Home > Bank of Commerce > Securities
Bank of Commerce, Securities
| 2014-06-30 | Rank | |
| Total securities | $24,396,000 | 4,077 |
| U.S. Government securities | $23,396,000 | 3,196 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $23,396,000 | 3,103 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $1,000,000 | 1,802 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $1,000,000 | 1,423 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,219,000 | 4,902 |
| Mortgage-backed securities | $6,677,000 | 3,636 |
| Certificates of participation in pools of residential mortgages | $6,677,000 | 3,126 |
| Issued or guaranteed by U.S. | $6,677,000 | 3,125 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $1,000,000 | 1,979 |
| Available-for-sale securities (fair market value) | $23,396,000 | 3,792 |
| Total debt securities | $24,396,000 | 4,042 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $26,825,000 | 3,910 |
| U.S. Government securities | $24,825,000 | 3,088 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $24,825,000 | 3,009 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $2,000,000 | 1,473 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $2,000,000 | 1,130 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,147,000 | 4,685 |
| Mortgage-backed securities | $8,486,000 | 3,402 |
| Certificates of participation in pools of residential mortgages | $8,486,000 | 2,870 |
| Issued or guaranteed by U.S. | $8,486,000 | 2,870 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $2,000,000 | 1,791 |
| Available-for-sale securities (fair market value) | $24,825,000 | 3,710 |
| Total debt securities | $26,825,000 | 3,880 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $30,801,000 | 3,639 |
| U.S. Government securities | $28,801,000 | 2,813 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $28,801,000 | 2,738 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $2,000,000 | 1,502 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $2,000,000 | 1,158 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,029,000 | 4,738 |
| Mortgage-backed securities | $11,089,000 | 3,078 |
| Certificates of participation in pools of residential mortgages | $11,089,000 | 2,522 |
| Issued or guaranteed by U.S. | $11,089,000 | 2,522 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $2,000,000 | 1,779 |
| Available-for-sale securities (fair market value) | $28,801,000 | 3,452 |
| Total debt securities | $30,801,000 | 3,612 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $34,761,000 | 3,410 |
| U.S. Government securities | $32,761,000 | 2,611 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $32,761,000 | 2,543 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $2,000,000 | 1,550 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $2,000,000 | 1,196 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,068,000 | 4,780 |
| Mortgage-backed securities | $14,720,000 | 2,734 |
| Certificates of participation in pools of residential mortgages | $14,720,000 | 2,174 |
| Issued or guaranteed by U.S. | $14,720,000 | 2,172 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $2,000,000 | 1,755 |
| Available-for-sale securities (fair market value) | $32,761,000 | 3,245 |
| Total debt securities | $34,761,000 | 3,380 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $32,067,000 | 3,569 |
| U.S. Government securities | $30,067,000 | 2,753 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $30,067,000 | 2,690 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $2,000,000 | 1,593 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $2,000,000 | 1,225 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,687,000 | 3,491 |
| Mortgage-backed securities | $13,767,000 | 2,828 |
| Certificates of participation in pools of residential mortgages | $13,767,000 | 2,249 |
| Issued or guaranteed by U.S. | $13,767,000 | 2,248 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $2,000,000 | 1,693 |
| Available-for-sale securities (fair market value) | $30,067,000 | 3,399 |
| Total debt securities | $32,067,000 | 3,531 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $27,467,000 | 3,880 |
| U.S. Government securities | $25,467,000 | 3,094 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $25,467,000 | 3,023 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $2,000,000 | 1,605 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $2,000,000 | 1,213 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,549,000 | 2,956 |
| Mortgage-backed securities | $7,198,000 | 3,683 |
| Certificates of participation in pools of residential mortgages | $7,198,000 | 3,095 |
| Issued or guaranteed by U.S. | $7,198,000 | 3,094 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $2,000,000 | 1,659 |
| Available-for-sale securities (fair market value) | $25,467,000 | 3,743 |
| Total debt securities | $27,467,000 | 3,852 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $29,733,000 | 3,690 |
| U.S. Government securities | $27,733,000 | 2,883 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $27,733,000 | 2,816 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $2,000,000 | 1,574 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $2,000,000 | 1,178 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,763,000 | 2,301 |
| Mortgage-backed securities | $9,464,000 | 3,368 |
| Certificates of participation in pools of residential mortgages | $9,464,000 | 2,731 |
| Issued or guaranteed by U.S. | $9,464,000 | 2,729 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $2,000,000 | 1,668 |
| Available-for-sale securities (fair market value) | $27,733,000 | 3,541 |
| Total debt securities | $29,733,000 | 3,659 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $29,163,000 | 3,770 |
| U.S. Government securities | $27,163,000 | 2,968 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $27,163,000 | 2,917 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $2,000,000 | 1,624 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $2,000,000 | 1,214 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,220,000 | 2,283 |
| Mortgage-backed securities | $17,101,000 | 2,733 |
| Certificates of participation in pools of residential mortgages | $17,101,000 | 2,074 |
| Issued or guaranteed by U.S. | $17,101,000 | 2,072 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $2,000,000 | 1,694 |
| Available-for-sale securities (fair market value) | $27,163,000 | 3,611 |
| Total debt securities | $29,162,000 | 3,742 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $24,479,000 | 4,169 |
| U.S. Government securities | $22,479,000 | 3,396 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $22,479,000 | 3,328 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $2,000,000 | 1,628 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $2,000,000 | 1,210 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,803,000 | 2,371 |
| Mortgage-backed securities | $18,469,000 | 2,654 |
| Certificates of participation in pools of residential mortgages | $18,469,000 | 2,003 |
| Issued or guaranteed by U.S. | $18,469,000 | 2,003 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $2,000,000 | 1,694 |
| Available-for-sale securities (fair market value) | $22,479,000 | 4,009 |
| Total debt securities | $24,478,000 | 4,132 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $32,507,000 | 3,584 |
| U.S. Government securities | $30,507,000 | 2,859 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $30,507,000 | 2,798 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $2,000,000 | 1,608 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $2,000,000 | 1,179 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,507,000 | 2,398 |
| Mortgage-backed securities | $25,492,000 | 2,211 |
| Certificates of participation in pools of residential mortgages | $25,492,000 | 1,579 |
| Issued or guaranteed by U.S. | $25,492,000 | 1,576 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $2,000,000 | 1,722 |
| Available-for-sale securities (fair market value) | $30,507,000 | 3,436 |
| Total debt securities | $32,507,000 | 3,557 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $33,043,000 | 3,470 |
| U.S. Government securities | $31,043,000 | 2,740 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $31,043,000 | 2,681 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $2,000,000 | 1,591 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $2,000,000 | 1,115 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,616,000 | 1,917 |
| Mortgage-backed securities | $25,002,000 | 2,156 |
| Certificates of participation in pools of residential mortgages | $25,002,000 | 1,509 |
| Issued or guaranteed by U.S. | $25,002,000 | 1,506 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $2,000,000 | 1,785 |
| Available-for-sale securities (fair market value) | $31,043,000 | 3,328 |
| Total debt securities | $33,044,000 | 3,443 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $34,435,000 | 3,334 |
| U.S. Government securities | $32,435,000 | 2,581 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $32,435,000 | 2,518 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $2,000,000 | 1,595 |
| 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 | $2,000,000 | 1,092 |
| 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 | $17,851,000 | 2,293 |
| Mortgage-backed securities | $27,410,000 | 1,971 |
| Certificates of participation in pools of residential mortgages | $27,410,000 | 1,362 |
| Issued or guaranteed by U.S. | $27,410,000 | 1,358 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| 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) | $2,000,000 | 1,804 |
| Available-for-sale securities (fair market value) | $32,435,000 | 3,154 |
| Total debt securities | $34,436,000 | 3,302 |
| 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 | $36,114,000 | 3,237 |
| U.S. Government securities | $34,114,000 | 2,532 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $34,114,000 | 2,465 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $2,000,000 | 1,551 |
| 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 | $2,000,000 | 1,031 |
| 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 | $19,068,000 | 2,231 |
| Mortgage-backed securities | $27,118,000 | 1,947 |
| Certificates of participation in pools of residential mortgages | $27,118,000 | 1,334 |
| Issued or guaranteed by U.S. | $27,118,000 | 1,328 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| 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) | $2,000,000 | 1,845 |
| Available-for-sale securities (fair market value) | $34,114,000 | 3,077 |
| Total debt securities | $36,113,000 | 3,210 |
| 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 | $38,838,000 | 3,042 |
| U.S. Government securities | $36,838,000 | 2,356 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $36,838,000 | 2,287 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $2,000,000 | 1,586 |
| 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 | $2,000,000 | 1,039 |
| 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 | $18,530,000 | 2,264 |
| Mortgage-backed securities | $26,909,000 | 1,937 |
| Certificates of participation in pools of residential mortgages | $26,909,000 | 1,299 |
| Issued or guaranteed by U.S. | $26,909,000 | 1,292 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $2,000,000 | 1,864 |
| Available-for-sale securities (fair market value) | $36,838,000 | 2,872 |
| Total debt securities | $38,839,000 | 3,019 |
| 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 | $38,555,000 | 2,975 |
| U.S. Government securities | $36,555,000 | 2,275 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $36,555,000 | 2,198 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $2,000,000 | 1,690 |
| 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 | $2,000,000 | 1,044 |
| 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 | $22,258,000 | 1,979 |
| Mortgage-backed securities | $28,531,000 | 1,796 |
| Certificates of participation in pools of residential mortgages | $28,531,000 | 1,204 |
| Issued or guaranteed by U.S. | $28,531,000 | 1,194 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $2,000,000 | 1,885 |
| Available-for-sale securities (fair market value) | $36,555,000 | 2,810 |
| Total debt securities | $38,555,000 | 2,952 |
| 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 | $37,716,000 | 2,988 |
| U.S. Government securities | $34,723,000 | 2,336 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $34,723,000 | 2,259 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $2,993,000 | 1,452 |
| 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 | $2,993,000 | 841 |
| 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 | $23,954,000 | 1,900 |
| Mortgage-backed securities | $28,214,000 | 1,798 |
| Certificates of participation in pools of residential mortgages | $28,214,000 | 1,194 |
| Issued or guaranteed by U.S. | $28,214,000 | 1,184 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| 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) | $2,993,000 | 1,735 |
| Available-for-sale securities (fair market value) | $34,723,000 | 2,876 |
| Total debt securities | $37,716,000 | 2,965 |
| 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 | $35,844,000 | 3,090 |
| U.S. Government securities | $32,859,000 | 2,506 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $32,859,000 | 2,426 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $2,985,000 | 1,458 |
| 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 | $2,985,000 | 819 |
| 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 | $28,362,000 | 1,683 |
| Mortgage-backed securities | $20,244,000 | 2,183 |
| Certificates of participation in pools of residential mortgages | $20,244,000 | 1,525 |
| Issued or guaranteed by U.S. | $20,244,000 | 1,519 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| 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) | $2,985,000 | 1,799 |
| Available-for-sale securities (fair market value) | $32,859,000 | 2,968 |
| Total debt securities | $35,845,000 | 3,062 |
| 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 | $35,636,000 | 3,122 |
| U.S. Government securities | $32,660,000 | 2,537 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $32,660,000 | 2,469 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $2,976,000 | 1,514 |
| 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 | $2,976,000 | 843 |
| 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 | $26,383,000 | 1,831 |
| Mortgage-backed securities | $19,933,000 | 2,262 |
| Certificates of participation in pools of residential mortgages | $19,933,000 | 1,632 |
| Issued or guaranteed by U.S. | $19,933,000 | 1,627 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| 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) | $2,976,000 | 1,816 |
| Available-for-sale securities (fair market value) | $32,660,000 | 2,993 |
| Total debt securities | $35,636,000 | 3,093 |
| 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 | $40,034,000 | 2,858 |
| U.S. Government securities | $37,067,000 | 2,257 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $37,067,000 | 2,192 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $2,967,000 | 1,555 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $2,967,000 | 855 |
| 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 | $26,459,000 | 1,835 |
| Mortgage-backed securities | $21,581,000 | 2,180 |
| Certificates of participation in pools of residential mortgages | $21,581,000 | 1,597 |
| Issued or guaranteed by U.S. | $21,581,000 | 1,590 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $2,967,000 | 1,845 |
| Available-for-sale securities (fair market value) | $37,067,000 | 2,696 |
| Total debt securities | $40,034,000 | 2,839 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $39,101,000 | 2,915 |
| U.S. Government securities | $32,471,000 | 2,520 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $32,471,000 | 2,459 |
| Securities issued by states & political subdivisions | $3,671,000 | 3,681 |
| Other domestic debt securities | $2,959,000 | 1,656 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $2,959,000 | 911 |
| 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 | $24,744,000 | 1,926 |
| Mortgage-backed securities | $15,194,000 | 2,729 |
| Certificates of participation in pools of residential mortgages | $15,194,000 | 2,115 |
| Issued or guaranteed by U.S. | $15,194,000 | 2,104 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $2,959,000 | 1,921 |
| Available-for-sale securities (fair market value) | $36,142,000 | 2,758 |
| Total debt securities | $39,100,000 | 2,888 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $42,650,000 | 2,648 |
| U.S. Government securities | $34,014,000 | 2,350 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $34,014,000 | 2,300 |
| Securities issued by states & political subdivisions | $5,686,000 | 3,031 |
| Other domestic debt securities | $2,950,000 | 1,675 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $2,950,000 | 918 |
| 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 | $22,951,000 | 2,016 |
| Mortgage-backed securities | $18,905,000 | 2,439 |
| Certificates of participation in pools of residential mortgages | $18,905,000 | 1,850 |
| Issued or guaranteed by U.S. | $18,905,000 | 1,840 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $2,950,000 | 1,924 |
| Available-for-sale securities (fair market value) | $39,700,000 | 2,499 |
| Total debt securities | $42,650,000 | 2,626 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $35,877,000 | 3,048 |
| U.S. Government securities | $32,935,000 | 2,455 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $32,935,000 | 2,398 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $2,942,000 | 1,590 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,942,000 | 921 |
| 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 | $23,225,000 | 2,035 |
| Mortgage-backed securities | $25,825,000 | 2,023 |
| Certificates of participation in pools of residential mortgages | $25,825,000 | 1,497 |
| Issued or guaranteed by U.S. | $25,825,000 | 1,486 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,942,000 | 1,956 |
| Available-for-sale securities (fair market value) | $32,935,000 | 2,881 |
| Total debt securities | $35,877,000 | 3,012 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $28,379,000 | 3,585 |
| U.S. Government securities | $25,445,000 | 2,991 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $25,445,000 | 2,935 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $2,934,000 | 1,564 |
| 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 | $2,934,000 | 902 |
| 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 | $22,712,000 | 2,097 |
| Mortgage-backed securities | $18,129,000 | 2,484 |
| Certificates of participation in pools of residential mortgages | $18,129,000 | 1,893 |
| Issued or guaranteed by U.S. | $18,129,000 | 1,882 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,934,000 | 1,970 |
| Available-for-sale securities (fair market value) | $25,445,000 | 3,440 |
| Total debt securities | $28,378,000 | 3,543 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $21,102,000 | 4,248 |
| U.S. Government securities | $18,176,000 | 3,734 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $18,176,000 | 3,661 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $2,926,000 | 1,535 |
| 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 | $2,926,000 | 886 |
| 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 | $11,402,000 | 3,234 |
| Mortgage-backed securities | $14,168,000 | 2,764 |
| Certificates of participation in pools of residential mortgages | $14,168,000 | 2,150 |
| Issued or guaranteed by U.S. | $14,168,000 | 2,139 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,926,000 | 1,981 |
| Available-for-sale securities (fair market value) | $18,176,000 | 4,122 |
| Total debt securities | $21,103,000 | 4,213 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $20,716,000 | 4,347 |
| U.S. Government securities | $19,716,000 | 3,579 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $19,716,000 | 3,512 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $1,000,000 | 2,237 |
| 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 | $1,000,000 | 1,530 |
| 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 | $12,884,000 | 2,961 |
| Mortgage-backed securities | $14,657,000 | 2,687 |
| Certificates of participation in pools of residential mortgages | $14,657,000 | 2,095 |
| Issued or guaranteed by U.S. | $14,657,000 | 2,084 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000,000 | 2,558 |
| Available-for-sale securities (fair market value) | $19,716,000 | 4,028 |
| Total debt securities | $20,715,000 | 4,300 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $23,838,000 | 3,979 |
| U.S. Government securities | $23,838,000 | 3,120 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $23,838,000 | 3,064 |
| 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 | $15,447,000 | 2,599 |
| Mortgage-backed securities | $17,713,000 | 2,345 |
| Certificates of participation in pools of residential mortgages | $17,713,000 | 1,767 |
| Issued or guaranteed by U.S. | $17,713,000 | 1,757 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $23,838,000 | 3,548 |
| Total debt securities | $23,838,000 | 3,924 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $20,674,000 | 4,377 |
| U.S. Government securities | $20,674,000 | 3,502 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $20,674,000 | 3,431 |
| 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 | $12,726,000 | 2,965 |
| Mortgage-backed securities | $13,576,000 | 2,472 |
| Certificates of participation in pools of residential mortgages | $13,576,000 | 1,898 |
| Issued or guaranteed by U.S. | $13,576,000 | 1,888 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $20,674,000 | 3,879 |
| Total debt securities | $20,674,000 | 4,317 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $18,017,000 | 4,737 |
| U.S. Government securities | $18,017,000 | 3,912 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $18,017,000 | 3,830 |
| 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 | $13,245,000 | 2,893 |
| Mortgage-backed securities | $7,950,000 | 3,060 |
| Certificates of participation in pools of residential mortgages | $7,950,000 | 2,431 |
| Issued or guaranteed by U.S. | $7,950,000 | 2,419 |
| 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) | $18,017,000 | 4,202 |
| Total debt securities | $18,017,000 | 4,682 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $18,861,000 | 4,631 |
| U.S. Government securities | $18,861,000 | 3,803 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $18,861,000 | 3,716 |
| 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 | $8,985,000 | 3,588 |
| Mortgage-backed securities | $0 | 6,667 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $18,861,000 | 4,082 |
| Total debt securities | $18,861,000 | 4,588 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $13,921,000 | 5,436 |
| U.S. Government securities | $13,921,000 | 4,625 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $13,921,000 | 4,500 |
| 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 | $9,009,000 | 3,600 |
| Mortgage-backed securities | $0 | 6,691 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $13,921,000 | 4,821 |
| Total debt securities | $13,921,000 | 5,388 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $14,906,000 | 5,307 |
| U.S. Government securities | $14,906,000 | 4,510 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $14,906,000 | 4,390 |
| 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 | $8,444,000 | 3,704 |
| Mortgage-backed securities | $0 | 6,730 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $14,906,000 | 4,699 |
| Total debt securities | $14,905,000 | 5,263 |
| 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 | $13,913,000 | 5,490 |
| U.S. Government securities | $13,913,000 | 4,726 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $13,913,000 | 4,595 |
| 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 | $4,067,000 | 4,917 |
| Mortgage-backed securities | $0 | 6,779 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $13,913,000 | 4,850 |
| Total debt securities | $13,913,000 | 5,440 |
| 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 | $11,822,000 | 5,871 |
| U.S. Government securities | $11,822,000 | 5,154 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $11,822,000 | 5,020 |
| 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 | $4,392,000 | 4,825 |
| Mortgage-backed securities | $0 | 6,845 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $11,822,000 | 5,229 |
| Total debt securities | $11,822,000 | 5,817 |
| 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 | $10,881,000 | 6,101 |
| U.S. Government securities | $10,881,000 | 5,391 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $10,881,000 | 5,252 |
| 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 | $359,000 | 6,793 |
| Mortgage-backed securities | $0 | 6,885 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $10,881,000 | 5,414 |
| Total debt securities | $10,881,000 | 6,049 |
| 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 |