Home > 1st Pacific Bank of California > Securities
1st Pacific Bank of California, Securities
| 2010-03-31 | Rank | |
| Total securities | $9,044,000 | 5,972 |
| U.S. Government securities | $0 | 7,572 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $0 | 7,484 |
| Securities issued by states & political subdivisions | $3,617,000 | 3,674 |
| Other domestic debt securities | $5,427,000 | 1,139 |
| Privately issued residential mortgage-backed securities | $5,427,000 | 600 |
| 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 | $4,906,000 | 4,417 |
| Mortgage-backed securities | $5,427,000 | 4,000 |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $5,427,000 | 1,799 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $5,427,000 | 579 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $9,044,000 | 5,489 |
| Total debt securities | $9,044,000 | 5,928 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $13,800,000 | 5,193 |
| U.S. Government securities | $3,483,000 | 6,541 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $3,483,000 | 6,448 |
| Securities issued by states & political subdivisions | $3,533,000 | 3,719 |
| Other domestic debt securities | $6,784,000 | 1,054 |
| Privately issued residential mortgage-backed securities | $6,784,000 | 573 |
| 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 | $11,421,000 | 3,122 |
| Mortgage-backed securities | $10,267,000 | 3,236 |
| Certificates of participation in pools of residential mortgages | $3,483,000 | 3,976 |
| Issued or guaranteed by U.S. | $3,483,000 | 3,968 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $6,784,000 | 1,637 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $6,784,000 | 550 |
| 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) | $13,800,000 | 4,760 |
| Total debt securities | $13,800,000 | 5,153 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $18,383,000 | 4,626 |
| U.S. Government securities | $5,997,000 | 5,898 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $5,997,000 | 5,805 |
| Securities issued by states & political subdivisions | $5,103,000 | 3,224 |
| Other domestic debt securities | $7,283,000 | 1,080 |
| Privately issued residential mortgage-backed securities | $7,283,000 | 595 |
| 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 | $14,492,000 | 2,719 |
| Mortgage-backed securities | $13,280,000 | 2,907 |
| Certificates of participation in pools of residential mortgages | $5,997,000 | 3,355 |
| Issued or guaranteed by U.S. | $5,997,000 | 3,346 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $7,283,000 | 1,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $7,283,000 | 570 |
| 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) | $18,383,000 | 4,196 |
| Total debt securities | $18,384,000 | 4,579 |
| 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 | $18,071,000 | 4,673 |
| U.S. Government securities | $6,165,000 | 5,864 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $6,165,000 | 5,778 |
| Securities issued by states & political subdivisions | $4,617,000 | 3,334 |
| Other domestic debt securities | $7,289,000 | 1,088 |
| Privately issued residential mortgage-backed securities | $7,289,000 | 603 |
| 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 | $0 | 6,462 |
| Mortgage-backed securities | $13,454,000 | 2,928 |
| Certificates of participation in pools of residential mortgages | $6,165,000 | 3,386 |
| Issued or guaranteed by U.S. | $6,165,000 | 3,372 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $7,289,000 | 1,582 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $7,289,000 | 578 |
| 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) | $18,071,000 | 4,219 |
| Total debt securities | $18,072,000 | 4,628 |
| 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 | $21,486,000 | 4,268 |
| U.S. Government securities | $6,598,000 | 5,874 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $6,598,000 | 5,796 |
| Securities issued by states & political subdivisions | $4,650,000 | 3,252 |
| Other domestic debt securities | $10,238,000 | 853 |
| Privately issued residential mortgage-backed securities | $7,764,000 | 593 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,474,000 | 1,022 |
| 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 | $0 | 6,516 |
| Mortgage-backed securities | $14,362,000 | 2,886 |
| Certificates of participation in pools of residential mortgages | $6,598,000 | 3,364 |
| Issued or guaranteed by U.S. | $6,598,000 | 3,353 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $7,764,000 | 1,535 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $7,764,000 | 567 |
| 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) | $21,486,000 | 3,833 |
| Total debt securities | $21,486,000 | 4,233 |
| 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 | $25,052,000 | 3,889 |
| U.S. Government securities | $6,765,000 | 5,911 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $6,765,000 | 5,828 |
| Securities issued by states & political subdivisions | $4,361,000 | 3,291 |
| Other domestic debt securities | $13,926,000 | 673 |
| Privately issued residential mortgage-backed securities | $8,348,000 | 552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,578,000 | 599 |
| 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 | $0 | 6,541 |
| Mortgage-backed securities | $15,113,000 | 2,761 |
| Certificates of participation in pools of residential mortgages | $6,765,000 | 3,300 |
| Issued or guaranteed by U.S. | $6,765,000 | 3,287 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $8,348,000 | 1,432 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $8,348,000 | 524 |
| 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) | $25,052,000 | 3,477 |
| Total debt securities | $23,793,000 | 3,976 |
| 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 | $26,398,000 | 3,683 |
| U.S. Government securities | $7,158,000 | 5,786 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $7,158,000 | 5,702 |
| Securities issued by states & political subdivisions | $4,486,000 | 3,255 |
| Other domestic debt securities | $14,754,000 | 641 |
| Privately issued residential mortgage-backed securities | $9,560,000 | 518 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,194,000 | 622 |
| 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 | $16,718,000 | 2,516 |
| Certificates of participation in pools of residential mortgages | $7,158,000 | 3,111 |
| Issued or guaranteed by U.S. | $7,158,000 | 3,100 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $9,560,000 | 1,300 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $9,560,000 | 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 | 3,569 |
| Available-for-sale securities (fair market value) | $26,398,000 | 3,268 |
| Total debt securities | $26,399,000 | 3,649 |
| 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 | $35,857,000 | 3,008 |
| U.S. Government securities | $7,462,000 | 5,743 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $7,462,000 | 5,661 |
| Securities issued by states & political subdivisions | $4,537,000 | 3,247 |
| Other domestic debt securities | $23,858,000 | 488 |
| Privately issued residential mortgage-backed securities | $9,833,000 | 514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,025,000 | 329 |
| 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 | $17,295,000 | 2,466 |
| Certificates of participation in pools of residential mortgages | $7,462,000 | 3,047 |
| Issued or guaranteed by U.S. | $7,462,000 | 3,034 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $9,833,000 | 1,266 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $9,833,000 | 486 |
| 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) | $35,857,000 | 2,689 |
| Total debt securities | $35,855,000 | 2,973 |
| 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 | $35,802,000 | 3,023 |
| U.S. Government securities | $11,927,000 | 4,761 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $11,927,000 | 4,676 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $23,875,000 | 484 |
| Privately issued residential mortgage-backed securities | $10,147,000 | 486 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,728,000 | 344 |
| 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 | $21,574,000 | 2,063 |
| Certificates of participation in pools of residential mortgages | $11,427,000 | 2,358 |
| Issued or guaranteed by U.S. | $11,427,000 | 2,347 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $10,147,000 | 1,226 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $10,147,000 | 460 |
| 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) | $35,802,000 | 2,699 |
| Total debt securities | $35,801,000 | 2,974 |
| 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 | $23,746,000 | 4,008 |
| U.S. Government securities | $14,089,000 | 4,463 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $14,089,000 | 4,375 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $9,657,000 | 807 |
| 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 | $9,657,000 | 432 |
| 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 | $500,000 | 6,413 |
| Mortgage-backed securities | $12,091,000 | 2,639 |
| Certificates of participation in pools of residential mortgages | $12,091,000 | 2,048 |
| Issued or guaranteed by U.S. | $12,091,000 | 2,038 |
| 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) | $23,746,000 | 3,562 |
| Total debt securities | $23,746,000 | 3,956 |
| 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 | $17,450,000 | 4,826 |
| U.S. Government securities | $13,462,000 | 4,685 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $13,462,000 | 4,587 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $3,988,000 | 1,217 |
| 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 | $3,988,000 | 742 |
| 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 | $500,000 | 6,424 |
| Mortgage-backed securities | $9,971,000 | 2,743 |
| Certificates of participation in pools of residential mortgages | $9,971,000 | 2,134 |
| Issued or guaranteed by U.S. | $9,971,000 | 2,125 |
| 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) | $17,450,000 | 4,278 |
| Total debt securities | $17,448,000 | 4,780 |
| 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 | $8,417,000 | 6,418 |
| U.S. Government securities | $4,438,000 | 6,877 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $4,438,000 | 6,754 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $3,979,000 | 1,148 |
| 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 | $3,979,000 | 709 |
| 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 | $4,438,000 | 3,800 |
| Certificates of participation in pools of residential mortgages | $4,438,000 | 3,159 |
| Issued or guaranteed by U.S. | $4,438,000 | 3,147 |
| 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) | $8,417,000 | 5,791 |
| Total debt securities | $8,417,000 | 6,367 |
| 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 | $8,780,000 | 6,382 |
| U.S. Government securities | $4,776,000 | 6,834 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $4,776,000 | 6,699 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $4,004,000 | 1,147 |
| 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 | $4,004,000 | 716 |
| 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 | $4,776,000 | 3,702 |
| Certificates of participation in pools of residential mortgages | $4,776,000 | 3,062 |
| Issued or guaranteed by U.S. | $4,776,000 | 3,047 |
| 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) | $8,780,000 | 5,736 |
| Total debt securities | $8,780,000 | 6,323 |
| 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 | $8,998,000 | 6,373 |
| U.S. Government securities | $5,013,000 | 6,792 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $5,013,000 | 6,664 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $3,985,000 | 1,148 |
| 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 | $3,985,000 | 736 |
| 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 | $5,013,000 | 3,618 |
| Certificates of participation in pools of residential mortgages | $5,013,000 | 2,991 |
| Issued or guaranteed by U.S. | $5,013,000 | 2,977 |
| 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) | $8,998,000 | 5,728 |
| Total debt securities | $8,998,000 | 6,316 |
| 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 | $9,365,000 | 6,347 |
| U.S. Government securities | $5,388,000 | 6,756 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $5,388,000 | 6,621 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $3,977,000 | 1,148 |
| 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 | $3,977,000 | 741 |
| 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 | $5,388,000 | 3,517 |
| Certificates of participation in pools of residential mortgages | $5,388,000 | 2,910 |
| Issued or guaranteed by U.S. | $5,388,000 | 2,895 |
| 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) | $9,365,000 | 5,661 |
| Total debt securities | $9,365,000 | 6,285 |
| 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 | $9,688,000 | 6,290 |
| U.S. Government securities | $5,749,000 | 6,655 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $5,749,000 | 6,519 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $3,939,000 | 1,146 |
| 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 | $3,939,000 | 753 |
| 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 | $5,749,000 | 3,423 |
| Certificates of participation in pools of residential mortgages | $5,749,000 | 2,839 |
| Issued or guaranteed by U.S. | $5,749,000 | 2,826 |
| 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) | $9,688,000 | 5,606 |
| Total debt securities | $9,688,000 | 6,229 |
| 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 | $2,869,000 | 7,950 |
| U.S. Government securities | $2,869,000 | 7,628 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $2,869,000 | 7,491 |
| 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 | $2,869,000 | 4,357 |
| Certificates of participation in pools of residential mortgages | $2,869,000 | 3,788 |
| Issued or guaranteed by U.S. | $2,869,000 | 3,772 |
| 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) | $2,869,000 | 7,181 |
| Total debt securities | $2,868,000 | 7,905 |
| 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 | $3,145,000 | 7,914 |
| U.S. Government securities | $3,145,000 | 7,542 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $3,145,000 | 7,398 |
| 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 | $3,145,000 | 4,270 |
| Certificates of participation in pools of residential mortgages | $3,145,000 | 3,679 |
| Issued or guaranteed by U.S. | $3,145,000 | 3,665 |
| 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) | $3,145,000 | 7,129 |
| Total debt securities | $3,145,000 | 7,863 |
| 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 | $4,502,000 | 7,604 |
| U.S. Government securities | $3,498,000 | 7,466 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $3,498,000 | 7,317 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $1,004,000 | 2,114 |
| 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 | $1,004,000 | 1,651 |
| 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 | $3,498,000 | 4,194 |
| Certificates of participation in pools of residential mortgages | $3,498,000 | 3,598 |
| Issued or guaranteed by U.S. | $3,498,000 | 3,584 |
| 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) | $4,502,000 | 6,833 |
| Total debt securities | $4,501,000 | 7,551 |
| 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 | $5,133,000 | 7,487 |
| U.S. Government securities | $4,126,000 | 7,290 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $4,126,000 | 7,135 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $1,007,000 | 2,170 |
| 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 | $1,007,000 | 1,722 |
| 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 | $4,126,000 | 4,068 |
| Certificates of participation in pools of residential mortgages | $4,126,000 | 3,467 |
| Issued or guaranteed by U.S. | $4,126,000 | 3,451 |
| 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) | $5,133,000 | 6,698 |
| Total debt securities | $5,134,000 | 7,419 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $5,514,000 | 7,473 |
| U.S. Government securities | $4,512,000 | 7,224 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,512,000 | 7,056 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $1,002,000 | 2,245 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,002,000 | 1,829 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $4,512,000 | 4,027 |
| Certificates of participation in pools of residential mortgages | $4,512,000 | 3,407 |
| Issued or guaranteed by U.S. | $4,512,000 | 3,398 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $5,514,000 | 6,681 |
| Total debt securities | $5,515,000 | 7,404 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $5,940,000 | 7,418 |
| U.S. Government securities | $4,916,000 | 7,133 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,916,000 | 6,974 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $1,024,000 | 2,268 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,024,000 | 1,866 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,236,000 | 4,857 |
| Mortgage-backed securities | $4,916,000 | 3,966 |
| Certificates of participation in pools of residential mortgages | $4,916,000 | 3,333 |
| Issued or guaranteed by U.S. | $4,916,000 | 3,320 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $5,940,000 | 6,620 |
| Total debt securities | $5,940,000 | 7,346 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $6,404,000 | 7,347 |
| U.S. Government securities | $5,363,000 | 7,025 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $5,363,000 | 6,866 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $1,041,000 | 2,268 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,041,000 | 1,896 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,505,000 | 5,176 |
| Mortgage-backed securities | $5,363,000 | 3,857 |
| Certificates of participation in pools of residential mortgages | $5,363,000 | 3,224 |
| Issued or guaranteed by U.S. | $5,363,000 | 3,217 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $6,404,000 | 6,532 |
| Total debt securities | $6,404,000 | 7,279 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $8,911,000 | 6,811 |
| U.S. Government securities | $5,614,000 | 7,003 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $5,614,000 | 6,841 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $3,297,000 | 1,484 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,297,000 | 1,152 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,744,000 | 4,686 |
| Mortgage-backed securities | $5,614,000 | 3,847 |
| Certificates of participation in pools of residential mortgages | $5,614,000 | 3,231 |
| Issued or guaranteed by U.S. | $5,614,000 | 3,223 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $8,911,000 | 6,060 |
| Total debt securities | $8,911,000 | 6,736 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $10,026,000 | 6,571 |
| U.S. Government securities | $6,165,000 | 6,788 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $6,165,000 | 6,625 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $3,861,000 | 1,457 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,861,000 | 1,124 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,121,000 | 4,497 |
| Mortgage-backed securities | $6,165,000 | 3,752 |
| Certificates of participation in pools of residential mortgages | $6,165,000 | 3,120 |
| Issued or guaranteed by U.S. | $6,165,000 | 3,108 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $10,026,000 | 5,816 |
| Total debt securities | $10,026,000 | 6,483 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $5,591,000 | 7,671 |
| U.S. Government securities | $1,166,000 | 8,508 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $1,166,000 | 8,375 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $4,425,000 | 1,364 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,425,000 | 1,106 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $1,166,000 | 5,650 |
| Certificates of participation in pools of residential mortgages | $1,166,000 | 5,143 |
| Issued or guaranteed by U.S. | $1,166,000 | 5,122 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $5,591,000 | 6,844 |
| Total debt securities | $5,591,000 | 7,588 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $6,310,000 | 7,444 |
| U.S. Government securities | $1,356,000 | 8,432 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $1,356,000 | 8,283 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $4,954,000 | 1,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,954,000 | 1,114 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $1,356,000 | 5,544 |
| Certificates of participation in pools of residential mortgages | $1,356,000 | 5,005 |
| Issued or guaranteed by U.S. | $1,356,000 | 4,985 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $6,310,000 | 6,621 |
| Total debt securities | $6,310,000 | 7,358 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $6,739,000 | 7,294 |
| U.S. Government securities | $1,754,000 | 8,304 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $1,754,000 | 8,134 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $4,985,000 | 1,402 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,985,000 | 1,146 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $1,754,000 | 5,449 |
| Certificates of participation in pools of residential mortgages | $1,754,000 | 4,826 |
| Issued or guaranteed by U.S. | $1,754,000 | 4,811 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $6,739,000 | 6,477 |
| Total debt securities | $6,739,000 | 7,202 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $4,970,000 | 7,827 |
| U.S. Government securities | $1,315,000 | 8,520 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $1,315,000 | 8,358 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $3,655,000 | 1,684 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,655,000 | 1,405 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $1,315,000 | 5,721 |
| Certificates of participation in pools of residential mortgages | $1,315,000 | 5,099 |
| Issued or guaranteed by U.S. | $1,315,000 | 5,083 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $4,970,000 | 6,972 |
| Total debt securities | $4,970,000 | 7,750 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $4,695,000 | 7,919 |
| U.S. Government securities | $1,584,000 | 8,488 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $1,584,000 | 8,317 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $3,111,000 | 1,804 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,111,000 | 1,544 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $1,584,000 | 5,552 |
| Certificates of participation in pools of residential mortgages | $1,584,000 | 4,916 |
| Issued or guaranteed by U.S. | $1,584,000 | 4,900 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $4,695,000 | 7,044 |
| Total debt securities | $4,695,000 | 7,837 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $3,880,000 | 8,296 |
| U.S. Government securities | $1,264,000 | 8,784 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $1,264,000 | 8,603 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $2,616,000 | 2,006 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,616,000 | 1,691 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $1,264,000 | 5,716 |
| Certificates of participation in pools of residential mortgages | $1,264,000 | 5,019 |
| Issued or guaranteed by U.S. | $1,264,000 | 4,992 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $3,880,000 | 7,334 |
| Total debt securities | $3,880,000 | 8,204 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $345,000 | 9,675 |
| U.S. Government securities | $0 | 9,633 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $0 | 9,486 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $345,000 | 4,689 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $345,000 | 8,834 |
| Total debt securities | $0 | 9,692 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |