Home > Covenant Bank > Securities
Covenant Bank, Securities
| 2015-12-31 | Rank | |
| Total securities | $16,773,000 | 4,278 |
| U.S. Government securities | $6,513,000 | 4,610 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $6,513,000 | 4,487 |
| Securities issued by states & political subdivisions | $7,367,000 | 3,176 |
| Other domestic debt securities | $2,307,000 | 1,212 |
| Privately issued residential mortgage-backed securities | $58,000 | 624 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $2,249,000 | 124 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $586,000 | 634 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,641,000 | 3,607 |
| Mortgage-backed securities | $3,765,000 | 3,741 |
| Certificates of participation in pools of residential mortgages | $3,707,000 | 3,326 |
| Issued or guaranteed by U.S. | $3,707,000 | 3,323 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $58,000 | 3,161 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $58,000 | 594 |
| 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) | $4,069,000 | 1,428 |
| Available-for-sale securities (fair market value) | $12,704,000 | 4,293 |
| Total debt securities | $15,145,000 | 4,400 |
| 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 | $18,107,000 | 4,258 |
| U.S. Government securities | $6,772,000 | 4,664 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $6,772,000 | 4,547 |
| Securities issued by states & political subdivisions | $8,383,000 | 3,051 |
| Other domestic debt securities | $2,360,000 | 1,222 |
| Privately issued residential mortgage-backed securities | $65,000 | 630 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $2,295,000 | 118 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $592,000 | 649 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,087,000 | 3,937 |
| Mortgage-backed securities | $4,022,000 | 3,735 |
| Certificates of participation in pools of residential mortgages | $3,957,000 | 3,310 |
| Issued or guaranteed by U.S. | $3,957,000 | 3,306 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $65,000 | 3,201 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $65,000 | 599 |
| 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) | $4,071,000 | 1,437 |
| Available-for-sale securities (fair market value) | $14,036,000 | 4,250 |
| Total debt securities | $16,444,000 | 4,370 |
| 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 | $19,276,000 | 4,230 |
| U.S. Government securities | $7,623,000 | 4,667 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $7,623,000 | 4,555 |
| Securities issued by states & political subdivisions | $8,627,000 | 3,021 |
| Other domestic debt securities | $2,433,000 | 1,217 |
| Privately issued residential mortgage-backed securities | $67,000 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $2,366,000 | 117 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $593,000 | 650 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,901,000 | 3,853 |
| Mortgage-backed securities | $4,341,000 | 3,756 |
| Certificates of participation in pools of residential mortgages | $4,270,000 | 3,323 |
| Issued or guaranteed by U.S. | $4,270,000 | 3,321 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $71,000 | 3,239 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,257 |
| Privately issued | $67,000 | 625 |
| 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) | $4,073,000 | 1,455 |
| Available-for-sale securities (fair market value) | $15,203,000 | 4,225 |
| Total debt securities | $17,986,000 | 4,308 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,561 |
| Fair value | $500,000 | 1,576 |
| 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 | $21,659,000 | 4,112 |
| U.S. Government securities | $7,659,000 | 4,730 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $7,659,000 | 4,620 |
| Securities issued by states & political subdivisions | $9,969,000 | 2,831 |
| Other domestic debt securities | $3,436,000 | 1,059 |
| Privately issued residential mortgage-backed securities | $70,000 | 699 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $2,359,000 | 111 |
| Other domestic debt securities - All other | $1,007,000 | 1,317 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $595,000 | 659 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,424,000 | 3,984 |
| Mortgage-backed securities | $4,697,000 | 3,754 |
| Certificates of participation in pools of residential mortgages | $4,618,000 | 3,306 |
| Issued or guaranteed by U.S. | $4,618,000 | 3,304 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $79,000 | 3,262 |
| CMOs issued by government agencies or sponsored agencies | $9,000 | 3,266 |
| Privately issued | $70,000 | 663 |
| 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) | $5,374,000 | 1,349 |
| Available-for-sale securities (fair market value) | $16,285,000 | 4,171 |
| Total debt securities | $19,952,000 | 4,202 |
| Structured notes | ||
| Amortized cost | $171,000 | 2,005 |
| Fair value | $171,000 | 2,006 |
| 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 | $22,211,000 | 4,114 |
| U.S. Government securities | $7,792,000 | 4,756 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $7,792,000 | 4,637 |
| Securities issued by states & political subdivisions | $10,360,000 | 2,790 |
| Other domestic debt securities | $3,463,000 | 1,047 |
| Privately issued residential mortgage-backed securities | $71,000 | 701 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $2,378,000 | 114 |
| Other domestic debt securities - All other | $1,014,000 | 1,312 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $596,000 | 658 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,178,000 | 4,075 |
| Mortgage-backed securities | $4,928,000 | 3,777 |
| Certificates of participation in pools of residential mortgages | $4,844,000 | 3,314 |
| Issued or guaranteed by U.S. | $4,844,000 | 3,309 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $84,000 | 3,299 |
| CMOs issued by government agencies or sponsored agencies | $13,000 | 3,294 |
| Privately issued | $71,000 | 664 |
| 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) | $5,656,000 | 1,356 |
| Available-for-sale securities (fair market value) | $16,555,000 | 4,203 |
| Total debt securities | $20,537,000 | 4,226 |
| Structured notes | ||
| Amortized cost | $181,000 | 2,100 |
| Fair value | $182,000 | 2,101 |
| 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 | $25,963,000 | 3,903 |
| U.S. Government securities | $10,029,000 | 4,549 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $10,029,000 | 4,430 |
| Securities issued by states & political subdivisions | $11,832,000 | 2,630 |
| Other domestic debt securities | $3,507,000 | 1,082 |
| Privately issued residential mortgage-backed securities | $79,000 | 728 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $2,407,000 | 114 |
| Other domestic debt securities - All other | $1,021,000 | 1,343 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $595,000 | 669 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,907,000 | 4,181 |
| Mortgage-backed securities | $5,161,000 | 3,809 |
| Certificates of participation in pools of residential mortgages | $5,064,000 | 3,360 |
| Issued or guaranteed by U.S. | $5,064,000 | 3,358 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $97,000 | 3,350 |
| CMOs issued by government agencies or sponsored agencies | $18,000 | 3,328 |
| Privately issued | $79,000 | 695 |
| 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) | $7,008,000 | 1,271 |
| Available-for-sale securities (fair market value) | $18,955,000 | 4,085 |
| Total debt securities | $24,250,000 | 4,019 |
| Structured notes | ||
| Amortized cost | $192,000 | 2,197 |
| Fair value | $194,000 | 2,196 |
| 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 | $28,180,000 | 3,795 |
| U.S. Government securities | $10,856,000 | 4,507 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $10,856,000 | 4,399 |
| Securities issued by states & political subdivisions | $13,201,000 | 2,478 |
| Other domestic debt securities | $3,528,000 | 1,120 |
| Privately issued residential mortgage-backed securities | $92,000 | 734 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $2,408,000 | 116 |
| Other domestic debt securities - All other | $1,028,000 | 1,374 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $595,000 | 687 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,739,000 | 4,037 |
| Mortgage-backed securities | $5,478,000 | 3,829 |
| Certificates of participation in pools of residential mortgages | $5,363,000 | 3,368 |
| Issued or guaranteed by U.S. | $5,363,000 | 3,368 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $115,000 | 3,370 |
| CMOs issued by government agencies or sponsored agencies | $23,000 | 3,358 |
| Privately issued | $92,000 | 704 |
| 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) | $7,011,000 | 1,286 |
| Available-for-sale securities (fair market value) | $21,169,000 | 3,963 |
| Total debt securities | $26,463,000 | 3,880 |
| Structured notes | ||
| Amortized cost | $204,000 | 2,244 |
| Fair value | $207,000 | 2,243 |
| 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 | $31,972,000 | 3,578 |
| U.S. Government securities | $13,609,000 | 4,191 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $13,609,000 | 4,092 |
| Securities issued by states & political subdivisions | $14,362,000 | 2,363 |
| Other domestic debt securities | $3,406,000 | 1,171 |
| Privately issued residential mortgage-backed securities | $102,000 | 751 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $2,271,000 | 118 |
| Other domestic debt securities - All other | $1,033,000 | 1,410 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $595,000 | 689 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,167,000 | 3,978 |
| Mortgage-backed securities | $5,722,000 | 3,808 |
| Certificates of participation in pools of residential mortgages | $5,591,000 | 3,349 |
| Issued or guaranteed by U.S. | $5,591,000 | 3,349 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $131,000 | 3,393 |
| CMOs issued by government agencies or sponsored agencies | $29,000 | 3,379 |
| Privately issued | $102,000 | 720 |
| 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) | $7,121,000 | 1,271 |
| Available-for-sale securities (fair market value) | $24,851,000 | 3,705 |
| Total debt securities | $30,400,000 | 3,657 |
| Structured notes | ||
| Amortized cost | $2,717,000 | 1,092 |
| Fair value | $2,719,000 | 1,073 |
| 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 | $29,930,000 | 3,710 |
| U.S. Government securities | $11,136,000 | 4,494 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $11,136,000 | 4,397 |
| Securities issued by states & political subdivisions | $14,768,000 | 2,324 |
| Other domestic debt securities | $3,430,000 | 1,202 |
| Privately issued residential mortgage-backed securities | $101,000 | 792 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $2,292,000 | 128 |
| Other domestic debt securities - All other | $1,037,000 | 1,432 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $596,000 | 698 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,709,000 | 3,665 |
| Mortgage-backed securities | $5,976,000 | 3,763 |
| Certificates of participation in pools of residential mortgages | $5,840,000 | 3,293 |
| Issued or guaranteed by U.S. | $5,840,000 | 3,290 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $136,000 | 3,399 |
| CMOs issued by government agencies or sponsored agencies | $35,000 | 3,369 |
| Privately issued | $101,000 | 757 |
| 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) | $7,413,000 | 1,242 |
| Available-for-sale securities (fair market value) | $22,517,000 | 3,887 |
| Total debt securities | $27,869,000 | 3,806 |
| Structured notes | ||
| Amortized cost | $231,000 | 2,278 |
| Fair value | $236,000 | 2,266 |
| 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 | $32,407,000 | 3,554 |
| U.S. Government securities | $12,468,000 | 4,350 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $12,468,000 | 4,248 |
| Securities issued by states & political subdivisions | $15,491,000 | 2,233 |
| Other domestic debt securities | $3,352,000 | 1,246 |
| Privately issued residential mortgage-backed securities | $103,000 | 818 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $2,206,000 | 139 |
| Other domestic debt securities - All other | $1,043,000 | 1,463 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $1,096,000 | 587 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,791,000 | 3,480 |
| Mortgage-backed securities | $6,265,000 | 3,753 |
| Certificates of participation in pools of residential mortgages | $6,120,000 | 3,260 |
| Issued or guaranteed by U.S. | $6,120,000 | 3,256 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $145,000 | 3,427 |
| CMOs issued by government agencies or sponsored agencies | $42,000 | 3,393 |
| Privately issued | $103,000 | 782 |
| 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) | $8,384,000 | 1,154 |
| Available-for-sale securities (fair market value) | $24,023,000 | 3,808 |
| Total debt securities | $29,935,000 | 3,694 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 1,489 |
| Fair value | $1,257,000 | 1,482 |
| 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 | $32,111,000 | 3,563 |
| U.S. Government securities | $8,939,000 | 4,822 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $8,939,000 | 4,720 |
| Securities issued by states & political subdivisions | $18,024,000 | 2,014 |
| Other domestic debt securities | $3,572,000 | 1,232 |
| Privately issued residential mortgage-backed securities | $106,000 | 840 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $2,425,000 | 127 |
| Other domestic debt securities - All other | $1,041,000 | 1,490 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $1,576,000 | 506 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,177,000 | 3,780 |
| Mortgage-backed securities | $4,660,000 | 4,087 |
| Certificates of participation in pools of residential mortgages | $4,487,000 | 3,593 |
| Issued or guaranteed by U.S. | $4,487,000 | 3,588 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $173,000 | 3,424 |
| CMOs issued by government agencies or sponsored agencies | $67,000 | 3,379 |
| Privately issued | $106,000 | 802 |
| 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) | $10,725,000 | 966 |
| Available-for-sale securities (fair market value) | $21,386,000 | 4,029 |
| Total debt securities | $28,970,000 | 3,754 |
| Structured notes | ||
| Amortized cost | $285,000 | 2,193 |
| Fair value | $292,000 | 2,177 |
| 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 | $34,311,000 | 3,463 |
| U.S. Government securities | $10,134,000 | 4,707 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $10,134,000 | 4,601 |
| Securities issued by states & political subdivisions | $19,374,000 | 1,873 |
| Other domestic debt securities | $3,211,000 | 1,289 |
| Privately issued residential mortgage-backed securities | $108,000 | 885 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $2,050,000 | 135 |
| Other domestic debt securities - All other | $1,053,000 | 1,478 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $1,592,000 | 527 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,905,000 | 3,892 |
| Mortgage-backed securities | $5,792,000 | 3,935 |
| Certificates of participation in pools of residential mortgages | $5,566,000 | 3,397 |
| Issued or guaranteed by U.S. | $5,566,000 | 3,392 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $226,000 | 3,429 |
| CMOs issued by government agencies or sponsored agencies | $118,000 | 3,361 |
| Privately issued | $108,000 | 847 |
| 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) | $11,148,000 | 925 |
| Available-for-sale securities (fair market value) | $23,163,000 | 3,904 |
| Total debt securities | $31,531,000 | 3,595 |
| Structured notes | ||
| Amortized cost | $329,000 | 2,201 |
| Fair value | $338,000 | 2,193 |
| 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 | $37,293,000 | 3,231 |
| U.S. Government securities | $13,138,000 | 4,261 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $13,138,000 | 4,154 |
| Securities issued by states & political subdivisions | $19,520,000 | 1,827 |
| Other domestic debt securities | $3,039,000 | 1,302 |
| Privately issued residential mortgage-backed securities | $110,000 | 921 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $1,874,000 | 137 |
| Other domestic debt securities - All other | $1,055,000 | 1,439 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $1,596,000 | 512 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,218,000 | 3,435 |
| Mortgage-backed securities | $6,476,000 | 3,820 |
| Certificates of participation in pools of residential mortgages | $6,048,000 | 3,299 |
| Issued or guaranteed by U.S. | $6,048,000 | 3,297 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $428,000 | 3,335 |
| CMOs issued by government agencies or sponsored agencies | $318,000 | 3,260 |
| Privately issued | $110,000 | 885 |
| 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) | $11,150,000 | 918 |
| Available-for-sale securities (fair market value) | $26,143,000 | 3,643 |
| Total debt securities | $34,586,000 | 3,360 |
| Structured notes | ||
| Amortized cost | $379,000 | 2,221 |
| Fair value | $388,000 | 2,214 |
| 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 | $41,235,000 | 3,070 |
| U.S. Government securities | $14,912,000 | 4,125 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $14,912,000 | 4,038 |
| Securities issued by states & political subdivisions | $21,478,000 | 1,635 |
| Other domestic debt securities | $3,238,000 | 1,289 |
| Privately issued residential mortgage-backed securities | $109,000 | 971 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $2,071,000 | 126 |
| Other domestic debt securities - All other | $1,058,000 | 1,479 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $1,607,000 | 506 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,566,000 | 3,227 |
| Mortgage-backed securities | $7,170,000 | 3,836 |
| Certificates of participation in pools of residential mortgages | $6,596,000 | 3,359 |
| Issued or guaranteed by U.S. | $6,596,000 | 3,358 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $574,000 | 3,333 |
| CMOs issued by government agencies or sponsored agencies | $465,000 | 3,244 |
| Privately issued | $109,000 | 932 |
| 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) | $12,693,000 | 877 |
| Available-for-sale securities (fair market value) | $28,542,000 | 3,510 |
| Total debt securities | $38,368,000 | 3,193 |
| Structured notes | ||
| Amortized cost | $430,000 | 2,385 |
| Fair value | $441,000 | 2,381 |
| 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 | $44,191,000 | 2,944 |
| U.S. Government securities | $16,830,000 | 3,978 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $16,830,000 | 3,894 |
| Securities issued by states & political subdivisions | $22,780,000 | 1,506 |
| Other domestic debt securities | $2,976,000 | 1,359 |
| Privately issued residential mortgage-backed securities | $99,000 | 1,033 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $1,840,000 | 136 |
| Other domestic debt securities - All other | $1,037,000 | 1,498 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $1,605,000 | 492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,417,000 | 2,495 |
| Mortgage-backed securities | $7,885,000 | 3,756 |
| Certificates of participation in pools of residential mortgages | $7,095,000 | 3,277 |
| Issued or guaranteed by U.S. | $7,095,000 | 3,277 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $790,000 | 3,244 |
| CMOs issued by government agencies or sponsored agencies | $691,000 | 3,136 |
| Privately issued | $99,000 | 993 |
| 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) | $13,246,000 | 853 |
| Available-for-sale securities (fair market value) | $30,945,000 | 3,393 |
| Total debt securities | $41,498,000 | 3,042 |
| Structured notes | ||
| Amortized cost | $754,000 | 2,285 |
| Fair value | $768,000 | 2,282 |
| 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 | $44,741,000 | 2,931 |
| U.S. Government securities | $17,697,000 | 3,960 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $17,697,000 | 3,876 |
| Securities issued by states & political subdivisions | $21,537,000 | 1,534 |
| Other domestic debt securities | $3,902,000 | 1,197 |
| Privately issued residential mortgage-backed securities | $104,000 | 1,062 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $1,750,000 | 136 |
| Other domestic debt securities - All other | $2,048,000 | 1,162 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $1,605,000 | 466 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,734,000 | 2,980 |
| Mortgage-backed securities | $8,668,000 | 3,680 |
| Certificates of participation in pools of residential mortgages | $7,617,000 | 3,176 |
| Issued or guaranteed by U.S. | $7,617,000 | 3,174 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,051,000 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $947,000 | 3,043 |
| Privately issued | $104,000 | 1,022 |
| 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) | $12,172,000 | 899 |
| Available-for-sale securities (fair market value) | $32,569,000 | 3,318 |
| Total debt securities | $42,111,000 | 3,021 |
| Structured notes | ||
| Amortized cost | $835,000 | 2,497 |
| Fair value | $855,000 | 2,482 |
| 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 | $36,731,000 | 3,243 |
| U.S. Government securities | $14,037,000 | 4,334 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $14,037,000 | 4,249 |
| Securities issued by states & political subdivisions | $18,263,000 | 1,735 |
| Other domestic debt securities | $2,826,000 | 1,381 |
| Privately issued residential mortgage-backed securities | $95,000 | 1,159 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $1,731,000 | 130 |
| Other domestic debt securities - All other | $1,000,000 | 1,462 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $1,605,000 | 447 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,914,000 | 2,820 |
| Mortgage-backed securities | $6,625,000 | 3,927 |
| Certificates of participation in pools of residential mortgages | $5,358,000 | 3,518 |
| Issued or guaranteed by U.S. | $5,358,000 | 3,515 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,267,000 | 3,019 |
| CMOs issued by government agencies or sponsored agencies | $1,172,000 | 2,802 |
| Privately issued | $95,000 | 1,099 |
| 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) | $11,071,000 | 949 |
| Available-for-sale securities (fair market value) | $25,660,000 | 3,695 |
| Total debt securities | $34,110,000 | 3,370 |
| Structured notes | ||
| Amortized cost | $1,917,000 | 1,792 |
| Fair value | $1,939,000 | 1,786 |
| 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 | $32,507,000 | 3,433 |
| U.S. Government securities | $16,404,000 | 3,990 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $16,404,000 | 3,900 |
| Securities issued by states & political subdivisions | $11,721,000 | 2,340 |
| Other domestic debt securities | $2,771,000 | 1,404 |
| Privately issued residential mortgage-backed securities | $102,000 | 1,171 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $1,669,000 | 133 |
| Other domestic debt securities - All other | $1,000,000 | 1,429 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $1,611,000 | 463 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,233,000 | 3,005 |
| Mortgage-backed securities | $5,667,000 | 4,076 |
| Certificates of participation in pools of residential mortgages | $4,172,000 | 3,739 |
| Issued or guaranteed by U.S. | $4,172,000 | 3,730 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,495,000 | 2,930 |
| CMOs issued by government agencies or sponsored agencies | $1,393,000 | 2,733 |
| Privately issued | $102,000 | 1,108 |
| 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) | $7,032,000 | 1,196 |
| Available-for-sale securities (fair market value) | $25,475,000 | 3,650 |
| Total debt securities | $30,043,000 | 3,573 |
| Structured notes | ||
| Amortized cost | $1,001,000 | 2,234 |
| Fair value | $1,034,000 | 2,203 |
| 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 | $29,627,000 | 3,653 |
| U.S. Government securities | $13,347,000 | 4,505 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $13,347,000 | 4,384 |
| Securities issued by states & political subdivisions | $11,186,000 | 2,353 |
| Other domestic debt securities | $3,480,000 | 1,210 |
| Privately issued residential mortgage-backed securities | $111,000 | 1,189 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $2,369,000 | 121 |
| Other domestic debt securities - All other | $1,000,000 | 1,354 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $1,614,000 | 466 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,893,000 | 2,808 |
| Mortgage-backed securities | $5,171,000 | 4,121 |
| Certificates of participation in pools of residential mortgages | $3,422,000 | 3,925 |
| Issued or guaranteed by U.S. | $3,422,000 | 3,912 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,749,000 | 2,804 |
| CMOs issued by government agencies or sponsored agencies | $1,638,000 | 2,599 |
| Privately issued | $111,000 | 1,133 |
| 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) | $7,033,000 | 1,209 |
| Available-for-sale securities (fair market value) | $22,594,000 | 3,943 |
| Total debt securities | $26,638,000 | 3,852 |
| Structured notes | ||
| Amortized cost | $1,064,000 | 2,411 |
| Fair value | $1,099,000 | 2,400 |
| 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 | $34,185,000 | 3,315 |
| U.S. Government securities | $17,805,000 | 3,873 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $17,805,000 | 3,764 |
| Securities issued by states & political subdivisions | $11,597,000 | 2,267 |
| Other domestic debt securities | $3,172,000 | 1,291 |
| Privately issued residential mortgage-backed securities | $122,000 | 1,209 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $2,050,000 | 124 |
| Other domestic debt securities - All other | $1,000,000 | 1,384 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $1,611,000 | 474 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,257,000 | 2,758 |
| Mortgage-backed securities | $5,622,000 | 3,948 |
| Certificates of participation in pools of residential mortgages | $3,619,000 | 3,799 |
| Issued or guaranteed by U.S. | $3,619,000 | 3,789 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $2,003,000 | 2,658 |
| CMOs issued by government agencies or sponsored agencies | $1,881,000 | 2,468 |
| Privately issued | $122,000 | 1,153 |
| 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) | $7,259,000 | 1,200 |
| Available-for-sale securities (fair market value) | $26,926,000 | 3,562 |
| Total debt securities | $31,376,000 | 3,491 |
| Structured notes | ||
| Amortized cost | $1,119,000 | 2,440 |
| Fair value | $1,146,000 | 2,431 |
| 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 | $30,907,000 | 3,443 |
| U.S. Government securities | $13,306,000 | 4,345 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $13,306,000 | 4,218 |
| Securities issued by states & political subdivisions | $11,575,000 | 2,242 |
| Other domestic debt securities | $4,408,000 | 1,174 |
| Privately issued residential mortgage-backed securities | $127,000 | 1,264 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $2,281,000 | 118 |
| Other domestic debt securities - All other | $2,000,000 | 1,044 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $1,618,000 | 475 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,006,000 | 2,363 |
| Mortgage-backed securities | $5,169,000 | 3,964 |
| Certificates of participation in pools of residential mortgages | $2,809,000 | 3,959 |
| Issued or guaranteed by U.S. | $2,809,000 | 3,949 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,360,000 | 2,519 |
| CMOs issued by government agencies or sponsored agencies | $2,233,000 | 2,314 |
| Privately issued | $127,000 | 1,205 |
| 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) | $7,304,000 | 1,203 |
| Available-for-sale securities (fair market value) | $23,603,000 | 3,714 |
| Total debt securities | $28,004,000 | 3,623 |
| Structured notes | ||
| Amortized cost | $1,225,000 | 2,267 |
| Fair value | $1,260,000 | 2,242 |
| 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 | $26,912,000 | 3,710 |
| U.S. Government securities | $11,057,000 | 4,640 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $11,057,000 | 4,521 |
| Securities issued by states & political subdivisions | $9,806,000 | 2,410 |
| Other domestic debt securities | $4,418,000 | 1,217 |
| Privately issued residential mortgage-backed securities | $127,000 | 1,336 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $2,291,000 | 119 |
| Other domestic debt securities - All other | $2,000,000 | 1,048 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $1,631,000 | 513 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,241,000 | 2,357 |
| Mortgage-backed securities | $5,746,000 | 3,855 |
| Certificates of participation in pools of residential mortgages | $3,012,000 | 3,879 |
| Issued or guaranteed by U.S. | $3,012,000 | 3,870 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,734,000 | 2,381 |
| CMOs issued by government agencies or sponsored agencies | $2,607,000 | 2,166 |
| Privately issued | $127,000 | 1,275 |
| 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) | $7,665,000 | 1,201 |
| Available-for-sale securities (fair market value) | $19,247,000 | 4,064 |
| Total debt securities | $24,010,000 | 3,921 |
| Structured notes | ||
| Amortized cost | $1,374,000 | 2,249 |
| Fair value | $1,425,000 | 2,235 |
| 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 | $32,862,000 | 3,279 |
| U.S. Government securities | $16,583,000 | 3,877 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $16,583,000 | 3,780 |
| Securities issued by states & political subdivisions | $9,918,000 | 2,285 |
| Other domestic debt securities | $4,747,000 | 1,174 |
| Privately issued residential mortgage-backed securities | $129,000 | 1,366 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $2,618,000 | 122 |
| Other domestic debt securities - All other | $2,000,000 | 1,005 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $1,614,000 | 536 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,294,000 | 1,895 |
| Mortgage-backed securities | $6,339,000 | 3,738 |
| Certificates of participation in pools of residential mortgages | $3,240,000 | 3,844 |
| Issued or guaranteed by U.S. | $3,240,000 | 3,837 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $3,099,000 | 2,224 |
| CMOs issued by government agencies or sponsored agencies | $2,970,000 | 2,011 |
| Privately issued | $129,000 | 1,306 |
| 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) | $7,666,000 | 1,232 |
| Available-for-sale securities (fair market value) | $25,196,000 | 3,538 |
| Total debt securities | $29,761,000 | 3,461 |
| Structured notes | ||
| Amortized cost | $1,472,000 | 2,321 |
| Fair value | $1,524,000 | 2,237 |
| 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 | $33,736,000 | 3,246 |
| U.S. Government securities | $17,210,000 | 3,873 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $17,210,000 | 3,784 |
| Securities issued by states & political subdivisions | $10,131,000 | 2,208 |
| Other domestic debt securities | $4,803,000 | 1,210 |
| Privately issued residential mortgage-backed securities | $128,000 | 1,410 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $2,675,000 | 125 |
| Other domestic debt securities - All other | $2,000,000 | 1,025 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $1,592,000 | 542 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,919,000 | 2,045 |
| Mortgage-backed securities | $6,913,000 | 3,698 |
| Certificates of participation in pools of residential mortgages | $3,469,000 | 3,896 |
| Issued or guaranteed by U.S. | $3,469,000 | 3,888 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $3,444,000 | 2,124 |
| CMOs issued by government agencies or sponsored agencies | $3,316,000 | 1,878 |
| Privately issued | $128,000 | 1,352 |
| 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) | $7,771,000 | 1,234 |
| Available-for-sale securities (fair market value) | $25,965,000 | 3,477 |
| Total debt securities | $30,655,000 | 3,424 |
| Structured notes | ||
| Amortized cost | $563,000 | 2,623 |
| Fair value | $596,000 | 2,612 |
| 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 | $38,892,000 | 2,909 |
| U.S. Government securities | $19,267,000 | 3,607 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $19,267,000 | 3,530 |
| Securities issued by states & political subdivisions | $13,430,000 | 1,826 |
| Other domestic debt securities | $4,606,000 | 1,288 |
| Privately issued residential mortgage-backed securities | $130,000 | 1,443 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $2,480,000 | 135 |
| Other domestic debt securities - All other | $1,996,000 | 1,062 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $1,589,000 | 556 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,744,000 | 1,823 |
| Mortgage-backed securities | $6,880,000 | 3,777 |
| Certificates of participation in pools of residential mortgages | $4,013,000 | 3,797 |
| Issued or guaranteed by U.S. | $4,013,000 | 3,790 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,867,000 | 2,242 |
| CMOs issued by government agencies or sponsored agencies | $2,737,000 | 1,978 |
| Privately issued | $130,000 | 1,375 |
| 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) | $8,067,000 | 1,202 |
| Available-for-sale securities (fair market value) | $30,825,000 | 3,101 |
| Total debt securities | $35,902,000 | 3,060 |
| Structured notes | ||
| Amortized cost | $593,000 | 2,362 |
| Fair value | $630,000 | 2,341 |
| 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 | $35,479,000 | 3,124 |
| U.S. Government securities | $16,861,000 | 3,862 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $16,861,000 | 3,789 |
| Securities issued by states & political subdivisions | $12,199,000 | 1,989 |
| Other domestic debt securities | $4,829,000 | 1,323 |
| Privately issued residential mortgage-backed securities | $155,000 | 1,479 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $2,727,000 | 147 |
| Other domestic debt securities - All other | $1,947,000 | 1,139 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $1,590,000 | 606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,721,000 | 1,982 |
| Mortgage-backed securities | $8,060,000 | 3,620 |
| Certificates of participation in pools of residential mortgages | $4,291,000 | 3,815 |
| Issued or guaranteed by U.S. | $4,291,000 | 3,805 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $3,769,000 | 2,051 |
| CMOs issued by government agencies or sponsored agencies | $3,614,000 | 1,782 |
| Privately issued | $155,000 | 1,411 |
| 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) | $9,105,000 | 1,190 |
| Available-for-sale securities (fair market value) | $26,374,000 | 3,419 |
| Total debt securities | $33,334,000 | 3,222 |
| Structured notes | ||
| Amortized cost | $617,000 | 1,934 |
| Fair value | $652,000 | 1,914 |
| 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 | $38,157,000 | 2,906 |
| U.S. Government securities | $19,468,000 | 3,522 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $19,468,000 | 3,452 |
| Securities issued by states & political subdivisions | $12,185,000 | 1,935 |
| Other domestic debt securities | $4,967,000 | 1,345 |
| Privately issued residential mortgage-backed securities | $152,000 | 1,502 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $2,877,000 | 152 |
| Other domestic debt securities - All other | $1,938,000 | 1,159 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $1,537,000 | 669 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,656,000 | 1,827 |
| Mortgage-backed securities | $7,984,000 | 3,671 |
| Certificates of participation in pools of residential mortgages | $4,629,000 | 3,775 |
| Issued or guaranteed by U.S. | $4,629,000 | 3,762 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $3,355,000 | 2,112 |
| CMOs issued by government agencies or sponsored agencies | $3,203,000 | 1,808 |
| Privately issued | $152,000 | 1,431 |
| 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) | $9,111,000 | 1,209 |
| Available-for-sale securities (fair market value) | $29,046,000 | 3,164 |
| Total debt securities | $35,968,000 | 3,003 |
| Structured notes | ||
| Amortized cost | $649,000 | 1,452 |
| Fair value | $681,000 | 1,434 |
| 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 | $43,078,000 | 2,621 |
| U.S. Government securities | $21,035,000 | 3,420 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $21,035,000 | 3,355 |
| Securities issued by states & political subdivisions | $12,758,000 | 1,775 |
| Other domestic debt securities | $7,757,000 | 1,014 |
| Privately issued residential mortgage-backed securities | $136,000 | 1,539 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,621,000 | 493 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $1,528,000 | 663 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,587,000 | 1,801 |
| Mortgage-backed securities | $8,970,000 | 3,579 |
| Certificates of participation in pools of residential mortgages | $5,242,000 | 3,694 |
| Issued or guaranteed by U.S. | $5,242,000 | 3,681 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,728,000 | 2,068 |
| CMOs issued by government agencies or sponsored agencies | $3,592,000 | 1,751 |
| Privately issued | $136,000 | 1,466 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,587,000 | 1,185 |
| Available-for-sale securities (fair market value) | $33,491,000 | 2,848 |
| Total debt securities | $41,550,000 | 2,673 |
| Structured notes | ||
| Amortized cost | $941,000 | 1,070 |
| Fair value | $943,000 | 1,051 |
| 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 | $44,062,000 | 2,563 |
| U.S. Government securities | $22,496,000 | 3,262 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $22,496,000 | 3,200 |
| Securities issued by states & political subdivisions | $13,184,000 | 1,681 |
| Other domestic debt securities | $6,792,000 | 1,044 |
| Privately issued residential mortgage-backed securities | $137,000 | 1,491 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,655,000 | 534 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $1,590,000 | 625 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,879,000 | 1,697 |
| Mortgage-backed securities | $8,139,000 | 3,656 |
| Certificates of participation in pools of residential mortgages | $4,254,000 | 3,939 |
| Issued or guaranteed by U.S. | $4,254,000 | 3,926 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $3,885,000 | 1,976 |
| CMOs issued by government agencies or sponsored agencies | $3,748,000 | 1,702 |
| Privately issued | $137,000 | 1,421 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,588,000 | 1,188 |
| Available-for-sale securities (fair market value) | $34,474,000 | 2,767 |
| Total debt securities | $42,472,000 | 2,601 |
| Structured notes | ||
| Amortized cost | $967,000 | 1,119 |
| Fair value | $958,000 | 1,110 |
| 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 | $53,858,000 | 2,110 |
| U.S. Government securities | $30,899,000 | 2,538 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $30,899,000 | 2,481 |
| Securities issued by states & political subdivisions | $13,452,000 | 1,635 |
| Other domestic debt securities | $7,737,000 | 946 |
| Privately issued residential mortgage-backed securities | $198,000 | 1,430 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,539,000 | 461 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $1,770,000 | 608 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,337,000 | 1,377 |
| Mortgage-backed securities | $9,801,000 | 3,284 |
| Certificates of participation in pools of residential mortgages | $5,709,000 | 3,445 |
| Issued or guaranteed by U.S. | $5,709,000 | 3,432 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $4,092,000 | 1,862 |
| CMOs issued by government agencies or sponsored agencies | $3,894,000 | 1,586 |
| Privately issued | $198,000 | 1,366 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,589,000 | 1,176 |
| Available-for-sale securities (fair market value) | $44,269,000 | 2,219 |
| Total debt securities | $52,087,000 | 2,144 |
| Structured notes | ||
| Amortized cost | $980,000 | 1,079 |
| Fair value | $980,000 | 1,040 |
| 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 | $46,993,000 | 2,444 |
| U.S. Government securities | $22,853,000 | 3,225 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $22,853,000 | 3,164 |
| Securities issued by states & political subdivisions | $13,687,000 | 1,621 |
| Other domestic debt securities | $8,513,000 | 937 |
| Privately issued residential mortgage-backed securities | $214,000 | 1,391 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,299,000 | 495 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $1,940,000 | 782 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,115,000 | 1,667 |
| Mortgage-backed securities | $10,404,000 | 3,197 |
| Certificates of participation in pools of residential mortgages | $6,152,000 | 3,321 |
| Issued or guaranteed by U.S. | $6,152,000 | 3,304 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $4,252,000 | 1,835 |
| CMOs issued by government agencies or sponsored agencies | $4,038,000 | 1,564 |
| Privately issued | $214,000 | 1,321 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,215,000 | 1,199 |
| Available-for-sale securities (fair market value) | $37,778,000 | 2,583 |
| Total debt securities | $45,053,000 | 2,471 |
| Structured notes | ||
| Amortized cost | $746,000 | 1,226 |
| Fair value | $747,000 | 1,215 |
| 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 | $48,913,000 | 2,349 |
| U.S. Government securities | $22,010,000 | 3,295 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $22,010,000 | 3,242 |
| Securities issued by states & political subdivisions | $14,418,000 | 1,555 |
| Other domestic debt securities | $8,558,000 | 919 |
| Privately issued residential mortgage-backed securities | $233,000 | 1,373 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,325,000 | 491 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $3,927,000 | 605 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,614,000 | 1,731 |
| Mortgage-backed securities | $11,208,000 | 3,016 |
| Certificates of participation in pools of residential mortgages | $7,698,000 | 2,916 |
| Issued or guaranteed by U.S. | $7,698,000 | 2,904 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,510,000 | 1,954 |
| CMOs issued by government agencies or sponsored agencies | $3,277,000 | 1,683 |
| Privately issued | $233,000 | 1,302 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,292,000 | 1,187 |
| Available-for-sale securities (fair market value) | $39,621,000 | 2,482 |
| Total debt securities | $44,986,000 | 2,463 |
| Structured notes | ||
| Amortized cost | $765,000 | 1,317 |
| Fair value | $765,000 | 1,321 |
| 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 | $50,602,000 | 2,274 |
| U.S. Government securities | $25,029,000 | 3,055 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $25,029,000 | 2,990 |
| Securities issued by states & political subdivisions | $14,643,000 | 1,518 |
| Other domestic debt securities | $7,024,000 | 973 |
| Privately issued residential mortgage-backed securities | $232,000 | 1,271 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,792,000 | 560 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $3,906,000 | 555 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,027,000 | 1,692 |
| Mortgage-backed securities | $10,186,000 | 2,891 |
| Certificates of participation in pools of residential mortgages | $6,986,000 | 2,764 |
| Issued or guaranteed by U.S. | $6,986,000 | 2,749 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,200,000 | 1,921 |
| CMOs issued by government agencies or sponsored agencies | $2,968,000 | 1,671 |
| Privately issued | $232,000 | 1,208 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,292,000 | 1,243 |
| Available-for-sale securities (fair market value) | $41,310,000 | 2,367 |
| Total debt securities | $46,696,000 | 2,392 |
| Structured notes | ||
| Amortized cost | $780,000 | 1,786 |
| Fair value | $781,000 | 1,786 |
| 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 | $41,776,000 | 2,663 |
| U.S. Government securities | $19,944,000 | 3,643 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $19,944,000 | 3,564 |
| Securities issued by states & political subdivisions | $12,398,000 | 1,702 |
| Other domestic debt securities | $7,339,000 | 900 |
| Privately issued residential mortgage-backed securities | $1,284,000 | 926 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,055,000 | 571 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $2,095,000 | 725 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,574,000 | 1,794 |
| Mortgage-backed securities | $9,239,000 | 2,851 |
| Certificates of participation in pools of residential mortgages | $5,270,000 | 3,011 |
| Issued or guaranteed by U.S. | $5,270,000 | 2,997 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $3,969,000 | 1,722 |
| CMOs issued by government agencies or sponsored agencies | $2,685,000 | 1,684 |
| Privately issued | $1,284,000 | 880 |
| 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) | $8,267,000 | 1,388 |
| Available-for-sale securities (fair market value) | $33,509,000 | 2,793 |
| Total debt securities | $39,681,000 | 2,737 |
| Structured notes | ||
| Amortized cost | $796,000 | 1,997 |
| Fair value | $797,000 | 1,995 |
| 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 | $44,065,000 | 2,540 |
| U.S. Government securities | $24,164,000 | 3,177 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $24,164,000 | 3,099 |
| Securities issued by states & political subdivisions | $11,188,000 | 1,813 |
| Other domestic debt securities | $6,616,000 | 898 |
| Privately issued residential mortgage-backed securities | $1,291,000 | 876 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,325,000 | 592 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $2,097,000 | 735 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,709,000 | 1,902 |
| Mortgage-backed securities | $9,611,000 | 2,745 |
| Certificates of participation in pools of residential mortgages | $5,520,000 | 2,870 |
| Issued or guaranteed by U.S. | $5,520,000 | 2,857 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $4,091,000 | 1,679 |
| CMOs issued by government agencies or sponsored agencies | $2,800,000 | 1,642 |
| Privately issued | $1,291,000 | 827 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,629,000 | 1,565 |
| Available-for-sale securities (fair market value) | $37,436,000 | 2,541 |
| Total debt securities | $41,968,000 | 2,617 |
| Structured notes | ||
| Amortized cost | $819,000 | 2,072 |
| Fair value | $820,000 | 2,072 |
| 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 | $41,986,000 | 2,685 |
| U.S. Government securities | $27,261,000 | 2,906 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $27,261,000 | 2,831 |
| Securities issued by states & political subdivisions | $7,606,000 | 2,459 |
| Other domestic debt securities | $5,011,000 | 1,027 |
| Privately issued residential mortgage-backed securities | $256,000 | 1,140 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,755,000 | 670 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $2,108,000 | 748 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,397,000 | 1,744 |
| Mortgage-backed securities | $7,538,000 | 3,051 |
| Certificates of participation in pools of residential mortgages | $4,905,000 | 3,020 |
| Issued or guaranteed by U.S. | $4,905,000 | 3,003 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $2,633,000 | 1,952 |
| CMOs issued by government agencies or sponsored agencies | $2,377,000 | 1,750 |
| Privately issued | $256,000 | 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) | $4,074,000 | 1,955 |
| Available-for-sale securities (fair market value) | $37,912,000 | 2,528 |
| Total debt securities | $39,877,000 | 2,748 |
| Structured notes | ||
| Amortized cost | $842,000 | 2,132 |
| Fair value | $843,000 | 2,128 |
| 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 | $37,694,000 | 2,956 |
| U.S. Government securities | $22,595,000 | 3,403 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $22,595,000 | 3,308 |
| Securities issued by states & political subdivisions | $7,988,000 | 2,388 |
| Other domestic debt securities | $5,005,000 | 1,029 |
| Privately issued residential mortgage-backed securities | $279,000 | 1,106 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,726,000 | 684 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $2,106,000 | 763 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,575,000 | 1,683 |
| Mortgage-backed securities | $8,492,000 | 2,864 |
| Certificates of participation in pools of residential mortgages | $5,234,000 | 2,938 |
| Issued or guaranteed by U.S. | $5,234,000 | 2,924 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $3,258,000 | 1,809 |
| CMOs issued by government agencies or sponsored agencies | $2,979,000 | 1,607 |
| Privately issued | $279,000 | 1,042 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,321,000 | 2,120 |
| Available-for-sale securities (fair market value) | $34,373,000 | 2,738 |
| Total debt securities | $35,589,000 | 3,036 |
| Structured notes | ||
| Amortized cost | $3,173,000 | 1,078 |
| Fair value | $3,178,000 | 1,074 |
| 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 | $33,346,000 | 3,265 |
| U.S. Government securities | $21,987,000 | 3,508 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $21,987,000 | 3,403 |
| Securities issued by states & political subdivisions | $4,232,000 | 3,327 |
| Other domestic debt securities | $5,017,000 | 1,032 |
| Privately issued residential mortgage-backed securities | $294,000 | 1,087 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,723,000 | 680 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $2,110,000 | 776 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,546,000 | 1,776 |
| Mortgage-backed securities | $7,386,000 | 3,051 |
| Certificates of participation in pools of residential mortgages | $5,558,000 | 2,872 |
| Issued or guaranteed by U.S. | $5,558,000 | 2,857 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,828,000 | 2,138 |
| CMOs issued by government agencies or sponsored agencies | $1,534,000 | 1,975 |
| Privately issued | $294,000 | 1,013 |
| 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) | $412,000 | 3,315 |
| Available-for-sale securities (fair market value) | $32,934,000 | 2,848 |
| Total debt securities | $31,236,000 | 3,368 |
| Structured notes | ||
| Amortized cost | $5,605,000 | 719 |
| Fair value | $5,575,000 | 717 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $33,934,000 | 3,200 |
| U.S. Government securities | $22,389,000 | 3,471 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $22,389,000 | 3,356 |
| Securities issued by states & political subdivisions | $4,260,000 | 3,316 |
| Other domestic debt securities | $5,184,000 | 1,007 |
| Privately issued residential mortgage-backed securities | $321,000 | 1,062 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,863,000 | 675 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $2,101,000 | 763 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,147,000 | 1,722 |
| Mortgage-backed securities | $8,068,000 | 2,928 |
| Certificates of participation in pools of residential mortgages | $5,911,000 | 2,806 |
| Issued or guaranteed by U.S. | $5,911,000 | 2,794 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,157,000 | 2,035 |
| CMOs issued by government agencies or sponsored agencies | $1,836,000 | 1,861 |
| Privately issued | $321,000 | 992 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $250,000 | 3,544 |
| Available-for-sale securities (fair market value) | $33,684,000 | 2,783 |
| Total debt securities | $31,833,000 | 3,306 |
| Structured notes | ||
| Amortized cost | $5,998,000 | 730 |
| Fair value | $5,927,000 | 709 |
| 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 | $40,391,000 | 2,831 |
| U.S. Government securities | $27,437,000 | 3,008 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $27,437,000 | 2,917 |
| Securities issued by states & political subdivisions | $4,708,000 | 3,171 |
| Other domestic debt securities | $6,140,000 | 946 |
| Privately issued residential mortgage-backed securities | $343,000 | 1,036 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,797,000 | 637 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $2,106,000 | 787 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,530,000 | 1,543 |
| Mortgage-backed securities | $6,902,000 | 3,190 |
| Certificates of participation in pools of residential mortgages | $5,218,000 | 3,021 |
| Issued or guaranteed by U.S. | $5,218,000 | 3,009 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,684,000 | 2,183 |
| CMOs issued by government agencies or sponsored agencies | $1,341,000 | 2,047 |
| Privately issued | $343,000 | 969 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $250,000 | 3,605 |
| Available-for-sale securities (fair market value) | $40,141,000 | 2,452 |
| Total debt securities | $38,285,000 | 2,908 |
| Structured notes | ||
| Amortized cost | $6,039,000 | 720 |
| Fair value | $5,988,000 | 712 |
| 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 | $48,481,000 | 2,434 |
| U.S. Government securities | $33,601,000 | 2,521 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $33,601,000 | 2,440 |
| Securities issued by states & political subdivisions | $4,985,000 | 3,082 |
| Other domestic debt securities | $7,785,000 | 852 |
| Privately issued residential mortgage-backed securities | $373,000 | 984 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,412,000 | 563 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $2,110,000 | 804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,919,000 | 1,360 |
| Mortgage-backed securities | $8,077,000 | 3,003 |
| Certificates of participation in pools of residential mortgages | $5,557,000 | 2,961 |
| Issued or guaranteed by U.S. | $5,557,000 | 2,949 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $2,520,000 | 1,935 |
| CMOs issued by government agencies or sponsored agencies | $2,147,000 | 1,788 |
| Privately issued | $373,000 | 918 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $48,481,000 | 2,075 |
| Total debt securities | $46,371,000 | 2,481 |
| Structured notes | ||
| Amortized cost | $6,076,000 | 721 |
| Fair value | $6,035,000 | 717 |
| 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 | $39,203,000 | 2,861 |
| U.S. Government securities | $25,016,000 | 3,186 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $25,016,000 | 3,080 |
| Securities issued by states & political subdivisions | $6,169,000 | 2,705 |
| Other domestic debt securities | $5,904,000 | 996 |
| Privately issued residential mortgage-backed securities | $436,000 | 951 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,468,000 | 695 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $2,114,000 | 814 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,571,000 | 1,448 |
| Mortgage-backed securities | $7,948,000 | 3,041 |
| Certificates of participation in pools of residential mortgages | $4,457,000 | 3,288 |
| Issued or guaranteed by U.S. | $4,457,000 | 3,276 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,491,000 | 1,725 |
| CMOs issued by government agencies or sponsored agencies | $3,055,000 | 1,590 |
| Privately issued | $436,000 | 884 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $39,203,000 | 2,465 |
| Total debt securities | $37,089,000 | 2,937 |
| Structured notes | ||
| Amortized cost | $1,996,000 | 1,639 |
| Fair value | $1,976,000 | 1,595 |
| 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 | $36,225,000 | 3,093 |
| U.S. Government securities | $23,847,000 | 3,360 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $23,847,000 | 3,242 |
| Securities issued by states & political subdivisions | $5,059,000 | 3,034 |
| Other domestic debt securities | $5,196,000 | 1,072 |
| Privately issued residential mortgage-backed securities | $490,000 | 910 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,706,000 | 793 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $2,123,000 | 825 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,792,000 | 1,619 |
| Mortgage-backed securities | $9,239,000 | 2,920 |
| Certificates of participation in pools of residential mortgages | $4,897,000 | 3,231 |
| Issued or guaranteed by U.S. | $4,897,000 | 3,219 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $4,342,000 | 1,605 |
| CMOs issued by government agencies or sponsored agencies | $3,852,000 | 1,463 |
| Privately issued | $490,000 | 838 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $36,225,000 | 2,655 |
| Total debt securities | $34,102,000 | 3,200 |
| Structured notes | ||
| Amortized cost | $997,000 | 2,264 |
| Fair value | $980,000 | 2,299 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $43,808,000 | 2,671 |
| U.S. Government securities | $24,967,000 | 3,290 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $24,967,000 | 3,159 |
| Securities issued by states & political subdivisions | $11,477,000 | 1,697 |
| Other domestic debt securities | $5,244,000 | 1,100 |
| Privately issued residential mortgage-backed securities | $527,000 | 882 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,717,000 | 843 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $2,120,000 | 853 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,047,000 | 1,488 |
| Mortgage-backed securities | $10,426,000 | 2,827 |
| Certificates of participation in pools of residential mortgages | $5,416,000 | 3,168 |
| Issued or guaranteed by U.S. | $5,416,000 | 3,162 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $5,010,000 | 1,538 |
| CMOs issued by government agencies or sponsored agencies | $4,483,000 | 1,420 |
| Privately issued | $527,000 | 816 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $43,808,000 | 2,258 |
| Total debt securities | $41,688,000 | 2,744 |
| Structured notes | ||
| Amortized cost | $997,000 | 2,261 |
| Fair value | $975,000 | 2,258 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $41,644,000 | 2,810 |
| U.S. Government securities | $27,565,000 | 3,041 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $27,565,000 | 2,931 |
| Securities issued by states & political subdivisions | $8,526,000 | 2,194 |
| Other domestic debt securities | $3,442,000 | 1,388 |
| Privately issued residential mortgage-backed securities | $716,000 | 822 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,726,000 | 1,191 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $2,111,000 | 880 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,108,000 | 1,615 |
| Mortgage-backed securities | $11,532,000 | 2,730 |
| Certificates of participation in pools of residential mortgages | $5,871,000 | 3,074 |
| Issued or guaranteed by U.S. | $5,871,000 | 3,065 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $5,661,000 | 1,460 |
| CMOs issued by government agencies or sponsored agencies | $4,945,000 | 1,382 |
| Privately issued | $716,000 | 763 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $41,644,000 | 2,401 |
| Total debt securities | $39,533,000 | 2,877 |
| Structured notes | ||
| Amortized cost | $997,000 | 2,206 |
| Fair value | $991,000 | 2,163 |
| 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 | $37,796,000 | 3,028 |
| U.S. Government securities | $33,373,000 | 2,604 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $33,373,000 | 2,508 |
| Securities issued by states & political subdivisions | $1,064,000 | 5,098 |
| Other domestic debt securities | $1,260,000 | 2,148 |
| Privately issued residential mortgage-backed securities | $260,000 | 918 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,000,000 | 1,987 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $2,099,000 | 910 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,751,000 | 1,533 |
| Mortgage-backed securities | $7,051,000 | 3,481 |
| Certificates of participation in pools of residential mortgages | $4,895,000 | 3,359 |
| Issued or guaranteed by U.S. | $4,895,000 | 3,353 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,156,000 | 2,123 |
| CMOs issued by government agencies or sponsored agencies | $1,896,000 | 2,009 |
| Privately issued | $260,000 | 844 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $37,796,000 | 2,587 |
| Total debt securities | $35,696,000 | 3,127 |
| Structured notes | ||
| Amortized cost | $997,000 | 2,215 |
| Fair value | $997,000 | 2,161 |
| 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 | $25,401,000 | 4,123 |
| U.S. Government securities | $21,946,000 | 3,687 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $21,946,000 | 3,556 |
| Securities issued by states & political subdivisions | $1,051,000 | 5,120 |
| Other domestic debt securities | $317,000 | 3,112 |
| Privately issued residential mortgage-backed securities | $317,000 | 880 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $2,087,000 | 931 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,794,000 | 1,967 |
| Mortgage-backed securities | $6,067,000 | 3,753 |
| Certificates of participation in pools of residential mortgages | $5,750,000 | 3,195 |
| Issued or guaranteed by U.S. | $5,750,000 | 3,187 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $317,000 | 3,257 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $317,000 | 817 |
| 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) | $25,401,000 | 3,562 |
| Total debt securities | $23,314,000 | 4,289 |
| Structured notes | ||
| Amortized cost | $996,000 | 2,188 |
| Fair value | $971,000 | 2,172 |
| 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 | $27,350,000 | 3,919 |
| U.S. Government securities | $24,841,000 | 3,300 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $24,841,000 | 3,183 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $421,000 | 3,116 |
| Privately issued residential mortgage-backed securities | $421,000 | 886 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $2,088,000 | 1,006 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,822,000 | 1,731 |
| Mortgage-backed securities | $6,739,000 | 3,631 |
| Certificates of participation in pools of residential mortgages | $6,318,000 | 3,079 |
| Issued or guaranteed by U.S. | $6,318,000 | 3,068 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $421,000 | 3,241 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $421,000 | 817 |
| 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) | $27,350,000 | 3,390 |
| Total debt securities | $25,262,000 | 4,052 |
| Structured notes | ||
| Amortized cost | $996,000 | 1,978 |
| Fair value | $1,014,000 | 1,768 |
| 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 | $24,751,000 | 4,240 |
| U.S. Government securities | $22,152,000 | 3,644 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $22,152,000 | 3,512 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $523,000 | 2,998 |
| Privately issued residential mortgage-backed securities | $523,000 | 725 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $2,076,000 | 998 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,152,000 | 1,794 |
| Mortgage-backed securities | $5,030,000 | 4,048 |
| Certificates of participation in pools of residential mortgages | $4,507,000 | 3,569 |
| Issued or guaranteed by U.S. | $4,507,000 | 3,558 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $523,000 | 3,131 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $523,000 | 628 |
| 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) | $24,751,000 | 3,660 |
| Total debt securities | $22,675,000 | 4,401 |
| 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 | $20,188,000 | 4,724 |
| U.S. Government securities | $17,024,000 | 4,219 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $17,024,000 | 4,054 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $1,099,000 | 2,573 |
| Privately issued residential mortgage-backed securities | $697,000 | 722 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $402,000 | 2,971 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $2,065,000 | 1,054 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,024,000 | 2,146 |
| Mortgage-backed securities | $1,204,000 | 5,638 |
| Certificates of participation in pools of residential mortgages | $507,000 | 5,784 |
| Issued or guaranteed by U.S. | $507,000 | 5,762 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $697,000 | 3,037 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $697,000 | 636 |
| 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) | $20,188,000 | 4,109 |
| Total debt securities | $18,123,000 | 4,921 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $16,131,000 | 5,280 |
| U.S. Government securities | $12,625,000 | 4,963 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $12,625,000 | 4,801 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $1,438,000 | 2,463 |
| Privately issued residential mortgage-backed securities | $1,031,000 | 664 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $407,000 | 3,007 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $2,068,000 | 1,075 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,350,000 | 2,649 |
| Mortgage-backed securities | $2,211,000 | 5,198 |
| Certificates of participation in pools of residential mortgages | $507,000 | 5,841 |
| Issued or guaranteed by U.S. | $507,000 | 5,822 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,704,000 | 2,645 |
| CMOs issued by government agencies or sponsored agencies | $673,000 | 3,123 |
| Privately issued | $1,031,000 | 590 |
| 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) | $16,131,000 | 4,602 |
| Total debt securities | $14,063,000 | 5,565 |
| Structured notes | ||
| Amortized cost | $251,000 | 1,859 |
| Fair value | $251,000 | 1,886 |
| 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 | $19,234,000 | 4,784 |
| U.S. Government securities | $13,186,000 | 4,857 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $13,186,000 | 4,687 |
| Securities issued by states & political subdivisions | $2,020,000 | 4,286 |
| Other domestic debt securities | $1,971,000 | 2,231 |
| Privately issued residential mortgage-backed securities | $966,000 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,005,000 | 2,469 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $2,057,000 | 1,070 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,186,000 | 2,551 |
| Mortgage-backed securities | $4,221,000 | 4,418 |
| Certificates of participation in pools of residential mortgages | $1,026,000 | 5,337 |
| Issued or guaranteed by U.S. | $1,026,000 | 5,317 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $3,195,000 | 2,167 |
| CMOs issued by government agencies or sponsored agencies | $2,229,000 | 2,355 |
| Privately issued | $966,000 | 634 |
| 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) | $19,234,000 | 4,136 |
| Total debt securities | $17,177,000 | 5,023 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $23,736,000 | 4,150 |
| U.S. Government securities | $16,639,000 | 4,182 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $16,639,000 | 4,006 |
| Securities issued by states & political subdivisions | $2,039,000 | 4,276 |
| Other domestic debt securities | $1,013,000 | 2,800 |
| 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 | $1,013,000 | 2,470 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $4,045,000 | 779 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,703,000 | 2,340 |
| Mortgage-backed securities | $4,954,000 | 4,165 |
| Certificates of participation in pools of residential mortgages | $1,024,000 | 5,324 |
| Issued or guaranteed by U.S. | $1,024,000 | 5,305 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $3,930,000 | 2,030 |
| CMOs issued by government agencies or sponsored agencies | $3,930,000 | 1,933 |
| 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) | $23,736,000 | 3,559 |
| Total debt securities | $19,691,000 | 4,599 |
| 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 | $28,019,000 | 3,541 |
| U.S. Government securities | $20,929,000 | 3,392 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $20,929,000 | 3,228 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $524,000 | 3,323 |
| 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 | $524,000 | 2,869 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $6,566,000 | 555 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,858,000 | 1,663 |
| Mortgage-backed securities | $2,493,000 | 4,993 |
| Certificates of participation in pools of residential mortgages | $322,000 | 5,987 |
| Issued or guaranteed by U.S. | $322,000 | 5,963 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $2,171,000 | 2,640 |
| CMOs issued by government agencies or sponsored agencies | $2,171,000 | 2,490 |
| 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) | $28,019,000 | 2,985 |
| Total debt securities | $21,453,000 | 4,215 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $0 | 9,820 |
| U.S. Government securities | $0 | 9,633 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $0 | 9,486 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $0 | 9,692 |
| 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 |