Home > The Private Bank of California > Securities
The Private Bank of California, Securities
| 2013-06-30 | Rank | |
| Total securities | $221,793,000 | 699 |
| U.S. Government securities | $221,793,000 | 499 |
| U.S. Treasury securities | $211,000 | 1,089 |
| U.S. Government agency obligations | $221,582,000 | 485 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $219,945,000 | 298 |
| Mortgage-backed securities | $217,812,000 | 372 |
| Certificates of participation in pools of residential mortgages | $95,429,000 | 472 |
| Issued or guaranteed by U.S. | $95,429,000 | 471 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $122,383,000 | 260 |
| CMOs issued by government agencies or sponsored agencies | $122,383,000 | 243 |
| 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) | $221,793,000 | 622 |
| Total debt securities | $221,793,000 | 687 |
| 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 | $267,312,000 | 582 |
| U.S. Government securities | $221,393,000 | 506 |
| U.S. Treasury securities | $211,000 | 1,101 |
| U.S. Government agency obligations | $221,182,000 | 490 |
| Securities issued by states & political subdivisions | $41,191,000 | 904 |
| Other domestic debt securities | $4,728,000 | 1,091 |
| 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 | $4,728,000 | 767 |
| 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 | $219,475,000 | 309 |
| Mortgage-backed securities | $217,260,000 | 383 |
| Certificates of participation in pools of residential mortgages | $94,489,000 | 489 |
| Issued or guaranteed by U.S. | $94,489,000 | 488 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $122,771,000 | 268 |
| CMOs issued by government agencies or sponsored agencies | $122,771,000 | 248 |
| 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) | $267,312,000 | 523 |
| Total debt securities | $267,312,000 | 573 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,262 |
| Fair value | $269,000 | 2,251 |
| 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 | $299,041,000 | 507 |
| U.S. Government securities | $244,076,000 | 459 |
| U.S. Treasury securities | $211,000 | 1,073 |
| U.S. Government agency obligations | $243,865,000 | 444 |
| Securities issued by states & political subdivisions | $50,258,000 | 708 |
| Other domestic debt securities | $4,707,000 | 1,052 |
| 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 | $4,707,000 | 742 |
| 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 | $239,984,000 | 285 |
| Mortgage-backed securities | $237,767,000 | 354 |
| Certificates of participation in pools of residential mortgages | $119,592,000 | 379 |
| Issued or guaranteed by U.S. | $119,592,000 | 378 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $118,175,000 | 287 |
| CMOs issued by government agencies or sponsored agencies | $118,175,000 | 265 |
| 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) | $299,041,000 | 452 |
| Total debt securities | $299,041,000 | 498 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,307 |
| Fair value | $247,000 | 2,350 |
| 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 | $313,190,000 | 494 |
| U.S. Government securities | $257,537,000 | 448 |
| U.S. Treasury securities | $211,000 | 1,019 |
| U.S. Government agency obligations | $257,326,000 | 430 |
| Securities issued by states & political subdivisions | $50,496,000 | 672 |
| Other domestic debt securities | $5,157,000 | 1,036 |
| 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 | $5,157,000 | 729 |
| 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 | $252,816,000 | 273 |
| Mortgage-backed securities | $251,307,000 | 354 |
| Certificates of participation in pools of residential mortgages | $125,196,000 | 391 |
| Issued or guaranteed by U.S. | $125,196,000 | 390 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $126,111,000 | 286 |
| CMOs issued by government agencies or sponsored agencies | $126,111,000 | 269 |
| 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) | $313,190,000 | 435 |
| Total debt securities | $313,190,000 | 484 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,033 |
| Fair value | $744,000 | 2,068 |
| 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 | $284,298,000 | 549 |
| U.S. Government securities | $228,932,000 | 483 |
| U.S. Treasury securities | $211,000 | 1,000 |
| U.S. Government agency obligations | $228,721,000 | 469 |
| Securities issued by states & political subdivisions | $49,311,000 | 658 |
| Other domestic debt securities | $6,055,000 | 962 |
| 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 | $6,055,000 | 664 |
| 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 | $226,089,000 | 300 |
| Mortgage-backed securities | $226,690,000 | 381 |
| Certificates of participation in pools of residential mortgages | $118,929,000 | 415 |
| Issued or guaranteed by U.S. | $118,929,000 | 414 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $107,761,000 | 326 |
| CMOs issued by government agencies or sponsored agencies | $107,761,000 | 296 |
| 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) | $284,298,000 | 490 |
| Total debt securities | $284,298,000 | 541 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 1,864 |
| Fair value | $1,216,000 | 1,883 |
| 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 | $288,207,000 | 548 |
| U.S. Government securities | $237,414,000 | 482 |
| U.S. Treasury securities | $210,000 | 1,082 |
| U.S. Government agency obligations | $237,204,000 | 464 |
| Securities issued by states & political subdivisions | $44,828,000 | 718 |
| Other domestic debt securities | $5,965,000 | 968 |
| 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 | $5,965,000 | 666 |
| 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 | $236,471,000 | 292 |
| Mortgage-backed securities | $229,295,000 | 383 |
| Certificates of participation in pools of residential mortgages | $131,885,000 | 387 |
| Issued or guaranteed by U.S. | $131,885,000 | 386 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $97,410,000 | 369 |
| CMOs issued by government agencies or sponsored agencies | $97,410,000 | 338 |
| 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) | $288,207,000 | 493 |
| Total debt securities | $288,207,000 | 539 |
| Structured notes | ||
| Amortized cost | $3,178,000 | 1,352 |
| Fair value | $3,115,000 | 1,365 |
| 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 | $267,370,000 | 568 |
| U.S. Government securities | $222,616,000 | 489 |
| U.S. Treasury securities | $210,000 | 1,003 |
| U.S. Government agency obligations | $222,406,000 | 473 |
| Securities issued by states & political subdivisions | $38,983,000 | 813 |
| Other domestic debt securities | $5,771,000 | 972 |
| 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 | $5,771,000 | 628 |
| 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 | $220,884,000 | 282 |
| Mortgage-backed securities | $217,331,000 | 379 |
| Certificates of participation in pools of residential mortgages | $136,049,000 | 358 |
| Issued or guaranteed by U.S. | $136,049,000 | 357 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $81,282,000 | 411 |
| CMOs issued by government agencies or sponsored agencies | $81,282,000 | 363 |
| 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) | $267,370,000 | 504 |
| Total debt securities | $267,370,000 | 557 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 2,019 |
| Fair value | $1,154,000 | 2,077 |
| 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 | $256,963,000 | 584 |
| U.S. Government securities | $219,971,000 | 486 |
| U.S. Treasury securities | $210,000 | 1,050 |
| U.S. Government agency obligations | $219,761,000 | 472 |
| Securities issued by states & political subdivisions | $30,744,000 | 1,001 |
| Other domestic debt securities | $6,248,000 | 918 |
| 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 | $6,248,000 | 570 |
| 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 | $217,370,000 | 280 |
| Mortgage-backed securities | $212,194,000 | 380 |
| Certificates of participation in pools of residential mortgages | $139,649,000 | 332 |
| Issued or guaranteed by U.S. | $139,649,000 | 330 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $72,545,000 | 454 |
| CMOs issued by government agencies or sponsored agencies | $72,545,000 | 394 |
| 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) | $256,963,000 | 521 |
| Total debt securities | $256,963,000 | 572 |
| Structured notes | ||
| Amortized cost | $2,207,000 | 1,677 |
| Fair value | $2,161,000 | 1,692 |
| 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 | $194,980,000 | 759 |
| U.S. Government securities | $170,281,000 | 621 |
| U.S. Treasury securities | $210,000 | 1,149 |
| U.S. Government agency obligations | $170,071,000 | 606 |
| Securities issued by states & political subdivisions | $18,281,000 | 1,623 |
| Other domestic debt securities | $6,418,000 | 884 |
| 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 | $6,418,000 | 518 |
| 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 | $165,879,000 | 373 |
| Mortgage-backed securities | $159,508,000 | 477 |
| Certificates of participation in pools of residential mortgages | $104,123,000 | 428 |
| Issued or guaranteed by U.S. | $104,123,000 | 423 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $55,385,000 | 538 |
| CMOs issued by government agencies or sponsored agencies | $55,385,000 | 464 |
| 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) | $194,980,000 | 673 |
| Total debt securities | $194,980,000 | 745 |
| Structured notes | ||
| Amortized cost | $3,269,000 | 1,540 |
| Fair value | $3,265,000 | 1,544 |
| 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 | $205,826,000 | 712 |
| U.S. Government securities | $186,616,000 | 558 |
| U.S. Treasury securities | $210,000 | 1,192 |
| U.S. Government agency obligations | $186,406,000 | 536 |
| Securities issued by states & political subdivisions | $12,878,000 | 2,097 |
| Other domestic debt securities | $6,332,000 | 930 |
| 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 | $6,332,000 | 524 |
| 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 | $181,988,000 | 331 |
| Mortgage-backed securities | $166,381,000 | 437 |
| Certificates of participation in pools of residential mortgages | $94,859,000 | 450 |
| Issued or guaranteed by U.S. | $94,859,000 | 446 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $71,522,000 | 427 |
| CMOs issued by government agencies or sponsored agencies | $71,522,000 | 364 |
| 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) | $205,826,000 | 630 |
| Total debt securities | $205,826,000 | 698 |
| Structured notes | ||
| Amortized cost | $3,326,000 | 1,594 |
| Fair value | $3,267,000 | 1,603 |
| 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 | $198,231,000 | 716 |
| U.S. Government securities | $186,624,000 | 537 |
| U.S. Treasury securities | $210,000 | 1,189 |
| U.S. Government agency obligations | $186,414,000 | 514 |
| Securities issued by states & political subdivisions | $8,090,000 | 2,778 |
| Other domestic debt securities | $3,517,000 | 1,318 |
| 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 | $3,517,000 | 766 |
| 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 | $178,042,000 | 338 |
| Mortgage-backed securities | $166,192,000 | 426 |
| Certificates of participation in pools of residential mortgages | $103,643,000 | 400 |
| Issued or guaranteed by U.S. | $103,643,000 | 396 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $62,549,000 | 461 |
| CMOs issued by government agencies or sponsored agencies | $62,549,000 | 391 |
| 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) | $198,231,000 | 631 |
| Total debt securities | $198,231,000 | 703 |
| Structured notes | ||
| Amortized cost | $3,676,000 | 1,392 |
| Fair value | $3,652,000 | 1,398 |
| 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 | $179,029,000 | 763 |
| U.S. Government securities | $175,346,000 | 551 |
| U.S. Treasury securities | $210,000 | 1,106 |
| U.S. Government agency obligations | $175,136,000 | 522 |
| Securities issued by states & political subdivisions | $3,683,000 | 3,730 |
| 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 | $161,305,000 | 369 |
| Mortgage-backed securities | $160,653,000 | 422 |
| Certificates of participation in pools of residential mortgages | $113,239,000 | 354 |
| Issued or guaranteed by U.S. | $113,239,000 | 350 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $47,414,000 | 565 |
| CMOs issued by government agencies or sponsored agencies | $47,414,000 | 474 |
| 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) | $179,029,000 | 667 |
| Total debt securities | $179,029,000 | 750 |
| Structured notes | ||
| Amortized cost | $6,309,000 | 929 |
| Fair value | $6,354,000 | 928 |
| 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 | $141,642,000 | 944 |
| U.S. Government securities | $141,642,000 | 682 |
| U.S. Treasury securities | $210,000 | 1,042 |
| U.S. Government agency obligations | $141,432,000 | 650 |
| 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 | $125,732,000 | 467 |
| Mortgage-backed securities | $119,391,000 | 566 |
| Certificates of participation in pools of residential mortgages | $97,405,000 | 408 |
| Issued or guaranteed by U.S. | $97,405,000 | 405 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $21,986,000 | 905 |
| CMOs issued by government agencies or sponsored agencies | $21,986,000 | 763 |
| 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) | $141,642,000 | 831 |
| Total debt securities | $141,642,000 | 932 |
| Structured notes | ||
| Amortized cost | $8,899,000 | 760 |
| Fair value | $8,898,000 | 764 |
| 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 | $96,502,000 | 1,360 |
| U.S. Government securities | $96,502,000 | 974 |
| U.S. Treasury securities | $209,000 | 1,054 |
| U.S. Government agency obligations | $96,293,000 | 939 |
| 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 | $77,077,000 | 727 |
| Mortgage-backed securities | $72,895,000 | 846 |
| Certificates of participation in pools of residential mortgages | $61,890,000 | 621 |
| Issued or guaranteed by U.S. | $61,890,000 | 619 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $11,005,000 | 1,316 |
| CMOs issued by government agencies or sponsored agencies | $11,005,000 | 1,104 |
| 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) | $96,502,000 | 1,197 |
| Total debt securities | $96,502,000 | 1,340 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 1,272 |
| Fair value | $3,438,000 | 1,318 |
| 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 | $90,584,000 | 1,426 |
| U.S. Government securities | $90,584,000 | 1,004 |
| U.S. Treasury securities | $211,000 | 1,000 |
| U.S. Government agency obligations | $90,373,000 | 969 |
| 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 | $68,813,000 | 833 |
| Mortgage-backed securities | $54,125,000 | 1,113 |
| Certificates of participation in pools of residential mortgages | $48,376,000 | 816 |
| Issued or guaranteed by U.S. | $48,376,000 | 808 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $5,749,000 | 1,756 |
| CMOs issued by government agencies or sponsored agencies | $5,749,000 | 1,486 |
| 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) | $90,584,000 | 1,248 |
| Total debt securities | $90,585,000 | 1,401 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,971 |
| Fair value | $1,000,000 | 2,035 |
| 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 | $65,495,000 | 1,887 |
| U.S. Government securities | $65,495,000 | 1,349 |
| U.S. Treasury securities | $211,000 | 966 |
| U.S. Government agency obligations | $65,284,000 | 1,311 |
| 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 | $44,692,000 | 1,180 |
| Mortgage-backed securities | $37,561,000 | 1,519 |
| Certificates of participation in pools of residential mortgages | $37,561,000 | 1,043 |
| Issued or guaranteed by U.S. | $37,561,000 | 1,037 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| 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) | $65,495,000 | 1,668 |
| Total debt securities | $65,495,000 | 1,857 |
| 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 | $60,817,000 | 1,995 |
| U.S. Government securities | $60,817,000 | 1,413 |
| U.S. Treasury securities | $212,000 | 956 |
| U.S. Government agency obligations | $60,605,000 | 1,374 |
| 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 | $41,838,000 | 1,245 |
| Mortgage-backed securities | $37,895,000 | 1,521 |
| Certificates of participation in pools of residential mortgages | $37,895,000 | 1,055 |
| Issued or guaranteed by U.S. | $37,895,000 | 1,044 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| 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) | $60,817,000 | 1,749 |
| Total debt securities | $60,817,000 | 1,975 |
| 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 | $57,978,000 | 2,055 |
| U.S. Government securities | $57,978,000 | 1,473 |
| U.S. Treasury securities | $2,800,000 | 432 |
| U.S. Government agency obligations | $55,178,000 | 1,508 |
| 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 | $49,920,000 | 1,088 |
| Mortgage-backed securities | $30,774,000 | 1,774 |
| Certificates of participation in pools of residential mortgages | $30,774,000 | 1,303 |
| Issued or guaranteed by U.S. | $30,774,000 | 1,292 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| 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) | $57,978,000 | 1,804 |
| Total debt securities | $57,978,000 | 2,032 |
| 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 | $57,461,000 | 2,056 |
| U.S. Government securities | $57,461,000 | 1,496 |
| U.S. Treasury securities | $3,104,000 | 377 |
| U.S. Government agency obligations | $54,357,000 | 1,545 |
| 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 | $52,873,000 | 1,053 |
| Mortgage-backed securities | $26,316,000 | 1,950 |
| Certificates of participation in pools of residential mortgages | $26,316,000 | 1,435 |
| Issued or guaranteed by U.S. | $26,316,000 | 1,427 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| 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) | $57,461,000 | 1,804 |
| Total debt securities | $57,461,000 | 2,032 |
| 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 | $64,363,000 | 1,805 |
| U.S. Government securities | $64,363,000 | 1,309 |
| U.S. Treasury securities | $3,101,000 | 385 |
| U.S. Government agency obligations | $61,262,000 | 1,348 |
| 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 | $18,456,000 | 2,404 |
| Mortgage-backed securities | $33,587,000 | 1,536 |
| Certificates of participation in pools of residential mortgages | $33,587,000 | 1,122 |
| Issued or guaranteed by U.S. | $33,587,000 | 1,111 |
| 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) | $64,363,000 | 1,584 |
| Total debt securities | $64,362,000 | 1,784 |
| 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 | $70,280,000 | 1,704 |
| U.S. Government securities | $70,280,000 | 1,207 |
| U.S. Treasury securities | $3,092,000 | 375 |
| U.S. Government agency obligations | $67,188,000 | 1,229 |
| 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 | $5,577,000 | 4,355 |
| Mortgage-backed securities | $36,612,000 | 1,417 |
| Certificates of participation in pools of residential mortgages | $36,612,000 | 1,040 |
| Issued or guaranteed by U.S. | $36,612,000 | 1,029 |
| 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) | $70,280,000 | 1,483 |
| Total debt securities | $70,279,000 | 1,676 |
| 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 | $58,846,000 | 1,993 |
| U.S. Government securities | $58,846,000 | 1,416 |
| U.S. Treasury securities | $3,123,000 | 396 |
| U.S. Government agency obligations | $55,723,000 | 1,448 |
| 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 | $5,632,000 | 4,291 |
| Mortgage-backed securities | $29,308,000 | 1,631 |
| Certificates of participation in pools of residential mortgages | $29,308,000 | 1,188 |
| Issued or guaranteed by U.S. | $29,308,000 | 1,177 |
| 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) | $58,846,000 | 1,751 |
| Total debt securities | $58,848,000 | 1,952 |
| 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 | $48,207,000 | 2,370 |
| U.S. Government securities | $48,207,000 | 1,723 |
| U.S. Treasury securities | $5,111,000 | 302 |
| U.S. Government agency obligations | $43,096,000 | 1,869 |
| 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 | $7,619,000 | 3,861 |
| Mortgage-backed securities | $26,534,000 | 1,570 |
| Certificates of participation in pools of residential mortgages | $26,534,000 | 1,132 |
| Issued or guaranteed by U.S. | $26,534,000 | 1,124 |
| 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) | $48,207,000 | 2,067 |
| Total debt securities | $48,207,000 | 2,322 |
| 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 | $60,536,000 | 1,916 |
| U.S. Government securities | $60,536,000 | 1,408 |
| U.S. Treasury securities | $3,706,000 | 420 |
| U.S. Government agency obligations | $56,830,000 | 1,475 |
| 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 | $7,717,000 | 3,852 |
| Mortgage-backed securities | $23,284,000 | 1,619 |
| Certificates of participation in pools of residential mortgages | $23,284,000 | 1,166 |
| Issued or guaranteed by U.S. | $23,284,000 | 1,160 |
| 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) | $60,536,000 | 1,655 |
| Total debt securities | $60,536,000 | 1,868 |
| 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 | $56,139,000 | 2,036 |
| U.S. Government securities | $56,139,000 | 1,509 |
| U.S. Treasury securities | $3,107,000 | 512 |
| U.S. Government agency obligations | $53,032,000 | 1,564 |
| 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 | $7,097,000 | 3,982 |
| Mortgage-backed securities | $18,334,000 | 1,860 |
| Certificates of participation in pools of residential mortgages | $18,334,000 | 1,380 |
| Issued or guaranteed by U.S. | $18,334,000 | 1,372 |
| 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) | $56,139,000 | 1,758 |
| Total debt securities | $56,139,000 | 1,997 |
| 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 | $35,135,000 | 3,085 |
| U.S. Government securities | $35,135,000 | 2,363 |
| U.S. Treasury securities | $3,059,000 | 559 |
| U.S. Government agency obligations | $32,076,000 | 2,474 |
| 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 | $7,054,000 | 4,022 |
| Mortgage-backed securities | $1,928,000 | 4,745 |
| Certificates of participation in pools of residential mortgages | $1,928,000 | 4,216 |
| Issued or guaranteed by U.S. | $1,928,000 | 4,198 |
| 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) | $35,135,000 | 2,677 |
| Total debt securities | $35,135,000 | 3,048 |
| 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 | $30,775,000 | 3,404 |
| U.S. Government securities | $30,775,000 | 2,676 |
| U.S. Treasury securities | $2,663,000 | 661 |
| U.S. Government agency obligations | $28,112,000 | 2,800 |
| 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 | $3,816,000 | 4,991 |
| 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) | $30,775,000 | 2,962 |
| Total debt securities | $30,775,000 | 3,359 |
| 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 | $24,455,000 | 4,033 |
| U.S. Government securities | $24,455,000 | 3,249 |
| U.S. Treasury securities | $3,747,000 | 577 |
| U.S. Government agency obligations | $20,708,000 | 3,564 |
| 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) | $24,455,000 | 3,516 |
| Total debt securities | $24,454,000 | 3,974 |
| 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 | $28,689,000 | 3,597 |
| U.S. Government securities | $28,689,000 | 2,863 |
| U.S. Treasury securities | $3,175,000 | 656 |
| U.S. Government agency obligations | $25,514,000 | 3,045 |
| 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) | $28,689,000 | 3,130 |
| Total debt securities | $28,689,000 | 3,545 |
| 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 | $20,475,000 | 4,561 |
| U.S. Government securities | $20,475,000 | 3,753 |
| U.S. Treasury securities | $813,000 | 1,278 |
| U.S. Government agency obligations | $19,662,000 | 3,740 |
| 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 | $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) | $20,475,000 | 3,946 |
| Total debt securities | $20,475,000 | 4,499 |
| 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 | $2,968,000 | 7,972 |
| U.S. Government securities | $2,968,000 | 7,609 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $2,968,000 | 7,473 |
| 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 | $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) | $2,968,000 | 7,183 |
| Total debt securities | $2,968,000 | 7,919 |
| 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 |