Home > Monarch Bank > Securities
Monarch Bank, Securities
| 2016-03-31 | Rank | |
| Total securities | $26,869,000 | 3,524 |
| U.S. Government securities | $23,874,000 | 2,761 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $23,874,000 | 2,658 |
| Securities issued by states & political subdivisions | $2,995,000 | 3,960 |
| 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 | $2,581,000 | 4,418 |
| Mortgage-backed securities | $955,000 | 4,405 |
| Certificates of participation in pools of residential mortgages | $955,000 | 4,132 |
| Issued or guaranteed by U.S. | $955,000 | 4,128 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $26,869,000 | 3,232 |
| Total debt securities | $26,869,000 | 3,501 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $30,213,000 | 3,347 |
| U.S. Government securities | $27,234,000 | 2,597 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $27,234,000 | 2,501 |
| Securities issued by states & political subdivisions | $2,979,000 | 4,007 |
| 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 | $1,572,000 | 4,741 |
| Mortgage-backed securities | $998,000 | 4,413 |
| Certificates of participation in pools of residential mortgages | $998,000 | 4,151 |
| Issued or guaranteed by U.S. | $998,000 | 4,148 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $30,213,000 | 3,063 |
| Total debt securities | $30,213,000 | 3,323 |
| 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 | $14,998,000 | 4,521 |
| U.S. Government securities | $12,015,000 | 3,931 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $12,015,000 | 3,805 |
| Securities issued by states & political subdivisions | $2,983,000 | 4,044 |
| 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 | $2,084,000 | 4,671 |
| Mortgage-backed securities | $1,064,000 | 4,452 |
| Certificates of participation in pools of residential mortgages | $1,064,000 | 4,184 |
| Issued or guaranteed by U.S. | $1,064,000 | 4,179 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $14,998,000 | 4,164 |
| Total debt securities | $14,998,000 | 4,500 |
| 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 | $17,337,000 | 4,383 |
| U.S. Government securities | $14,364,000 | 3,771 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $14,364,000 | 3,653 |
| Securities issued by states & political subdivisions | $2,973,000 | 4,075 |
| 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 | $2,085,000 | 4,711 |
| Mortgage-backed securities | $1,155,000 | 4,511 |
| Certificates of participation in pools of residential mortgages | $1,155,000 | 4,230 |
| Issued or guaranteed by U.S. | $1,155,000 | 4,226 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $17,337,000 | 4,025 |
| Total debt securities | $17,337,000 | 4,359 |
| 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 | $20,283,000 | 4,212 |
| U.S. Government securities | $17,290,000 | 3,538 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $17,290,000 | 3,420 |
| Securities issued by states & political subdivisions | $2,993,000 | 4,070 |
| 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 | $2,592,000 | 4,650 |
| Mortgage-backed securities | $1,223,000 | 4,563 |
| Certificates of participation in pools of residential mortgages | $1,223,000 | 4,272 |
| Issued or guaranteed by U.S. | $1,223,000 | 4,265 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $20,283,000 | 3,856 |
| Total debt securities | $20,283,000 | 4,184 |
| 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 | $23,725,000 | 3,988 |
| U.S. Government securities | $21,738,000 | 3,202 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $21,738,000 | 3,101 |
| Securities issued by states & political subdivisions | $1,987,000 | 4,432 |
| 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 | $4,570,000 | 4,210 |
| Mortgage-backed securities | $1,284,000 | 4,626 |
| Certificates of participation in pools of residential mortgages | $1,284,000 | 4,319 |
| Issued or guaranteed by U.S. | $1,284,000 | 4,312 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $23,725,000 | 3,637 |
| Total debt securities | $23,725,000 | 3,963 |
| 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 | $25,137,000 | 3,966 |
| U.S. Government securities | $23,158,000 | 3,185 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $23,158,000 | 3,083 |
| Securities issued by states & political subdivisions | $1,979,000 | 4,464 |
| 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 | $5,067,000 | 4,148 |
| Mortgage-backed securities | $1,339,000 | 4,680 |
| Certificates of participation in pools of residential mortgages | $1,339,000 | 4,374 |
| Issued or guaranteed by U.S. | $1,339,000 | 4,370 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $25,137,000 | 3,621 |
| Total debt securities | $25,137,000 | 3,934 |
| 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 | $23,772,000 | 4,122 |
| U.S. Government securities | $21,800,000 | 3,332 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $21,800,000 | 3,234 |
| Securities issued by states & political subdivisions | $1,972,000 | 4,513 |
| 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 | $5,090,000 | 4,163 |
| Mortgage-backed securities | $1,438,000 | 4,710 |
| Certificates of participation in pools of residential mortgages | $1,438,000 | 4,390 |
| Issued or guaranteed by U.S. | $1,438,000 | 4,388 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $23,772,000 | 3,760 |
| Total debt securities | $23,772,000 | 4,094 |
| 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 | $23,197,000 | 4,201 |
| U.S. Government securities | $21,248,000 | 3,387 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $21,248,000 | 3,288 |
| Securities issued by states & political subdivisions | $1,949,000 | 4,536 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $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 | $4,574,000 | 4,331 |
| Mortgage-backed securities | $1,512,000 | 4,726 |
| Certificates of participation in pools of residential mortgages | $1,512,000 | 4,396 |
| Issued or guaranteed by U.S. | $1,512,000 | 4,392 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $23,197,000 | 3,830 |
| Total debt securities | $23,197,000 | 4,173 |
| 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 | $48,822,000 | 2,740 |
| U.S. Government securities | $46,913,000 | 1,967 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $46,913,000 | 1,912 |
| Securities issued by states & political subdivisions | $1,909,000 | 4,583 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $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 | $3,589,000 | 4,567 |
| Mortgage-backed securities | $1,567,000 | 4,738 |
| Certificates of participation in pools of residential mortgages | $1,567,000 | 4,402 |
| Issued or guaranteed by U.S. | $1,567,000 | 4,395 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $48,822,000 | 2,490 |
| Total debt securities | $48,822,000 | 2,715 |
| 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 | $16,973,000 | 4,791 |
| U.S. Government securities | $15,043,000 | 4,034 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $15,043,000 | 3,930 |
| Securities issued by states & political subdivisions | $1,930,000 | 4,588 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $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 | $3,898,000 | 4,539 |
| Mortgage-backed securities | $1,670,000 | 4,752 |
| Certificates of participation in pools of residential mortgages | $1,670,000 | 4,402 |
| Issued or guaranteed by U.S. | $1,670,000 | 4,396 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $16,973,000 | 4,403 |
| Total debt securities | $16,973,000 | 4,759 |
| 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 | $16,573,000 | 4,825 |
| U.S. Government securities | $14,633,000 | 4,071 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $14,633,000 | 3,970 |
| Securities issued by states & political subdivisions | $1,940,000 | 4,581 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $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 | $3,949,000 | 4,538 |
| Mortgage-backed securities | $1,771,000 | 4,726 |
| Certificates of participation in pools of residential mortgages | $1,771,000 | 4,337 |
| Issued or guaranteed by U.S. | $1,771,000 | 4,333 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $16,573,000 | 4,452 |
| Total debt securities | $16,573,000 | 4,791 |
| 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 | $16,493,000 | 4,848 |
| U.S. Government securities | $13,965,000 | 4,196 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $13,965,000 | 4,092 |
| Securities issued by states & political subdivisions | $2,025,000 | 4,534 |
| Other domestic debt securities | $503,000 | 2,316 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $503,000 | 1,801 |
| 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 | $4,074,000 | 4,534 |
| Mortgage-backed securities | $1,903,000 | 4,736 |
| Certificates of participation in pools of residential mortgages | $1,903,000 | 4,320 |
| Issued or guaranteed by U.S. | $1,903,000 | 4,317 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $16,493,000 | 4,479 |
| Total debt securities | $16,493,000 | 4,816 |
| 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 | $14,634,000 | 5,001 |
| U.S. Government securities | $12,606,000 | 4,324 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $12,606,000 | 4,221 |
| Securities issued by states & political subdivisions | $1,522,000 | 4,750 |
| Other domestic debt securities | $506,000 | 2,299 |
| 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 | $506,000 | 1,757 |
| 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 | $3,143,000 | 4,814 |
| Mortgage-backed securities | $2,032,000 | 4,733 |
| Certificates of participation in pools of residential mortgages | $2,032,000 | 4,300 |
| Issued or guaranteed by U.S. | $2,032,000 | 4,299 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| 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) | $14,634,000 | 4,625 |
| Total debt securities | $14,634,000 | 4,969 |
| 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 | $10,328,000 | 5,594 |
| U.S. Government securities | $8,285,000 | 5,062 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $8,285,000 | 4,966 |
| Securities issued by states & political subdivisions | $1,535,000 | 4,748 |
| Other domestic debt securities | $508,000 | 2,370 |
| 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 | $508,000 | 1,823 |
| 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 | $3,228,000 | 4,836 |
| Mortgage-backed securities | $2,185,000 | 4,794 |
| Certificates of participation in pools of residential mortgages | $2,185,000 | 4,390 |
| Issued or guaranteed by U.S. | $2,185,000 | 4,388 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| 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) | $10,328,000 | 5,209 |
| Total debt securities | $10,328,000 | 5,562 |
| 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 | $10,820,000 | 5,595 |
| U.S. Government securities | $8,812,000 | 5,070 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $8,812,000 | 4,980 |
| Securities issued by states & political subdivisions | $1,499,000 | 4,754 |
| Other domestic debt securities | $509,000 | 2,352 |
| 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 | $509,000 | 1,808 |
| 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 | $1,751,000 | 5,421 |
| Mortgage-backed securities | $2,239,000 | 4,843 |
| Certificates of participation in pools of residential mortgages | $2,239,000 | 4,400 |
| Issued or guaranteed by U.S. | $2,239,000 | 4,399 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| 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) | $10,820,000 | 5,203 |
| Total debt securities | $10,820,000 | 5,564 |
| 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 | $8,841,000 | 5,881 |
| U.S. Government securities | $6,861,000 | 5,525 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $6,861,000 | 5,415 |
| Securities issued by states & political subdivisions | $1,468,000 | 4,728 |
| Other domestic debt securities | $512,000 | 2,313 |
| 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 | $512,000 | 1,784 |
| 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 | $2,278,000 | 5,249 |
| Mortgage-backed securities | $1,766,000 | 4,990 |
| Certificates of participation in pools of residential mortgages | $1,766,000 | 4,573 |
| Issued or guaranteed by U.S. | $1,766,000 | 4,569 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| 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) | $8,841,000 | 5,480 |
| Total debt securities | $8,841,000 | 5,851 |
| 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 | $9,187,000 | 5,836 |
| U.S. Government securities | $7,365,000 | 5,411 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $7,365,000 | 5,316 |
| Securities issued by states & political subdivisions | $1,311,000 | 4,790 |
| Other domestic debt securities | $511,000 | 2,297 |
| 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 | $511,000 | 1,697 |
| 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 | $3,291,000 | 4,688 |
| Mortgage-backed securities | $1,259,000 | 5,116 |
| Certificates of participation in pools of residential mortgages | $1,259,000 | 4,709 |
| Issued or guaranteed by U.S. | $1,259,000 | 4,702 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| 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) | $9,187,000 | 5,414 |
| Total debt securities | $9,187,000 | 5,803 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,578 |
| Fair value | $500,000 | 2,666 |
| 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 | $8,778,000 | 5,903 |
| U.S. Government securities | $7,462,000 | 5,378 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $7,462,000 | 5,271 |
| Securities issued by states & political subdivisions | $809,000 | 5,053 |
| Other domestic debt securities | $507,000 | 2,300 |
| 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 | $507,000 | 1,675 |
| 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 | $4,900,000 | 4,237 |
| Mortgage-backed securities | $328,000 | 5,534 |
| Certificates of participation in pools of residential mortgages | $328,000 | 5,203 |
| Issued or guaranteed by U.S. | $328,000 | 5,188 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| 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) | $8,778,000 | 5,464 |
| Total debt securities | $8,779,000 | 5,863 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,637 |
| Fair value | $503,000 | 2,673 |
| 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 | $49,301,000 | 2,596 |
| U.S. Government securities | $48,015,000 | 1,913 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $48,015,000 | 1,856 |
| Securities issued by states & political subdivisions | $768,000 | 5,060 |
| Other domestic debt securities | $518,000 | 2,213 |
| 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 | $518,000 | 1,572 |
| 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 | $6,015,000 | 3,993 |
| Mortgage-backed securities | $360,000 | 5,534 |
| Certificates of participation in pools of residential mortgages | $360,000 | 5,199 |
| Issued or guaranteed by U.S. | $360,000 | 5,185 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| 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) | $49,301,000 | 2,350 |
| Total debt securities | $49,301,000 | 2,567 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,818 |
| Fair value | $505,000 | 2,833 |
| 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 | $43,542,000 | 2,809 |
| U.S. Government securities | $42,523,000 | 2,105 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $42,523,000 | 2,041 |
| Securities issued by states & political subdivisions | $504,000 | 5,277 |
| Other domestic debt securities | $515,000 | 2,285 |
| 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 | $515,000 | 1,626 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,046,000 | 3,963 |
| Mortgage-backed securities | $394,000 | 5,496 |
| Certificates of participation in pools of residential mortgages | $394,000 | 5,145 |
| Issued or guaranteed by U.S. | $394,000 | 5,134 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| 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) | $43,542,000 | 2,552 |
| Total debt securities | $43,542,000 | 2,787 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,874 |
| Fair value | $507,000 | 2,883 |
| 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 | $17,602,000 | 4,701 |
| U.S. Government securities | $17,087,000 | 3,802 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $17,087,000 | 3,689 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $515,000 | 2,434 |
| 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 | $515,000 | 1,638 |
| 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 | $6,602,000 | 3,800 |
| Mortgage-backed securities | $419,000 | 5,482 |
| Certificates of participation in pools of residential mortgages | $419,000 | 5,081 |
| Issued or guaranteed by U.S. | $419,000 | 5,069 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| 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) | $17,602,000 | 4,311 |
| Total debt securities | $17,602,000 | 4,669 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,741 |
| Fair value | $510,000 | 2,742 |
| 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 | $7,897,000 | 6,029 |
| U.S. Government securities | $7,359,000 | 5,336 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $7,359,000 | 5,217 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $538,000 | 2,489 |
| Privately issued residential mortgage-backed securities | $20,000 | 1,420 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $518,000 | 1,655 |
| 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 | $7,877,000 | 3,579 |
| Mortgage-backed securities | $473,000 | 5,493 |
| Certificates of participation in pools of residential mortgages | $453,000 | 5,068 |
| Issued or guaranteed by U.S. | $453,000 | 5,055 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $20,000 | 3,747 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $20,000 | 1,353 |
| 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) | $7,897,000 | 5,558 |
| Total debt securities | $7,897,000 | 5,989 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,790 |
| Fair value | $511,000 | 2,795 |
| 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 | $8,457,000 | 6,014 |
| U.S. Government securities | $7,915,000 | 5,367 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $7,915,000 | 5,251 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $542,000 | 2,484 |
| Privately issued residential mortgage-backed securities | $29,000 | 1,432 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $513,000 | 1,628 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,428,000 | 3,536 |
| Mortgage-backed securities | $530,000 | 5,491 |
| Certificates of participation in pools of residential mortgages | $501,000 | 5,094 |
| Issued or guaranteed by U.S. | $501,000 | 5,082 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $29,000 | 3,655 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $29,000 | 1,366 |
| 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) | $8,457,000 | 5,530 |
| Total debt securities | $8,457,000 | 5,971 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,871 |
| Fair value | $512,000 | 2,869 |
| 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 | $8,413,000 | 6,075 |
| U.S. Government securities | $7,873,000 | 5,454 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $7,873,000 | 5,341 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $540,000 | 2,539 |
| Privately issued residential mortgage-backed securities | $36,000 | 1,461 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $504,000 | 1,669 |
| 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 | $8,377,000 | 3,621 |
| Mortgage-backed securities | $571,000 | 5,569 |
| Certificates of participation in pools of residential mortgages | $535,000 | 5,185 |
| Issued or guaranteed by U.S. | $535,000 | 5,173 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $36,000 | 3,639 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $36,000 | 1,398 |
| 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) | $8,413,000 | 5,585 |
| Total debt securities | $8,415,000 | 6,028 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,024 |
| Fair value | $1,510,000 | 2,027 |
| 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 | $7,189,000 | 6,306 |
| U.S. Government securities | $6,668,000 | 5,682 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $6,668,000 | 5,578 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $521,000 | 2,625 |
| Privately issued residential mortgage-backed securities | $24,000 | 1,510 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $497,000 | 1,752 |
| 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 | $4,676,000 | 4,494 |
| Mortgage-backed securities | $609,000 | 5,618 |
| Certificates of participation in pools of residential mortgages | $585,000 | 5,220 |
| Issued or guaranteed by U.S. | $585,000 | 5,207 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $24,000 | 3,683 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $24,000 | 1,437 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $7,189,000 | 5,800 |
| Total debt securities | $7,190,000 | 6,267 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,485 |
| Fair value | $1,996,000 | 1,548 |
| 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 | $6,262,000 | 6,539 |
| U.S. Government securities | $5,744,000 | 5,954 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $5,744,000 | 5,866 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $518,000 | 2,733 |
| Privately issued residential mortgage-backed securities | $25,000 | 1,561 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $493,000 | 1,847 |
| 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 | $5,232,000 | 4,326 |
| Mortgage-backed securities | $642,000 | 5,676 |
| Certificates of participation in pools of residential mortgages | $617,000 | 5,297 |
| Issued or guaranteed by U.S. | $617,000 | 5,281 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $25,000 | 3,678 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $25,000 | 1,484 |
| 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) | $500,000 | 2,700 |
| Available-for-sale securities (fair market value) | $5,762,000 | 6,107 |
| Total debt securities | $6,262,000 | 6,497 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,012 |
| Fair value | $504,000 | 2,019 |
| 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 | $5,762,000 | 6,649 |
| U.S. Government securities | $5,266,000 | 6,087 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $5,266,000 | 5,999 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $496,000 | 2,843 |
| Privately issued residential mortgage-backed securities | $24,000 | 1,580 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $472,000 | 1,914 |
| 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 | $5,738,000 | 4,193 |
| Mortgage-backed securities | $678,000 | 5,717 |
| Certificates of participation in pools of residential mortgages | $654,000 | 5,332 |
| Issued or guaranteed by U.S. | $654,000 | 5,312 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $24,000 | 3,684 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $24,000 | 1,501 |
| 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) | $500,000 | 2,751 |
| Available-for-sale securities (fair market value) | $5,262,000 | 6,224 |
| Total debt securities | $5,762,000 | 6,606 |
| 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 | $6,298,000 | 6,588 |
| U.S. Government securities | $5,834,000 | 6,068 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $5,834,000 | 5,988 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $464,000 | 2,799 |
| Privately issued residential mortgage-backed securities | $24,000 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $440,000 | 2,031 |
| 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 | $5,774,000 | 4,250 |
| Mortgage-backed securities | $734,000 | 5,750 |
| Certificates of participation in pools of residential mortgages | $710,000 | 5,371 |
| Issued or guaranteed by U.S. | $710,000 | 5,353 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $24,000 | 3,691 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $24,000 | 1,518 |
| 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 | 2,800 |
| Available-for-sale securities (fair market value) | $5,798,000 | 6,143 |
| Total debt securities | $6,297,000 | 6,548 |
| 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 | $6,347,000 | 6,641 |
| U.S. Government securities | $5,871,000 | 6,152 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $5,871,000 | 6,067 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $476,000 | 2,745 |
| Privately issued residential mortgage-backed securities | $21,000 | 1,557 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $455,000 | 1,973 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,829,000 | 4,291 |
| Mortgage-backed securities | $760,000 | 5,746 |
| Certificates of participation in pools of residential mortgages | $739,000 | 5,353 |
| Issued or guaranteed by U.S. | $739,000 | 5,337 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $21,000 | 3,663 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $21,000 | 1,477 |
| 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 | 2,828 |
| Available-for-sale securities (fair market value) | $5,847,000 | 6,176 |
| Total debt securities | $6,346,000 | 6,602 |
| 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 | $17,790,000 | 4,657 |
| U.S. Government securities | $16,299,000 | 4,005 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $16,299,000 | 3,929 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $1,491,000 | 1,989 |
| Privately issued residential mortgage-backed securities | $28,000 | 1,518 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,463,000 | 1,281 |
| 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 | $14,741,000 | 2,762 |
| Mortgage-backed securities | $831,000 | 5,692 |
| Certificates of participation in pools of residential mortgages | $803,000 | 5,303 |
| Issued or guaranteed by U.S. | $803,000 | 5,286 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $28,000 | 3,585 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $28,000 | 1,440 |
| 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) | $17,290,000 | 4,243 |
| Total debt securities | $17,791,000 | 4,616 |
| 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 | $10,183,000 | 5,896 |
| U.S. Government securities | $8,395,000 | 5,479 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $8,395,000 | 5,399 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $1,788,000 | 1,925 |
| Privately issued residential mortgage-backed securities | $28,000 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,760,000 | 1,268 |
| 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 | $5,369,000 | 4,414 |
| Mortgage-backed securities | $889,000 | 5,676 |
| Certificates of participation in pools of residential mortgages | $861,000 | 5,273 |
| Issued or guaranteed by U.S. | $861,000 | 5,250 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $28,000 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $28,000 | 1,404 |
| 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 | 2,558 |
| Available-for-sale securities (fair market value) | $9,183,000 | 5,558 |
| Total debt securities | $10,182,000 | 5,831 |
| 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 | $9,575,000 | 6,022 |
| U.S. Government securities | $7,763,000 | 5,659 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $7,763,000 | 5,568 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $1,812,000 | 1,828 |
| Privately issued residential mortgage-backed securities | $27,000 | 1,482 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,785,000 | 1,211 |
| 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 | $4,463,000 | 4,650 |
| Mortgage-backed securities | $979,000 | 5,578 |
| Certificates of participation in pools of residential mortgages | $952,000 | 5,163 |
| Issued or guaranteed by U.S. | $952,000 | 5,136 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $27,000 | 3,592 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $27,000 | 1,396 |
| 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) | $1,492,000 | 2,417 |
| Available-for-sale securities (fair market value) | $8,083,000 | 5,769 |
| Total debt securities | $9,573,000 | 5,954 |
| 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 | $30,959,000 | 3,378 |
| U.S. Government securities | $28,910,000 | 2,749 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $28,910,000 | 2,689 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $2,049,000 | 1,594 |
| Privately issued residential mortgage-backed securities | $28,000 | 1,385 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,021,000 | 1,050 |
| 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 | $5,480,000 | 4,378 |
| Mortgage-backed securities | $1,034,000 | 5,345 |
| Certificates of participation in pools of residential mortgages | $1,006,000 | 4,931 |
| Issued or guaranteed by U.S. | $1,006,000 | 4,908 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $28,000 | 3,523 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $28,000 | 1,307 |
| 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) | $22,085,000 | 704 |
| Available-for-sale securities (fair market value) | $8,874,000 | 5,661 |
| Total debt securities | $30,959,000 | 3,329 |
| 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 | $20,482,000 | 4,427 |
| U.S. Government securities | $18,438,000 | 3,842 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $18,438,000 | 3,763 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $2,044,000 | 1,563 |
| Privately issued residential mortgage-backed securities | $30,000 | 1,348 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,014,000 | 1,031 |
| 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 | $6,005,000 | 4,249 |
| Mortgage-backed securities | $1,095,000 | 5,213 |
| Certificates of participation in pools of residential mortgages | $1,065,000 | 4,750 |
| Issued or guaranteed by U.S. | $1,065,000 | 4,734 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $30,000 | 3,493 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $30,000 | 1,268 |
| 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) | $12,087,000 | 1,124 |
| Available-for-sale securities (fair market value) | $8,395,000 | 5,798 |
| Total debt securities | $20,482,000 | 4,371 |
| 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 | $27,418,000 | 3,658 |
| U.S. Government securities | $25,386,000 | 3,070 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $25,386,000 | 2,994 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $2,032,000 | 1,491 |
| Privately issued residential mortgage-backed securities | $31,000 | 1,305 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,001,000 | 996 |
| 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 | $6,528,000 | 4,131 |
| Mortgage-backed securities | $1,161,000 | 5,163 |
| Certificates of participation in pools of residential mortgages | $1,130,000 | 4,691 |
| Issued or guaranteed by U.S. | $1,130,000 | 4,677 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $31,000 | 3,471 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $31,000 | 1,221 |
| 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) | $18,582,000 | 843 |
| Available-for-sale securities (fair market value) | $8,836,000 | 5,726 |
| Total debt securities | $27,428,000 | 3,615 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,252 |
| Fair value | $500,000 | 2,253 |
| 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 | $32,501,000 | 3,264 |
| U.S. Government securities | $30,451,000 | 2,651 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $30,451,000 | 2,584 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $2,050,000 | 1,490 |
| Privately issued residential mortgage-backed securities | $31,000 | 1,273 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,019,000 | 1,007 |
| 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 | $6,114,000 | 4,250 |
| Mortgage-backed securities | $1,238,000 | 5,128 |
| Certificates of participation in pools of residential mortgages | $1,207,000 | 4,653 |
| Issued or guaranteed by U.S. | $1,207,000 | 4,635 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $31,000 | 3,461 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $31,000 | 1,181 |
| 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) | $23,578,000 | 721 |
| Available-for-sale securities (fair market value) | $8,923,000 | 5,719 |
| Total debt securities | $32,501,000 | 3,221 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,315 |
| Fair value | $499,000 | 2,344 |
| 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 | $50,029,000 | 2,330 |
| U.S. Government securities | $47,984,000 | 1,816 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $47,984,000 | 1,768 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $2,045,000 | 1,495 |
| Privately issued residential mortgage-backed securities | $31,000 | 1,258 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,014,000 | 1,034 |
| 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 | $7,652,000 | 3,882 |
| Mortgage-backed securities | $2,799,000 | 4,366 |
| Certificates of participation in pools of residential mortgages | $2,768,000 | 3,807 |
| Issued or guaranteed by U.S. | $2,768,000 | 3,795 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $31,000 | 3,464 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $31,000 | 1,175 |
| 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) | $38,574,000 | 509 |
| Available-for-sale securities (fair market value) | $11,455,000 | 5,268 |
| Total debt securities | $50,028,000 | 2,286 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,419 |
| Fair value | $498,000 | 2,460 |
| 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 | $47,223,000 | 2,461 |
| U.S. Government securities | $44,918,000 | 1,948 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $44,918,000 | 1,884 |
| Securities issued by states & political subdivisions | $255,000 | 5,847 |
| Other domestic debt securities | $2,050,000 | 1,490 |
| Privately issued residential mortgage-backed securities | $30,000 | 1,251 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,020,000 | 1,036 |
| 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 | $10,102,000 | 3,398 |
| Mortgage-backed securities | $4,764,000 | 3,686 |
| Certificates of participation in pools of residential mortgages | $4,734,000 | 3,084 |
| Issued or guaranteed by U.S. | $4,734,000 | 3,069 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $30,000 | 3,468 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $30,000 | 1,155 |
| 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) | $33,568,000 | 602 |
| Available-for-sale securities (fair market value) | $13,655,000 | 4,892 |
| Total debt securities | $47,223,000 | 2,422 |
| Structured notes | ||
| Amortized cost | $600,000 | 2,503 |
| Fair value | $497,000 | 2,597 |
| 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 | $36,436,000 | 3,041 |
| U.S. Government securities | $34,166,000 | 2,490 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $34,166,000 | 2,411 |
| Securities issued by states & political subdivisions | $251,000 | 5,884 |
| Other domestic debt securities | $2,019,000 | 1,517 |
| Privately issued residential mortgage-backed securities | $28,000 | 1,244 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,991,000 | 1,076 |
| 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 | $11,267,000 | 3,196 |
| Mortgage-backed securities | $5,002,000 | 3,608 |
| Certificates of participation in pools of residential mortgages | $4,955,000 | 3,039 |
| Issued or guaranteed by U.S. | $4,955,000 | 3,027 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $47,000 | 3,437 |
| CMOs issued by government agencies or sponsored agencies | $19,000 | 3,199 |
| Privately issued | $28,000 | 1,151 |
| 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) | $23,058,000 | 786 |
| Available-for-sale securities (fair market value) | $13,378,000 | 4,932 |
| Total debt securities | $36,436,000 | 3,002 |
| Structured notes | ||
| Amortized cost | $497,000 | 2,782 |
| Fair value | $493,000 | 2,643 |
| 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 | $41,906,000 | 2,746 |
| U.S. Government securities | $39,620,000 | 2,221 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $39,620,000 | 2,146 |
| Securities issued by states & political subdivisions | $252,000 | 5,910 |
| Other domestic debt securities | $2,034,000 | 1,551 |
| Privately issued residential mortgage-backed securities | $26,000 | 1,235 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,008,000 | 1,117 |
| 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 | $11,669,000 | 3,117 |
| Mortgage-backed securities | $5,460,000 | 3,536 |
| Certificates of participation in pools of residential mortgages | $5,368,000 | 2,982 |
| Issued or guaranteed by U.S. | $5,368,000 | 2,970 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $92,000 | 3,349 |
| CMOs issued by government agencies or sponsored agencies | $66,000 | 3,078 |
| Privately issued | $26,000 | 1,146 |
| 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) | $28,057,000 | 694 |
| Available-for-sale securities (fair market value) | $13,849,000 | 4,889 |
| Total debt securities | $41,905,000 | 2,713 |
| Structured notes | ||
| Amortized cost | $495,000 | 2,793 |
| Fair value | $493,000 | 2,665 |
| 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 | $36,390,000 | 3,052 |
| U.S. Government securities | $33,758,000 | 2,512 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $33,758,000 | 2,431 |
| Securities issued by states & political subdivisions | $553,000 | 5,514 |
| Other domestic debt securities | $2,079,000 | 1,597 |
| Privately issued residential mortgage-backed securities | $37,000 | 1,203 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,042,000 | 1,160 |
| 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 | $12,001,000 | 3,041 |
| Mortgage-backed securities | $5,876,000 | 3,491 |
| Certificates of participation in pools of residential mortgages | $5,685,000 | 2,925 |
| Issued or guaranteed by U.S. | $5,685,000 | 2,914 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $191,000 | 3,190 |
| CMOs issued by government agencies or sponsored agencies | $154,000 | 2,942 |
| Privately issued | $37,000 | 1,106 |
| 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) | $22,089,000 | 856 |
| Available-for-sale securities (fair market value) | $14,301,000 | 4,823 |
| Total debt securities | $36,387,000 | 3,008 |
| 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 | $36,159,000 | 3,053 |
| U.S. Government securities | $33,457,000 | 2,506 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $33,457,000 | 2,436 |
| Securities issued by states & political subdivisions | $587,000 | 5,500 |
| Other domestic debt securities | $2,115,000 | 1,612 |
| Privately issued residential mortgage-backed securities | $54,000 | 1,163 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,061,000 | 1,195 |
| 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 | $11,453,000 | 3,130 |
| Mortgage-backed securities | $6,579,000 | 3,328 |
| Certificates of participation in pools of residential mortgages | $6,129,000 | 2,850 |
| Issued or guaranteed by U.S. | $6,129,000 | 2,839 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $450,000 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $396,000 | 2,686 |
| Privately issued | $54,000 | 1,067 |
| 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) | $1,100,000 | 3,045 |
| Available-for-sale securities (fair market value) | $35,059,000 | 2,688 |
| Total debt securities | $36,150,000 | 3,001 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,532 |
| Fair value | $496,000 | 2,618 |
| 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 | $27,010,000 | 3,844 |
| U.S. Government securities | $24,230,000 | 3,314 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $24,230,000 | 3,196 |
| Securities issued by states & political subdivisions | $588,000 | 5,507 |
| Other domestic debt securities | $2,192,000 | 1,618 |
| Privately issued residential mortgage-backed securities | $93,000 | 1,089 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,099,000 | 1,225 |
| 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 | $11,703,000 | 3,067 |
| Mortgage-backed securities | $7,353,000 | 3,230 |
| Certificates of participation in pools of residential mortgages | $6,838,000 | 2,763 |
| Issued or guaranteed by U.S. | $6,838,000 | 2,752 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $515,000 | 2,889 |
| CMOs issued by government agencies or sponsored agencies | $422,000 | 2,728 |
| Privately issued | $93,000 | 996 |
| 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) | $1,100,000 | 3,094 |
| Available-for-sale securities (fair market value) | $25,910,000 | 3,425 |
| Total debt securities | $27,010,000 | 3,783 |
| Structured notes | ||
| Amortized cost | $1,100,000 | 1,994 |
| Fair value | $1,095,000 | 1,996 |
| 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 | $27,304,000 | 3,864 |
| U.S. Government securities | $24,516,000 | 3,341 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $24,516,000 | 3,211 |
| Securities issued by states & political subdivisions | $583,000 | 5,518 |
| Other domestic debt securities | $2,205,000 | 1,654 |
| Privately issued residential mortgage-backed securities | $139,000 | 1,039 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,066,000 | 1,303 |
| 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 | $11,516,000 | 3,105 |
| Mortgage-backed securities | $7,738,000 | 3,241 |
| Certificates of participation in pools of residential mortgages | $7,166,000 | 2,770 |
| Issued or guaranteed by U.S. | $7,166,000 | 2,761 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $572,000 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $433,000 | 2,770 |
| Privately issued | $139,000 | 952 |
| 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) | $1,100,000 | 3,142 |
| Available-for-sale securities (fair market value) | $26,204,000 | 3,435 |
| Total debt securities | $27,304,000 | 3,810 |
| Structured notes | ||
| Amortized cost | $1,100,000 | 1,983 |
| Fair value | $1,086,000 | 1,985 |
| 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 | $33,039,000 | 3,374 |
| U.S. Government securities | $29,512,000 | 2,894 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $29,512,000 | 2,788 |
| Securities issued by states & political subdivisions | $1,232,000 | 4,924 |
| Other domestic debt securities | $2,295,000 | 1,690 |
| Privately issued residential mortgage-backed securities | $171,000 | 1,009 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,124,000 | 1,358 |
| 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 | $12,695,000 | 2,883 |
| Mortgage-backed securities | $8,291,000 | 3,219 |
| Certificates of participation in pools of residential mortgages | $7,646,000 | 2,712 |
| Issued or guaranteed by U.S. | $7,646,000 | 2,705 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $645,000 | 2,882 |
| CMOs issued by government agencies or sponsored agencies | $474,000 | 2,772 |
| Privately issued | $171,000 | 931 |
| 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 | 3,598 |
| Available-for-sale securities (fair market value) | $32,539,000 | 2,952 |
| Total debt securities | $33,037,000 | 3,317 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,430 |
| Fair value | $497,000 | 2,554 |
| 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 | $31,629,000 | 3,474 |
| U.S. Government securities | $27,627,000 | 3,036 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $27,627,000 | 2,920 |
| Securities issued by states & political subdivisions | $1,658,000 | 4,598 |
| Other domestic debt securities | $2,344,000 | 1,680 |
| Privately issued residential mortgage-backed securities | $201,000 | 948 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,143,000 | 1,395 |
| 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 | $13,780,000 | 2,689 |
| Mortgage-backed securities | $8,904,000 | 3,127 |
| Certificates of participation in pools of residential mortgages | $8,222,000 | 2,641 |
| Issued or guaranteed by U.S. | $8,222,000 | 2,632 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $682,000 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $481,000 | 2,793 |
| Privately issued | $201,000 | 872 |
| 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 | 3,669 |
| Available-for-sale securities (fair market value) | $31,129,000 | 3,041 |
| Total debt securities | $31,626,000 | 3,409 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,417 |
| Fair value | $498,000 | 2,558 |
| 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 | $31,536,000 | 3,541 |
| U.S. Government securities | $27,571,000 | 3,064 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $27,571,000 | 2,945 |
| Securities issued by states & political subdivisions | $1,644,000 | 4,620 |
| Other domestic debt securities | $2,321,000 | 1,756 |
| Privately issued residential mortgage-backed securities | $235,000 | 917 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,086,000 | 1,511 |
| 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 | $14,234,000 | 2,605 |
| Mortgage-backed securities | $9,457,000 | 3,066 |
| Certificates of participation in pools of residential mortgages | $8,721,000 | 2,580 |
| Issued or guaranteed by U.S. | $8,721,000 | 2,573 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $736,000 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $501,000 | 2,808 |
| Privately issued | $235,000 | 849 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $31,536,000 | 3,043 |
| Total debt securities | $31,538,000 | 3,468 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,536 |
| Fair value | $491,000 | 2,498 |
| 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 | $35,123,000 | 3,246 |
| U.S. Government securities | $30,858,000 | 2,747 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $30,858,000 | 2,662 |
| Securities issued by states & political subdivisions | $1,673,000 | 4,587 |
| Other domestic debt securities | $2,590,000 | 1,775 |
| Privately issued residential mortgage-backed securities | $388,000 | 901 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,202,000 | 1,549 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $2,000 | 2,250 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,284,000 | 1,651 |
| Mortgage-backed securities | $10,010,000 | 3,014 |
| Certificates of participation in pools of residential mortgages | $9,532,000 | 2,479 |
| Issued or guaranteed by U.S. | $9,532,000 | 2,472 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $478,000 | 3,200 |
| CMOs issued by government agencies or sponsored agencies | $90,000 | 3,334 |
| Privately issued | $388,000 | 831 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $35,123,000 | 2,805 |
| Total debt securities | $35,121,000 | 3,185 |
| 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 | $37,906,000 | 3,109 |
| U.S. Government securities | $28,667,000 | 3,017 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $28,667,000 | 2,904 |
| Securities issued by states & political subdivisions | $5,880,000 | 2,827 |
| Other domestic debt securities | $3,358,000 | 1,583 |
| Privately issued residential mortgage-backed securities | $443,000 | 754 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $358,000 | 311 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,557,000 | 1,544 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $1,000 | 2,332 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,053,000 | 1,431 |
| Mortgage-backed securities | $9,667,000 | 3,060 |
| Certificates of participation in pools of residential mortgages | $8,569,000 | 2,656 |
| Issued or guaranteed by U.S. | $8,569,000 | 2,644 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,098,000 | 2,703 |
| CMOs issued by government agencies or sponsored agencies | $655,000 | 2,883 |
| Privately issued | $443,000 | 654 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $37,906,000 | 2,681 |
| Total debt securities | $37,905,000 | 3,045 |
| 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 | $28,991,000 | 3,724 |
| U.S. Government securities | $16,846,000 | 4,247 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $16,846,000 | 4,076 |
| Securities issued by states & political subdivisions | $5,989,000 | 2,785 |
| Other domestic debt securities | $6,155,000 | 1,195 |
| Privately issued residential mortgage-backed securities | $981,000 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $406,000 | 321 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,768,000 | 1,140 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $1,000 | 2,383 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,315,000 | 1,936 |
| Mortgage-backed securities | $11,830,000 | 2,735 |
| Certificates of participation in pools of residential mortgages | $9,976,000 | 2,397 |
| Issued or guaranteed by U.S. | $9,976,000 | 2,387 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,854,000 | 2,398 |
| CMOs issued by government agencies or sponsored agencies | $873,000 | 2,777 |
| Privately issued | $981,000 | 583 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $28,991,000 | 3,231 |
| Total debt securities | $28,993,000 | 3,653 |
| 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 | $34,923,000 | 3,195 |
| U.S. Government securities | $26,241,000 | 3,026 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $26,241,000 | 2,904 |
| Securities issued by states & political subdivisions | $2,477,000 | 4,096 |
| Other domestic debt securities | $6,204,000 | 1,221 |
| Privately issued residential mortgage-backed securities | $511,000 | 817 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $507,000 | 312 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,186,000 | 1,103 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $1,000 | 2,384 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,819,000 | 1,654 |
| Mortgage-backed securities | $10,398,000 | 3,001 |
| Certificates of participation in pools of residential mortgages | $8,378,000 | 2,650 |
| Issued or guaranteed by U.S. | $8,378,000 | 2,639 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $2,020,000 | 2,504 |
| CMOs issued by government agencies or sponsored agencies | $1,509,000 | 2,580 |
| Privately issued | $511,000 | 721 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $34,923,000 | 2,752 |
| Total debt securities | $34,921,000 | 3,117 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,191 |
| Fair value | $1,000,000 | 1,348 |
| 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 | $28,737,000 | 3,631 |
| U.S. Government securities | $27,155,000 | 2,934 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $27,155,000 | 2,804 |
| Securities issued by states & political subdivisions | $406,000 | 5,960 |
| Other domestic debt securities | $1,175,000 | 2,649 |
| 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 | $1,175,000 | 2,311 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $1,000 | 2,403 |
| 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 | 2,511 |
| Mortgage-backed securities | $12,878,000 | 2,688 |
| Certificates of participation in pools of residential mortgages | $10,769,000 | 2,269 |
| Issued or guaranteed by U.S. | $10,769,000 | 2,258 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,109,000 | 2,520 |
| CMOs issued by government agencies or sponsored agencies | $2,109,000 | 2,391 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $28,737,000 | 3,125 |
| Total debt securities | $28,735,000 | 3,554 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 910 |
| Fair value | $1,002,000 | 1,033 |
| 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 | $37,600,000 | 2,953 |
| U.S. Government securities | $35,340,000 | 2,375 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $35,340,000 | 2,278 |
| Securities issued by states & political subdivisions | $406,000 | 5,972 |
| Other domestic debt securities | $1,852,000 | 2,289 |
| 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 | $1,852,000 | 1,999 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $2,000 | 2,368 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,301,000 | 2,255 |
| Mortgage-backed securities | $15,245,000 | 2,374 |
| Certificates of participation in pools of residential mortgages | $9,795,000 | 2,370 |
| Issued or guaranteed by U.S. | $9,795,000 | 2,355 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $5,450,000 | 1,764 |
| CMOs issued by government agencies or sponsored agencies | $5,450,000 | 1,664 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $37,600,000 | 2,515 |
| Total debt securities | $37,598,000 | 2,870 |
| 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 | $24,481,000 | 3,928 |
| U.S. Government securities | $23,134,000 | 3,151 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $23,134,000 | 2,985 |
| Securities issued by states & political subdivisions | $797,000 | 5,500 |
| Other domestic debt securities | $550,000 | 3,274 |
| 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 | $550,000 | 2,818 |
| 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 | $2,102,000 | 5,862 |
| Mortgage-backed securities | $3,235,000 | 4,601 |
| Certificates of participation in pools of residential mortgages | $2,723,000 | 4,049 |
| Issued or guaranteed by U.S. | $2,723,000 | 4,031 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $512,000 | 3,712 |
| CMOs issued by government agencies or sponsored agencies | $512,000 | 3,547 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $24,481,000 | 3,322 |
| Total debt securities | $24,481,000 | 3,848 |
| Structured notes | ||
| Amortized cost | $500,000 | 530 |
| Fair value | $478,000 | 650 |
| 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 | $6,698,000 | 7,767 |
| U.S. Government securities | $5,937,000 | 7,341 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $5,937,000 | 6,991 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $323,000 | 3,214 |
| 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 | $323,000 | 2,809 |
| Foreign debt securities | NA | NA |
| Equity securities | $438,000 | 4,121 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,033,000 | 4,634 |
| Mortgage-backed securities | $1,873,000 | 4,850 |
| Certificates of participation in pools of residential mortgages | $1,873,000 | 4,052 |
| Issued or guaranteed by U.S. | $1,873,000 | 4,026 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $6,698,000 | 6,684 |
| Total debt securities | $6,260,000 | 7,807 |
| 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 | $3,969,000 | 9,031 |
| U.S. Government securities | $3,677,000 | 8,661 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $3,677,000 | 8,152 |
| 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 | $292,000 | 4,908 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,677,000 | 5,280 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $3,969,000 | 7,763 |
| Total debt securities | $3,677,000 | 9,029 |
| 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 |