Home > Allegiance Community Bank > Securities
Allegiance Community Bank, Securities
| 2011-09-30 | Rank | |
| Total securities | $35,513,000 | 3,270 |
| U.S. Government securities | $35,513,000 | 2,409 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $35,513,000 | 2,345 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,881,000 | 1,990 |
| Mortgage-backed securities | $32,514,000 | 1,764 |
| Certificates of participation in pools of residential mortgages | $16,420,000 | 1,998 |
| Issued or guaranteed by U.S. | $16,420,000 | 1,993 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $16,094,000 | 1,223 |
| CMOs issued by government agencies or sponsored agencies | $16,094,000 | 1,079 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $35,513,000 | 2,991 |
| Total debt securities | $35,513,000 | 3,243 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $32,538,000 | 3,467 |
| U.S. Government securities | $32,538,000 | 2,615 |
| U.S. Treasury securities | $1,002,000 | 921 |
| U.S. Government agency obligations | $31,536,000 | 2,614 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,396,000 | 1,884 |
| Mortgage-backed securities | $29,181,000 | 1,862 |
| Certificates of participation in pools of residential mortgages | $16,313,000 | 1,940 |
| Issued or guaranteed by U.S. | $16,313,000 | 1,938 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $12,868,000 | 1,353 |
| CMOs issued by government agencies or sponsored agencies | $12,868,000 | 1,184 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $32,538,000 | 3,179 |
| Total debt securities | $32,538,000 | 3,436 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $30,404,000 | 3,594 |
| U.S. Government securities | $30,404,000 | 2,755 |
| U.S. Treasury securities | $1,208,000 | 871 |
| U.S. Government agency obligations | $29,196,000 | 2,746 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,461,000 | 1,718 |
| Mortgage-backed securities | $27,667,000 | 1,894 |
| Certificates of participation in pools of residential mortgages | $14,733,000 | 2,027 |
| Issued or guaranteed by U.S. | $14,733,000 | 2,024 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $12,934,000 | 1,318 |
| CMOs issued by government agencies or sponsored agencies | $12,934,000 | 1,144 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $30,404,000 | 3,304 |
| Total debt securities | $30,404,000 | 3,564 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $29,439,000 | 3,543 |
| U.S. Government securities | $29,439,000 | 2,689 |
| U.S. Treasury securities | $1,597,000 | 809 |
| U.S. Government agency obligations | $27,842,000 | 2,713 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,366,000 | 2,038 |
| Mortgage-backed securities | $24,957,000 | 1,967 |
| Certificates of participation in pools of residential mortgages | $13,146,000 | 2,089 |
| Issued or guaranteed by U.S. | $13,146,000 | 2,083 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $11,811,000 | 1,361 |
| CMOs issued by government agencies or sponsored agencies | $11,811,000 | 1,189 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $29,439,000 | 3,253 |
| Total debt securities | $29,439,000 | 3,517 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $25,713,000 | 3,798 |
| U.S. Government securities | $25,713,000 | 2,928 |
| U.S. Treasury securities | $1,179,000 | 802 |
| U.S. Government agency obligations | $24,534,000 | 2,922 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,411,000 | 2,100 |
| Mortgage-backed securities | $22,146,000 | 2,078 |
| Certificates of participation in pools of residential mortgages | $12,842,000 | 2,082 |
| Issued or guaranteed by U.S. | $12,842,000 | 2,076 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $9,304,000 | 1,523 |
| CMOs issued by government agencies or sponsored agencies | $9,304,000 | 1,335 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $25,713,000 | 3,482 |
| Total debt securities | $25,713,000 | 3,761 |
| 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 | $26,749,000 | 3,727 |
| U.S. Government securities | $26,749,000 | 2,891 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $26,749,000 | 2,807 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,419,000 | 2,133 |
| Mortgage-backed securities | $24,442,000 | 1,932 |
| Certificates of participation in pools of residential mortgages | $17,857,000 | 1,686 |
| Issued or guaranteed by U.S. | $17,857,000 | 1,679 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $6,585,000 | 1,711 |
| CMOs issued by government agencies or sponsored agencies | $6,585,000 | 1,485 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $26,749,000 | 3,414 |
| Total debt securities | $26,749,000 | 3,699 |
| 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 | $27,361,000 | 3,695 |
| U.S. Government securities | $27,361,000 | 2,884 |
| U.S. Treasury securities | $1,228,000 | 775 |
| U.S. Government agency obligations | $26,133,000 | 2,919 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,563,000 | 2,121 |
| Mortgage-backed securities | $24,097,000 | 2,003 |
| Certificates of participation in pools of residential mortgages | $19,641,000 | 1,654 |
| Issued or guaranteed by U.S. | $19,641,000 | 1,649 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $4,456,000 | 1,934 |
| CMOs issued by government agencies or sponsored agencies | $4,456,000 | 1,681 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $27,361,000 | 3,360 |
| Total debt securities | $27,361,000 | 3,671 |
| 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 | $25,736,000 | 3,817 |
| U.S. Government securities | $25,712,000 | 2,981 |
| U.S. Treasury securities | $744,000 | 832 |
| U.S. Government agency obligations | $24,968,000 | 2,968 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $24,000 | 3,176 |
| Privately issued residential mortgage-backed securities | $24,000 | 1,510 |
| 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 | $19,279,000 | 2,273 |
| Mortgage-backed securities | $22,005,000 | 2,153 |
| Certificates of participation in pools of residential mortgages | $17,884,000 | 1,827 |
| Issued or guaranteed by U.S. | $17,884,000 | 1,821 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $4,121,000 | 1,984 |
| CMOs issued by government agencies or sponsored agencies | $4,097,000 | 1,707 |
| Privately issued | $24,000 | 1,437 |
| 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) | $25,736,000 | 3,450 |
| Total debt securities | $25,736,000 | 3,784 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,404 |
| Fair value | $502,000 | 2,433 |
| 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 | $25,344,000 | 3,872 |
| U.S. Government securities | $25,269,000 | 3,007 |
| U.S. Treasury securities | $511,000 | 824 |
| U.S. Government agency obligations | $24,758,000 | 2,990 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $75,000 | 3,203 |
| Privately issued residential mortgage-backed securities | $75,000 | 1,522 |
| 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 | $18,438,000 | 2,360 |
| Mortgage-backed securities | $18,204,000 | 2,482 |
| Certificates of participation in pools of residential mortgages | $14,227,000 | 2,189 |
| Issued or guaranteed by U.S. | $14,227,000 | 2,178 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $3,977,000 | 2,013 |
| CMOs issued by government agencies or sponsored agencies | $3,902,000 | 1,729 |
| Privately issued | $75,000 | 1,448 |
| 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) | $25,344,000 | 3,495 |
| Total debt securities | $25,344,000 | 3,838 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,012 |
| Fair value | $503,000 | 2,029 |
| 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 | $22,276,000 | 4,162 |
| U.S. Government securities | $22,141,000 | 3,244 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $22,141,000 | 3,178 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $135,000 | 3,219 |
| Privately issued residential mortgage-backed securities | $135,000 | 1,511 |
| 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 | $16,587,000 | 2,532 |
| Mortgage-backed securities | $15,295,000 | 2,744 |
| Certificates of participation in pools of residential mortgages | $13,187,000 | 2,323 |
| Issued or guaranteed by U.S. | $13,187,000 | 2,315 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,108,000 | 2,451 |
| CMOs issued by government agencies or sponsored agencies | $1,973,000 | 2,145 |
| Privately issued | $135,000 | 1,440 |
| 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) | $22,276,000 | 3,745 |
| Total debt securities | $22,276,000 | 4,121 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,123 |
| Fair value | $1,005,000 | 1,145 |
| 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 | $25,443,000 | 3,859 |
| U.S. Government securities | $25,215,000 | 3,012 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $25,215,000 | 2,952 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $228,000 | 3,050 |
| Privately issued residential mortgage-backed securities | $228,000 | 1,485 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,558,000 | 2,401 |
| Mortgage-backed securities | $19,732,000 | 2,414 |
| Certificates of participation in pools of residential mortgages | $17,890,000 | 1,974 |
| Issued or guaranteed by U.S. | $17,890,000 | 1,961 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,842,000 | 2,551 |
| CMOs issued by government agencies or sponsored agencies | $1,614,000 | 2,273 |
| Privately issued | $228,000 | 1,422 |
| 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) | $25,443,000 | 3,465 |
| Total debt securities | $25,443,000 | 3,820 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 892 |
| Fair value | $998,000 | 1,004 |
| 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 | $23,970,000 | 3,999 |
| U.S. Government securities | $23,970,000 | 3,114 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $23,970,000 | 3,052 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,841,000 | 2,491 |
| Mortgage-backed securities | $11,560,000 | 3,154 |
| Certificates of participation in pools of residential mortgages | $11,191,000 | 2,580 |
| Issued or guaranteed by U.S. | $11,191,000 | 2,565 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $369,000 | 3,275 |
| CMOs issued by government agencies or sponsored agencies | $369,000 | 2,953 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $23,970,000 | 3,579 |
| Total debt securities | $23,970,000 | 3,956 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 943 |
| Fair value | $1,003,000 | 1,007 |
| 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 | $21,845,000 | 4,160 |
| U.S. Government securities | $21,845,000 | 3,278 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $21,845,000 | 3,213 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,527,000 | 2,483 |
| Mortgage-backed securities | $10,669,000 | 3,179 |
| Certificates of participation in pools of residential mortgages | $10,278,000 | 2,640 |
| Issued or guaranteed by U.S. | $10,278,000 | 2,623 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $391,000 | 3,189 |
| CMOs issued by government agencies or sponsored agencies | $391,000 | 2,853 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $21,845,000 | 3,694 |
| Total debt securities | $21,845,000 | 4,126 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 926 |
| Fair value | $974,000 | 1,053 |
| 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 | $17,889,000 | 4,714 |
| U.S. Government securities | $17,889,000 | 3,818 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $17,889,000 | 3,751 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,637,000 | 2,990 |
| Mortgage-backed securities | $9,928,000 | 3,266 |
| Certificates of participation in pools of residential mortgages | $9,513,000 | 2,717 |
| Issued or guaranteed by U.S. | $9,513,000 | 2,701 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $415,000 | 3,181 |
| CMOs issued by government agencies or sponsored agencies | $415,000 | 2,846 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $17,889,000 | 4,244 |
| Total debt securities | $17,889,000 | 4,662 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 979 |
| Fair value | $973,000 | 1,116 |
| 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 | $18,023,000 | 4,685 |
| U.S. Government securities | $18,023,000 | 3,778 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $18,023,000 | 3,713 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,786,000 | 2,937 |
| Mortgage-backed securities | $10,004,000 | 3,187 |
| Certificates of participation in pools of residential mortgages | $9,547,000 | 2,617 |
| Issued or guaranteed by U.S. | $9,547,000 | 2,606 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $457,000 | 3,137 |
| CMOs issued by government agencies or sponsored agencies | $457,000 | 2,797 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $18,023,000 | 4,203 |
| Total debt securities | $18,023,000 | 4,628 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,057 |
| Fair value | $1,000,000 | 1,194 |
| 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 | $14,825,000 | 5,184 |
| U.S. Government securities | $14,825,000 | 4,325 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $14,825,000 | 4,235 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,535,000 | 4,109 |
| Mortgage-backed securities | $9,258,000 | 3,009 |
| Certificates of participation in pools of residential mortgages | $8,784,000 | 2,461 |
| Issued or guaranteed by U.S. | $8,784,000 | 2,447 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $474,000 | 3,019 |
| CMOs issued by government agencies or sponsored agencies | $474,000 | 2,697 |
| 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) | $14,825,000 | 4,637 |
| Total debt securities | $14,825,000 | 5,130 |
| Structured notes | ||
| Amortized cost | $498,000 | 2,077 |
| Fair value | $499,000 | 2,077 |
| 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 | $9,593,000 | 6,156 |
| U.S. Government securities | $9,593,000 | 5,429 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $9,593,000 | 5,318 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,403,000 | 4,420 |
| Mortgage-backed securities | $4,362,000 | 3,872 |
| Certificates of participation in pools of residential mortgages | $4,362,000 | 3,246 |
| Issued or guaranteed by U.S. | $4,362,000 | 3,232 |
| 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) | $9,593,000 | 5,551 |
| Total debt securities | $9,593,000 | 6,092 |
| Structured notes | ||
| Amortized cost | $498,000 | 2,309 |
| Fair value | $495,000 | 2,332 |
| 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 | $9,752,000 | 6,141 |
| U.S. Government securities | $9,752,000 | 5,452 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $9,752,000 | 5,346 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,542,000 | 4,384 |
| Mortgage-backed securities | $4,073,000 | 3,917 |
| Certificates of participation in pools of residential mortgages | $4,073,000 | 3,295 |
| Issued or guaranteed by U.S. | $4,073,000 | 3,283 |
| 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) | $9,752,000 | 5,522 |
| Total debt securities | $9,752,000 | 6,089 |
| Structured notes | ||
| Amortized cost | $498,000 | 2,411 |
| Fair value | $498,000 | 2,288 |
| 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 | $10,612,000 | 6,003 |
| U.S. Government securities | $10,612,000 | 5,285 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $10,612,000 | 5,166 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,728,000 | 4,350 |
| Mortgage-backed securities | $4,309,000 | 3,828 |
| Certificates of participation in pools of residential mortgages | $4,309,000 | 3,206 |
| Issued or guaranteed by U.S. | $4,309,000 | 3,190 |
| 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) | $10,612,000 | 5,364 |
| Total debt securities | $10,612,000 | 5,948 |
| Structured notes | ||
| Amortized cost | $498,000 | 2,482 |
| Fair value | $492,000 | 2,497 |
| 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 | $13,523,000 | 5,526 |
| U.S. Government securities | $13,107,000 | 4,831 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $13,107,000 | 4,704 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $416,000 | 2,463 |
| 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 | $416,000 | 1,881 |
| 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 | $6,260,000 | 4,212 |
| Mortgage-backed securities | $5,393,000 | 3,510 |
| Certificates of participation in pools of residential mortgages | $4,910,000 | 3,027 |
| Issued or guaranteed by U.S. | $4,910,000 | 3,015 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $483,000 | 2,896 |
| CMOs issued by government agencies or sponsored agencies | $483,000 | 2,617 |
| 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) | $13,523,000 | 4,916 |
| Total debt securities | $13,523,000 | 5,479 |
| Structured notes | ||
| Amortized cost | $498,000 | 2,588 |
| Fair value | $490,000 | 2,610 |
| 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 | $13,684,000 | 5,533 |
| U.S. Government securities | $13,267,000 | 4,852 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $13,267,000 | 4,720 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $417,000 | 2,503 |
| 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 | $417,000 | 1,926 |
| 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 | $6,380,000 | 4,210 |
| Mortgage-backed securities | $5,584,000 | 3,463 |
| Certificates of participation in pools of residential mortgages | $5,105,000 | 2,974 |
| Issued or guaranteed by U.S. | $5,105,000 | 2,960 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $479,000 | 2,868 |
| CMOs issued by government agencies or sponsored agencies | $479,000 | 2,593 |
| 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) | $13,684,000 | 4,888 |
| Total debt securities | $13,684,000 | 5,486 |
| Structured notes | ||
| Amortized cost | $498,000 | 2,718 |
| Fair value | $488,000 | 2,741 |
| 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 | $12,160,000 | 5,810 |
| U.S. Government securities | $11,742,000 | 5,168 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $11,742,000 | 5,034 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $418,000 | 2,521 |
| 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 | $418,000 | 1,961 |
| 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 | $6,494,000 | 4,181 |
| Mortgage-backed securities | $5,319,000 | 3,523 |
| Certificates of participation in pools of residential mortgages | $5,319,000 | 2,929 |
| Issued or guaranteed by U.S. | $5,319,000 | 2,917 |
| 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) | $12,160,000 | 5,169 |
| Total debt securities | $12,160,000 | 5,760 |
| Structured notes | ||
| Amortized cost | $997,000 | 2,320 |
| Fair value | $965,000 | 2,326 |
| 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 | $12,528,000 | 5,781 |
| U.S. Government securities | $12,107,000 | 5,111 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $12,107,000 | 4,971 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $421,000 | 2,589 |
| 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 | $421,000 | 2,054 |
| 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 | $5,035,000 | 4,596 |
| Mortgage-backed securities | $5,624,000 | 3,492 |
| Certificates of participation in pools of residential mortgages | $5,624,000 | 2,914 |
| Issued or guaranteed by U.S. | $5,624,000 | 2,899 |
| 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) | $12,528,000 | 5,135 |
| Total debt securities | $12,528,000 | 5,727 |
| Structured notes | ||
| Amortized cost | $997,000 | 2,322 |
| Fair value | $975,000 | 2,307 |
| 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 | $9,848,000 | 6,377 |
| U.S. Government securities | $9,426,000 | 5,720 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $9,426,000 | 5,573 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $422,000 | 2,674 |
| 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 | $422,000 | 2,162 |
| 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 | $6,921,000 | 4,033 |
| Mortgage-backed securities | $5,915,000 | 3,475 |
| Certificates of participation in pools of residential mortgages | $5,915,000 | 2,883 |
| Issued or guaranteed by U.S. | $5,915,000 | 2,870 |
| 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) | $9,848,000 | 5,655 |
| Total debt securities | $9,848,000 | 6,320 |
| Structured notes | ||
| Amortized cost | $996,000 | 2,328 |
| Fair value | $973,000 | 2,330 |
| 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 | $10,787,000 | 6,181 |
| U.S. Government securities | $10,361,000 | 5,497 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $10,361,000 | 5,360 |
| 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 | $426,000 | 128 |
| 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 | $4,878,000 | 4,652 |
| Mortgage-backed securities | $6,310,000 | 3,394 |
| Certificates of participation in pools of residential mortgages | $6,310,000 | 2,814 |
| Issued or guaranteed by U.S. | $6,310,000 | 2,801 |
| 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) | $10,787,000 | 5,453 |
| Total debt securities | $10,787,000 | 6,116 |
| Structured notes | ||
| Amortized cost | $996,000 | 2,276 |
| Fair value | $991,000 | 2,160 |
| 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 | $11,787,000 | 6,004 |
| U.S. Government securities | $11,356,000 | 5,291 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $11,356,000 | 5,136 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $431,000 | 2,782 |
| 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 | $431,000 | 2,309 |
| 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 | $5,116,000 | 4,541 |
| Mortgage-backed securities | $6,795,000 | 3,371 |
| Certificates of participation in pools of residential mortgages | $6,795,000 | 2,772 |
| Issued or guaranteed by U.S. | $6,795,000 | 2,761 |
| 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) | $11,787,000 | 5,277 |
| Total debt securities | $11,787,000 | 5,939 |
| Structured notes | ||
| Amortized cost | $996,000 | 2,270 |
| Fair value | $992,000 | 2,201 |
| 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 | $13,678,000 | 5,718 |
| U.S. Government securities | $13,254,000 | 4,942 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $13,254,000 | 4,802 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $424,000 | 2,841 |
| 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 | $424,000 | 2,386 |
| 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 | $5,252,000 | 4,534 |
| Mortgage-backed securities | $7,157,000 | 3,375 |
| Certificates of participation in pools of residential mortgages | $7,157,000 | 2,773 |
| Issued or guaranteed by U.S. | $7,157,000 | 2,764 |
| 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) | $13,678,000 | 5,016 |
| Total debt securities | $13,678,000 | 5,654 |
| Structured notes | ||
| Amortized cost | $996,000 | 2,270 |
| Fair value | $973,000 | 2,270 |
| 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 | $15,281,000 | 5,446 |
| U.S. Government securities | $14,838,000 | 4,672 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $14,838,000 | 4,527 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $443,000 | 2,862 |
| 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 | $443,000 | 2,426 |
| 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 | $4,288,000 | 4,837 |
| Mortgage-backed securities | $7,772,000 | 3,313 |
| Certificates of participation in pools of residential mortgages | $7,772,000 | 2,683 |
| Issued or guaranteed by U.S. | $7,772,000 | 2,676 |
| 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) | $15,281,000 | 4,775 |
| Total debt securities | $15,281,000 | 5,378 |
| Structured notes | ||
| Amortized cost | $996,000 | 2,216 |
| Fair value | $984,000 | 2,220 |
| 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 | $14,207,000 | 5,668 |
| U.S. Government securities | $13,752,000 | 4,872 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $13,752,000 | 4,724 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $455,000 | 2,892 |
| 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 | $455,000 | 2,483 |
| 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 | $4,455,000 | 4,796 |
| Mortgage-backed securities | $8,208,000 | 3,241 |
| Certificates of participation in pools of residential mortgages | $8,208,000 | 2,646 |
| Issued or guaranteed by U.S. | $8,208,000 | 2,637 |
| 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) | $14,207,000 | 4,952 |
| Total debt securities | $14,207,000 | 5,601 |
| Structured notes | ||
| Amortized cost | $998,000 | 2,196 |
| Fair value | $996,000 | 2,179 |
| 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 | $14,197,000 | 5,718 |
| U.S. Government securities | $13,766,000 | 4,932 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $13,766,000 | 4,773 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $431,000 | 3,006 |
| 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 | $431,000 | 2,609 |
| 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 | $2,628,000 | 5,584 |
| Mortgage-backed securities | $8,555,000 | 3,210 |
| Certificates of participation in pools of residential mortgages | $8,555,000 | 2,615 |
| Issued or guaranteed by U.S. | $8,555,000 | 2,607 |
| 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) | $14,197,000 | 5,025 |
| Total debt securities | $14,197,000 | 5,646 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,961 |
| Fair value | $975,000 | 2,147 |
| 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 | $13,990,000 | 5,748 |
| U.S. Government securities | $12,753,000 | 5,068 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $12,753,000 | 4,934 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $1,237,000 | 2,347 |
| 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 | $1,237,000 | 1,972 |
| 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 | $2,367,000 | 5,681 |
| Mortgage-backed securities | $7,991,000 | 3,361 |
| Certificates of participation in pools of residential mortgages | $7,991,000 | 2,741 |
| Issued or guaranteed by U.S. | $7,991,000 | 2,731 |
| 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) | $13,990,000 | 5,050 |
| Total debt securities | $13,990,000 | 5,659 |
| Structured notes | ||
| Amortized cost | $1,003,000 | 1,744 |
| Fair value | $1,004,000 | 1,846 |
| 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 | $13,319,000 | 5,927 |
| U.S. Government securities | $12,092,000 | 5,289 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $12,092,000 | 5,129 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $1,227,000 | 2,395 |
| 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 | $1,227,000 | 2,093 |
| 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 | $508,000 | 6,862 |
| Mortgage-backed securities | $7,844,000 | 3,378 |
| Certificates of participation in pools of residential mortgages | $7,844,000 | 2,785 |
| Issued or guaranteed by U.S. | $7,844,000 | 2,770 |
| 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) | $13,319,000 | 5,171 |
| Total debt securities | $13,319,000 | 5,835 |
| 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 | $9,960,000 | 6,559 |
| U.S. Government securities | $8,778,000 | 5,949 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $8,778,000 | 5,766 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $1,182,000 | 2,523 |
| 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 | $1,182,000 | 2,216 |
| 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 | $513,000 | 6,889 |
| Mortgage-backed securities | $5,785,000 | 3,815 |
| Certificates of participation in pools of residential mortgages | $5,757,000 | 3,216 |
| Issued or guaranteed by U.S. | $5,757,000 | 3,200 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $28,000 | 3,986 |
| CMOs issued by government agencies or sponsored agencies | $28,000 | 3,786 |
| 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) | $9,960,000 | 5,819 |
| Total debt securities | $9,960,000 | 6,461 |
| 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 | $11,006,000 | 6,247 |
| U.S. Government securities | $9,787,000 | 5,611 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $9,787,000 | 5,440 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $1,219,000 | 2,576 |
| 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 | $1,219,000 | 2,259 |
| 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 | $517,000 | 6,902 |
| Mortgage-backed securities | $6,745,000 | 3,683 |
| Certificates of participation in pools of residential mortgages | $6,511,000 | 3,040 |
| Issued or guaranteed by U.S. | $6,511,000 | 3,028 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $234,000 | 3,761 |
| CMOs issued by government agencies or sponsored agencies | $234,000 | 3,585 |
| 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) | $11,006,000 | 5,510 |
| Total debt securities | $11,006,000 | 6,165 |
| 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 | $11,030,000 | 6,289 |
| U.S. Government securities | $9,850,000 | 5,616 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $9,850,000 | 5,433 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $1,180,000 | 2,643 |
| 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 | $1,180,000 | 2,305 |
| 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 | $534,000 | 6,917 |
| Mortgage-backed securities | $7,356,000 | 3,540 |
| Certificates of participation in pools of residential mortgages | $6,489,000 | 3,009 |
| Issued or guaranteed by U.S. | $6,489,000 | 2,993 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $867,000 | 3,235 |
| CMOs issued by government agencies or sponsored agencies | $867,000 | 3,080 |
| 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) | $11,030,000 | 5,513 |
| Total debt securities | $11,030,000 | 6,202 |
| 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 | $10,511,000 | 6,404 |
| U.S. Government securities | $9,334,000 | 5,762 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $9,334,000 | 5,570 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $1,177,000 | 2,665 |
| 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 | $1,177,000 | 2,332 |
| 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 | $900,000 | 6,718 |
| Mortgage-backed securities | $7,834,000 | 3,407 |
| Certificates of participation in pools of residential mortgages | $5,940,000 | 3,095 |
| Issued or guaranteed by U.S. | $5,940,000 | 3,083 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,894,000 | 2,676 |
| CMOs issued by government agencies or sponsored agencies | $1,894,000 | 2,554 |
| 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) | $10,511,000 | 5,607 |
| Total debt securities | $10,511,000 | 6,304 |
| 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 | $8,100,000 | 7,009 |
| U.S. Government securities | $6,948,000 | 6,482 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $6,948,000 | 6,243 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $1,152,000 | 2,757 |
| 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 | $1,152,000 | 2,364 |
| 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 | $1,030,000 | 6,683 |
| Mortgage-backed securities | $6,948,000 | 3,478 |
| Certificates of participation in pools of residential mortgages | $3,006,000 | 3,880 |
| Issued or guaranteed by U.S. | $3,006,000 | 3,864 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $3,942,000 | 2,118 |
| CMOs issued by government agencies or sponsored agencies | $3,942,000 | 1,981 |
| 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) | $8,100,000 | 6,115 |
| Total debt securities | $8,100,000 | 6,906 |
| 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 | $12,436,000 | 6,128 |
| U.S. Government securities | $9,936,000 | 5,871 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $9,936,000 | 5,549 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $2,500,000 | 1,730 |
| Privately issued residential mortgage-backed securities | $1,367,000 | 661 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,133,000 | 2,048 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,481,000 | 4,453 |
| Mortgage-backed securities | $8,789,000 | 2,497 |
| Certificates of participation in pools of residential mortgages | $4,072,000 | 2,949 |
| Issued or guaranteed by U.S. | $4,072,000 | 2,932 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $4,717,000 | 1,551 |
| CMOs issued by government agencies or sponsored agencies | $3,350,000 | 1,719 |
| Privately issued | $1,367,000 | 586 |
| 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) | $12,436,000 | 5,133 |
| Total debt securities | $12,436,000 | 6,014 |
| 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 |