Home > Brazos Valley Bank > Securities
Brazos Valley Bank, Securities
| 2012-03-31 | Rank | |
| Total securities | $10,232,000 | 5,704 |
| U.S. Government securities | $8,432,000 | 5,243 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $8,432,000 | 5,139 |
| Securities issued by states & political subdivisions | $1,326,000 | 4,782 |
| Other domestic debt securities | $472,000 | 2,408 |
| Privately issued residential mortgage-backed securities | $472,000 | 842 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $2,000 | 1,277 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $6,289,000 | 4,048 |
| Certificates of participation in pools of residential mortgages | $5,817,000 | 3,521 |
| Issued or guaranteed by U.S. | $5,817,000 | 3,517 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $472,000 | 3,434 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $472,000 | 811 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $10,232,000 | 5,314 |
| Total debt securities | $10,228,000 | 5,677 |
| 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 | $10,618,000 | 5,660 |
| U.S. Government securities | $8,808,000 | 5,136 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $8,808,000 | 5,045 |
| Securities issued by states & political subdivisions | $1,317,000 | 4,787 |
| Other domestic debt securities | $491,000 | 2,363 |
| Privately issued residential mortgage-backed securities | $491,000 | 919 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $2,000 | 1,292 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,916 |
| Mortgage-backed securities | $6,677,000 | 3,916 |
| Certificates of participation in pools of residential mortgages | $6,186,000 | 3,370 |
| Issued or guaranteed by U.S. | $6,186,000 | 3,369 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $491,000 | 3,366 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $491,000 | 873 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $10,618,000 | 5,236 |
| Total debt securities | $10,615,000 | 5,635 |
| 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 | $11,210,000 | 5,557 |
| U.S. Government securities | $9,387,000 | 5,010 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $9,387,000 | 4,915 |
| Securities issued by states & political subdivisions | $1,287,000 | 4,776 |
| Other domestic debt securities | $534,000 | 2,263 |
| Privately issued residential mortgage-backed securities | $534,000 | 938 |
| 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 | $2,000 | 1,348 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,942 |
| Mortgage-backed securities | $7,282,000 | 3,761 |
| Certificates of participation in pools of residential mortgages | $6,748,000 | 3,177 |
| Issued or guaranteed by U.S. | $6,748,000 | 3,174 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $534,000 | 3,331 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $534,000 | 886 |
| 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) | $11,210,000 | 5,128 |
| Total debt securities | $11,205,000 | 5,523 |
| 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 | $11,496,000 | 5,615 |
| U.S. Government securities | $9,665,000 | 5,097 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $9,665,000 | 4,981 |
| Securities issued by states & political subdivisions | $1,222,000 | 4,783 |
| Other domestic debt securities | $607,000 | 2,163 |
| Privately issued residential mortgage-backed securities | $607,000 | 936 |
| 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 | $2,000 | 1,369 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,008 |
| Mortgage-backed securities | $7,660,000 | 3,665 |
| Certificates of participation in pools of residential mortgages | $7,053,000 | 3,097 |
| Issued or guaranteed by U.S. | $7,053,000 | 3,092 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $607,000 | 3,261 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $607,000 | 886 |
| 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) | $11,496,000 | 5,174 |
| Total debt securities | $11,490,000 | 5,578 |
| 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 | $9,639,000 | 5,857 |
| U.S. Government securities | $7,822,000 | 5,432 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $7,822,000 | 5,321 |
| Securities issued by states & political subdivisions | $1,171,000 | 4,816 |
| Other domestic debt securities | $644,000 | 2,197 |
| Privately issued residential mortgage-backed securities | $644,000 | 959 |
| 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 | $2,000 | 1,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,043 |
| Mortgage-backed securities | $5,897,000 | 3,909 |
| Certificates of participation in pools of residential mortgages | $5,253,000 | 3,394 |
| Issued or guaranteed by U.S. | $5,253,000 | 3,386 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $644,000 | 3,198 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $644,000 | 911 |
| 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) | $9,639,000 | 5,407 |
| Total debt securities | $9,633,000 | 5,824 |
| 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 | $4,170,000 | 6,683 |
| U.S. Government securities | $2,361,000 | 6,569 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $2,361,000 | 6,449 |
| Securities issued by states & political subdivisions | $1,081,000 | 4,883 |
| Other domestic debt securities | $726,000 | 2,296 |
| Privately issued residential mortgage-backed securities | $726,000 | 985 |
| 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 | $2,000 | 1,402 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,121 |
| Mortgage-backed securities | $3,087,000 | 4,462 |
| Certificates of participation in pools of residential mortgages | $2,361,000 | 4,113 |
| Issued or guaranteed by U.S. | $2,361,000 | 4,104 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $726,000 | 3,148 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $726,000 | 938 |
| 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) | $4,170,000 | 6,179 |
| Total debt securities | $4,165,000 | 6,647 |
| 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 | $4,493,000 | 6,649 |
| U.S. Government securities | $2,476,000 | 6,581 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $2,476,000 | 6,460 |
| Securities issued by states & political subdivisions | $1,224,000 | 4,708 |
| Other domestic debt securities | $791,000 | 2,323 |
| Privately issued residential mortgage-backed securities | $791,000 | 1,041 |
| 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 | $2,000 | 1,451 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,199 |
| Mortgage-backed securities | $3,267,000 | 4,454 |
| Certificates of participation in pools of residential mortgages | $2,476,000 | 4,044 |
| Issued or guaranteed by U.S. | $2,476,000 | 4,035 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $791,000 | 3,099 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $791,000 | 995 |
| 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) | $4,493,000 | 6,140 |
| Total debt securities | $4,488,000 | 6,611 |
| 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 | $4,653,000 | 6,703 |
| U.S. Government securities | $2,645,000 | 6,667 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $2,645,000 | 6,548 |
| Securities issued by states & political subdivisions | $1,150,000 | 4,750 |
| Other domestic debt securities | $856,000 | 2,290 |
| Privately issued residential mortgage-backed securities | $856,000 | 1,066 |
| 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 | $2,000 | 1,501 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,254 |
| Mortgage-backed securities | $3,501,000 | 4,390 |
| Certificates of participation in pools of residential mortgages | $2,645,000 | 4,039 |
| Issued or guaranteed by U.S. | $2,645,000 | 4,031 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $856,000 | 2,984 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $856,000 | 1,027 |
| 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) | $4,653,000 | 6,193 |
| Total debt securities | $4,649,000 | 6,661 |
| 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 | $5,286,000 | 6,666 |
| U.S. Government securities | $3,244,000 | 6,605 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $3,244,000 | 6,495 |
| Securities issued by states & political subdivisions | $1,136,000 | 4,764 |
| Other domestic debt securities | $904,000 | 2,319 |
| Privately issued residential mortgage-backed securities | $904,000 | 1,094 |
| 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 | $2,000 | 1,546 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,343 |
| Mortgage-backed securities | $4,148,000 | 4,309 |
| Certificates of participation in pools of residential mortgages | $3,244,000 | 3,971 |
| Issued or guaranteed by U.S. | $3,244,000 | 3,962 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $904,000 | 2,943 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $904,000 | 1,050 |
| 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) | $5,286,000 | 6,139 |
| Total debt securities | $5,286,000 | 6,625 |
| 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 | $5,569,000 | 6,627 |
| U.S. Government securities | $3,463,000 | 6,546 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $3,463,000 | 6,453 |
| Securities issued by states & political subdivisions | $1,173,000 | 4,773 |
| Other domestic debt securities | $931,000 | 2,355 |
| Privately issued residential mortgage-backed securities | $931,000 | 1,121 |
| 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 | $2,000 | 1,613 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,398 |
| Mortgage-backed securities | $4,394,000 | 4,308 |
| Certificates of participation in pools of residential mortgages | $3,463,000 | 3,983 |
| Issued or guaranteed by U.S. | $3,463,000 | 3,975 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $931,000 | 2,919 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $931,000 | 1,078 |
| 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) | $5,569,000 | 6,102 |
| Total debt securities | $5,569,000 | 6,592 |
| 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 | $6,707,000 | 6,439 |
| U.S. Government securities | $3,768,000 | 6,504 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $3,768,000 | 6,410 |
| Securities issued by states & political subdivisions | $1,831,000 | 4,454 |
| Other domestic debt securities | $1,106,000 | 2,321 |
| Privately issued residential mortgage-backed securities | $1,106,000 | 1,134 |
| 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 | $2,000 | 1,661 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,412 |
| Mortgage-backed securities | $4,874,000 | 4,279 |
| Certificates of participation in pools of residential mortgages | $3,768,000 | 3,962 |
| Issued or guaranteed by U.S. | $3,768,000 | 3,952 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,106,000 | 2,824 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $1,106,000 | 1,087 |
| 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) | $6,707,000 | 5,913 |
| Total debt securities | $6,706,000 | 6,399 |
| 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 | $6,978,000 | 6,399 |
| U.S. Government securities | $4,133,000 | 6,410 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $4,133,000 | 6,319 |
| Securities issued by states & political subdivisions | $1,729,000 | 4,478 |
| Other domestic debt securities | $1,114,000 | 2,362 |
| Privately issued residential mortgage-backed securities | $1,114,000 | 1,161 |
| 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 | $2,000 | 1,704 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,462 |
| Mortgage-backed securities | $5,247,000 | 4,228 |
| Certificates of participation in pools of residential mortgages | $4,133,000 | 3,909 |
| Issued or guaranteed by U.S. | $4,133,000 | 3,895 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,114,000 | 2,819 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $1,114,000 | 1,109 |
| 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) | $6,978,000 | 5,895 |
| Total debt securities | $6,976,000 | 6,358 |
| 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 | $7,146,000 | 6,424 |
| U.S. Government securities | $4,364,000 | 6,477 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $4,364,000 | 6,396 |
| Securities issued by states & political subdivisions | $1,741,000 | 4,401 |
| Other domestic debt securities | $1,039,000 | 2,299 |
| Privately issued residential mortgage-backed securities | $1,039,000 | 1,213 |
| 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 | $2,000 | 1,729 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,516 |
| Mortgage-backed securities | $5,403,000 | 4,262 |
| Certificates of participation in pools of residential mortgages | $4,364,000 | 3,949 |
| Issued or guaranteed by U.S. | $4,364,000 | 3,937 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,039,000 | 2,902 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $1,039,000 | 1,157 |
| 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) | $7,146,000 | 5,891 |
| Total debt securities | $7,143,000 | 6,378 |
| 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 | $11,556,000 | 5,655 |
| U.S. Government securities | $8,430,000 | 5,487 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $8,430,000 | 5,406 |
| Securities issued by states & political subdivisions | $1,755,000 | 4,348 |
| Other domestic debt securities | $1,369,000 | 2,095 |
| Privately issued residential mortgage-backed securities | $1,369,000 | 1,094 |
| 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 | $2,000 | 1,725 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,541 |
| Mortgage-backed securities | $9,799,000 | 3,375 |
| Certificates of participation in pools of residential mortgages | $8,430,000 | 2,983 |
| Issued or guaranteed by U.S. | $8,430,000 | 2,970 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,369,000 | 2,662 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $1,369,000 | 1,047 |
| 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) | $11,556,000 | 5,143 |
| Total debt securities | $11,563,000 | 5,613 |
| 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 | $12,736,000 | 5,400 |
| U.S. Government securities | $9,569,000 | 5,187 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $9,569,000 | 5,102 |
| Securities issued by states & political subdivisions | $1,777,000 | 4,335 |
| Other domestic debt securities | $1,388,000 | 2,033 |
| Privately issued residential mortgage-backed securities | $1,388,000 | 1,065 |
| 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 | $2,000 | 1,830 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,576 |
| Mortgage-backed securities | $9,935,000 | 3,275 |
| Certificates of participation in pools of residential mortgages | $8,547,000 | 2,882 |
| Issued or guaranteed by U.S. | $8,547,000 | 2,870 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,388,000 | 2,584 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $1,388,000 | 1,020 |
| 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) | $12,736,000 | 4,883 |
| Total debt securities | $12,743,000 | 5,362 |
| 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 | $13,362,000 | 5,342 |
| U.S. Government securities | $9,987,000 | 5,141 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $9,987,000 | 5,052 |
| Securities issued by states & political subdivisions | $1,774,000 | 4,361 |
| Other domestic debt securities | $1,599,000 | 1,978 |
| Privately issued residential mortgage-backed securities | $1,599,000 | 1,014 |
| 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 | $2,000 | 1,933 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,612 |
| Mortgage-backed securities | $10,570,000 | 3,172 |
| Certificates of participation in pools of residential mortgages | $8,971,000 | 2,806 |
| Issued or guaranteed by U.S. | $8,971,000 | 2,792 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,599,000 | 2,508 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $1,599,000 | 964 |
| 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) | $13,362,000 | 4,854 |
| Total debt securities | $13,359,000 | 5,290 |
| 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 | $15,525,000 | 5,037 |
| U.S. Government securities | $12,105,000 | 4,726 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $12,105,000 | 4,638 |
| Securities issued by states & political subdivisions | $1,731,000 | 4,397 |
| Other domestic debt securities | $1,687,000 | 1,872 |
| Privately issued residential mortgage-backed securities | $1,687,000 | 975 |
| 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 | $2,000 | 1,914 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,633 |
| Mortgage-backed securities | $11,233,000 | 3,014 |
| Certificates of participation in pools of residential mortgages | $9,546,000 | 2,618 |
| Issued or guaranteed by U.S. | $9,546,000 | 2,607 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,687,000 | 2,471 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $1,687,000 | 930 |
| 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) | $15,525,000 | 4,541 |
| Total debt securities | $15,522,000 | 4,984 |
| 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 | $15,939,000 | 5,018 |
| U.S. Government securities | $12,378,000 | 4,808 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $12,378,000 | 4,709 |
| Securities issued by states & political subdivisions | $1,782,000 | 4,378 |
| Other domestic debt securities | $1,777,000 | 1,710 |
| Privately issued residential mortgage-backed securities | $1,777,000 | 879 |
| 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 | $2,000 | 1,862 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,689 |
| Mortgage-backed securities | $11,635,000 | 2,685 |
| Certificates of participation in pools of residential mortgages | $9,858,000 | 2,299 |
| Issued or guaranteed by U.S. | $9,858,000 | 2,285 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,777,000 | 2,307 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $1,777,000 | 839 |
| 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) | $15,939,000 | 4,478 |
| Total debt securities | $15,939,000 | 4,970 |
| 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 | $16,335,000 | 4,973 |
| U.S. Government securities | $12,720,000 | 4,821 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $12,720,000 | 4,726 |
| Securities issued by states & political subdivisions | $1,800,000 | 4,376 |
| Other domestic debt securities | $1,813,000 | 1,660 |
| Privately issued residential mortgage-backed securities | $1,813,000 | 846 |
| 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 | $2,000 | 1,799 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,710 |
| Mortgage-backed securities | $11,978,000 | 2,474 |
| Certificates of participation in pools of residential mortgages | $10,165,000 | 2,111 |
| Issued or guaranteed by U.S. | $10,165,000 | 2,102 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,813,000 | 2,252 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $1,813,000 | 807 |
| 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) | $16,335,000 | 4,421 |
| Total debt securities | $16,332,000 | 4,927 |
| 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 | $9,217,000 | 6,255 |
| U.S. Government securities | $8,056,000 | 5,832 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $8,056,000 | 5,720 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $1,159,000 | 1,812 |
| Privately issued residential mortgage-backed securities | $847,000 | 978 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $312,000 | 1,848 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $2,000 | 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 | $0 | 6,778 |
| Mortgage-backed securities | $6,410,000 | 3,304 |
| Certificates of participation in pools of residential mortgages | $5,563,000 | 2,854 |
| Issued or guaranteed by U.S. | $5,563,000 | 2,841 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $847,000 | 2,670 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $847,000 | 923 |
| 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) | $9,217,000 | 5,637 |
| Total debt securities | $9,218,000 | 6,194 |
| 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 | $7,256,000 | 6,722 |
| U.S. Government securities | $6,372,000 | 6,360 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $6,372,000 | 6,232 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $884,000 | 2,033 |
| Privately issued residential mortgage-backed securities | $884,000 | 936 |
| 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 | $0 | 6,814 |
| Mortgage-backed securities | $4,744,000 | 3,713 |
| Certificates of participation in pools of residential mortgages | $3,860,000 | 3,366 |
| Issued or guaranteed by U.S. | $3,860,000 | 3,348 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $884,000 | 2,616 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $884,000 | 878 |
| 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) | $4,744,000 | 1,847 |
| Available-for-sale securities (fair market value) | $2,512,000 | 7,088 |
| Total debt securities | $7,256,000 | 6,666 |
| 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 | $3,484,000 | 7,605 |
| U.S. Government securities | $3,010,000 | 7,382 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $3,010,000 | 7,254 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $474,000 | 2,413 |
| Privately issued residential mortgage-backed securities | $474,000 | 1,029 |
| 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 | $0 | 6,854 |
| Mortgage-backed securities | $3,484,000 | 4,123 |
| Certificates of participation in pools of residential mortgages | $3,010,000 | 3,685 |
| Issued or guaranteed by U.S. | $3,010,000 | 3,674 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $474,000 | 2,907 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $474,000 | 967 |
| 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) | $3,484,000 | 2,086 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $3,483,000 | 7,558 |
| 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 | $2,877,000 | 7,833 |
| U.S. Government securities | $2,390,000 | 7,661 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $2,390,000 | 7,531 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $487,000 | 2,424 |
| Privately issued residential mortgage-backed securities | $487,000 | 1,000 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $2,877,000 | 4,329 |
| Certificates of participation in pools of residential mortgages | $2,390,000 | 3,958 |
| Issued or guaranteed by U.S. | $2,390,000 | 3,937 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $487,000 | 2,855 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $487,000 | 931 |
| 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) | $2,877,000 | 2,278 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $2,876,000 | 7,787 |
| 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 | $1,658,000 | 8,168 |
| U.S. Government securities | $1,658,000 | 7,934 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $1,658,000 | 7,803 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $1,658,000 | 4,901 |
| Certificates of participation in pools of residential mortgages | $1,658,000 | 4,387 |
| Issued or guaranteed by U.S. | $1,658,000 | 4,370 |
| 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) | $1,658,000 | 2,677 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $1,658,000 | 8,126 |
| 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 | $1,386,000 | 8,275 |
| U.S. Government securities | $1,386,000 | 8,062 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $1,386,000 | 7,941 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $1,386,000 | 5,103 |
| Certificates of participation in pools of residential mortgages | $1,386,000 | 4,590 |
| Issued or guaranteed by U.S. | $1,386,000 | 4,570 |
| 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) | $1,386,000 | 2,835 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $1,386,000 | 8,237 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $1,274,000 | 8,345 |
| U.S. Government securities | $1,274,000 | 8,141 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $1,274,000 | 8,018 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,036 |
| Mortgage-backed securities | $1,274,000 | 5,227 |
| Certificates of participation in pools of residential mortgages | $1,274,000 | 4,711 |
| Issued or guaranteed by U.S. | $1,274,000 | 4,691 |
| 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) | $1,274,000 | 2,942 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $1,274,000 | 8,301 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $418,000 | 8,545 |
| U.S. Government securities | $418,000 | 8,412 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $418,000 | 8,306 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $418,000 | 5,946 |
| Certificates of participation in pools of residential mortgages | $418,000 | 5,515 |
| Issued or guaranteed by U.S. | $418,000 | 5,495 |
| 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) | $418,000 | 3,540 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $418,000 | 8,501 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $0 | 8,693 |
| U.S. Government securities | $0 | 8,590 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $0 | 8,507 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $0 | 7,037 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| 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) | $0 | 8,027 |
| Total debt securities | $0 | 8,648 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $0 | 8,768 |
| U.S. Government securities | $0 | 8,658 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $0 | 8,569 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $0 | 7,121 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| 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) | $0 | 8,105 |
| Total debt securities | $0 | 8,720 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $0 | 8,814 |
| U.S. Government securities | $0 | 8,690 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $0 | 8,609 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $0 | 7,171 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| 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) | $0 | 8,136 |
| Total debt securities | $0 | 8,758 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $0 | 8,861 |
| U.S. Government securities | $0 | 8,738 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $0 | 8,656 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| 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) | $0 | 8,182 |
| Total debt securities | $0 | 8,812 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |