Home > Security Bank of California > Securities
Security Bank of California, Securities
| 2015-12-31 | Rank | |
| Total securities | $191,751,000 | 776 |
| U.S. Government securities | $191,751,000 | 527 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $191,751,000 | 502 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,958,000 | 2,165 |
| Mortgage-backed securities | $165,704,000 | 433 |
| Certificates of participation in pools of residential mortgages | $125,670,000 | 350 |
| Issued or guaranteed by U.S. | $125,670,000 | 349 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $28,115,000 | 627 |
| CMOs issued by government agencies or sponsored agencies | $28,115,000 | 599 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $11,919,000 | 361 |
| Commercial mortgage pass-through securities | $9,960,000 | 213 |
| Other commercial mortgage-backed securities | $1,959,000 | 509 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $191,751,000 | 674 |
| Total debt securities | $191,750,000 | 765 |
| Structured notes | ||
| Amortized cost | $14,500,000 | 148 |
| Fair value | $13,977,000 | 153 |
| 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 | $204,766,000 | 724 |
| U.S. Government securities | $204,766,000 | 503 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $204,766,000 | 482 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,618,000 | 2,434 |
| Mortgage-backed securities | $176,771,000 | 417 |
| Certificates of participation in pools of residential mortgages | $134,585,000 | 323 |
| Issued or guaranteed by U.S. | $134,585,000 | 322 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $29,905,000 | 609 |
| CMOs issued by government agencies or sponsored agencies | $29,905,000 | 578 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $12,281,000 | 329 |
| Commercial mortgage pass-through securities | $10,248,000 | 203 |
| Other commercial mortgage-backed securities | $2,033,000 | 485 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $204,766,000 | 632 |
| Total debt securities | $204,767,000 | 713 |
| Structured notes | ||
| Amortized cost | $15,992,000 | 170 |
| Fair value | $15,665,000 | 171 |
| 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 | $142,367,000 | 1,039 |
| U.S. Government securities | $142,367,000 | 719 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $142,367,000 | 681 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,771,000 | 2,450 |
| Mortgage-backed securities | $112,971,000 | 594 |
| Certificates of participation in pools of residential mortgages | $75,186,000 | 568 |
| Issued or guaranteed by U.S. | $75,186,000 | 568 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $27,665,000 | 667 |
| CMOs issued by government agencies or sponsored agencies | $27,665,000 | 630 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $10,120,000 | 342 |
| Commercial mortgage pass-through securities | $10,120,000 | 186 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $142,367,000 | 914 |
| Total debt securities | $142,367,000 | 1,031 |
| Structured notes | ||
| Amortized cost | $17,490,000 | 176 |
| Fair value | $16,769,000 | 186 |
| 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 | $136,486,000 | 1,079 |
| U.S. Government securities | $136,486,000 | 746 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $136,486,000 | 717 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,533,000 | 2,424 |
| Mortgage-backed securities | $105,887,000 | 624 |
| Certificates of participation in pools of residential mortgages | $67,231,000 | 642 |
| Issued or guaranteed by U.S. | $67,231,000 | 640 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $28,346,000 | 680 |
| CMOs issued by government agencies or sponsored agencies | $28,346,000 | 641 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $10,310,000 | 329 |
| Commercial mortgage pass-through securities | $10,310,000 | 175 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $136,486,000 | 946 |
| Total debt securities | $136,486,000 | 1,068 |
| Structured notes | ||
| Amortized cost | $17,989,000 | 189 |
| Fair value | $17,710,000 | 190 |
| 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 | $137,323,000 | 1,074 |
| U.S. Government securities | $137,323,000 | 747 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $137,323,000 | 714 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,929,000 | 2,491 |
| Mortgage-backed securities | $105,705,000 | 643 |
| Certificates of participation in pools of residential mortgages | $73,336,000 | 599 |
| Issued or guaranteed by U.S. | $73,336,000 | 597 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $22,161,000 | 815 |
| CMOs issued by government agencies or sponsored agencies | $22,161,000 | 778 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $10,208,000 | 325 |
| Commercial mortgage pass-through securities | $10,208,000 | 181 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $137,323,000 | 941 |
| Total debt securities | $137,324,000 | 1,062 |
| Structured notes | ||
| Amortized cost | $18,988,000 | 173 |
| Fair value | $18,400,000 | 179 |
| 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 | $138,272,000 | 1,087 |
| U.S. Government securities | $138,272,000 | 760 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $138,272,000 | 726 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,873,000 | 2,485 |
| Mortgage-backed securities | $103,887,000 | 659 |
| Certificates of participation in pools of residential mortgages | $71,366,000 | 624 |
| Issued or guaranteed by U.S. | $71,366,000 | 624 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $22,434,000 | 829 |
| CMOs issued by government agencies or sponsored agencies | $22,434,000 | 787 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $10,087,000 | 324 |
| Commercial mortgage pass-through securities | $10,087,000 | 185 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $138,272,000 | 960 |
| Total debt securities | $138,272,000 | 1,071 |
| Structured notes | ||
| Amortized cost | $19,987,000 | 191 |
| Fair value | $18,794,000 | 202 |
| 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 | $144,468,000 | 1,052 |
| U.S. Government securities | $144,468,000 | 726 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $144,468,000 | 690 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,313,000 | 2,542 |
| Mortgage-backed securities | $106,274,000 | 650 |
| Certificates of participation in pools of residential mortgages | $73,868,000 | 606 |
| Issued or guaranteed by U.S. | $73,868,000 | 605 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $22,318,000 | 833 |
| CMOs issued by government agencies or sponsored agencies | $22,318,000 | 790 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $10,088,000 | 316 |
| Commercial mortgage pass-through securities | $10,088,000 | 179 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $144,468,000 | 921 |
| Total debt securities | $144,468,000 | 1,038 |
| Structured notes | ||
| Amortized cost | $21,486,000 | 200 |
| Fair value | $20,029,000 | 208 |
| 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 | $142,946,000 | 1,075 |
| U.S. Government securities | $141,935,000 | 736 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $141,935,000 | 704 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $1,011,000 | 1,821 |
| 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 | $1,011,000 | 1,431 |
| 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 | $15,308,000 | 2,654 |
| Mortgage-backed securities | $97,643,000 | 703 |
| Certificates of participation in pools of residential mortgages | $65,798,000 | 684 |
| Issued or guaranteed by U.S. | $65,798,000 | 683 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $20,883,000 | 892 |
| CMOs issued by government agencies or sponsored agencies | $20,883,000 | 844 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $10,962,000 | 276 |
| Commercial mortgage pass-through securities | $10,962,000 | 156 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $142,946,000 | 941 |
| Total debt securities | $142,945,000 | 1,063 |
| Structured notes | ||
| Amortized cost | $23,984,000 | 188 |
| Fair value | $22,039,000 | 194 |
| 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 | $143,653,000 | 1,056 |
| U.S. Government securities | $142,629,000 | 722 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $142,629,000 | 695 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $1,024,000 | 1,848 |
| 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 | $1,024,000 | 1,440 |
| 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 | $15,391,000 | 2,650 |
| Mortgage-backed securities | $98,412,000 | 683 |
| Certificates of participation in pools of residential mortgages | $66,568,000 | 670 |
| Issued or guaranteed by U.S. | $66,568,000 | 667 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $21,087,000 | 878 |
| CMOs issued by government agencies or sponsored agencies | $21,087,000 | 826 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $10,757,000 | 269 |
| Commercial mortgage pass-through securities | $10,757,000 | 146 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $143,653,000 | 926 |
| Total debt securities | $143,654,000 | 1,049 |
| Structured notes | ||
| Amortized cost | $23,982,000 | 182 |
| Fair value | $21,242,000 | 193 |
| 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 | $157,673,000 | 980 |
| U.S. Government securities | $156,634,000 | 670 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $156,634,000 | 647 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $1,039,000 | 1,897 |
| 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 | $1,039,000 | 1,467 |
| 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 | $11,093,000 | 3,125 |
| Mortgage-backed securities | $112,143,000 | 611 |
| Certificates of participation in pools of residential mortgages | $78,986,000 | 577 |
| Issued or guaranteed by U.S. | $78,986,000 | 575 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $22,343,000 | 869 |
| CMOs issued by government agencies or sponsored agencies | $22,343,000 | 819 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $10,814,000 | 259 |
| Commercial mortgage pass-through securities | $10,814,000 | 141 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $157,673,000 | 856 |
| Total debt securities | $157,672,000 | 970 |
| Structured notes | ||
| Amortized cost | $23,981,000 | 179 |
| Fair value | $21,601,000 | 189 |
| 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 | $130,124,000 | 1,174 |
| U.S. Government securities | $129,074,000 | 786 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $129,074,000 | 763 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $1,050,000 | 1,920 |
| 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 | $1,050,000 | 1,483 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,011,000 | 3,438 |
| Mortgage-backed securities | $91,266,000 | 745 |
| Certificates of participation in pools of residential mortgages | $62,939,000 | 707 |
| Issued or guaranteed by U.S. | $62,939,000 | 705 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $18,232,000 | 1,007 |
| CMOs issued by government agencies or sponsored agencies | $18,232,000 | 942 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $10,095,000 | 260 |
| Commercial mortgage pass-through securities | $10,095,000 | 146 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $130,124,000 | 1,052 |
| Total debt securities | $130,124,000 | 1,162 |
| Structured notes | ||
| Amortized cost | $20,500,000 | 209 |
| Fair value | $19,539,000 | 215 |
| 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 | $126,242,000 | 1,224 |
| U.S. Government securities | $125,180,000 | 839 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $125,180,000 | 806 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $1,062,000 | 1,927 |
| 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 | $1,062,000 | 1,467 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,689,000 | 3,208 |
| Mortgage-backed securities | $90,453,000 | 765 |
| Certificates of participation in pools of residential mortgages | $76,977,000 | 605 |
| Issued or guaranteed by U.S. | $76,977,000 | 604 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $13,476,000 | 1,243 |
| CMOs issued by government agencies or sponsored agencies | $13,476,000 | 1,167 |
| 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) | $126,242,000 | 1,106 |
| Total debt securities | $126,241,000 | 1,211 |
| Structured notes | ||
| Amortized cost | $21,000,000 | 201 |
| Fair value | $20,896,000 | 202 |
| 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 | $109,886,000 | 1,353 |
| U.S. Government securities | $108,815,000 | 928 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $108,815,000 | 892 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $1,071,000 | 1,903 |
| 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 | $1,071,000 | 1,425 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,865,000 | 3,493 |
| Mortgage-backed securities | $77,110,000 | 883 |
| Certificates of participation in pools of residential mortgages | $66,621,000 | 658 |
| Issued or guaranteed by U.S. | $66,621,000 | 656 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $10,489,000 | 1,466 |
| CMOs issued by government agencies or sponsored agencies | $10,489,000 | 1,374 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $109,886,000 | 1,219 |
| Total debt securities | $109,885,000 | 1,338 |
| Structured notes | ||
| Amortized cost | $21,199,000 | 210 |
| Fair value | $21,204,000 | 210 |
| 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 | $102,954,000 | 1,445 |
| U.S. Government securities | $101,878,000 | 1,011 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $101,878,000 | 972 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $1,076,000 | 1,958 |
| 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 | $1,076,000 | 1,466 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,394,000 | 3,250 |
| Mortgage-backed securities | $79,888,000 | 907 |
| Certificates of participation in pools of residential mortgages | $69,182,000 | 664 |
| Issued or guaranteed by U.S. | $69,182,000 | 664 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $10,706,000 | 1,527 |
| CMOs issued by government agencies or sponsored agencies | $10,706,000 | 1,424 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $102,954,000 | 1,311 |
| Total debt securities | $102,954,000 | 1,428 |
| Structured notes | ||
| Amortized cost | $14,553,000 | 317 |
| Fair value | $14,590,000 | 318 |
| 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 | $87,178,000 | 1,686 |
| U.S. Government securities | $85,579,000 | 1,219 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $85,579,000 | 1,179 |
| Securities issued by states & political subdivisions | $537,000 | 5,261 |
| Other domestic debt securities | $1,062,000 | 1,970 |
| 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 | $1,062,000 | 1,473 |
| 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 | $9,335,000 | 3,460 |
| Mortgage-backed securities | $67,538,000 | 1,073 |
| Certificates of participation in pools of residential mortgages | $62,333,000 | 748 |
| Issued or guaranteed by U.S. | $62,333,000 | 748 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $5,205,000 | 2,083 |
| CMOs issued by government agencies or sponsored agencies | $5,205,000 | 1,985 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $87,178,000 | 1,539 |
| Total debt securities | $87,177,000 | 1,667 |
| Structured notes | ||
| Amortized cost | $11,853,000 | 427 |
| Fair value | $11,958,000 | 425 |
| 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 | $80,770,000 | 1,815 |
| U.S. Government securities | $80,247,000 | 1,327 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $80,247,000 | 1,286 |
| Securities issued by states & political subdivisions | $523,000 | 5,274 |
| 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 | $10,028,000 | 3,371 |
| Mortgage-backed securities | $53,452,000 | 1,316 |
| Certificates of participation in pools of residential mortgages | $46,668,000 | 977 |
| Issued or guaranteed by U.S. | $46,668,000 | 976 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $6,784,000 | 1,915 |
| CMOs issued by government agencies or sponsored agencies | $6,784,000 | 1,812 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $80,770,000 | 1,656 |
| Total debt securities | $80,770,000 | 1,798 |
| Structured notes | ||
| Amortized cost | $17,346,000 | 343 |
| Fair value | $17,189,000 | 346 |
| 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 | $54,722,000 | 2,437 |
| U.S. Government securities | $54,194,000 | 1,779 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $54,194,000 | 1,732 |
| Securities issued by states & political subdivisions | $528,000 | 5,266 |
| 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 | $9,937,000 | 3,243 |
| Mortgage-backed securities | $34,920,000 | 1,729 |
| Certificates of participation in pools of residential mortgages | $32,744,000 | 1,247 |
| Issued or guaranteed by U.S. | $32,744,000 | 1,245 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $2,176,000 | 2,707 |
| CMOs issued by government agencies or sponsored agencies | $2,176,000 | 2,509 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $54,722,000 | 2,212 |
| Total debt securities | $54,722,000 | 2,417 |
| Structured notes | ||
| Amortized cost | $11,491,000 | 487 |
| Fair value | $11,546,000 | 482 |
| 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 | $42,760,000 | 2,844 |
| U.S. Government securities | $42,242,000 | 2,103 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $42,242,000 | 2,048 |
| Securities issued by states & political subdivisions | $518,000 | 5,269 |
| 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 | $9,531,000 | 3,269 |
| Mortgage-backed securities | $24,757,000 | 2,102 |
| Certificates of participation in pools of residential mortgages | $23,355,000 | 1,514 |
| Issued or guaranteed by U.S. | $23,355,000 | 1,509 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,402,000 | 2,967 |
| CMOs issued by government agencies or sponsored agencies | $1,402,000 | 2,730 |
| 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) | $42,760,000 | 2,605 |
| Total debt securities | $42,760,000 | 2,821 |
| Structured notes | ||
| Amortized cost | $11,199,000 | 503 |
| Fair value | $11,234,000 | 505 |
| 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 | $36,412,000 | 3,218 |
| U.S. Government securities | $35,910,000 | 2,430 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $35,910,000 | 2,363 |
| Securities issued by states & political subdivisions | $502,000 | 5,268 |
| 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 | $9,005,000 | 3,369 |
| Mortgage-backed securities | $16,432,000 | 2,647 |
| Certificates of participation in pools of residential mortgages | $15,919,000 | 1,974 |
| Issued or guaranteed by U.S. | $15,919,000 | 1,972 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $513,000 | 3,319 |
| CMOs issued by government agencies or sponsored agencies | $513,000 | 3,050 |
| 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) | $36,412,000 | 2,935 |
| Total debt securities | $36,413,000 | 3,189 |
| Structured notes | ||
| Amortized cost | $13,997,000 | 516 |
| Fair value | $13,984,000 | 515 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $33,265,000 | 3,389 |
| U.S. Government securities | $33,265,000 | 2,556 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $33,265,000 | 2,486 |
| 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 | $5,792,000 | 4,032 |
| Mortgage-backed securities | $12,868,000 | 2,900 |
| Certificates of participation in pools of residential mortgages | $12,868,000 | 2,209 |
| Issued or guaranteed by U.S. | $12,868,000 | 2,204 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $33,265,000 | 3,104 |
| Total debt securities | $33,265,000 | 3,362 |
| Structured notes | ||
| Amortized cost | $13,997,000 | 528 |
| Fair value | $13,530,000 | 533 |
| 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 | $29,639,000 | 3,529 |
| U.S. Government securities | $29,639,000 | 2,675 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $29,639,000 | 2,591 |
| 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 | $992,000 | 5,652 |
| Mortgage-backed securities | $10,763,000 | 3,067 |
| Certificates of participation in pools of residential mortgages | $10,763,000 | 2,358 |
| Issued or guaranteed by U.S. | $10,763,000 | 2,353 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $29,639,000 | 3,236 |
| Total debt securities | $29,639,000 | 3,500 |
| Structured notes | ||
| Amortized cost | $13,497,000 | 496 |
| Fair value | $13,010,000 | 505 |
| 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 | $20,506,000 | 4,293 |
| U.S. Government securities | $20,506,000 | 3,370 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $20,506,000 | 3,279 |
| 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 | $2,192,000 | 5,198 |
| Mortgage-backed securities | $5,816,000 | 3,839 |
| Certificates of participation in pools of residential mortgages | $4,855,000 | 3,356 |
| Issued or guaranteed by U.S. | $4,855,000 | 3,350 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $961,000 | 3,011 |
| CMOs issued by government agencies or sponsored agencies | $961,000 | 2,721 |
| 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) | $20,506,000 | 3,930 |
| Total debt securities | $20,506,000 | 4,256 |
| Structured notes | ||
| Amortized cost | $6,997,000 | 857 |
| Fair value | $7,042,000 | 856 |
| 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 | $14,197,000 | 5,089 |
| U.S. Government securities | $14,197,000 | 4,225 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $14,197,000 | 4,114 |
| 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 | $2,718,000 | 5,060 |
| Mortgage-backed securities | $5,546,000 | 3,894 |
| Certificates of participation in pools of residential mortgages | $4,578,000 | 3,454 |
| Issued or guaranteed by U.S. | $4,578,000 | 3,445 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $968,000 | 2,929 |
| CMOs issued by government agencies or sponsored agencies | $968,000 | 2,621 |
| 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) | $14,197,000 | 4,664 |
| Total debt securities | $14,197,000 | 5,058 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,245 |
| Fair value | $1,506,000 | 2,283 |
| 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 | $16,714,000 | 4,828 |
| U.S. Government securities | $16,714,000 | 3,932 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $16,714,000 | 3,840 |
| 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 | $3,247,000 | 4,934 |
| Mortgage-backed securities | $3,600,000 | 4,444 |
| Certificates of participation in pools of residential mortgages | $3,123,000 | 4,009 |
| Issued or guaranteed by U.S. | $3,123,000 | 4,000 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $477,000 | 3,207 |
| CMOs issued by government agencies or sponsored agencies | $477,000 | 2,870 |
| 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) | $16,714,000 | 4,394 |
| Total debt securities | $16,714,000 | 4,785 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,740 |
| Fair value | $2,001,000 | 1,790 |
| 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 | $13,033,000 | 5,290 |
| U.S. Government securities | $13,033,000 | 4,430 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $13,033,000 | 4,339 |
| 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 | $4,814,000 | 4,462 |
| Mortgage-backed securities | $3,988,000 | 4,400 |
| Certificates of participation in pools of residential mortgages | $3,231,000 | 4,054 |
| Issued or guaranteed by U.S. | $3,231,000 | 4,047 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $757,000 | 3,035 |
| CMOs issued by government agencies or sponsored agencies | $757,000 | 2,686 |
| 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) | $13,033,000 | 4,846 |
| Total debt securities | $13,033,000 | 5,246 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,760 |
| Fair value | $1,487,000 | 1,804 |
| 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 | $5,924,000 | 6,615 |
| U.S. Government securities | $5,924,000 | 5,924 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $5,924,000 | 5,831 |
| 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 | $5,924,000 | 4,150 |
| Mortgage-backed securities | $827,000 | 5,572 |
| Certificates of participation in pools of residential mortgages | $304,000 | 5,529 |
| Issued or guaranteed by U.S. | $304,000 | 5,513 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $523,000 | 3,172 |
| CMOs issued by government agencies or sponsored agencies | $523,000 | 2,832 |
| 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) | $5,924,000 | 6,076 |
| Total debt securities | $5,925,000 | 6,574 |
| 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 | $3,451,000 | 7,114 |
| U.S. Government securities | $3,451,000 | 6,615 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $3,451,000 | 6,527 |
| 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 | $3,451,000 | 4,947 |
| Mortgage-backed securities | $925,000 | 5,580 |
| Certificates of participation in pools of residential mortgages | $379,000 | 5,528 |
| Issued or guaranteed by U.S. | $379,000 | 5,510 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $546,000 | 3,152 |
| CMOs issued by government agencies or sponsored agencies | $546,000 | 2,795 |
| 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) | $3,451,000 | 6,577 |
| Total debt securities | $3,450,000 | 7,074 |
| 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 | $5,158,000 | 6,826 |
| U.S. Government securities | $5,158,000 | 6,244 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $5,158,000 | 6,161 |
| 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 | $5,158,000 | 4,415 |
| Mortgage-backed securities | $1,061,000 | 5,563 |
| Certificates of participation in pools of residential mortgages | $502,000 | 5,490 |
| Issued or guaranteed by U.S. | $502,000 | 5,474 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $559,000 | 3,185 |
| CMOs issued by government agencies or sponsored agencies | $559,000 | 2,818 |
| 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) | $5,158,000 | 6,269 |
| Total debt securities | $5,158,000 | 6,786 |
| 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 | $9,680,000 | 5,979 |
| U.S. Government securities | $9,680,000 | 5,209 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $9,680,000 | 5,127 |
| 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 | $5,187,000 | 4,474 |
| Mortgage-backed securities | $1,584,000 | 5,357 |
| Certificates of participation in pools of residential mortgages | $1,015,000 | 5,176 |
| Issued or guaranteed by U.S. | $1,015,000 | 5,162 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $569,000 | 3,120 |
| CMOs issued by government agencies or sponsored agencies | $569,000 | 2,793 |
| 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) | $9,680,000 | 5,449 |
| Total debt securities | $9,679,000 | 5,932 |
| 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 | $2,895,000 | 7,418 |
| U.S. Government securities | $2,895,000 | 7,048 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $2,895,000 | 6,950 |
| 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 | $0 | 6,576 |
| Mortgage-backed securities | $0 | 6,644 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $2,895,000 | 6,802 |
| Total debt securities | $2,895,000 | 7,376 |
| 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 | $2,956,000 | 7,477 |
| U.S. Government securities | $2,956,000 | 7,090 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $2,956,000 | 6,988 |
| 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 | $0 | 6,612 |
| Mortgage-backed securities | $0 | 6,675 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $2,956,000 | 6,862 |
| Total debt securities | $2,956,000 | 7,426 |
| 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 | $3,035,000 | 7,472 |
| U.S. Government securities | $3,035,000 | 7,058 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $3,035,000 | 6,952 |
| 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 | $0 | 6,633 |
| Mortgage-backed securities | $0 | 6,689 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $3,035,000 | 6,857 |
| Total debt securities | $3,035,000 | 7,417 |
| 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 | $0 | 8,234 |
| U.S. Government securities | $0 | 8,104 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $0 | 8,029 |
| 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 | $0 | 6,689 |
| Mortgage-backed securities | $0 | 6,642 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $0 | 8,190 |
| 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 | $0 | 8,282 |
| U.S. Government securities | $0 | 8,160 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $0 | 8,083 |
| 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 | $0 | 6,710 |
| Mortgage-backed securities | $0 | 6,625 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $0 | 8,239 |
| 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 | $0 | 8,331 |
| U.S. Government securities | $0 | 8,206 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $0 | 8,127 |
| 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 | $0 | 6,778 |
| Mortgage-backed securities | $0 | 6,667 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $0 | 8,291 |
| 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 | $0 | 8,365 |
| U.S. Government securities | $0 | 8,244 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $0 | 8,164 |
| 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 | $0 | 6,814 |
| Mortgage-backed securities | $0 | 6,691 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $0 | 8,320 |
| 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 | $0 | 8,416 |
| U.S. Government securities | $0 | 8,295 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $0 | 8,217 |
| 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 | $0 | 6,854 |
| Mortgage-backed securities | $0 | 6,730 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $0 | 8,369 |
| 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 | $0 | 8,496 |
| U.S. Government securities | $0 | 8,377 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $0 | 8,301 |
| 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 | $0 | 6,913 |
| Mortgage-backed securities | $0 | 6,779 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $0 | 8,450 |
| 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 | $0 | 8,539 |
| U.S. Government securities | $0 | 8,430 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $0 | 8,348 |
| 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 | $0 | 6,970 |
| Mortgage-backed securities | $0 | 6,845 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $0 | 8,496 |
| 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 | $14,057,000 | 5,519 |
| U.S. Government securities | $0 | 8,475 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $0 | 8,395 |
| Securities issued by states & political subdivisions | $14,057,000 | 1,440 |
| 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 | $0 | 6,996 |
| Mortgage-backed securities | $0 | 6,885 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $14,057,000 | 4,855 |
| Total debt securities | $14,057,000 | 5,469 |
| 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 | $25,220,000 | 4,027 |
| U.S. Government securities | $0 | 8,522 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $0 | 8,437 |
| Securities issued by states & political subdivisions | $25,220,000 | 741 |
| 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 | $0 | 7,036 |
| Mortgage-backed securities | $0 | 6,961 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $25,220,000 | 3,486 |
| Total debt securities | $25,220,000 | 3,965 |
| 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 | $8,105,000 | 6,744 |
| U.S. Government securities | $0 | 8,563 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $0 | 8,485 |
| Securities issued by states & political subdivisions | $5,003,000 | 3,064 |
| Other domestic debt securities | $3,102,000 | 1,347 |
| 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 | $3,102,000 | 953 |
| 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 | $0 | 7,079 |
| Mortgage-backed securities | $0 | 6,997 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $8,105,000 | 6,013 |
| Total debt securities | $8,105,000 | 6,686 |
| 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 | $13,000,000 | 5,760 |
| U.S. Government securities | $0 | 8,590 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $0 | 8,507 |
| Securities issued by states & political subdivisions | $13,000,000 | 1,521 |
| 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 | $0 | 7,094 |
| Mortgage-backed securities | $0 | 7,037 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $13,000,000 | 5,058 |
| Total debt securities | $13,000,000 | 5,694 |
| 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 |