Home > Allegiance Bank of North America > Securities
Allegiance Bank of North America, Securities
| 2010-09-30 | Rank | |
| Total securities | $8,290,000 | 5,951 |
| U.S. Government securities | $7,376,000 | 5,332 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $7,376,000 | 5,212 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $914,000 | 2,259 |
| Privately issued residential mortgage-backed securities | $914,000 | 1,005 |
| 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 | $7,573,000 | 3,636 |
| Mortgage-backed securities | $8,290,000 | 3,393 |
| Certificates of participation in pools of residential mortgages | $5,225,000 | 3,268 |
| Issued or guaranteed by U.S. | $5,225,000 | 3,261 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,065,000 | 2,309 |
| CMOs issued by government agencies or sponsored agencies | $2,151,000 | 2,289 |
| Privately issued | $914,000 | 960 |
| 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) | $8,290,000 | 5,489 |
| Total debt securities | $8,290,000 | 5,914 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| 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 | $8,716,000 | 5,963 |
| U.S. Government securities | $7,734,000 | 5,404 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $7,734,000 | 5,286 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $982,000 | 2,213 |
| Privately issued residential mortgage-backed securities | $982,000 | 1,023 |
| 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 | $7,985,000 | 3,617 |
| Mortgage-backed securities | $8,716,000 | 3,333 |
| Certificates of participation in pools of residential mortgages | $5,534,000 | 3,222 |
| Issued or guaranteed by U.S. | $5,534,000 | 3,214 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $3,182,000 | 2,205 |
| CMOs issued by government agencies or sponsored agencies | $2,200,000 | 2,191 |
| Privately issued | $982,000 | 988 |
| 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) | $8,716,000 | 5,481 |
| Total debt securities | $8,717,000 | 5,923 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| 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 | $10,309,000 | 5,745 |
| U.S. Government securities | $9,255,000 | 5,166 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $9,255,000 | 5,055 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $1,044,000 | 2,183 |
| Privately issued residential mortgage-backed securities | $1,044,000 | 1,054 |
| 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 | $10,000 | 1,431 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,524,000 | 3,406 |
| Mortgage-backed securities | $9,299,000 | 3,313 |
| Certificates of participation in pools of residential mortgages | $6,070,000 | 3,211 |
| Issued or guaranteed by U.S. | $6,070,000 | 3,204 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $3,229,000 | 2,162 |
| CMOs issued by government agencies or sponsored agencies | $2,185,000 | 2,135 |
| Privately issued | $1,044,000 | 1,013 |
| 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) | $10,309,000 | 5,261 |
| Total debt securities | $10,298,000 | 5,705 |
| Structured notes | ||
| Amortized cost | $999,000 | 2,432 |
| Fair value | $1,000,000 | 2,329 |
| 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 | $12,964,000 | 5,299 |
| U.S. Government securities | $11,874,000 | 4,609 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $11,874,000 | 4,512 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $1,082,000 | 2,210 |
| Privately issued residential mortgage-backed securities | $1,082,000 | 1,075 |
| 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 | $8,000 | 1,507 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,229,000 | 3,858 |
| Mortgage-backed securities | $9,945,000 | 3,270 |
| Certificates of participation in pools of residential mortgages | $6,681,000 | 3,143 |
| Issued or guaranteed by U.S. | $6,681,000 | 3,136 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $3,264,000 | 2,144 |
| CMOs issued by government agencies or sponsored agencies | $2,182,000 | 2,096 |
| Privately issued | $1,082,000 | 1,033 |
| 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) | $12,964,000 | 4,854 |
| Total debt securities | $12,955,000 | 5,255 |
| Structured notes | ||
| Amortized cost | $999,000 | 2,167 |
| Fair value | $1,001,000 | 2,025 |
| 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 | $13,464,000 | 5,274 |
| U.S. Government securities | $12,257,000 | 4,568 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $12,257,000 | 4,472 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $1,197,000 | 2,291 |
| Privately issued residential mortgage-backed securities | $1,197,000 | 1,114 |
| 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 | $10,000 | 1,556 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,458,000 | 3,814 |
| Mortgage-backed securities | $10,438,000 | 3,273 |
| Certificates of participation in pools of residential mortgages | $7,006,000 | 3,153 |
| Issued or guaranteed by U.S. | $7,006,000 | 3,143 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $3,432,000 | 2,123 |
| CMOs issued by government agencies or sponsored agencies | $2,235,000 | 2,063 |
| Privately issued | $1,197,000 | 1,067 |
| 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) | $13,464,000 | 4,838 |
| Total debt securities | $13,453,000 | 5,228 |
| Structured notes | ||
| Amortized cost | $998,000 | 1,748 |
| Fair value | $1,001,000 | 1,625 |
| 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 | $17,607,000 | 4,728 |
| U.S. Government securities | $16,498,000 | 3,904 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $16,498,000 | 3,820 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $1,100,000 | 2,366 |
| Privately issued residential mortgage-backed securities | $1,100,000 | 1,166 |
| 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 | $9,000 | 1,586 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,790,000 | 2,606 |
| Mortgage-backed securities | $9,140,000 | 3,480 |
| Certificates of participation in pools of residential mortgages | $7,817,000 | 3,069 |
| Issued or guaranteed by U.S. | $7,817,000 | 3,057 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,323,000 | 2,725 |
| CMOs issued by government agencies or sponsored agencies | $223,000 | 3,068 |
| Privately issued | $1,100,000 | 1,114 |
| 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) | $17,607,000 | 4,275 |
| Total debt securities | $17,596,000 | 4,683 |
| Structured notes | ||
| Amortized cost | $2,467,000 | 679 |
| Fair value | $2,501,000 | 652 |
| 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 | $17,923,000 | 4,684 |
| U.S. Government securities | $16,812,000 | 3,916 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $16,812,000 | 3,844 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $1,102,000 | 2,271 |
| Privately issued residential mortgage-backed securities | $1,102,000 | 1,193 |
| 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 | $9,000 | 1,601 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,913,000 | 2,458 |
| Mortgage-backed securities | $4,210,000 | 4,555 |
| Certificates of participation in pools of residential mortgages | $2,872,000 | 4,442 |
| Issued or guaranteed by U.S. | $2,872,000 | 4,432 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,338,000 | 2,736 |
| CMOs issued by government agencies or sponsored agencies | $236,000 | 3,067 |
| Privately issued | $1,102,000 | 1,139 |
| 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) | $17,923,000 | 4,232 |
| Total debt securities | $17,913,000 | 4,652 |
| Structured notes | ||
| Amortized cost | $1,582,000 | 726 |
| Fair value | $1,641,000 | 714 |
| 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 | $21,038,000 | 4,329 |
| U.S. Government securities | $19,574,000 | 3,621 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $19,574,000 | 3,545 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $1,456,000 | 2,053 |
| Privately issued residential mortgage-backed securities | $1,456,000 | 1,070 |
| 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 | $8,000 | 1,610 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,038,000 | 2,214 |
| Mortgage-backed securities | $4,734,000 | 4,368 |
| Certificates of participation in pools of residential mortgages | $3,002,000 | 4,363 |
| Issued or guaranteed by U.S. | $3,002,000 | 4,352 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,732,000 | 2,523 |
| CMOs issued by government agencies or sponsored agencies | $276,000 | 3,034 |
| Privately issued | $1,456,000 | 1,025 |
| 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) | $21,038,000 | 3,871 |
| Total debt securities | $21,031,000 | 4,296 |
| Structured notes | ||
| Amortized cost | $1,670,000 | 746 |
| Fair value | $1,708,000 | 738 |
| 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 | $25,019,000 | 3,811 |
| U.S. Government securities | $23,464,000 | 3,107 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $23,464,000 | 3,044 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $1,555,000 | 1,959 |
| Privately issued residential mortgage-backed securities | $1,555,000 | 1,036 |
| 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 | $25,019,000 | 1,940 |
| Mortgage-backed securities | $8,981,000 | 3,405 |
| Certificates of participation in pools of residential mortgages | $7,145,000 | 3,116 |
| Issued or guaranteed by U.S. | $7,145,000 | 3,105 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,836,000 | 2,415 |
| CMOs issued by government agencies or sponsored agencies | $281,000 | 2,944 |
| Privately issued | $1,555,000 | 994 |
| 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) | $25,019,000 | 3,398 |
| Total debt securities | $25,020,000 | 3,781 |
| Structured notes | ||
| Amortized cost | $1,708,000 | 729 |
| Fair value | $1,718,000 | 722 |
| 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 | $25,610,000 | 3,821 |
| U.S. Government securities | $23,778,000 | 3,134 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $23,778,000 | 3,075 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $1,632,000 | 1,969 |
| Privately issued residential mortgage-backed securities | $1,632,000 | 1,006 |
| 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 | $200,000 | 1,541 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,331,000 | 1,881 |
| Mortgage-backed securities | $9,260,000 | 3,371 |
| Certificates of participation in pools of residential mortgages | $7,333,000 | 3,073 |
| Issued or guaranteed by U.S. | $7,333,000 | 3,059 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,927,000 | 2,384 |
| CMOs issued by government agencies or sponsored agencies | $295,000 | 2,944 |
| Privately issued | $1,632,000 | 956 |
| 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) | $25,610,000 | 3,406 |
| Total debt securities | $25,410,000 | 3,791 |
| Structured notes | ||
| Amortized cost | $1,758,000 | 745 |
| Fair value | $1,754,000 | 745 |
| 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 | $26,060,000 | 3,776 |
| U.S. Government securities | $23,804,000 | 3,124 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $23,804,000 | 3,067 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $1,771,000 | 1,841 |
| Privately issued residential mortgage-backed securities | $1,771,000 | 958 |
| 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 | $485,000 | 1,314 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,985,000 | 2,206 |
| Mortgage-backed securities | $10,046,000 | 3,180 |
| Certificates of participation in pools of residential mortgages | $7,949,000 | 2,870 |
| Issued or guaranteed by U.S. | $7,949,000 | 2,859 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,097,000 | 2,299 |
| CMOs issued by government agencies or sponsored agencies | $326,000 | 2,893 |
| Privately issued | $1,771,000 | 912 |
| 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) | $26,060,000 | 3,372 |
| Total debt securities | $25,577,000 | 3,777 |
| Structured notes | ||
| Amortized cost | $1,825,000 | 804 |
| Fair value | $1,834,000 | 804 |
| 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 | $22,387,000 | 4,166 |
| U.S. Government securities | $19,909,000 | 3,602 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $19,909,000 | 3,525 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $1,993,000 | 1,619 |
| Privately issued residential mortgage-backed securities | $1,993,000 | 842 |
| 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 | $485,000 | 1,269 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,439,000 | 3,165 |
| Mortgage-backed securities | $10,463,000 | 2,841 |
| Certificates of participation in pools of residential mortgages | $8,130,000 | 2,562 |
| Issued or guaranteed by U.S. | $8,130,000 | 2,548 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,333,000 | 2,145 |
| CMOs issued by government agencies or sponsored agencies | $340,000 | 2,816 |
| Privately issued | $1,993,000 | 802 |
| 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) | $22,387,000 | 3,692 |
| Total debt securities | $21,900,000 | 4,157 |
| Structured notes | ||
| Amortized cost | $1,878,000 | 1,149 |
| Fair value | $1,882,000 | 1,150 |
| 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 | $25,362,000 | 3,851 |
| U.S. Government securities | $23,259,000 | 3,254 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $23,259,000 | 3,190 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $2,103,000 | 1,543 |
| Privately issued residential mortgage-backed securities | $2,103,000 | 801 |
| 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 | $25,362,000 | 1,807 |
| Mortgage-backed securities | $9,211,000 | 2,859 |
| Certificates of participation in pools of residential mortgages | $6,744,000 | 2,654 |
| Issued or guaranteed by U.S. | $6,744,000 | 2,641 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,467,000 | 2,036 |
| CMOs issued by government agencies or sponsored agencies | $364,000 | 2,749 |
| Privately issued | $2,103,000 | 763 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $25,362,000 | 3,404 |
| Total debt securities | $25,360,000 | 3,800 |
| Structured notes | ||
| Amortized cost | $1,937,000 | 1,324 |
| Fair value | $1,920,000 | 1,325 |
| 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 | $20,153,000 | 4,475 |
| U.S. Government securities | $17,951,000 | 3,937 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $17,951,000 | 3,838 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $2,202,000 | 1,461 |
| Privately issued residential mortgage-backed securities | $2,202,000 | 744 |
| 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 | $20,153,000 | 2,167 |
| Mortgage-backed securities | $9,498,000 | 2,759 |
| Certificates of participation in pools of residential mortgages | $6,911,000 | 2,563 |
| Issued or guaranteed by U.S. | $6,911,000 | 2,550 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,587,000 | 1,977 |
| CMOs issued by government agencies or sponsored agencies | $385,000 | 2,724 |
| Privately issued | $2,202,000 | 705 |
| 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) | $20,153,000 | 3,935 |
| Total debt securities | $20,154,000 | 4,425 |
| Structured notes | ||
| Amortized cost | $2,001,000 | 1,274 |
| Fair value | $1,957,000 | 1,367 |
| 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 | $25,386,000 | 3,860 |
| U.S. Government securities | $23,880,000 | 3,237 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $23,880,000 | 3,143 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $1,506,000 | 1,682 |
| Privately issued residential mortgage-backed securities | $1,506,000 | 799 |
| 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 | $25,386,000 | 1,801 |
| Mortgage-backed securities | $4,112,000 | 3,887 |
| Certificates of participation in pools of residential mortgages | $2,191,000 | 4,071 |
| Issued or guaranteed by U.S. | $2,191,000 | 4,053 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,921,000 | 2,144 |
| CMOs issued by government agencies or sponsored agencies | $415,000 | 2,684 |
| Privately issued | $1,506,000 | 749 |
| 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) | $25,386,000 | 3,392 |
| Total debt securities | $25,386,000 | 3,813 |
| Structured notes | ||
| Amortized cost | $3,075,000 | 1,020 |
| Fair value | $3,060,000 | 1,020 |
| 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 | $27,408,000 | 3,686 |
| U.S. Government securities | $27,408,000 | 2,929 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $27,408,000 | 2,853 |
| 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 | $27,408,000 | 1,694 |
| Mortgage-backed securities | $4,289,000 | 3,841 |
| Certificates of participation in pools of residential mortgages | $2,291,000 | 4,022 |
| Issued or guaranteed by U.S. | $2,291,000 | 4,011 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,998,000 | 2,111 |
| CMOs issued by government agencies or sponsored agencies | $1,998,000 | 1,839 |
| 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) | $27,408,000 | 3,232 |
| Total debt securities | $27,408,000 | 3,637 |
| 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 | $22,833,000 | 4,213 |
| U.S. Government securities | $22,833,000 | 3,411 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $22,833,000 | 3,310 |
| 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 | $22,833,000 | 1,967 |
| Mortgage-backed securities | $2,868,000 | 4,336 |
| Certificates of participation in pools of residential mortgages | $2,395,000 | 3,954 |
| Issued or guaranteed by U.S. | $2,395,000 | 3,933 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $473,000 | 2,873 |
| CMOs issued by government agencies or sponsored agencies | $473,000 | 2,597 |
| 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) | $22,833,000 | 3,671 |
| Total debt securities | $22,833,000 | 4,163 |
| 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 | $22,111,000 | 4,280 |
| U.S. Government securities | $22,111,000 | 3,502 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $22,111,000 | 3,389 |
| 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 | $21,823,000 | 2,012 |
| Mortgage-backed securities | $288,000 | 5,971 |
| Certificates of participation in pools of residential mortgages | $288,000 | 5,599 |
| Issued or guaranteed by U.S. | $288,000 | 5,574 |
| 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) | $22,111,000 | 3,721 |
| Total debt securities | $22,111,000 | 4,217 |
| 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 | $22,463,000 | 4,311 |
| U.S. Government securities | $22,463,000 | 3,487 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $22,463,000 | 3,370 |
| 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 | $22,138,000 | 1,978 |
| Mortgage-backed securities | $325,000 | 5,952 |
| Certificates of participation in pools of residential mortgages | $325,000 | 5,560 |
| Issued or guaranteed by U.S. | $325,000 | 5,537 |
| 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) | $22,463,000 | 3,719 |
| Total debt securities | $22,463,000 | 4,256 |
| 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 | $20,305,000 | 4,596 |
| U.S. Government securities | $20,305,000 | 3,744 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $20,305,000 | 3,612 |
| 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 | $19,945,000 | 2,126 |
| Mortgage-backed securities | $360,000 | 5,975 |
| Certificates of participation in pools of residential mortgages | $360,000 | 5,556 |
| Issued or guaranteed by U.S. | $360,000 | 5,530 |
| 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) | $20,305,000 | 3,955 |
| Total debt securities | $20,308,000 | 4,531 |
| 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 | $15,312,000 | 5,323 |
| U.S. Government securities | $15,312,000 | 4,444 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $15,312,000 | 4,317 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,910,000 | 2,622 |
| Mortgage-backed securities | $402,000 | 5,964 |
| Certificates of participation in pools of residential mortgages | $402,000 | 5,538 |
| Issued or guaranteed by U.S. | $402,000 | 5,518 |
| 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) | $15,312,000 | 4,654 |
| Total debt securities | $15,312,000 | 5,272 |
| 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 | $14,929,000 | 5,434 |
| U.S. Government securities | $14,929,000 | 4,558 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $14,929,000 | 4,423 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,467,000 | 2,673 |
| Mortgage-backed securities | $462,000 | 5,961 |
| Certificates of participation in pools of residential mortgages | $462,000 | 5,527 |
| Issued or guaranteed by U.S. | $462,000 | 5,500 |
| 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) | $14,929,000 | 4,744 |
| Total debt securities | $14,939,000 | 5,365 |
| 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 | $12,470,000 | 5,945 |
| U.S. Government securities | $12,470,000 | 5,113 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $12,470,000 | 4,968 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,958,000 | 3,020 |
| Mortgage-backed securities | $512,000 | 5,973 |
| Certificates of participation in pools of residential mortgages | $512,000 | 5,537 |
| Issued or guaranteed by U.S. | $512,000 | 5,517 |
| 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) | $12,470,000 | 5,216 |
| Total debt securities | $12,469,000 | 5,883 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $2,553,000 | 8,248 |
| U.S. Government securities | $2,553,000 | 7,887 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $2,553,000 | 7,734 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,986,000 | 5,916 |
| Mortgage-backed securities | $567,000 | 5,968 |
| Certificates of participation in pools of residential mortgages | $567,000 | 5,517 |
| Issued or guaranteed by U.S. | $567,000 | 5,498 |
| 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) | $2,553,000 | 7,430 |
| Total debt securities | $2,553,000 | 8,185 |
| 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 | $3,646,000 | 8,002 |
| U.S. Government securities | $3,646,000 | 7,552 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $3,646,000 | 7,403 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,000,000 | 5,418 |
| Mortgage-backed securities | $646,000 | 5,939 |
| Certificates of participation in pools of residential mortgages | $646,000 | 5,458 |
| Issued or guaranteed by U.S. | $646,000 | 5,442 |
| 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) | $3,646,000 | 7,203 |
| Total debt securities | $3,646,000 | 7,940 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $2,688,000 | 8,324 |
| U.S. Government securities | $2,688,000 | 7,965 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $2,688,000 | 7,795 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,973,000 | 5,949 |
| Mortgage-backed securities | $715,000 | 5,949 |
| Certificates of participation in pools of residential mortgages | $715,000 | 5,461 |
| Issued or guaranteed by U.S. | $715,000 | 5,444 |
| 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) | $2,688,000 | 7,503 |
| Total debt securities | $2,688,000 | 8,275 |
| 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 | $2,843,000 | 8,275 |
| U.S. Government securities | $2,843,000 | 7,878 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $2,843,000 | 7,713 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $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 | $1,838,000 | 5,989 |
| Mortgage-backed securities | $828,000 | 5,910 |
| Certificates of participation in pools of residential mortgages | $828,000 | 5,399 |
| Issued or guaranteed by U.S. | $828,000 | 5,381 |
| 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) | $2,843,000 | 7,458 |
| Total debt securities | $2,843,000 | 8,207 |
| 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 | $13,914,000 | 5,807 |
| U.S. Government securities | $13,914,000 | 4,898 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $13,914,000 | 4,750 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $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 | $13,015,000 | 2,679 |
| Mortgage-backed securities | $899,000 | 5,862 |
| Certificates of participation in pools of residential mortgages | $899,000 | 5,365 |
| Issued or guaranteed by U.S. | $899,000 | 5,343 |
| 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) | $13,914,000 | 5,078 |
| Total debt securities | $13,915,000 | 5,718 |
| 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 | $2,914,000 | 8,336 |
| U.S. Government securities | $2,914,000 | 7,880 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $2,914,000 | 7,695 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $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 | $1,876,000 | 5,934 |
| Mortgage-backed securities | $1,038,000 | 5,766 |
| Certificates of participation in pools of residential mortgages | $1,038,000 | 5,252 |
| Issued or guaranteed by U.S. | $1,038,000 | 5,228 |
| 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) | $2,914,000 | 7,498 |
| Total debt securities | $2,914,000 | 8,258 |
| 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 | $1,347,000 | 8,722 |
| U.S. Government securities | $1,347,000 | 8,447 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $1,347,000 | 8,296 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| 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 | $0 | 3,493 |
| 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 | $1,347,000 | 6,284 |
| Mortgage-backed securities | $1,347,000 | 5,677 |
| Certificates of participation in pools of residential mortgages | $1,347,000 | 5,073 |
| Issued or guaranteed by U.S. | $1,347,000 | 5,055 |
| 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) | $1,347,000 | 7,933 |
| Total debt securities | $1,347,000 | 8,657 |
| 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 | $1,615,000 | 8,716 |
| U.S. Government securities | $1,615,000 | 8,427 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $1,615,000 | 8,254 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| 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 | $0 | 3,546 |
| 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 | $1,615,000 | 6,116 |
| Mortgage-backed securities | $1,615,000 | 5,548 |
| Certificates of participation in pools of residential mortgages | $1,615,000 | 4,905 |
| Issued or guaranteed by U.S. | $1,615,000 | 4,890 |
| 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) | $1,615,000 | 7,895 |
| Total debt securities | $1,615,000 | 8,639 |
| 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 | $1,816,000 | 8,730 |
| U.S. Government securities | $1,816,000 | 8,418 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $1,816,000 | 8,230 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| 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 | $0 | 3,582 |
| 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 | $1,816,000 | 6,015 |
| Mortgage-backed securities | $1,816,000 | 5,418 |
| Certificates of participation in pools of residential mortgages | $1,816,000 | 4,763 |
| Issued or guaranteed by U.S. | $1,816,000 | 4,747 |
| 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) | $1,816,000 | 7,873 |
| Total debt securities | $1,816,000 | 8,650 |
| 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 | $3,095,000 | 8,539 |
| U.S. Government securities | $3,095,000 | 8,021 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $3,095,000 | 7,792 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| 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 | $0 | 3,579 |
| 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 | $3,095,000 | 5,290 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| 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) | $3,095,000 | 7,583 |
| Total debt securities | $3,095,000 | 8,444 |
| 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 | $5,749,000 | 8,102 |
| U.S. Government securities | $5,501,000 | 7,527 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $5,501,000 | 7,185 |
| 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 | $248,000 | 5,389 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,501,000 | 4,445 |
| Mortgage-backed securities | $1,427,000 | 5,174 |
| Certificates of participation in pools of residential mortgages | $1,427,000 | 4,407 |
| Issued or guaranteed by U.S. | $1,427,000 | 4,384 |
| 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) | $5,749,000 | 6,991 |
| Total debt securities | $5,501,000 | 8,062 |
| 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 |
| 1999-12-31 | Rank | |
| Total securities | $12,889,000 | 6,310 |
| U.S. Government securities | $12,859,000 | 5,286 |
| U.S. Treasury securities | $9,994,000 | 880 |
| U.S. Government agency obligations | $2,865,000 | 8,525 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| 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 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $30,000 | 7,562 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,559,000 | 2,858 |
| Mortgage-backed securities | $1,565,000 | 5,381 |
| Certificates of participation in pools of residential mortgages | $1,565,000 | 4,521 |
| Issued or guaranteed by U.S. | $1,565,000 | 4,508 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| 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 | 6,120 |
| Available-for-sale securities (fair market value) | $12,889,000 | 5,177 |
| Total debt securities | $12,859,000 | 6,202 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |