2,415 |
| U.S. Government securities | $46,411,000 | 1,819 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $46,411,000 | 1,791 |
| Securities issued by states & political subdivisions | $1,091,000 | 4,746 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $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 | $41,362,000 | 1,297 |
| Mortgage-backed securities | $5,233,000 | 4,250 |
| Certificates of participation in pools of residential mortgages | $5,233,000 | 3,678 |
| Issued or guaranteed by U.S. | $5,233,000 | 3,663 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $47,502,000 | 2,126 |
| Total debt securities | $47,502,000 | 2,383 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $48,208,000 | 2,335 |
| U.S. Government securities | $47,120,000 | 1,742 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $47,120,000 | 1,714 |
| Securities issued by states & political subdivisions | $1,088,000 | 4,742 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $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 | $33,956,000 | 1,494 |
| Mortgage-backed securities | $77,000 | 6,273 |
| Certificates of participation in pools of residential mortgages | $77,000 | 5,981 |
| Issued or guaranteed by U.S. | $77,000 | 5,961 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $48,208,000 | 2,041 |
| Total debt securities | $48,208,000 | 2,308 |
| 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 | $41,965,000 | 2,670 |
| U.S. Government securities | $40,870,000 | 2,026 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $40,870,000 | 1,979 |
| Securities issued by states & political subdivisions | $1,095,000 | 4,770 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $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 | $34,200,000 | 1,476 |
| Mortgage-backed securities | $84,000 | 6,287 |
| Certificates of participation in pools of residential mortgages | $84,000 | 5,989 |
| Issued or guaranteed by U.S. | $84,000 | 5,964 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $41,965,000 | 2,357 |
| Total debt securities | $41,965,000 | 2,630 |
| 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 | $50,911,000 | 2,275 |
| U.S. Government securities | $49,799,000 | 1,666 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $49,799,000 | 1,636 |
| Securities issued by states & political subdivisions | $1,112,000 | 4,776 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $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 | $34,883,000 | 1,414 |
| Mortgage-backed securities | $120,000 | 6,209 |
| Certificates of participation in pools of residential mortgages | $120,000 | 5,908 |
| Issued or guaranteed by U.S. | $120,000 | 5,878 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $50,911,000 | 2,002 |
| Total debt securities | $50,911,000 | 2,220 |
| 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 | $40,657,000 | 2,737 |
| U.S. Government securities | $39,566,000 | 2,076 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $39,566,000 | 2,034 |
| Securities issued by states & political subdivisions | $1,091,000 | 4,815 |
| 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 | $33,655,000 | 1,461 |
| Mortgage-backed securities | $127,000 | 6,121 |
| Certificates of participation in pools of residential mortgages | $127,000 | 5,807 |
| Issued or guaranteed by U.S. | $127,000 | 5,786 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $40,657,000 | 2,403 |
| Total debt securities | $40,655,000 | 2,697 |
| 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 | $49,495,000 | 2,319 |
| U.S. Government securities | $48,421,000 | 1,731 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $48,421,000 | 1,693 |
| Securities issued by states & political subdivisions | $1,074,000 | 4,823 |
| 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 | $28,187,000 | 1,653 |
| Mortgage-backed securities | $139,000 | 6,057 |
| Certificates of participation in pools of residential mortgages | $139,000 | 5,734 |
| Issued or guaranteed by U.S. | $139,000 | 5,712 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $49,495,000 | 2,001 |
| Total debt securities | $49,495,000 | 2,275 |
| 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 | $50,610,000 | 2,275 |
| U.S. Government securities | $49,565,000 | 1,711 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $49,565,000 | 1,667 |
| Securities issued by states & political subdivisions | $1,045,000 | 4,873 |
| 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 | $27,864,000 | 1,655 |
| Mortgage-backed securities | $173,000 | 6,029 |
| Certificates of participation in pools of residential mortgages | $173,000 | 5,696 |
| Issued or guaranteed by U.S. | $173,000 | 5,677 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $50,610,000 | 1,964 |
| Total debt securities | $50,609,000 | 2,237 |
| 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 | $49,046,000 | 2,346 |
| U.S. Government securities | $49,046,000 | 1,743 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $49,046,000 | 1,695 |
| 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 | $30,018,000 | 1,569 |
| Mortgage-backed securities | $212,000 | 5,990 |
| Certificates of participation in pools of residential mortgages | $212,000 | 5,658 |
| Issued or guaranteed by U.S. | $212,000 | 5,634 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $49,046,000 | 2,029 |
| Total debt securities | $49,047,000 | 2,304 |
| 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 | $51,087,000 | 2,286 |
| U.S. Government securities | $51,087,000 | 1,719 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $51,087,000 | 1,673 |
| 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 | $27,673,000 | 1,677 |
| Mortgage-backed securities | $238,000 | 5,970 |
| Certificates of participation in pools of residential mortgages | $238,000 | 5,620 |
| Issued or guaranteed by U.S. | $238,000 | 5,595 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $51,087,000 | 1,982 |
| Total debt securities | $51,089,000 | 2,238 |
| 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 | $45,480,000 | 2,543 |
| U.S. Government securities | $45,480,000 | 1,922 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $45,480,000 | 1,863 |
| 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 | $25,204,000 | 1,800 |
| Mortgage-backed securities | $258,000 | 5,966 |
| Certificates of participation in pools of residential mortgages | $258,000 | 5,601 |
| Issued or guaranteed by U.S. | $258,000 | 5,574 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $45,480,000 | 2,186 |
| Total debt securities | $45,480,000 | 2,500 |
| 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 | $36,470,000 | 3,038 |
| U.S. Government securities | $36,470,000 | 2,347 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $36,470,000 | 2,277 |
| 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 | $28,301,000 | 1,593 |
| Mortgage-backed securities | $298,000 | 5,951 |
| Certificates of participation in pools of residential mortgages | $298,000 | 5,579 |
| Issued or guaranteed by U.S. | $298,000 | 5,554 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $36,470,000 | 2,618 |
| Total debt securities | $36,470,000 | 2,999 |
| 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 | $41,206,000 | 2,782 |
| U.S. Government securities | $41,206,000 | 2,155 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $41,206,000 | 2,080 |
| 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 | $31,527,000 | 1,463 |
| Mortgage-backed securities | $328,000 | 5,946 |
| Certificates of participation in pools of residential mortgages | $328,000 | 5,553 |
| Issued or guaranteed by U.S. | $328,000 | 5,530 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $41,206,000 | 2,395 |
| Total debt securities | $41,206,000 | 2,745 |
| 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 | $41,210,000 | 2,780 |
| U.S. Government securities | $41,210,000 | 2,129 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $41,210,000 | 2,049 |
| 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 | $29,076,000 | 1,553 |
| Mortgage-backed securities | $367,000 | 5,963 |
| Certificates of participation in pools of residential mortgages | $367,000 | 5,545 |
| Issued or guaranteed by U.S. | $367,000 | 5,520 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $41,210,000 | 2,397 |
| Total debt securities | $41,210,000 | 2,739 |
| 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 | $41,357,000 | 2,743 |
| U.S. Government securities | $41,106,000 | 2,109 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $41,106,000 | 2,044 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $251,000 | 2,911 |
| 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 | $251,000 | 2,393 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,937,000 | 1,534 |
| Mortgage-backed securities | $408,000 | 5,956 |
| Certificates of participation in pools of residential mortgages | $408,000 | 5,529 |
| Issued or guaranteed by U.S. | $408,000 | 5,509 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $41,357,000 | 2,352 |
| Total debt securities | $41,362,000 | 2,701 |
| 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 | $39,437,000 | 2,870 |
| U.S. Government securities | $39,181,000 | 2,241 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $39,181,000 | 2,166 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $256,000 | 2,951 |
| 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 | $256,000 | 2,452 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,819,000 | 1,616 |
| Mortgage-backed securities | $500,000 | 5,916 |
| Certificates of participation in pools of residential mortgages | $500,000 | 5,480 |
| Issued or guaranteed by U.S. | $500,000 | 5,453 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $39,437,000 | 2,464 |
| Total debt securities | $39,437,000 | 2,820 |
| 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 | $29,962,000 | 3,627 |
| U.S. Government securities | $29,708,000 | 2,874 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $29,708,000 | 2,760 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $254,000 | 3,009 |
| 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 | $254,000 | 2,543 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,310,000 | 1,978 |
| Mortgage-backed securities | $562,000 | 5,920 |
| Certificates of participation in pools of residential mortgages | $562,000 | 5,471 |
| Issued or guaranteed by U.S. | $562,000 | 5,452 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $29,962,000 | 3,128 |
| Total debt securities | $29,961,000 | 3,571 |
| 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 | $25,025,000 | 4,132 |
| U.S. Government securities | $24,768,000 | 3,307 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $24,768,000 | 3,174 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $257,000 | 3,048 |
| 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 | $257,000 | 2,597 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,829,000 | 2,078 |
| Mortgage-backed securities | $610,000 | 5,926 |
| Certificates of participation in pools of residential mortgages | $610,000 | 5,468 |
| Issued or guaranteed by U.S. | $610,000 | 5,449 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $25,025,000 | 3,573 |
| Total debt securities | $25,025,000 | 4,066 |
| 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 | $22,235,000 | 4,427 |
| U.S. Government securities | $21,987,000 | 3,617 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $21,987,000 | 3,499 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $248,000 | 3,157 |
| 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 | $248,000 | 2,719 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,158,000 | 2,196 |
| Mortgage-backed securities | $663,000 | 5,921 |
| Certificates of participation in pools of residential mortgages | $663,000 | 5,444 |
| Issued or guaranteed by U.S. | $663,000 | 5,428 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $22,235,000 | 3,828 |
| Total debt securities | $22,235,000 | 4,364 |
| 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 | $21,350,000 | 4,614 |
| U.S. Government securities | $21,088,000 | 3,775 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $21,088,000 | 3,639 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $262,000 | 3,192 |
| 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 | $262,000 | 2,764 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,685,000 | 2,243 |
| Mortgage-backed securities | $727,000 | 5,937 |
| Certificates of participation in pools of residential mortgages | $727,000 | 5,444 |
| Issued or guaranteed by U.S. | $727,000 | 5,427 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $250,000 | 3,994 |
| Available-for-sale securities (fair market value) | $21,100,000 | 4,036 |
| Total debt securities | $21,351,000 | 4,545 |
| 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 | $16,531,000 | 5,279 |
| U.S. Government securities | $16,263,000 | 4,420 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $16,263,000 | 4,272 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $268,000 | 3,290 |
| 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 | $268,000 | 2,844 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,034,000 | 2,379 |
| Mortgage-backed securities | $810,000 | 5,926 |
| Certificates of participation in pools of residential mortgages | $810,000 | 5,415 |
| Issued or guaranteed by U.S. | $810,000 | 5,397 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $250,000 | 4,045 |
| Available-for-sale securities (fair market value) | $16,281,000 | 4,674 |
| Total debt securities | $16,531,000 | 5,196 |
| 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 | $16,291,000 | 5,393 |
| U.S. Government securities | $16,021,000 | 4,507 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $16,021,000 | 4,357 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $270,000 | 3,339 |
| 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 | $270,000 | 2,978 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,042,000 | 2,340 |
| Mortgage-backed securities | $884,000 | 5,870 |
| Certificates of participation in pools of residential mortgages | $884,000 | 5,377 |
| Issued or guaranteed by U.S. | $884,000 | 5,355 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $249,000 | 4,120 |
| Available-for-sale securities (fair market value) | $16,042,000 | 4,742 |
| Total debt securities | $16,291,000 | 5,304 |
| 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 | $18,381,000 | 4,964 |
| U.S. Government securities | $18,110,000 | 4,049 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $18,110,000 | 3,892 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $271,000 | 3,461 |
| 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 | $271,000 | 3,086 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,636,000 | 2,184 |
| Mortgage-backed securities | $993,000 | 5,810 |
| Certificates of participation in pools of residential mortgages | $993,000 | 5,292 |
| Issued or guaranteed by U.S. | $993,000 | 5,267 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $249,000 | 4,147 |
| Available-for-sale securities (fair market value) | $18,132,000 | 4,380 |
| Total debt securities | $18,381,000 | 4,876 |
| 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 | $16,551,000 | 5,215 |
| U.S. Government securities | $16,026,000 | 4,285 |
| U.S. Treasury securities | $511,000 | 1,837 |
| U.S. Government agency obligations | $15,515,000 | 4,226 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $525,000 | 3,205 |
| 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 | $525,000 | 2,847 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,366,000 | 2,377 |
| Mortgage-backed securities | $1,197,000 | 5,775 |
| Certificates of participation in pools of residential mortgages | $1,197,000 | 5,185 |
| Issued or guaranteed by U.S. | $1,197,000 | 5,164 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $498,000 | 3,900 |
| Available-for-sale securities (fair market value) | $16,053,000 | 4,618 |
| Total debt securities | $16,551,000 | 5,124 |
| 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 | $14,177,000 | 5,638 |
| U.S. Government securities | $13,658,000 | 4,760 |
| U.S. Treasury securities | $509,000 | 1,878 |
| U.S. Government agency obligations | $13,149,000 | 4,693 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $519,000 | 3,236 |
| 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 | $519,000 | 2,864 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,679,000 | 2,486 |
| Mortgage-backed securities | $997,000 | 5,961 |
| Certificates of participation in pools of residential mortgages | $997,000 | 5,380 |
| Issued or guaranteed by U.S. | $997,000 | 5,360 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $497,000 | 3,966 |
| Available-for-sale securities (fair market value) | $13,680,000 | 5,012 |
| Total debt securities | $14,177,000 | 5,543 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $14,734,000 | 5,504 |
| U.S. Government securities | $14,218,000 | 4,619 |
| U.S. Treasury securities | $515,000 | 1,959 |
| U.S. Government agency obligations | $13,703,000 | 4,547 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $516,000 | 3,274 |
| 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 | $516,000 | 2,892 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,001,000 | 2,892 |
| Mortgage-backed securities | $1,145,000 | 5,813 |
| Certificates of participation in pools of residential mortgages | $1,145,000 | 5,224 |
| Issued or guaranteed by U.S. | $1,145,000 | 5,205 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $497,000 | 4,057 |
| Available-for-sale securities (fair market value) | $14,237,000 | 4,855 |
| Total debt securities | $14,734,000 | 5,409 |
| 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 | $13,282,000 | 5,732 |
| U.S. Government securities | $12,529,000 | 4,889 |
| U.S. Treasury securities | $523,000 | 2,374 |
| U.S. Government agency obligations | $12,006,000 | 4,801 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $753,000 | 3,121 |
| 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 | $753,000 | 2,692 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,478,000 | 3,077 |
| Mortgage-backed securities | $1,874,000 | 5,338 |
| Certificates of participation in pools of residential mortgages | $1,874,000 | 4,576 |
| Issued or guaranteed by U.S. | $1,874,000 | 4,556 |
| 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) | $1,239,000 | 3,646 |
| Available-for-sale securities (fair market value) | $12,043,000 | 5,142 |
| Total debt securities | $13,280,000 | 5,639 |
| 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 | $16,624,000 | 5,235 |
| U.S. Government securities | $11,166,000 | 5,486 |
| U.S. Treasury securities | $506,000 | 3,259 |
| U.S. Government agency obligations | $10,660,000 | 5,327 |
| Securities issued by states & political subdivisions | $2,000,000 | 4,403 |
| Other domestic debt securities | $3,458,000 | 1,464 |
| 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 | $3,458,000 | 1,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,452,000 | 3,303 |
| Mortgage-backed securities | $2,572,000 | 4,429 |
| Certificates of participation in pools of residential mortgages | $2,572,000 | 3,592 |
| Issued or guaranteed by U.S. | $2,572,000 | 3,577 |
| 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) | $3,629,000 | 3,172 |
| Available-for-sale securities (fair market value) | $12,995,000 | 5,013 |
| Total debt securities | $16,624,000 | 5,113 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $8,861,000 | 7,411 |
| U.S. Government securities | $8,861,000 | 6,487 |
| U.S. Treasury securities | $491,000 | 4,684 |
| U.S. Government agency obligations | $8,370,000 | 6,115 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $2,605,000 | 4,703 |
| Certificates of participation in pools of residential mortgages | $2,605,000 | 3,812 |
| Issued or guaranteed by U.S. | $2,605,000 | 3,794 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $895,000 | 4,959 |
| Available-for-sale securities (fair market value) | $7,966,000 | 6,450 |
| Total debt securities | $8,861,000 | 7,291 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |