Home > Capital Pacific Bank > Securities
Capital Pacific Bank, Securities
| 2014-12-31 | Rank | |
| Total securities | $26,735,000 | 3,766 |
| U.S. Government securities | $21,372,000 | 3,231 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $21,372,000 | 3,127 |
| Securities issued by states & political subdivisions | $4,460,000 | 3,771 |
| Other domestic debt securities | $903,000 | 1,765 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $903,000 | 1,416 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,746,000 | 3,576 |
| Mortgage-backed securities | $6,829,000 | 3,471 |
| Certificates of participation in pools of residential mortgages | $953,000 | 4,444 |
| Issued or guaranteed by U.S. | $953,000 | 4,437 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $5,876,000 | 1,679 |
| CMOs issued by government agencies or sponsored agencies | $5,876,000 | 1,614 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $26,735,000 | 3,440 |
| Total debt securities | $26,734,000 | 3,743 |
| Structured notes | ||
| Amortized cost | $1,969,000 | 1,173 |
| Fair value | $1,974,000 | 1,132 |
| 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 | $27,401,000 | 3,802 |
| U.S. Government securities | $22,089,000 | 3,257 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $22,089,000 | 3,157 |
| Securities issued by states & political subdivisions | $4,407,000 | 3,830 |
| Other domestic debt securities | $905,000 | 1,815 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $905,000 | 1,442 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,901,000 | 3,587 |
| Mortgage-backed securities | $7,205,000 | 3,495 |
| Certificates of participation in pools of residential mortgages | $1,025,000 | 4,497 |
| Issued or guaranteed by U.S. | $1,025,000 | 4,494 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $6,180,000 | 1,667 |
| CMOs issued by government agencies or sponsored agencies | $6,180,000 | 1,592 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $27,401,000 | 3,464 |
| Total debt securities | $27,401,000 | 3,775 |
| Structured notes | ||
| Amortized cost | $1,965,000 | 1,266 |
| Fair value | $1,955,000 | 1,230 |
| 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 | $28,749,000 | 3,771 |
| U.S. Government securities | $19,546,000 | 3,514 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $19,546,000 | 3,411 |
| Securities issued by states & political subdivisions | $7,296,000 | 3,317 |
| Other domestic debt securities | $1,907,000 | 1,488 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $1,907,000 | 1,153 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,110,000 | 3,575 |
| Mortgage-backed securities | $5,006,000 | 3,902 |
| Certificates of participation in pools of residential mortgages | $264,000 | 4,907 |
| Issued or guaranteed by U.S. | $264,000 | 4,904 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,742,000 | 1,898 |
| CMOs issued by government agencies or sponsored agencies | $4,742,000 | 1,816 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $28,749,000 | 3,440 |
| Total debt securities | $28,750,000 | 3,744 |
| Structured notes | ||
| Amortized cost | $1,961,000 | 1,299 |
| Fair value | $1,949,000 | 1,268 |
| 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 | $27,934,000 | 3,844 |
| U.S. Government securities | $19,670,000 | 3,519 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $19,670,000 | 3,419 |
| Securities issued by states & political subdivisions | $7,263,000 | 3,347 |
| Other domestic debt securities | $1,001,000 | 1,836 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $1,001,000 | 1,446 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,030,000 | 3,616 |
| Mortgage-backed securities | $5,626,000 | 3,819 |
| Certificates of participation in pools of residential mortgages | $292,000 | 4,933 |
| Issued or guaranteed by U.S. | $292,000 | 4,928 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $5,334,000 | 1,802 |
| CMOs issued by government agencies or sponsored agencies | $5,334,000 | 1,725 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $27,934,000 | 3,517 |
| Total debt securities | $27,935,000 | 3,815 |
| Structured notes | ||
| Amortized cost | $1,957,000 | 1,325 |
| Fair value | $1,934,000 | 1,282 |
| 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 | $27,618,000 | 3,849 |
| U.S. Government securities | $18,472,000 | 3,636 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $18,472,000 | 3,538 |
| Securities issued by states & political subdivisions | $7,108,000 | 3,372 |
| Other domestic debt securities | $2,038,000 | 1,489 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $2,038,000 | 1,143 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,376,000 | 3,538 |
| Mortgage-backed securities | $6,091,000 | 3,743 |
| Certificates of participation in pools of residential mortgages | $319,000 | 4,947 |
| Issued or guaranteed by U.S. | $319,000 | 4,942 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $5,772,000 | 1,752 |
| CMOs issued by government agencies or sponsored agencies | $5,772,000 | 1,670 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $27,618,000 | 3,527 |
| Total debt securities | $27,617,000 | 3,821 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $28,718,000 | 3,815 |
| U.S. Government securities | $19,467,000 | 3,556 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $19,467,000 | 3,463 |
| Securities issued by states & political subdivisions | $7,210,000 | 3,350 |
| Other domestic debt securities | $2,041,000 | 1,532 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $2,041,000 | 1,176 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,122,000 | 3,794 |
| Mortgage-backed securities | $6,579,000 | 3,702 |
| Certificates of participation in pools of residential mortgages | $352,000 | 4,972 |
| Issued or guaranteed by U.S. | $352,000 | 4,966 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $6,227,000 | 1,722 |
| CMOs issued by government agencies or sponsored agencies | $6,227,000 | 1,633 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $28,718,000 | 3,504 |
| Total debt securities | $28,719,000 | 3,785 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $21,627,000 | 4,358 |
| U.S. Government securities | $11,370,000 | 4,483 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $11,370,000 | 4,379 |
| Securities issued by states & political subdivisions | $8,216,000 | 3,186 |
| Other domestic debt securities | $2,041,000 | 1,567 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $2,041,000 | 1,200 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,990,000 | 3,819 |
| Mortgage-backed securities | $6,251,000 | 3,782 |
| Certificates of participation in pools of residential mortgages | $399,000 | 4,941 |
| Issued or guaranteed by U.S. | $399,000 | 4,934 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $5,852,000 | 1,811 |
| CMOs issued by government agencies or sponsored agencies | $5,852,000 | 1,726 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $21,627,000 | 4,011 |
| Total debt securities | $21,626,000 | 4,329 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $25,080,000 | 4,088 |
| U.S. Government securities | $14,533,000 | 4,126 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $14,533,000 | 4,024 |
| Securities issued by states & political subdivisions | $8,506,000 | 3,099 |
| Other domestic debt securities | $2,041,000 | 1,581 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $2,041,000 | 1,188 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,169,000 | 3,641 |
| Mortgage-backed securities | $7,404,000 | 3,652 |
| Certificates of participation in pools of residential mortgages | $458,000 | 4,955 |
| Issued or guaranteed by U.S. | $458,000 | 4,951 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $6,946,000 | 1,726 |
| CMOs issued by government agencies or sponsored agencies | $6,946,000 | 1,637 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $25,080,000 | 3,780 |
| Total debt securities | $25,082,000 | 4,063 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $29,375,000 | 3,720 |
| U.S. Government securities | $18,922,000 | 3,605 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $18,922,000 | 3,515 |
| Securities issued by states & political subdivisions | $8,416,000 | 3,089 |
| Other domestic debt securities | $2,037,000 | 1,560 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $2,037,000 | 1,163 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,383,000 | 3,085 |
| Mortgage-backed securities | $10,347,000 | 3,262 |
| Certificates of participation in pools of residential mortgages | $515,000 | 4,946 |
| Issued or guaranteed by U.S. | $515,000 | 4,943 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $9,832,000 | 1,517 |
| CMOs issued by government agencies or sponsored agencies | $9,832,000 | 1,421 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $7,060,000 | 1,122 |
| Available-for-sale securities (fair market value) | $22,315,000 | 3,933 |
| Total debt securities | $29,375,000 | 3,691 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $29,427,000 | 3,755 |
| U.S. Government securities | $20,833,000 | 3,502 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $20,833,000 | 3,424 |
| Securities issued by states & political subdivisions | $7,600,000 | 3,199 |
| Other domestic debt securities | $994,000 | 2,073 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $994,000 | 1,579 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,182,000 | 3,140 |
| Mortgage-backed securities | $12,025,000 | 3,212 |
| Certificates of participation in pools of residential mortgages | $583,000 | 5,023 |
| Issued or guaranteed by U.S. | $583,000 | 5,018 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $11,442,000 | 1,464 |
| CMOs issued by government agencies or sponsored agencies | $11,442,000 | 1,366 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $6,289,000 | 1,215 |
| Available-for-sale securities (fair market value) | $23,138,000 | 3,900 |
| Total debt securities | $29,426,000 | 3,729 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $24,695,000 | 4,148 |
| U.S. Government securities | $19,104,000 | 3,725 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $19,104,000 | 3,652 |
| Securities issued by states & political subdivisions | $5,591,000 | 3,559 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,104,000 | 2,345 |
| Mortgage-backed securities | $10,420,000 | 3,408 |
| Certificates of participation in pools of residential mortgages | $643,000 | 5,018 |
| Issued or guaranteed by U.S. | $643,000 | 5,013 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $9,777,000 | 1,620 |
| CMOs issued by government agencies or sponsored agencies | $9,777,000 | 1,519 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $5,591,000 | 1,263 |
| Available-for-sale securities (fair market value) | $19,104,000 | 4,295 |
| Total debt securities | $24,695,000 | 4,109 |
| Structured notes | ||
| Amortized cost | $273,000 | 2,726 |
| Fair value | $274,000 | 2,729 |
| 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 | $27,889,000 | 3,880 |
| U.S. Government securities | $22,551,000 | 3,461 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $22,551,000 | 3,393 |
| Securities issued by states & political subdivisions | $5,338,000 | 3,546 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,551,000 | 2,101 |
| Mortgage-backed securities | $12,613,000 | 3,189 |
| Certificates of participation in pools of residential mortgages | $720,000 | 4,990 |
| Issued or guaranteed by U.S. | $720,000 | 4,988 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $11,893,000 | 1,496 |
| CMOs issued by government agencies or sponsored agencies | $11,893,000 | 1,381 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $5,338,000 | 1,312 |
| Available-for-sale securities (fair market value) | $22,551,000 | 4,035 |
| Total debt securities | $27,888,000 | 3,855 |
| Structured notes | ||
| Amortized cost | $304,000 | 2,916 |
| Fair value | $306,000 | 2,918 |
| 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 | $28,070,000 | 3,832 |
| U.S. Government securities | $24,514,000 | 3,215 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $24,514,000 | 3,150 |
| Securities issued by states & political subdivisions | $3,556,000 | 3,975 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,514,000 | 2,054 |
| Mortgage-backed securities | $14,217,000 | 2,956 |
| Certificates of participation in pools of residential mortgages | $791,000 | 4,922 |
| Issued or guaranteed by U.S. | $791,000 | 4,915 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $13,426,000 | 1,370 |
| CMOs issued by government agencies or sponsored agencies | $13,426,000 | 1,212 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $3,556,000 | 1,533 |
| Available-for-sale securities (fair market value) | $24,514,000 | 3,787 |
| Total debt securities | $28,070,000 | 3,808 |
| Structured notes | ||
| Amortized cost | $337,000 | 2,792 |
| Fair value | $339,000 | 2,792 |
| 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 | $23,748,000 | 4,132 |
| U.S. Government securities | $23,748,000 | 3,214 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $23,748,000 | 3,127 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,748,000 | 1,877 |
| Mortgage-backed securities | $13,104,000 | 2,989 |
| Certificates of participation in pools of residential mortgages | $881,000 | 4,878 |
| Issued or guaranteed by U.S. | $881,000 | 4,869 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $12,223,000 | 1,433 |
| CMOs issued by government agencies or sponsored agencies | $12,223,000 | 1,270 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $23,748,000 | 3,791 |
| Total debt securities | $23,748,000 | 4,101 |
| Structured notes | ||
| Amortized cost | $373,000 | 2,843 |
| Fair value | $377,000 | 2,843 |
| 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 | $18,717,000 | 4,713 |
| U.S. Government securities | $18,717,000 | 3,811 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $18,717,000 | 3,718 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,717,000 | 2,259 |
| Mortgage-backed securities | $10,998,000 | 3,184 |
| Certificates of participation in pools of residential mortgages | $950,000 | 4,853 |
| Issued or guaranteed by U.S. | $950,000 | 4,845 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $10,048,000 | 1,560 |
| CMOs issued by government agencies or sponsored agencies | $10,048,000 | 1,383 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $18,717,000 | 4,321 |
| Total debt securities | $18,716,000 | 4,673 |
| Structured notes | ||
| Amortized cost | $398,000 | 2,980 |
| Fair value | $402,000 | 2,973 |
| 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 | $19,046,000 | 4,658 |
| U.S. Government securities | $19,046,000 | 3,751 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $19,046,000 | 3,646 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,046,000 | 2,225 |
| Mortgage-backed securities | $11,232,000 | 3,091 |
| Certificates of participation in pools of residential mortgages | $1,010,000 | 4,774 |
| Issued or guaranteed by U.S. | $1,010,000 | 4,768 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $10,222,000 | 1,511 |
| CMOs issued by government agencies or sponsored agencies | $10,222,000 | 1,317 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $19,046,000 | 4,259 |
| Total debt securities | $19,044,000 | 4,620 |
| Structured notes | ||
| Amortized cost | $418,000 | 3,016 |
| Fair value | $420,000 | 3,017 |
| 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 | $20,615,000 | 4,323 |
| U.S. Government securities | $20,615,000 | 3,414 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $20,615,000 | 3,318 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,615,000 | 2,094 |
| Mortgage-backed securities | $11,575,000 | 2,963 |
| Certificates of participation in pools of residential mortgages | $1,099,000 | 4,648 |
| Issued or guaranteed by U.S. | $1,099,000 | 4,641 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $10,476,000 | 1,458 |
| CMOs issued by government agencies or sponsored agencies | $10,476,000 | 1,275 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $20,615,000 | 3,974 |
| Total debt securities | $20,614,000 | 4,291 |
| Structured notes | ||
| Amortized cost | $461,000 | 2,885 |
| Fair value | $463,000 | 2,883 |
| 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 | $18,773,000 | 4,505 |
| U.S. Government securities | $18,773,000 | 3,575 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $18,773,000 | 3,475 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,755,000 | 2,595 |
| Mortgage-backed securities | $9,565,000 | 3,207 |
| Certificates of participation in pools of residential mortgages | $1,228,000 | 4,582 |
| Issued or guaranteed by U.S. | $1,228,000 | 4,575 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $8,337,000 | 1,606 |
| CMOs issued by government agencies or sponsored agencies | $8,337,000 | 1,409 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $18,773,000 | 4,113 |
| Total debt securities | $18,773,000 | 4,465 |
| Structured notes | ||
| Amortized cost | $1,028,000 | 2,354 |
| Fair value | $1,030,000 | 2,369 |
| 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 | $15,876,000 | 4,886 |
| U.S. Government securities | $15,876,000 | 3,970 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $15,876,000 | 3,869 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,876,000 | 2,504 |
| Mortgage-backed securities | $7,407,000 | 3,542 |
| Certificates of participation in pools of residential mortgages | $1,332,000 | 4,582 |
| Issued or guaranteed by U.S. | $1,332,000 | 4,574 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $6,075,000 | 1,767 |
| CMOs issued by government agencies or sponsored agencies | $6,075,000 | 1,536 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $15,876,000 | 4,465 |
| Total debt securities | $15,875,000 | 4,847 |
| Structured notes | ||
| Amortized cost | $1,071,000 | 2,432 |
| Fair value | $1,078,000 | 2,433 |
| 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 | $9,180,000 | 5,945 |
| U.S. Government securities | $9,180,000 | 5,183 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $9,180,000 | 5,072 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,180,000 | 3,457 |
| Mortgage-backed securities | $5,550,000 | 3,976 |
| Certificates of participation in pools of residential mortgages | $1,408,000 | 4,680 |
| Issued or guaranteed by U.S. | $1,408,000 | 4,670 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $4,142,000 | 1,996 |
| CMOs issued by government agencies or sponsored agencies | $4,142,000 | 1,734 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $9,180,000 | 5,458 |
| Total debt securities | $9,181,000 | 5,902 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $56,000 | 7,727 |
| U.S. Government securities | $56,000 | 7,543 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $56,000 | 7,445 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,000 | 6,377 |
| Mortgage-backed securities | $56,000 | 6,096 |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $56,000 | 3,613 |
| CMOs issued by government agencies or sponsored agencies | $56,000 | 3,263 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $56,000 | 7,215 |
| Total debt securities | $56,000 | 7,697 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $64,000 | 7,801 |
| U.S. Government securities | $64,000 | 7,627 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $64,000 | 7,532 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,000 | 6,392 |
| Mortgage-backed securities | $64,000 | 6,156 |
| Certificates of participation in pools of residential mortgages | $0 | 6,212 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $64,000 | 3,597 |
| CMOs issued by government agencies or sponsored agencies | $64,000 | 3,239 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $64,000 | 7,280 |
| Total debt securities | $64,000 | 7,768 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $74,000 | 7,881 |
| U.S. Government securities | $74,000 | 7,683 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $74,000 | 7,596 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $74,000 | 6,454 |
| Mortgage-backed securities | $74,000 | 6,196 |
| Certificates of participation in pools of residential mortgages | $0 | 6,269 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $74,000 | 3,592 |
| CMOs issued by government agencies or sponsored agencies | $74,000 | 3,224 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $74,000 | 7,343 |
| Total debt securities | $74,000 | 7,851 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $85,000 | 7,949 |
| U.S. Government securities | $85,000 | 7,758 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $85,000 | 7,674 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $85,000 | 6,500 |
| Mortgage-backed securities | $85,000 | 6,232 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $85,000 | 3,589 |
| CMOs issued by government agencies or sponsored agencies | $85,000 | 3,214 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $85,000 | 7,391 |
| Total debt securities | $85,000 | 7,921 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $275,000 | 7,950 |
| U.S. Government securities | $275,000 | 7,753 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $275,000 | 7,674 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $275,000 | 6,408 |
| Mortgage-backed securities | $275,000 | 6,027 |
| Certificates of participation in pools of residential mortgages | $183,000 | 5,802 |
| Issued or guaranteed by U.S. | $183,000 | 5,782 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $92,000 | 3,546 |
| CMOs issued by government agencies or sponsored agencies | $92,000 | 3,199 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $275,000 | 7,367 |
| Total debt securities | $275,000 | 7,922 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $558,000 | 7,923 |
| U.S. Government securities | $558,000 | 7,697 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $558,000 | 7,620 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $558,000 | 6,274 |
| Mortgage-backed securities | $308,000 | 5,991 |
| Certificates of participation in pools of residential mortgages | $210,000 | 5,766 |
| Issued or guaranteed by U.S. | $210,000 | 5,748 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $98,000 | 3,463 |
| CMOs issued by government agencies or sponsored agencies | $98,000 | 3,107 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $558,000 | 7,325 |
| Total debt securities | $558,000 | 7,892 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $588,000 | 7,973 |
| U.S. Government securities | $588,000 | 7,754 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $588,000 | 7,681 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $588,000 | 6,298 |
| Mortgage-backed securities | $337,000 | 5,980 |
| Certificates of participation in pools of residential mortgages | $232,000 | 5,759 |
| Issued or guaranteed by U.S. | $232,000 | 5,735 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $105,000 | 3,452 |
| CMOs issued by government agencies or sponsored agencies | $105,000 | 3,121 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $588,000 | 7,392 |
| Total debt securities | $588,000 | 7,927 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $912,000 | 7,957 |
| U.S. Government securities | $912,000 | 7,728 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $912,000 | 7,647 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $912,000 | 6,175 |
| Mortgage-backed securities | $408,000 | 5,926 |
| Certificates of participation in pools of residential mortgages | $292,000 | 5,668 |
| Issued or guaranteed by U.S. | $292,000 | 5,638 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $116,000 | 3,434 |
| CMOs issued by government agencies or sponsored agencies | $116,000 | 3,093 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $912,000 | 7,366 |
| Total debt securities | $913,000 | 7,910 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $931,000 | 8,027 |
| U.S. Government securities | $931,000 | 7,837 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $931,000 | 7,731 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $931,000 | 6,232 |
| Mortgage-backed securities | $432,000 | 5,784 |
| Certificates of participation in pools of residential mortgages | $311,000 | 5,527 |
| Issued or guaranteed by U.S. | $311,000 | 5,505 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $121,000 | 3,352 |
| CMOs issued by government agencies or sponsored agencies | $121,000 | 3,034 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $931,000 | 7,383 |
| Total debt securities | $931,000 | 7,989 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $949,000 | 8,073 |
| U.S. Government securities | $949,000 | 7,892 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $949,000 | 7,785 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $949,000 | 6,245 |
| Mortgage-backed securities | $451,000 | 5,718 |
| Certificates of participation in pools of residential mortgages | $324,000 | 5,442 |
| Issued or guaranteed by U.S. | $324,000 | 5,420 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $127,000 | 3,300 |
| CMOs issued by government agencies or sponsored agencies | $127,000 | 2,979 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $949,000 | 7,411 |
| Total debt securities | $949,000 | 8,030 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $973,000 | 8,114 |
| U.S. Government securities | $973,000 | 7,935 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $973,000 | 7,822 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $973,000 | 6,281 |
| Mortgage-backed securities | $477,000 | 5,693 |
| Certificates of participation in pools of residential mortgages | $342,000 | 5,436 |
| Issued or guaranteed by U.S. | $342,000 | 5,415 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $135,000 | 3,266 |
| CMOs issued by government agencies or sponsored agencies | $135,000 | 2,950 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $973,000 | 7,430 |
| Total debt securities | $971,000 | 8,077 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $1,012,000 | 8,129 |
| U.S. Government securities | $1,012,000 | 7,938 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $1,012,000 | 7,832 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,012,000 | 6,226 |
| Mortgage-backed securities | $515,000 | 5,663 |
| Certificates of participation in pools of residential mortgages | $370,000 | 5,415 |
| Issued or guaranteed by U.S. | $370,000 | 5,390 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $145,000 | 3,231 |
| CMOs issued by government agencies or sponsored agencies | $145,000 | 2,941 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $1,012,000 | 7,423 |
| Total debt securities | $1,013,000 | 8,087 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $1,033,000 | 8,177 |
| U.S. Government securities | $1,033,000 | 7,982 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $1,033,000 | 7,875 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $785,000 | 6,402 |
| Mortgage-backed securities | $536,000 | 5,653 |
| Certificates of participation in pools of residential mortgages | $383,000 | 5,404 |
| Issued or guaranteed by U.S. | $383,000 | 5,383 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $153,000 | 3,227 |
| CMOs issued by government agencies or sponsored agencies | $153,000 | 2,940 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $1,033,000 | 7,466 |
| Total debt securities | $1,034,000 | 8,130 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $1,305,000 | 8,201 |
| U.S. Government securities | $1,305,000 | 7,992 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $1,305,000 | 7,880 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $808,000 | 6,454 |
| Mortgage-backed securities | $559,000 | 5,632 |
| Certificates of participation in pools of residential mortgages | $397,000 | 5,398 |
| Issued or guaranteed by U.S. | $397,000 | 5,372 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $162,000 | 3,189 |
| CMOs issued by government agencies or sponsored agencies | $162,000 | 2,903 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $1,305,000 | 7,457 |
| Total debt securities | $1,305,000 | 8,157 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $1,570,000 | 8,190 |
| U.S. Government securities | $1,570,000 | 7,961 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $1,570,000 | 7,831 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,080,000 | 6,311 |
| Mortgage-backed securities | $583,000 | 5,639 |
| Certificates of participation in pools of residential mortgages | $413,000 | 5,417 |
| Issued or guaranteed by U.S. | $413,000 | 5,392 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $170,000 | 3,187 |
| CMOs issued by government agencies or sponsored agencies | $170,000 | 2,882 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $1,570,000 | 7,426 |
| Total debt securities | $1,571,000 | 8,148 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $1,856,000 | 8,175 |
| U.S. Government securities | $1,856,000 | 7,928 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $1,856,000 | 7,799 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,361,000 | 6,175 |
| Mortgage-backed securities | $618,000 | 5,639 |
| Certificates of participation in pools of residential mortgages | $437,000 | 5,414 |
| Issued or guaranteed by U.S. | $437,000 | 5,392 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $181,000 | 3,192 |
| CMOs issued by government agencies or sponsored agencies | $181,000 | 2,887 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $1,856,000 | 7,403 |
| Total debt securities | $1,857,000 | 8,132 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $1,883,000 | 8,222 |
| U.S. Government securities | $1,883,000 | 7,960 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $1,883,000 | 7,830 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,387,000 | 6,188 |
| Mortgage-backed securities | $647,000 | 5,671 |
| Certificates of participation in pools of residential mortgages | $455,000 | 5,434 |
| Issued or guaranteed by U.S. | $455,000 | 5,409 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $192,000 | 3,189 |
| CMOs issued by government agencies or sponsored agencies | $192,000 | 2,892 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $1,883,000 | 7,445 |
| Total debt securities | $1,883,000 | 8,174 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $1,692,000 | 8,289 |
| U.S. Government securities | $1,692,000 | 8,030 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $1,692,000 | 7,907 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,691,000 | 6,034 |
| Mortgage-backed securities | $703,000 | 5,663 |
| Certificates of participation in pools of residential mortgages | $494,000 | 5,417 |
| Issued or guaranteed by U.S. | $494,000 | 5,395 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $209,000 | 3,189 |
| CMOs issued by government agencies or sponsored agencies | $209,000 | 2,889 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $1,692,000 | 7,505 |
| Total debt securities | $1,691,000 | 8,239 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $2,004,000 | 8,239 |
| U.S. Government securities | $2,004,000 | 7,956 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $2,004,000 | 7,821 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,004,000 | 5,826 |
| Mortgage-backed securities | $763,000 | 5,678 |
| Certificates of participation in pools of residential mortgages | $536,000 | 5,419 |
| Issued or guaranteed by U.S. | $536,000 | 5,393 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $227,000 | 3,205 |
| CMOs issued by government agencies or sponsored agencies | $227,000 | 2,911 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $2,004,000 | 7,465 |
| Total debt securities | $2,005,000 | 8,191 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $2,040,000 | 8,297 |
| U.S. Government securities | $2,040,000 | 8,008 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $2,040,000 | 7,864 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,040,000 | 5,867 |
| Mortgage-backed securities | $807,000 | 5,726 |
| Certificates of participation in pools of residential mortgages | $567,000 | 5,460 |
| Issued or guaranteed by U.S. | $567,000 | 5,441 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $240,000 | 3,233 |
| CMOs issued by government agencies or sponsored agencies | $240,000 | 2,954 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $2,040,000 | 7,519 |
| Total debt securities | $2,040,000 | 8,247 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $2,106,000 | 8,329 |
| U.S. Government securities | $2,106,000 | 8,026 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $2,106,000 | 7,879 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,105,000 | 5,813 |
| Mortgage-backed securities | $866,000 | 5,732 |
| Certificates of participation in pools of residential mortgages | $605,000 | 5,471 |
| Issued or guaranteed by U.S. | $605,000 | 5,452 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $261,000 | 3,239 |
| CMOs issued by government agencies or sponsored agencies | $261,000 | 2,957 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $2,106,000 | 7,532 |
| Total debt securities | $2,105,000 | 8,276 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $2,415,000 | 8,309 |
| U.S. Government securities | $2,415,000 | 7,972 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $2,415,000 | 7,821 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,944,000 | 5,961 |
| Mortgage-backed securities | $917,000 | 5,713 |
| Certificates of participation in pools of residential mortgages | $638,000 | 5,470 |
| Issued or guaranteed by U.S. | $638,000 | 5,454 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $279,000 | 3,234 |
| CMOs issued by government agencies or sponsored agencies | $279,000 | 2,958 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $2,415,000 | 7,495 |
| Total debt securities | $2,416,000 | 8,254 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $2,450,000 | 8,385 |
| U.S. Government securities | $2,450,000 | 8,056 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $2,450,000 | 7,885 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,967,000 | 5,959 |
| Mortgage-backed securities | $962,000 | 5,744 |
| Certificates of participation in pools of residential mortgages | $669,000 | 5,508 |
| Issued or guaranteed by U.S. | $669,000 | 5,491 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $293,000 | 3,281 |
| CMOs issued by government agencies or sponsored agencies | $293,000 | 3,011 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $2,450,000 | 7,564 |
| Total debt securities | $2,450,000 | 8,333 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $4,317,000 | 7,907 |
| U.S. Government securities | $2,339,000 | 8,037 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $2,339,000 | 7,873 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $1,978,000 | 1,059 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,000 | 7,095 |
| Mortgage-backed securities | $1,080,000 | 5,702 |
| Certificates of participation in pools of residential mortgages | $741,000 | 5,474 |
| Issued or guaranteed by U.S. | $741,000 | 5,455 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $339,000 | 3,309 |
| CMOs issued by government agencies or sponsored agencies | $339,000 | 3,029 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $4,317,000 | 7,116 |
| Total debt securities | $2,339,000 | 8,330 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $4,355,000 | 7,983 |
| U.S. Government securities | $2,371,000 | 8,104 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $2,371,000 | 7,933 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $1,984,000 | 1,041 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $249,000 | 7,117 |
| Mortgage-backed securities | $615,000 | 6,098 |
| Certificates of participation in pools of residential mortgages | $258,000 | 6,093 |
| Issued or guaranteed by U.S. | $258,000 | 6,069 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $357,000 | 3,327 |
| CMOs issued by government agencies or sponsored agencies | $357,000 | 3,168 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $4,355,000 | 7,150 |
| Total debt securities | $2,371,000 | 8,383 |
| 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 | $3,878,000 | 8,063 |
| U.S. Government securities | $1,884,000 | 8,246 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $1,884,000 | 8,090 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $1,994,000 | 1,089 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,000 | 7,138 |
| Mortgage-backed securities | $382,000 | 6,397 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $382,000 | 3,383 |
| CMOs issued by government agencies or sponsored agencies | $382,000 | 3,214 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $3,878,000 | 7,243 |
| Total debt securities | $1,885,000 | 8,521 |
| 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 |