Home > Hilltop Community Bank > Securities
Hilltop Community Bank, Securities
| 2013-09-30 | Rank | |
| Total securities | $38,840,000 | 3,212 |
| U.S. Government securities | $8,847,000 | 4,834 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $8,847,000 | 4,734 |
| Securities issued by states & political subdivisions | $24,270,000 | 1,568 |
| Other domestic debt securities | $5,723,000 | 951 |
| Privately issued residential mortgage-backed securities | $2,362,000 | 354 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $3,361,000 | 930 |
| 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 | $6,338,000 | 3,958 |
| Mortgage-backed securities | $9,206,000 | 3,311 |
| Certificates of participation in pools of residential mortgages | $3,589,000 | 3,833 |
| Issued or guaranteed by U.S. | $3,589,000 | 3,827 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $5,617,000 | 1,792 |
| CMOs issued by government agencies or sponsored agencies | $3,255,000 | 2,090 |
| Privately issued | $2,362,000 | 337 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $1,067,000 | 1,941 |
| Available-for-sale securities (fair market value) | $37,773,000 | 2,992 |
| Total debt securities | $38,840,000 | 3,177 |
| 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 | $38,146,000 | 3,227 |
| U.S. Government securities | $7,867,000 | 4,977 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $7,867,000 | 4,870 |
| Securities issued by states & political subdivisions | $24,361,000 | 1,540 |
| Other domestic debt securities | $5,918,000 | 948 |
| Privately issued residential mortgage-backed securities | $2,550,000 | 353 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $3,368,000 | 940 |
| 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 | $4,892,000 | 4,284 |
| Mortgage-backed securities | $10,417,000 | 3,176 |
| Certificates of participation in pools of residential mortgages | $4,042,000 | 3,694 |
| Issued or guaranteed by U.S. | $4,042,000 | 3,689 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $6,375,000 | 1,746 |
| CMOs issued by government agencies or sponsored agencies | $3,825,000 | 2,015 |
| Privately issued | $2,550,000 | 335 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $1,068,000 | 1,881 |
| Available-for-sale securities (fair market value) | $37,078,000 | 3,020 |
| Total debt securities | $38,146,000 | 3,195 |
| 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 | $41,046,000 | 3,094 |
| U.S. Government securities | $10,658,000 | 4,622 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $10,658,000 | 4,524 |
| Securities issued by states & political subdivisions | $24,304,000 | 1,529 |
| Other domestic debt securities | $6,084,000 | 937 |
| Privately issued residential mortgage-backed securities | $2,666,000 | 376 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $3,418,000 | 907 |
| 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 | $5,400,000 | 4,207 |
| Mortgage-backed securities | $13,324,000 | 2,934 |
| Certificates of participation in pools of residential mortgages | $4,599,000 | 3,617 |
| Issued or guaranteed by U.S. | $4,599,000 | 3,613 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $8,725,000 | 1,551 |
| CMOs issued by government agencies or sponsored agencies | $6,059,000 | 1,750 |
| Privately issued | $2,666,000 | 362 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $1,070,000 | 1,873 |
| Available-for-sale securities (fair market value) | $39,976,000 | 2,907 |
| Total debt securities | $41,046,000 | 3,059 |
| 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 | $43,194,000 | 2,956 |
| U.S. Government securities | $12,312,000 | 4,366 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $12,312,000 | 4,261 |
| Securities issued by states & political subdivisions | $24,691,000 | 1,466 |
| Other domestic debt securities | $6,191,000 | 908 |
| Privately issued residential mortgage-backed securities | $2,769,000 | 385 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $3,422,000 | 875 |
| 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 | $3,990,000 | 4,546 |
| Mortgage-backed securities | $15,081,000 | 2,771 |
| Certificates of participation in pools of residential mortgages | $5,135,000 | 3,494 |
| Issued or guaranteed by U.S. | $5,135,000 | 3,493 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $9,946,000 | 1,508 |
| CMOs issued by government agencies or sponsored agencies | $7,177,000 | 1,632 |
| Privately issued | $2,769,000 | 373 |
| 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) | $552,000 | 2,081 |
| Available-for-sale securities (fair market value) | $42,642,000 | 2,750 |
| Total debt securities | $43,194,000 | 2,927 |
| 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 | $44,386,000 | 2,928 |
| U.S. Government securities | $14,331,000 | 4,193 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $14,331,000 | 4,108 |
| Securities issued by states & political subdivisions | $23,776,000 | 1,486 |
| Other domestic debt securities | $6,279,000 | 938 |
| Privately issued residential mortgage-backed securities | $2,849,000 | 417 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $3,430,000 | 914 |
| 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 | $4,447,000 | 4,477 |
| Mortgage-backed securities | $17,180,000 | 2,727 |
| Certificates of participation in pools of residential mortgages | $5,724,000 | 3,525 |
| Issued or guaranteed by U.S. | $5,724,000 | 3,525 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $11,456,000 | 1,462 |
| CMOs issued by government agencies or sponsored agencies | $8,607,000 | 1,592 |
| Privately issued | $2,849,000 | 399 |
| 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) | $44,386,000 | 2,699 |
| Total debt securities | $44,386,000 | 2,904 |
| 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 | $42,398,000 | 3,024 |
| U.S. Government securities | $13,477,000 | 4,361 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $13,477,000 | 4,266 |
| Securities issued by states & political subdivisions | $22,555,000 | 1,521 |
| Other domestic debt securities | $6,366,000 | 934 |
| Privately issued residential mortgage-backed securities | $2,997,000 | 435 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $3,369,000 | 931 |
| 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 | $4,853,000 | 4,422 |
| Mortgage-backed securities | $16,474,000 | 2,805 |
| Certificates of participation in pools of residential mortgages | $3,746,000 | 4,005 |
| Issued or guaranteed by U.S. | $3,746,000 | 4,002 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $12,728,000 | 1,424 |
| CMOs issued by government agencies or sponsored agencies | $9,731,000 | 1,527 |
| Privately issued | $2,997,000 | 418 |
| 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) | $42,398,000 | 2,790 |
| Total debt securities | $42,398,000 | 2,998 |
| 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 | $35,832,000 | 3,379 |
| U.S. Government securities | $12,384,000 | 4,615 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $12,384,000 | 4,522 |
| Securities issued by states & political subdivisions | $18,657,000 | 1,736 |
| Other domestic debt securities | $4,791,000 | 1,093 |
| Privately issued residential mortgage-backed securities | $3,259,000 | 437 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $1,532,000 | 1,320 |
| 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 | $5,426,000 | 4,281 |
| Mortgage-backed securities | $15,643,000 | 2,896 |
| Certificates of participation in pools of residential mortgages | $1,615,000 | 4,629 |
| Issued or guaranteed by U.S. | $1,615,000 | 4,625 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $14,028,000 | 1,380 |
| CMOs issued by government agencies or sponsored agencies | $10,769,000 | 1,467 |
| Privately issued | $3,259,000 | 419 |
| 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) | $35,832,000 | 3,131 |
| Total debt securities | $35,832,000 | 3,357 |
| 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 | $38,057,000 | 3,178 |
| U.S. Government securities | $13,198,000 | 4,461 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $13,198,000 | 4,370 |
| Securities issued by states & political subdivisions | $19,778,000 | 1,622 |
| Other domestic debt securities | $5,081,000 | 1,028 |
| Privately issued residential mortgage-backed securities | $3,581,000 | 473 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $1,500,000 | 1,245 |
| 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 | $9,394,000 | 3,313 |
| Mortgage-backed securities | $16,779,000 | 2,725 |
| Certificates of participation in pools of residential mortgages | $1,768,000 | 4,521 |
| Issued or guaranteed by U.S. | $1,768,000 | 4,514 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $15,011,000 | 1,297 |
| CMOs issued by government agencies or sponsored agencies | $11,430,000 | 1,330 |
| Privately issued | $3,581,000 | 453 |
| 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) | $38,057,000 | 2,911 |
| Total debt securities | $38,057,000 | 3,156 |
| 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 | $37,456,000 | 3,137 |
| U.S. Government securities | $13,983,000 | 4,295 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $13,983,000 | 4,201 |
| Securities issued by states & political subdivisions | $18,565,000 | 1,639 |
| Other domestic debt securities | $4,908,000 | 1,056 |
| Privately issued residential mortgage-backed securities | $3,877,000 | 483 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $1,031,000 | 1,391 |
| 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 | $9,025,000 | 3,356 |
| Mortgage-backed securities | $16,854,000 | 2,677 |
| Certificates of participation in pools of residential mortgages | $1,979,000 | 4,411 |
| Issued or guaranteed by U.S. | $1,979,000 | 4,398 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $14,875,000 | 1,277 |
| CMOs issued by government agencies or sponsored agencies | $10,998,000 | 1,348 |
| Privately issued | $3,877,000 | 459 |
| 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) | $37,456,000 | 2,873 |
| Total debt securities | $37,456,000 | 3,115 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $37,389,000 | 3,172 |
| U.S. Government securities | $14,908,000 | 4,281 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $14,908,000 | 4,178 |
| Securities issued by states & political subdivisions | $17,677,000 | 1,666 |
| Other domestic debt securities | $4,704,000 | 1,048 |
| Privately issued residential mortgage-backed securities | $4,162,000 | 486 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $542,000 | 1,553 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $100,000 | 1,003 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,251,000 | 4,754 |
| Mortgage-backed securities | $18,057,000 | 2,503 |
| Certificates of participation in pools of residential mortgages | $2,086,000 | 4,356 |
| Issued or guaranteed by U.S. | $2,086,000 | 4,345 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $15,971,000 | 1,200 |
| CMOs issued by government agencies or sponsored agencies | $11,809,000 | 1,259 |
| Privately issued | $4,162,000 | 464 |
| 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) | $37,389,000 | 2,893 |
| Total debt securities | $37,289,000 | 3,153 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $35,278,000 | 3,240 |
| U.S. Government securities | $13,531,000 | 4,461 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $13,531,000 | 4,338 |
| Securities issued by states & political subdivisions | $16,498,000 | 1,745 |
| Other domestic debt securities | $5,149,000 | 1,033 |
| Privately issued residential mortgage-backed securities | $4,612,000 | 500 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $537,000 | 1,600 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $100,000 | 1,021 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,433,000 | 4,702 |
| Mortgage-backed securities | $18,143,000 | 2,449 |
| Certificates of participation in pools of residential mortgages | $2,162,000 | 4,281 |
| Issued or guaranteed by U.S. | $2,162,000 | 4,272 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $15,981,000 | 1,176 |
| CMOs issued by government agencies or sponsored agencies | $11,369,000 | 1,240 |
| Privately issued | $4,612,000 | 482 |
| 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) | $35,278,000 | 2,959 |
| Total debt securities | $35,178,000 | 3,220 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $31,759,000 | 3,378 |
| U.S. Government securities | $12,110,000 | 4,522 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $12,110,000 | 4,405 |
| Securities issued by states & political subdivisions | $13,966,000 | 1,955 |
| Other domestic debt securities | $5,583,000 | 1,054 |
| Privately issued residential mortgage-backed securities | $5,057,000 | 510 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $526,000 | 1,621 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $100,000 | 1,002 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,581,000 | 4,649 |
| Mortgage-backed securities | $16,166,000 | 2,505 |
| Certificates of participation in pools of residential mortgages | $781,000 | 4,834 |
| Issued or guaranteed by U.S. | $781,000 | 4,826 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $15,385,000 | 1,172 |
| CMOs issued by government agencies or sponsored agencies | $10,328,000 | 1,285 |
| Privately issued | $5,057,000 | 489 |
| 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) | $31,759,000 | 3,099 |
| Total debt securities | $31,659,000 | 3,361 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $50,837,000 | 2,340 |
| U.S. Government securities | $14,104,000 | 4,161 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $14,104,000 | 4,049 |
| Securities issued by states & political subdivisions | $13,105,000 | 1,975 |
| Other domestic debt securities | $6,209,000 | 1,023 |
| Privately issued residential mortgage-backed securities | $5,665,000 | 531 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $544,000 | 1,627 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $17,419,000 | 103 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,908,000 | 4,588 |
| Mortgage-backed securities | $18,265,000 | 2,326 |
| Certificates of participation in pools of residential mortgages | $852,000 | 4,804 |
| Issued or guaranteed by U.S. | $852,000 | 4,796 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $17,413,000 | 1,093 |
| CMOs issued by government agencies or sponsored agencies | $11,748,000 | 1,162 |
| Privately issued | $5,665,000 | 508 |
| 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) | $50,837,000 | 2,103 |
| Total debt securities | $33,418,000 | 3,213 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $36,318,000 | 3,068 |
| U.S. Government securities | $16,707,000 | 3,861 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $16,707,000 | 3,764 |
| Securities issued by states & political subdivisions | $12,269,000 | 1,978 |
| Other domestic debt securities | $6,342,000 | 1,011 |
| Privately issued residential mortgage-backed securities | $5,812,000 | 556 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $530,000 | 1,599 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $1,000,000 | 670 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,212,000 | 4,538 |
| Mortgage-backed securities | $19,507,000 | 2,237 |
| Certificates of participation in pools of residential mortgages | $916,000 | 4,810 |
| Issued or guaranteed by U.S. | $916,000 | 4,803 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $18,591,000 | 1,011 |
| CMOs issued by government agencies or sponsored agencies | $12,779,000 | 1,039 |
| Privately issued | $5,812,000 | 536 |
| 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) | $36,318,000 | 2,756 |
| Total debt securities | $35,318,000 | 3,092 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $36,118,000 | 3,096 |
| U.S. Government securities | $18,881,000 | 3,678 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $18,881,000 | 3,593 |
| Securities issued by states & political subdivisions | $7,356,000 | 2,694 |
| Other domestic debt securities | $6,604,000 | 1,027 |
| Privately issued residential mortgage-backed securities | $6,084,000 | 570 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $520,000 | 1,634 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $3,277,000 | 359 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,045,000 | 4,366 |
| Mortgage-backed securities | $21,946,000 | 2,143 |
| Certificates of participation in pools of residential mortgages | $957,000 | 4,911 |
| Issued or guaranteed by U.S. | $957,000 | 4,902 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $20,989,000 | 906 |
| CMOs issued by government agencies or sponsored agencies | $14,905,000 | 940 |
| Privately issued | $6,084,000 | 550 |
| 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) | $36,118,000 | 2,775 |
| Total debt securities | $32,841,000 | 3,275 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $34,275,000 | 3,185 |
| U.S. Government securities | $20,065,000 | 3,511 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $20,065,000 | 3,437 |
| Securities issued by states & political subdivisions | $7,336,000 | 2,709 |
| Other domestic debt securities | $6,774,000 | 1,055 |
| Privately issued residential mortgage-backed securities | $6,259,000 | 594 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $515,000 | 1,681 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $100,000 | 1,157 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,470,000 | 4,276 |
| Mortgage-backed securities | $23,295,000 | 2,079 |
| Certificates of participation in pools of residential mortgages | $998,000 | 4,957 |
| Issued or guaranteed by U.S. | $998,000 | 4,948 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $22,297,000 | 883 |
| CMOs issued by government agencies or sponsored agencies | $16,038,000 | 883 |
| Privately issued | $6,259,000 | 571 |
| 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) | $34,275,000 | 2,864 |
| Total debt securities | $34,175,000 | 3,155 |
| 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 | $36,246,000 | 3,064 |
| U.S. Government securities | $20,264,000 | 3,467 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $20,264,000 | 3,391 |
| Securities issued by states & political subdivisions | $7,615,000 | 2,658 |
| Other domestic debt securities | $6,913,000 | 1,097 |
| Privately issued residential mortgage-backed securities | $6,404,000 | 629 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $509,000 | 1,789 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $1,454,000 | 633 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,929,000 | 4,147 |
| Mortgage-backed securities | $23,630,000 | 2,106 |
| Certificates of participation in pools of residential mortgages | $1,058,000 | 5,026 |
| Issued or guaranteed by U.S. | $1,058,000 | 5,014 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $22,572,000 | 855 |
| CMOs issued by government agencies or sponsored agencies | $16,168,000 | 846 |
| Privately issued | $6,404,000 | 604 |
| 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) | $36,246,000 | 2,741 |
| Total debt securities | $34,792,000 | 3,129 |
| 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 | $32,056,000 | 3,300 |
| U.S. Government securities | $17,267,000 | 3,798 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $17,267,000 | 3,710 |
| Securities issued by states & political subdivisions | $7,013,000 | 2,736 |
| Other domestic debt securities | $6,546,000 | 1,152 |
| Privately issued residential mortgage-backed securities | $6,546,000 | 629 |
| 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 | $1,230,000 | 711 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,372,000 | 4,036 |
| Mortgage-backed securities | $23,813,000 | 2,104 |
| Certificates of participation in pools of residential mortgages | $1,118,000 | 5,041 |
| Issued or guaranteed by U.S. | $1,118,000 | 5,027 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $22,695,000 | 836 |
| CMOs issued by government agencies or sponsored agencies | $16,149,000 | 802 |
| Privately issued | $6,546,000 | 606 |
| 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) | $32,056,000 | 2,950 |
| Total debt securities | $30,826,000 | 3,348 |
| 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 | $34,319,000 | 3,143 |
| U.S. Government securities | $15,645,000 | 4,091 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $15,645,000 | 4,013 |
| Securities issued by states & political subdivisions | $7,020,000 | 2,657 |
| Other domestic debt securities | $7,103,000 | 1,064 |
| Privately issued residential mortgage-backed securities | $7,103,000 | 622 |
| 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 | $4,551,000 | 384 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,983,000 | 3,974 |
| Mortgage-backed securities | $22,748,000 | 2,195 |
| Certificates of participation in pools of residential mortgages | $1,185,000 | 5,093 |
| Issued or guaranteed by U.S. | $1,185,000 | 5,076 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $21,563,000 | 867 |
| CMOs issued by government agencies or sponsored agencies | $14,460,000 | 862 |
| Privately issued | $7,103,000 | 594 |
| 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) | $34,319,000 | 2,801 |
| Total debt securities | $29,768,000 | 3,473 |
| 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 | $37,276,000 | 2,951 |
| U.S. Government securities | $14,512,000 | 4,313 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $14,512,000 | 4,238 |
| Securities issued by states & political subdivisions | $7,012,000 | 2,623 |
| Other domestic debt securities | $7,608,000 | 987 |
| Privately issued residential mortgage-backed securities | $7,608,000 | 579 |
| 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 | $8,144,000 | 219 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,255,000 | 3,949 |
| Mortgage-backed securities | $22,120,000 | 2,211 |
| Certificates of participation in pools of residential mortgages | $164,000 | 5,836 |
| Issued or guaranteed by U.S. | $164,000 | 5,816 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $21,956,000 | 832 |
| CMOs issued by government agencies or sponsored agencies | $14,348,000 | 839 |
| Privately issued | $7,608,000 | 553 |
| 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) | $37,276,000 | 2,614 |
| Total debt securities | $29,132,000 | 3,487 |
| 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 | $38,541,000 | 2,818 |
| U.S. Government securities | $16,153,000 | 4,024 |
| U.S. Treasury securities | $500,000 | 803 |
| U.S. Government agency obligations | $15,653,000 | 4,033 |
| Securities issued by states & political subdivisions | $6,775,000 | 2,659 |
| Other domestic debt securities | $9,846,000 | 836 |
| Privately issued residential mortgage-backed securities | $9,846,000 | 511 |
| 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 | $5,767,000 | 299 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,566,000 | 3,893 |
| Mortgage-backed securities | $24,498,000 | 1,949 |
| Certificates of participation in pools of residential mortgages | $174,000 | 5,827 |
| Issued or guaranteed by U.S. | $174,000 | 5,809 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $24,324,000 | 736 |
| CMOs issued by government agencies or sponsored agencies | $14,478,000 | 786 |
| Privately issued | $9,846,000 | 486 |
| 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) | $500,000 | 2,836 |
| Available-for-sale securities (fair market value) | $38,041,000 | 2,520 |
| Total debt securities | $32,774,000 | 3,145 |
| 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 | $55,580,000 | 2,105 |
| U.S. Government securities | $15,009,000 | 4,224 |
| U.S. Treasury securities | $500,000 | 805 |
| U.S. Government agency obligations | $14,509,000 | 4,238 |
| Securities issued by states & political subdivisions | $6,950,000 | 2,636 |
| Other domestic debt securities | $10,916,000 | 831 |
| Privately issued residential mortgage-backed securities | $10,916,000 | 491 |
| 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 | $22,705,000 | 139 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,725,000 | 3,602 |
| Mortgage-backed securities | $23,420,000 | 2,009 |
| Certificates of participation in pools of residential mortgages | $178,000 | 5,840 |
| Issued or guaranteed by U.S. | $178,000 | 5,814 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $23,242,000 | 736 |
| CMOs issued by government agencies or sponsored agencies | $12,326,000 | 872 |
| Privately issued | $10,916,000 | 465 |
| 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) | $500,000 | 2,846 |
| Available-for-sale securities (fair market value) | $55,080,000 | 1,875 |
| Total debt securities | $32,875,000 | 3,188 |
| 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 | $57,851,000 | 2,018 |
| U.S. Government securities | $17,798,000 | 3,811 |
| U.S. Treasury securities | $499,000 | 845 |
| U.S. Government agency obligations | $17,299,000 | 3,822 |
| Securities issued by states & political subdivisions | $6,433,000 | 2,759 |
| Other domestic debt securities | $11,064,000 | 801 |
| Privately issued residential mortgage-backed securities | $10,590,000 | 480 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $474,000 | 1,938 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $22,556,000 | 167 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,010,000 | 3,954 |
| Mortgage-backed securities | $21,370,000 | 2,073 |
| Certificates of participation in pools of residential mortgages | $194,000 | 5,817 |
| Issued or guaranteed by U.S. | $194,000 | 5,786 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $21,176,000 | 767 |
| CMOs issued by government agencies or sponsored agencies | $10,586,000 | 945 |
| Privately issued | $10,590,000 | 453 |
| 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) | $1,999,000 | 2,247 |
| Available-for-sale securities (fair market value) | $55,852,000 | 1,835 |
| Total debt securities | $35,295,000 | 3,011 |
| 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 | $42,449,000 | 2,637 |
| U.S. Government securities | $24,355,000 | 3,116 |
| U.S. Treasury securities | $499,000 | 931 |
| U.S. Government agency obligations | $23,856,000 | 3,112 |
| Securities issued by states & political subdivisions | $4,854,000 | 3,145 |
| Other domestic debt securities | $3,517,000 | 1,310 |
| Privately issued residential mortgage-backed securities | $3,046,000 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $471,000 | 1,817 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $9,723,000 | 302 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,479,000 | 3,317 |
| Mortgage-backed securities | $12,443,000 | 2,595 |
| Certificates of participation in pools of residential mortgages | $210,000 | 5,683 |
| Issued or guaranteed by U.S. | $210,000 | 5,663 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $12,233,000 | 1,019 |
| CMOs issued by government agencies or sponsored agencies | $9,187,000 | 975 |
| Privately issued | $3,046,000 | 694 |
| 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) | $3,499,000 | 1,963 |
| Available-for-sale securities (fair market value) | $38,950,000 | 2,495 |
| Total debt securities | $32,726,000 | 3,207 |
| 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 | $37,859,000 | 2,895 |
| U.S. Government securities | $29,580,000 | 2,733 |
| U.S. Treasury securities | $499,000 | 981 |
| U.S. Government agency obligations | $29,081,000 | 2,709 |
| Securities issued by states & political subdivisions | $3,222,000 | 3,693 |
| Other domestic debt securities | $3,614,000 | 1,256 |
| Privately issued residential mortgage-backed securities | $3,146,000 | 692 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $468,000 | 1,787 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $1,443,000 | 859 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,464,000 | 3,179 |
| Mortgage-backed securities | $12,831,000 | 2,389 |
| Certificates of participation in pools of residential mortgages | $215,000 | 5,614 |
| Issued or guaranteed by U.S. | $215,000 | 5,592 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $12,616,000 | 953 |
| CMOs issued by government agencies or sponsored agencies | $9,470,000 | 914 |
| Privately issued | $3,146,000 | 655 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,499,000 | 1,826 |
| Available-for-sale securities (fair market value) | $33,360,000 | 2,803 |
| Total debt securities | $36,416,000 | 2,936 |
| 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 | $32,734,000 | 3,237 |
| U.S. Government securities | $30,234,000 | 2,663 |
| U.S. Treasury securities | $498,000 | 1,088 |
| U.S. Government agency obligations | $29,736,000 | 2,635 |
| Securities issued by states & political subdivisions | $1,935,000 | 4,296 |
| Other domestic debt securities | $465,000 | 2,366 |
| 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 | $465,000 | 1,757 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $100,000 | 1,574 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,019,000 | 2,356 |
| Mortgage-backed securities | $9,963,000 | 2,685 |
| Certificates of participation in pools of residential mortgages | $219,000 | 5,624 |
| Issued or guaranteed by U.S. | $219,000 | 5,603 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $9,744,000 | 1,088 |
| CMOs issued by government agencies or sponsored agencies | $9,744,000 | 872 |
| 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) | $4,998,000 | 1,764 |
| Available-for-sale securities (fair market value) | $27,736,000 | 3,179 |
| Total debt securities | $32,634,000 | 3,202 |
| 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 | $32,773,000 | 3,241 |
| U.S. Government securities | $30,964,000 | 2,622 |
| U.S. Treasury securities | $498,000 | 1,169 |
| U.S. Government agency obligations | $30,466,000 | 2,583 |
| Securities issued by states & political subdivisions | $1,246,000 | 4,747 |
| Other domestic debt securities | $463,000 | 2,390 |
| 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 | $463,000 | 1,801 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $100,000 | 1,593 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,559,000 | 2,311 |
| Mortgage-backed securities | $8,192,000 | 2,915 |
| Certificates of participation in pools of residential mortgages | $235,000 | 5,613 |
| Issued or guaranteed by U.S. | $235,000 | 5,589 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $7,957,000 | 1,202 |
| CMOs issued by government agencies or sponsored agencies | $7,957,000 | 988 |
| 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) | $5,500,000 | 1,723 |
| Available-for-sale securities (fair market value) | $27,273,000 | 3,223 |
| Total debt securities | $32,673,000 | 3,211 |
| 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 | $35,893,000 | 3,060 |
| U.S. Government securities | $34,990,000 | 2,429 |
| U.S. Treasury securities | $2,498,000 | 675 |
| U.S. Government agency obligations | $32,492,000 | 2,505 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $460,000 | 2,428 |
| 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 | $460,000 | 1,847 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $443,000 | 1,324 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,575,000 | 2,311 |
| Mortgage-backed securities | $8,800,000 | 2,819 |
| Certificates of participation in pools of residential mortgages | $462,000 | 5,301 |
| Issued or guaranteed by U.S. | $462,000 | 5,282 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $8,338,000 | 1,166 |
| CMOs issued by government agencies or sponsored agencies | $8,338,000 | 967 |
| 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) | $7,505,000 | 1,524 |
| Available-for-sale securities (fair market value) | $28,388,000 | 3,149 |
| Total debt securities | $35,451,000 | 3,042 |
| 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 | $40,149,000 | 2,812 |
| U.S. Government securities | $39,610,000 | 2,175 |
| U.S. Treasury securities | $4,995,000 | 455 |
| U.S. Government agency obligations | $34,615,000 | 2,382 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $458,000 | 2,463 |
| 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 | $458,000 | 1,895 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $81,000 | 1,715 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,230,000 | 2,339 |
| Mortgage-backed securities | $4,541,000 | 3,760 |
| Certificates of participation in pools of residential mortgages | $1,374,000 | 4,555 |
| Issued or guaranteed by U.S. | $1,374,000 | 4,530 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $3,167,000 | 1,796 |
| CMOs issued by government agencies or sponsored agencies | $3,167,000 | 1,555 |
| 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) | $10,508,000 | 1,316 |
| Available-for-sale securities (fair market value) | $29,641,000 | 3,063 |
| Total debt securities | $40,068,000 | 2,779 |
| 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 | $41,464,000 | 2,734 |
| U.S. Government securities | $40,938,000 | 2,115 |
| U.S. Treasury securities | $4,989,000 | 494 |
| U.S. Government agency obligations | $35,949,000 | 2,314 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $452,000 | 2,485 |
| 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 | $452,000 | 1,931 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $74,000 | 1,757 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,539,000 | 1,387 |
| Mortgage-backed securities | $4,841,000 | 3,656 |
| Certificates of participation in pools of residential mortgages | $1,900,000 | 4,240 |
| Issued or guaranteed by U.S. | $1,900,000 | 4,225 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,941,000 | 1,829 |
| CMOs issued by government agencies or sponsored agencies | $2,941,000 | 1,589 |
| 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) | $10,507,000 | 1,328 |
| Available-for-sale securities (fair market value) | $30,957,000 | 2,970 |
| Total debt securities | $41,390,000 | 2,700 |
| 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 | $44,984,000 | 2,595 |
| U.S. Government securities | $44,216,000 | 2,013 |
| U.S. Treasury securities | $6,984,000 | 417 |
| U.S. Government agency obligations | $37,232,000 | 2,281 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $453,000 | 2,554 |
| 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 | $453,000 | 2,023 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $315,000 | 1,483 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,901,000 | 1,417 |
| Mortgage-backed securities | $6,043,000 | 3,389 |
| Certificates of participation in pools of residential mortgages | $2,756,000 | 3,825 |
| Issued or guaranteed by U.S. | $2,756,000 | 3,808 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,287,000 | 1,758 |
| CMOs issued by government agencies or sponsored agencies | $3,287,000 | 1,521 |
| 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) | $12,507,000 | 1,226 |
| Available-for-sale securities (fair market value) | $32,477,000 | 2,903 |
| Total debt securities | $44,669,000 | 2,560 |
| 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 | $46,187,000 | 2,539 |
| U.S. Government securities | $45,479,000 | 1,968 |
| U.S. Treasury securities | $6,982,000 | 432 |
| U.S. Government agency obligations | $38,497,000 | 2,187 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $653,000 | 2,359 |
| 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 | $653,000 | 1,853 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $55,000 | 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 | $32,068,000 | 1,428 |
| Mortgage-backed securities | $6,853,000 | 3,244 |
| Certificates of participation in pools of residential mortgages | $3,061,000 | 3,716 |
| Issued or guaranteed by U.S. | $3,061,000 | 3,701 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $3,792,000 | 1,658 |
| CMOs issued by government agencies or sponsored agencies | $3,792,000 | 1,431 |
| 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) | $12,510,000 | 1,261 |
| Available-for-sale securities (fair market value) | $33,677,000 | 2,796 |
| Total debt securities | $46,132,000 | 2,494 |
| 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 | $47,868,000 | 2,439 |
| U.S. Government securities | $43,929,000 | 2,002 |
| U.S. Treasury securities | $6,980,000 | 420 |
| U.S. Government agency obligations | $36,949,000 | 2,261 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $652,000 | 2,398 |
| 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 | $652,000 | 1,926 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $3,287,000 | 645 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,083,000 | 1,428 |
| Mortgage-backed securities | $7,533,000 | 3,127 |
| Certificates of participation in pools of residential mortgages | $3,081,000 | 3,772 |
| Issued or guaranteed by U.S. | $3,081,000 | 3,758 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,452,000 | 1,553 |
| CMOs issued by government agencies or sponsored agencies | $4,452,000 | 1,343 |
| 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) | $12,577,000 | 1,265 |
| Available-for-sale securities (fair market value) | $35,291,000 | 2,670 |
| Total debt securities | $44,581,000 | 2,545 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $45,637,000 | 2,555 |
| U.S. Government securities | $39,800,000 | 2,212 |
| U.S. Treasury securities | $6,977,000 | 440 |
| U.S. Government agency obligations | $32,823,000 | 2,503 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $654,000 | 2,468 |
| 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 | $654,000 | 2,004 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $5,183,000 | 491 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,888,000 | 1,404 |
| Mortgage-backed securities | $8,693,000 | 2,999 |
| Certificates of participation in pools of residential mortgages | $3,323,000 | 3,762 |
| Issued or guaranteed by U.S. | $3,323,000 | 3,748 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $5,370,000 | 1,455 |
| CMOs issued by government agencies or sponsored agencies | $5,370,000 | 1,270 |
| 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) | $13,319,000 | 1,232 |
| Available-for-sale securities (fair market value) | $32,318,000 | 2,928 |
| Total debt securities | $40,452,000 | 2,770 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $43,539,000 | 2,683 |
| U.S. Government securities | $42,845,000 | 2,107 |
| U.S. Treasury securities | $6,974,000 | 485 |
| U.S. Government agency obligations | $35,871,000 | 2,370 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $647,000 | 2,554 |
| 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 | $647,000 | 2,111 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $47,000 | 1,927 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,483,000 | 1,356 |
| Mortgage-backed securities | $10,376,000 | 2,835 |
| Certificates of participation in pools of residential mortgages | $4,154,000 | 3,528 |
| Issued or guaranteed by U.S. | $4,154,000 | 3,518 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $6,222,000 | 1,389 |
| CMOs issued by government agencies or sponsored agencies | $6,222,000 | 1,217 |
| 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) | $15,083,000 | 1,156 |
| Available-for-sale securities (fair market value) | $28,456,000 | 3,256 |
| Total debt securities | $43,492,000 | 2,636 |
| 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 | $51,000,000 | 2,377 |
| U.S. Government securities | $49,919,000 | 1,839 |
| U.S. Treasury securities | $7,972,000 | 451 |
| U.S. Government agency obligations | $41,947,000 | 2,063 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $654,000 | 2,581 |
| 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 | $654,000 | 2,159 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $427,000 | 1,542 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,725,000 | 1,363 |
| Mortgage-backed securities | $11,513,000 | 2,732 |
| Certificates of participation in pools of residential mortgages | $4,538,000 | 3,455 |
| Issued or guaranteed by U.S. | $4,538,000 | 3,445 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $6,975,000 | 1,311 |
| CMOs issued by government agencies or sponsored agencies | $6,975,000 | 1,144 |
| 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) | $16,827,000 | 1,071 |
| Available-for-sale securities (fair market value) | $34,173,000 | 2,821 |
| Total debt securities | $50,573,000 | 2,350 |
| 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 | $56,657,000 | 2,168 |
| U.S. Government securities | $38,801,000 | 2,277 |
| U.S. Treasury securities | $7,970,000 | 441 |
| U.S. Government agency obligations | $30,831,000 | 2,674 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $656,000 | 2,609 |
| 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 | $656,000 | 2,216 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $17,200,000 | 215 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,714,000 | 1,312 |
| Mortgage-backed securities | $6,729,000 | 3,540 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $6,729,000 | 1,347 |
| CMOs issued by government agencies or sponsored agencies | $6,729,000 | 1,182 |
| 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) | $17,185,000 | 1,059 |
| Available-for-sale securities (fair market value) | $39,472,000 | 2,498 |
| Total debt securities | $39,457,000 | 2,865 |
| 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 | $55,855,000 | 2,218 |
| U.S. Government securities | $40,533,000 | 2,229 |
| U.S. Treasury securities | $7,968,000 | 466 |
| U.S. Government agency obligations | $32,565,000 | 2,574 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $1,008,000 | 2,421 |
| 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 | $1,008,000 | 2,054 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $14,314,000 | 265 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,301,000 | 1,275 |
| Mortgage-backed securities | $7,577,000 | 3,407 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $7,577,000 | 1,288 |
| CMOs issued by government agencies or sponsored agencies | $7,577,000 | 1,129 |
| 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) | $19,488,000 | 969 |
| Available-for-sale securities (fair market value) | $36,367,000 | 2,733 |
| Total debt securities | $41,540,000 | 2,783 |
| 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 | $66,268,000 | 1,896 |
| U.S. Government securities | $42,340,000 | 2,146 |
| U.S. Treasury securities | $7,966,000 | 451 |
| U.S. Government agency obligations | $34,374,000 | 2,455 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $1,132,000 | 2,394 |
| 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 | $1,132,000 | 2,017 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $22,796,000 | 192 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,364,000 | 1,202 |
| Mortgage-backed securities | $9,756,000 | 3,052 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $9,756,000 | 1,171 |
| CMOs issued by government agencies or sponsored agencies | $9,756,000 | 1,023 |
| 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) | $20,445,000 | 924 |
| Available-for-sale securities (fair market value) | $45,823,000 | 2,268 |
| Total debt securities | $43,472,000 | 2,702 |
| 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 | $60,406,000 | 2,113 |
| U.S. Government securities | $41,920,000 | 2,222 |
| U.S. Treasury securities | $7,963,000 | 481 |
| U.S. Government agency obligations | $33,957,000 | 2,548 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $1,318,000 | 2,348 |
| 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 | $1,318,000 | 2,049 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $17,168,000 | 246 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,785,000 | 1,178 |
| Mortgage-backed securities | $8,892,000 | 3,196 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $8,892,000 | 1,201 |
| CMOs issued by government agencies or sponsored agencies | $8,892,000 | 1,111 |
| 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) | $21,861,000 | 881 |
| Available-for-sale securities (fair market value) | $38,545,000 | 2,640 |
| Total debt securities | $43,238,000 | 2,742 |
| 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 | $59,410,000 | 2,123 |
| U.S. Government securities | $40,140,000 | 2,243 |
| U.S. Treasury securities | $7,467,000 | 495 |
| U.S. Government agency obligations | $32,673,000 | 2,571 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $1,323,000 | 2,453 |
| 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 | $1,323,000 | 2,152 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $17,947,000 | 257 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,086,000 | 1,371 |
| Mortgage-backed securities | $9,537,000 | 3,070 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $9,537,000 | 1,164 |
| CMOs issued by government agencies or sponsored agencies | $9,537,000 | 1,082 |
| 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) | $20,587,000 | 916 |
| Available-for-sale securities (fair market value) | $38,823,000 | 2,584 |
| Total debt securities | $41,463,000 | 2,773 |
| 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 | $51,632,000 | 2,326 |
| U.S. Government securities | $36,306,000 | 2,346 |
| U.S. Treasury securities | $7,466,000 | 497 |
| U.S. Government agency obligations | $28,840,000 | 2,718 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $855,000 | 2,892 |
| 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 | $855,000 | 2,566 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $14,471,000 | 320 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,202,000 | 1,301 |
| Mortgage-backed securities | $9,048,000 | 3,206 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $9,048,000 | 1,294 |
| CMOs issued by government agencies or sponsored agencies | $9,048,000 | 1,209 |
| 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) | $19,092,000 | 931 |
| Available-for-sale securities (fair market value) | $32,540,000 | 2,896 |
| Total debt securities | $37,160,000 | 2,959 |
| 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 | $48,654,000 | 2,441 |
| U.S. Government securities | $35,973,000 | 2,359 |
| U.S. Treasury securities | $6,464,000 | 562 |
| U.S. Government agency obligations | $29,509,000 | 2,629 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $4,090,000 | 1,570 |
| 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 | $4,090,000 | 1,303 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $8,591,000 | 489 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,584,000 | 1,340 |
| Mortgage-backed securities | $5,204,000 | 4,099 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $5,204,000 | 1,771 |
| CMOs issued by government agencies or sponsored agencies | $5,204,000 | 1,661 |
| 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) | $18,564,000 | 977 |
| Available-for-sale securities (fair market value) | $30,090,000 | 3,025 |
| Total debt securities | $40,063,000 | 2,755 |
| 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 | $50,207,000 | 2,339 |
| U.S. Government securities | $37,455,000 | 2,262 |
| U.S. Treasury securities | $6,464,000 | 583 |
| U.S. Government agency obligations | $30,991,000 | 2,524 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $4,704,000 | 1,450 |
| 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 | $4,704,000 | 1,194 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $8,048,000 | 512 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,432,000 | 1,363 |
| Mortgage-backed securities | $1,435,000 | 5,640 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,435,000 | 2,901 |
| CMOs issued by government agencies or sponsored agencies | $1,435,000 | 2,766 |
| 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) | $19,975,000 | 927 |
| Available-for-sale securities (fair market value) | $30,232,000 | 3,002 |
| Total debt securities | $42,159,000 | 2,600 |
| 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 | $26,238,000 | 3,715 |
| U.S. Government securities | $22,227,000 | 3,236 |
| U.S. Treasury securities | $6,006,000 | 683 |
| U.S. Government agency obligations | $16,221,000 | 3,955 |
| Securities issued by states & political subdivisions | $101,000 | 6,771 |
| Other domestic debt securities | $3,910,000 | 1,636 |
| 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 | $3,910,000 | 1,334 |
| 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 | $6,822,000 | 3,743 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,002,000 | 2,294 |
| Available-for-sale securities (fair market value) | $21,236,000 | 3,668 |
| Total debt securities | $26,238,000 | 3,628 |
| 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 | $18,477,000 | 4,906 |
| U.S. Government securities | $16,674,000 | 4,181 |
| U.S. Treasury securities | $2,009,000 | 1,931 |
| U.S. Government agency obligations | $14,665,000 | 4,297 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $1,803,000 | 2,020 |
| 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 | $1,803,000 | 1,733 |
| 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 | $2,811,000 | 5,797 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000,000 | 4,451 |
| Available-for-sale securities (fair market value) | $17,477,000 | 4,169 |
| Total debt securities | $18,477,000 | 4,777 |
| 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 |