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Bridge Bank, Securities
| 2015-03-31 | Rank | |
| Total securities | $332,587,000 | 472 |
| U.S. Government securities | $171,127,000 | 621 |
| U.S. Treasury securities | $2,018,000 | 793 |
| U.S. Government agency obligations | $169,109,000 | 598 |
| Securities issued by states & political subdivisions | $2,346,000 | 4,242 |
| Other domestic debt securities | $159,114,000 | 101 |
| Privately issued residential mortgage-backed securities | $47,128,000 | 57 |
| Commercial mortgage-backed securities - Total | $56,206,000 | 34 |
| Asset backed securities | $24,559,000 | 86 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $31,221,000 | 185 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000 | 5,485 |
| Mortgage-backed securities | $225,749,000 | 351 |
| Certificates of participation in pools of residential mortgages | $108,128,000 | 394 |
| Issued or guaranteed by U.S. | $108,128,000 | 393 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $53,626,000 | 439 |
| CMOs issued by government agencies or sponsored agencies | $6,498,000 | 1,504 |
| Privately issued | $47,128,000 | 54 |
| Commercial mortgage-backed securities | $63,995,000 | 117 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $63,995,000 | 83 |
| Held to maturity securities (book value) | $12,563,000 | 987 |
| Available-for-sale securities (fair market value) | $320,024,000 | 416 |
| Total debt securities | $332,586,000 | 466 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $365,164,000 | 434 |
| U.S. Government securities | $199,156,000 | 535 |
| U.S. Treasury securities | $7,993,000 | 452 |
| U.S. Government agency obligations | $191,163,000 | 531 |
| Securities issued by states & political subdivisions | $2,352,000 | 4,306 |
| Other domestic debt securities | $163,656,000 | 102 |
| Privately issued residential mortgage-backed securities | $48,978,000 | 58 |
| Commercial mortgage-backed securities - Total | $53,536,000 | 35 |
| Asset backed securities | $24,784,000 | 82 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $36,358,000 | 166 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,563 |
| Mortgage-backed securities | $246,379,000 | 336 |
| Certificates of participation in pools of residential mortgages | $128,978,000 | 337 |
| Issued or guaranteed by U.S. | $128,978,000 | 335 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $56,004,000 | 428 |
| CMOs issued by government agencies or sponsored agencies | $7,026,000 | 1,492 |
| Privately issued | $48,978,000 | 54 |
| Commercial mortgage-backed securities | $61,397,000 | 115 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $61,397,000 | 81 |
| Held to maturity securities (book value) | $12,922,000 | 985 |
| Available-for-sale securities (fair market value) | $352,242,000 | 365 |
| Total debt securities | $365,164,000 | 425 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $318,823,000 | 487 |
| U.S. Government securities | $161,270,000 | 648 |
| U.S. Treasury securities | $1,990,000 | 831 |
| U.S. Government agency obligations | $159,280,000 | 623 |
| Securities issued by states & political subdivisions | $2,414,000 | 4,332 |
| Other domestic debt securities | $155,139,000 | 106 |
| Privately issued residential mortgage-backed securities | $52,841,000 | 52 |
| Commercial mortgage-backed securities - Total | $32,974,000 | 43 |
| Asset backed securities | $26,028,000 | 74 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $43,296,000 | 149 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $203,862,000 | 384 |
| Certificates of participation in pools of residential mortgages | $111,896,000 | 392 |
| Issued or guaranteed by U.S. | $111,896,000 | 392 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $58,992,000 | 420 |
| CMOs issued by government agencies or sponsored agencies | $6,151,000 | 1,600 |
| Privately issued | $52,841,000 | 50 |
| Commercial mortgage-backed securities | $32,974,000 | 158 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $32,974,000 | 100 |
| Held to maturity securities (book value) | $13,055,000 | 985 |
| Available-for-sale securities (fair market value) | $305,768,000 | 429 |
| Total debt securities | $318,821,000 | 481 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $295,205,000 | 520 |
| U.S. Government securities | $134,215,000 | 774 |
| U.S. Treasury securities | $2,000,000 | 784 |
| U.S. Government agency obligations | $132,215,000 | 755 |
| Securities issued by states & political subdivisions | $2,294,000 | 4,412 |
| Other domestic debt securities | $158,696,000 | 103 |
| Privately issued residential mortgage-backed securities | $53,908,000 | 54 |
| Commercial mortgage-backed securities - Total | $38,039,000 | 41 |
| Asset backed securities | $26,063,000 | 83 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $40,686,000 | 165 |
| 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 | $0 | 5,698 |
| Mortgage-backed securities | $202,390,000 | 391 |
| Certificates of participation in pools of residential mortgages | $105,356,000 | 428 |
| Issued or guaranteed by U.S. | $105,356,000 | 427 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $58,995,000 | 423 |
| CMOs issued by government agencies or sponsored agencies | $5,087,000 | 1,752 |
| Privately issued | $53,908,000 | 52 |
| Commercial mortgage-backed securities | $38,039,000 | 140 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $38,039,000 | 88 |
| Held to maturity securities (book value) | $13,422,000 | 983 |
| Available-for-sale securities (fair market value) | $281,783,000 | 463 |
| Total debt securities | $295,205,000 | 511 |
| 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 | $281,526,000 | 547 |
| U.S. Government securities | $125,847,000 | 824 |
| U.S. Treasury securities | $1,987,000 | 720 |
| U.S. Government agency obligations | $123,860,000 | 801 |
| Securities issued by states & political subdivisions | $2,296,000 | 4,437 |
| Other domestic debt securities | $153,383,000 | 103 |
| Privately issued residential mortgage-backed securities | $55,426,000 | 53 |
| Commercial mortgage-backed securities - Total | $34,234,000 | 43 |
| Asset backed securities | $26,192,000 | 87 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $37,531,000 | 184 |
| 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 | $0 | 5,749 |
| Mortgage-backed securities | $200,251,000 | 403 |
| Certificates of participation in pools of residential mortgages | $105,169,000 | 434 |
| Issued or guaranteed by U.S. | $105,169,000 | 433 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $60,848,000 | 410 |
| CMOs issued by government agencies or sponsored agencies | $5,422,000 | 1,708 |
| Privately issued | $55,426,000 | 51 |
| Commercial mortgage-backed securities | $34,234,000 | 143 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $34,234,000 | 95 |
| Held to maturity securities (book value) | $13,663,000 | 959 |
| Available-for-sale securities (fair market value) | $267,863,000 | 492 |
| Total debt securities | $281,526,000 | 540 |
| 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 | $306,764,000 | 500 |
| U.S. Government securities | $147,629,000 | 704 |
| U.S. Treasury securities | $499,000 | 996 |
| U.S. Government agency obligations | $147,130,000 | 682 |
| Securities issued by states & political subdivisions | $2,170,000 | 4,503 |
| Other domestic debt securities | $156,965,000 | 106 |
| Privately issued residential mortgage-backed securities | $57,560,000 | 50 |
| Commercial mortgage-backed securities - Total | $39,840,000 | 39 |
| Asset backed securities | $19,099,000 | 107 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $40,466,000 | 175 |
| 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 | $0 | 5,833 |
| Mortgage-backed securities | $231,076,000 | 352 |
| Certificates of participation in pools of residential mortgages | $127,885,000 | 345 |
| Issued or guaranteed by U.S. | $127,885,000 | 344 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $63,351,000 | 396 |
| CMOs issued by government agencies or sponsored agencies | $5,791,000 | 1,666 |
| Privately issued | $57,560,000 | 48 |
| Commercial mortgage-backed securities | $39,840,000 | 126 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $39,840,000 | 87 |
| Held to maturity securities (book value) | $13,788,000 | 946 |
| Available-for-sale securities (fair market value) | $292,976,000 | 449 |
| Total debt securities | $306,765,000 | 490 |
| 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 | $281,741,000 | 546 |
| U.S. Government securities | $136,521,000 | 752 |
| U.S. Treasury securities | $499,000 | 990 |
| U.S. Government agency obligations | $136,022,000 | 725 |
| Securities issued by states & political subdivisions | $2,145,000 | 4,509 |
| Other domestic debt securities | $143,075,000 | 118 |
| Privately issued residential mortgage-backed securities | $59,003,000 | 53 |
| Commercial mortgage-backed securities - Total | $37,410,000 | 40 |
| Asset backed securities | $18,904,000 | 113 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $27,758,000 | 223 |
| 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 | $0 | 5,888 |
| Mortgage-backed securities | $227,515,000 | 358 |
| Certificates of participation in pools of residential mortgages | $124,893,000 | 356 |
| Issued or guaranteed by U.S. | $124,893,000 | 355 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $65,212,000 | 388 |
| CMOs issued by government agencies or sponsored agencies | $6,209,000 | 1,638 |
| Privately issued | $59,003,000 | 50 |
| Commercial mortgage-backed securities | $37,410,000 | 132 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $37,410,000 | 86 |
| Held to maturity securities (book value) | $13,949,000 | 912 |
| Available-for-sale securities (fair market value) | $267,792,000 | 501 |
| Total debt securities | $281,742,000 | 535 |
| 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 | $258,089,000 | 601 |
| U.S. Government securities | $128,210,000 | 792 |
| U.S. Treasury securities | $497,000 | 1,014 |
| U.S. Government agency obligations | $127,713,000 | 774 |
| Securities issued by states & political subdivisions | $2,367,000 | 4,441 |
| Other domestic debt securities | $127,512,000 | 130 |
| Privately issued residential mortgage-backed securities | $53,818,000 | 57 |
| Commercial mortgage-backed securities - Total | $44,230,000 | 35 |
| Asset backed securities | $2,855,000 | 251 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $26,609,000 | 242 |
| 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 | $0 | 5,912 |
| Mortgage-backed securities | $220,652,000 | 367 |
| Certificates of participation in pools of residential mortgages | $119,964,000 | 372 |
| Issued or guaranteed by U.S. | $119,964,000 | 370 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $56,458,000 | 460 |
| CMOs issued by government agencies or sponsored agencies | $2,640,000 | 2,279 |
| Privately issued | $53,818,000 | 54 |
| Commercial mortgage-backed securities | $44,230,000 | 112 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $44,230,000 | 76 |
| Held to maturity securities (book value) | $14,077,000 | 856 |
| Available-for-sale securities (fair market value) | $244,012,000 | 560 |
| Total debt securities | $258,090,000 | 593 |
| 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 | $289,053,000 | 542 |
| U.S. Government securities | $156,860,000 | 673 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $156,860,000 | 649 |
| Securities issued by states & political subdivisions | $2,366,000 | 4,426 |
| Other domestic debt securities | $129,827,000 | 125 |
| Privately issued residential mortgage-backed securities | $56,661,000 | 58 |
| Commercial mortgage-backed securities - Total | $41,455,000 | 39 |
| Asset backed securities | $2,918,000 | 235 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $28,793,000 | 220 |
| 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 | $0 | 5,985 |
| Mortgage-backed securities | $244,823,000 | 344 |
| Certificates of participation in pools of residential mortgages | $145,651,000 | 323 |
| Issued or guaranteed by U.S. | $143,747,000 | 325 |
| Privately issued | $1,904,000 | 30 |
| Collaterized mortgage obligations | $57,717,000 | 458 |
| CMOs issued by government agencies or sponsored agencies | $2,960,000 | 2,227 |
| Privately issued | $54,757,000 | 56 |
| Commercial mortgage-backed securities | $41,455,000 | 108 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $41,455,000 | 74 |
| Held to maturity securities (book value) | $14,451,000 | 812 |
| Available-for-sale securities (fair market value) | $274,602,000 | 508 |
| Total debt securities | $289,054,000 | 534 |
| 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 | $267,204,000 | 565 |
| U.S. Government securities | $173,655,000 | 605 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $173,655,000 | 580 |
| Securities issued by states & political subdivisions | $2,262,000 | 4,456 |
| Other domestic debt securities | $91,287,000 | 154 |
| Privately issued residential mortgage-backed securities | $59,695,000 | 64 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $3,000,000 | 208 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $28,592,000 | 216 |
| 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 | $0 | 6,039 |
| Mortgage-backed securities | $223,156,000 | 374 |
| Certificates of participation in pools of residential mortgages | $133,055,000 | 340 |
| Issued or guaranteed by U.S. | $131,020,000 | 344 |
| Privately issued | $2,035,000 | 27 |
| Collaterized mortgage obligations | $61,670,000 | 444 |
| CMOs issued by government agencies or sponsored agencies | $4,010,000 | 2,099 |
| Privately issued | $57,660,000 | 60 |
| Commercial mortgage-backed securities | $28,431,000 | 110 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $28,431,000 | 78 |
| Held to maturity securities (book value) | $15,237,000 | 785 |
| Available-for-sale securities (fair market value) | $251,967,000 | 545 |
| Total debt securities | $267,204,000 | 556 |
| 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 | $227,336,000 | 681 |
| U.S. Government securities | $153,679,000 | 689 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $153,679,000 | 667 |
| Securities issued by states & political subdivisions | $2,208,000 | 4,504 |
| Other domestic debt securities | $71,449,000 | 186 |
| Privately issued residential mortgage-backed securities | $43,981,000 | 80 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $1,000,000 | 284 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $26,468,000 | 240 |
| 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 | $0 | 6,124 |
| Mortgage-backed securities | $188,495,000 | 443 |
| Certificates of participation in pools of residential mortgages | $120,504,000 | 408 |
| Issued or guaranteed by U.S. | $118,344,000 | 410 |
| Privately issued | $2,160,000 | 29 |
| Collaterized mortgage obligations | $46,895,000 | 565 |
| CMOs issued by government agencies or sponsored agencies | $5,074,000 | 2,007 |
| Privately issued | $41,821,000 | 76 |
| Commercial mortgage-backed securities | $21,096,000 | 127 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $21,096,000 | 85 |
| Held to maturity securities (book value) | $16,753,000 | 744 |
| Available-for-sale securities (fair market value) | $210,583,000 | 661 |
| Total debt securities | $227,335,000 | 669 |
| 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 | $224,967,000 | 685 |
| U.S. Government securities | $129,355,000 | 825 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $129,355,000 | 800 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $95,612,000 | 152 |
| Privately issued residential mortgage-backed securities | $43,296,000 | 88 |
| Commercial mortgage-backed securities - Total | $26,347,000 | 45 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $25,969,000 | 234 |
| 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 | $0 | 6,201 |
| Mortgage-backed securities | $190,811,000 | 443 |
| Certificates of participation in pools of residential mortgages | $117,846,000 | 419 |
| Issued or guaranteed by U.S. | $115,586,000 | 424 |
| Privately issued | $2,260,000 | 27 |
| Collaterized mortgage obligations | $46,618,000 | 578 |
| CMOs issued by government agencies or sponsored agencies | $5,582,000 | 1,933 |
| Privately issued | $41,036,000 | 87 |
| Commercial mortgage-backed securities | $26,347,000 | 104 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $26,347,000 | 68 |
| Held to maturity securities (book value) | $17,745,000 | 717 |
| Available-for-sale securities (fair market value) | $207,222,000 | 657 |
| Total debt securities | $224,968,000 | 674 |
| 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 | $238,556,000 | 661 |
| U.S. Government securities | $138,860,000 | 808 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $138,860,000 | 776 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $99,696,000 | 153 |
| Privately issued residential mortgage-backed securities | $45,801,000 | 85 |
| Commercial mortgage-backed securities - Total | $27,803,000 | 42 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $26,092,000 | 230 |
| 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 | $0 | 6,234 |
| Mortgage-backed securities | $195,477,000 | 441 |
| Certificates of participation in pools of residential mortgages | $118,254,000 | 421 |
| Issued or guaranteed by U.S. | $115,513,000 | 429 |
| Privately issued | $2,741,000 | 28 |
| Collaterized mortgage obligations | $49,420,000 | 580 |
| CMOs issued by government agencies or sponsored agencies | $6,360,000 | 1,856 |
| Privately issued | $43,060,000 | 90 |
| Commercial mortgage-backed securities | $27,803,000 | 91 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $27,803,000 | 58 |
| Held to maturity securities (book value) | $18,643,000 | 708 |
| Available-for-sale securities (fair market value) | $219,913,000 | 644 |
| Total debt securities | $238,556,000 | 650 |
| Structured notes | ||
| Amortized cost | $3,850,000 | 1,249 |
| Fair value | $3,868,000 | 1,247 |
| 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 | $240,268,000 | 627 |
| U.S. Government securities | $127,681,000 | 824 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $127,681,000 | 799 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $112,587,000 | 152 |
| Privately issued residential mortgage-backed securities | $59,780,000 | 97 |
| Commercial mortgage-backed securities - Total | $24,883,000 | 36 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $2,065,000 | 116 |
| Other domestic debt securities - All other | $25,859,000 | 219 |
| 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 | $0 | 5,916 |
| Mortgage-backed securities | $197,330,000 | 417 |
| Certificates of participation in pools of residential mortgages | $113,067,000 | 422 |
| Issued or guaranteed by U.S. | $104,351,000 | 453 |
| Privately issued | $8,716,000 | 19 |
| Collaterized mortgage obligations | $59,380,000 | 517 |
| CMOs issued by government agencies or sponsored agencies | $8,316,000 | 1,561 |
| Privately issued | $51,064,000 | 105 |
| Commercial mortgage-backed securities | $24,883,000 | 75 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $24,883,000 | 51 |
| Held to maturity securities (book value) | $16,256,000 | 787 |
| Available-for-sale securities (fair market value) | $224,012,000 | 598 |
| Total debt securities | $240,268,000 | 620 |
| Structured notes | ||
| Amortized cost | $3,850,000 | 1,221 |
| Fair value | $3,868,000 | 1,217 |
| 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 | $232,758,000 | 636 |
| U.S. Government securities | $131,359,000 | 783 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $131,359,000 | 761 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $101,399,000 | 163 |
| Privately issued residential mortgage-backed securities | $52,478,000 | 115 |
| Commercial mortgage-backed securities - Total | $20,912,000 | 31 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $2,074,000 | 119 |
| Other domestic debt securities - All other | $25,935,000 | 206 |
| 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 | $0 | 5,942 |
| Mortgage-backed securities | $187,816,000 | 424 |
| Certificates of participation in pools of residential mortgages | $114,210,000 | 393 |
| Issued or guaranteed by U.S. | $104,904,000 | 426 |
| Privately issued | $9,306,000 | 23 |
| Collaterized mortgage obligations | $52,694,000 | 560 |
| CMOs issued by government agencies or sponsored agencies | $9,522,000 | 1,461 |
| Privately issued | $43,172,000 | 124 |
| Commercial mortgage-backed securities | $20,912,000 | 72 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $20,912,000 | 48 |
| Held to maturity securities (book value) | $16,851,000 | 752 |
| Available-for-sale securities (fair market value) | $215,907,000 | 602 |
| Total debt securities | $232,758,000 | 627 |
| Structured notes | ||
| Amortized cost | $5,925,000 | 922 |
| Fair value | $5,940,000 | 918 |
| 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 | $207,275,000 | 704 |
| U.S. Government securities | $138,802,000 | 769 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $138,802,000 | 745 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $68,473,000 | 201 |
| Privately issued residential mortgage-backed securities | $31,568,000 | 168 |
| Commercial mortgage-backed securities - Total | $7,991,000 | 40 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $2,328,000 | 123 |
| Other domestic debt securities - All other | $26,586,000 | 188 |
| 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 | $0 | 6,008 |
| Mortgage-backed securities | $154,999,000 | 489 |
| Certificates of participation in pools of residential mortgages | $117,589,000 | 375 |
| Issued or guaranteed by U.S. | $107,750,000 | 408 |
| Privately issued | $9,839,000 | 28 |
| Collaterized mortgage obligations | $29,419,000 | 809 |
| CMOs issued by government agencies or sponsored agencies | $7,690,000 | 1,575 |
| Privately issued | $21,729,000 | 207 |
| Commercial mortgage-backed securities | $7,991,000 | 108 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $7,991,000 | 57 |
| Held to maturity securities (book value) | $16,989,000 | 762 |
| Available-for-sale securities (fair market value) | $190,286,000 | 685 |
| Total debt securities | $207,275,000 | 691 |
| Structured notes | ||
| Amortized cost | $2,316,000 | 1,867 |
| Fair value | $2,328,000 | 1,870 |
| 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 | $204,178,000 | 716 |
| U.S. Government securities | $144,000,000 | 741 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $144,000,000 | 711 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $60,178,000 | 221 |
| Privately issued residential mortgage-backed securities | $25,122,000 | 204 |
| Commercial mortgage-backed securities - Total | $8,418,000 | 39 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $26,638,000 | 191 |
| 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 | $0 | 6,043 |
| Mortgage-backed securities | $145,749,000 | 493 |
| Certificates of participation in pools of residential mortgages | $119,611,000 | 362 |
| Issued or guaranteed by U.S. | $105,943,000 | 411 |
| Privately issued | $13,668,000 | 26 |
| Collaterized mortgage obligations | $17,720,000 | 1,105 |
| CMOs issued by government agencies or sponsored agencies | $6,266,000 | 1,654 |
| Privately issued | $11,454,000 | 326 |
| Commercial mortgage-backed securities | $8,418,000 | 100 |
| Commercial mortgage pass-through securities | $8,418,000 | 52 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $17,120,000 | 751 |
| Available-for-sale securities (fair market value) | $187,058,000 | 687 |
| Total debt securities | $204,180,000 | 705 |
| 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 | $177,150,000 | 800 |
| U.S. Government securities | $147,416,000 | 689 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $147,416,000 | 656 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $29,734,000 | 391 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $21,778,000 | 43 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $7,956,000 | 452 |
| 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 | $0 | 6,121 |
| Mortgage-backed securities | $119,620,000 | 575 |
| Certificates of participation in pools of residential mortgages | $86,233,000 | 469 |
| Issued or guaranteed by U.S. | $86,233,000 | 466 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $11,609,000 | 1,378 |
| CMOs issued by government agencies or sponsored agencies | $11,609,000 | 1,207 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $21,778,000 | 43 |
| Commercial mortgage pass-through securities | $15,098,000 | 32 |
| Other commercial mortgage-backed securities | $6,680,000 | 53 |
| Held to maturity securities (book value) | $9,204,000 | 1,068 |
| Available-for-sale securities (fair market value) | $167,946,000 | 739 |
| Total debt securities | $177,150,000 | 788 |
| 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 | $151,119,000 | 877 |
| U.S. Government securities | $133,810,000 | 728 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $133,810,000 | 691 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $17,309,000 | 532 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $9,254,000 | 70 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $8,055,000 | 431 |
| 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 | $0 | 6,199 |
| Mortgage-backed securities | $66,112,000 | 916 |
| Certificates of participation in pools of residential mortgages | $47,533,000 | 752 |
| Issued or guaranteed by U.S. | $47,533,000 | 747 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $9,325,000 | 1,521 |
| CMOs issued by government agencies or sponsored agencies | $9,325,000 | 1,334 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $9,254,000 | 70 |
| Commercial mortgage pass-through securities | $6,338,000 | 44 |
| Other commercial mortgage-backed securities | $2,916,000 | 56 |
| Held to maturity securities (book value) | $2,560,000 | 1,806 |
| Available-for-sale securities (fair market value) | $148,559,000 | 792 |
| Total debt securities | $151,120,000 | 865 |
| 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 | $125,591,000 | 1,070 |
| U.S. Government securities | $109,535,000 | 870 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $109,535,000 | 836 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $16,056,000 | 568 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $8,043,000 | 74 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $8,013,000 | 403 |
| 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 | $0 | 6,254 |
| Mortgage-backed securities | $35,885,000 | 1,467 |
| Certificates of participation in pools of residential mortgages | $18,185,000 | 1,662 |
| Issued or guaranteed by U.S. | $18,185,000 | 1,656 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $9,657,000 | 1,451 |
| CMOs issued by government agencies or sponsored agencies | $9,657,000 | 1,247 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $8,043,000 | 74 |
| Commercial mortgage pass-through securities | $2,186,000 | 93 |
| Other commercial mortgage-backed securities | $5,857,000 | 47 |
| Held to maturity securities (book value) | $2,571,000 | 1,872 |
| Available-for-sale securities (fair market value) | $123,020,000 | 959 |
| Total debt securities | $125,590,000 | 1,056 |
| 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 | $107,317,000 | 1,238 |
| U.S. Government securities | $94,697,000 | 985 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $94,697,000 | 949 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $12,620,000 | 690 |
| Privately issued residential mortgage-backed securities | $7,055,000 | 532 |
| Commercial mortgage-backed securities - Total | $2,623,000 | 143 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $2,942,000 | 847 |
| 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 | $0 | 6,343 |
| Mortgage-backed securities | $27,559,000 | 1,825 |
| Certificates of participation in pools of residential mortgages | $12,899,000 | 2,189 |
| Issued or guaranteed by U.S. | $12,899,000 | 2,183 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $12,037,000 | 1,254 |
| CMOs issued by government agencies or sponsored agencies | $4,982,000 | 1,610 |
| Privately issued | $7,055,000 | 512 |
| Commercial mortgage-backed securities | $2,623,000 | 143 |
| Commercial mortgage pass-through securities | $2,623,000 | 87 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $107,317,000 | 1,092 |
| Total debt securities | $107,318,000 | 1,220 |
| 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 | $105,005,000 | 1,230 |
| U.S. Government securities | $96,842,000 | 935 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $96,842,000 | 903 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $8,163,000 | 955 |
| Privately issued residential mortgage-backed securities | $4,868,000 | 660 |
| Commercial mortgage-backed securities - Total | $3,295,000 | 118 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,398 |
| Mortgage-backed securities | $24,728,000 | 2,008 |
| Certificates of participation in pools of residential mortgages | $16,565,000 | 1,929 |
| Issued or guaranteed by U.S. | $16,565,000 | 1,922 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $4,868,000 | 1,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $4,868,000 | 634 |
| Commercial mortgage-backed securities | $3,295,000 | 118 |
| Commercial mortgage pass-through securities | $3,295,000 | 68 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $105,005,000 | 1,077 |
| Total debt securities | $104,996,000 | 1,212 |
| 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 | $40,761,000 | 2,817 |
| U.S. Government securities | $40,761,000 | 2,060 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $40,761,000 | 2,000 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| 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 | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,412 |
| Mortgage-backed securities | $2,115,000 | 5,047 |
| Certificates of participation in pools of residential mortgages | $2,115,000 | 4,550 |
| Issued or guaranteed by U.S. | $2,115,000 | 4,543 |
| 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) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $40,761,000 | 2,499 |
| Total debt securities | $40,761,000 | 2,790 |
| 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 | $32,517,000 | 3,257 |
| U.S. Government securities | $32,517,000 | 2,449 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $32,517,000 | 2,392 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| 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 | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,462 |
| Mortgage-backed securities | $0 | 6,522 |
| Certificates of participation in pools of residential mortgages | $0 | 6,269 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| 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) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $32,517,000 | 2,909 |
| Total debt securities | $32,517,000 | 3,220 |
| 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 | $0 | 8,001 |
| U.S. Government securities | $0 | 7,829 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $0 | 7,762 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| 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 | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,516 |
| Mortgage-backed securities | $0 | 6,573 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| 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) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $0 | 7,959 |
| 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 | $0 | 8,058 |
| U.S. Government securities | $0 | 7,896 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $0 | 7,832 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,541 |
| Mortgage-backed securities | $0 | 6,615 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| 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) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $0 | 8,014 |
| 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 | $101,000 | 8,049 |
| U.S. Government securities | $101,000 | 7,869 |
| U.S. Treasury securities | $101,000 | 977 |
| U.S. Government agency obligations | $0 | 7,874 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $101,000 | 6,527 |
| Mortgage-backed securities | $0 | 6,644 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| 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) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $101,000 | 7,476 |
| Total debt securities | $101,000 | 8,013 |
| 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 | $28,879,000 | 3,539 |
| U.S. Government securities | $28,879,000 | 2,699 |
| U.S. Treasury securities | $101,000 | 974 |
| U.S. Government agency obligations | $28,778,000 | 2,660 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $101,000 | 6,558 |
| Mortgage-backed securities | $0 | 6,675 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| 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) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $28,879,000 | 3,142 |
| Total debt securities | $28,879,000 | 3,500 |
| 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 | $46,130,000 | 2,469 |
| U.S. Government securities | $46,130,000 | 1,794 |
| U.S. Treasury securities | $203,000 | 962 |
| U.S. Government agency obligations | $45,927,000 | 1,768 |
| 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 | $203,000 | 6,524 |
| Mortgage-backed securities | $0 | 6,689 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| 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) | $46,130,000 | 2,183 |
| Total debt securities | $46,130,000 | 2,419 |
| 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 | $55,482,000 | 2,094 |
| U.S. Government securities | $55,482,000 | 1,516 |
| U.S. Treasury securities | $202,000 | 1,059 |
| U.S. Government agency obligations | $55,280,000 | 1,493 |
| 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 | $202,000 | 6,575 |
| Mortgage-backed securities | $0 | 6,642 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| 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) | $55,482,000 | 1,833 |
| Total debt securities | $55,482,000 | 2,044 |
| 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 | $66,071,000 | 1,779 |
| U.S. Government securities | $66,071,000 | 1,295 |
| U.S. Treasury securities | $201,000 | 1,139 |
| U.S. Government agency obligations | $65,870,000 | 1,270 |
| 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 | $200,000 | 6,597 |
| Mortgage-backed securities | $0 | 6,625 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| 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) | $66,071,000 | 1,540 |
| Total debt securities | $66,071,000 | 1,740 |
| 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 | $73,362,000 | 1,610 |
| U.S. Government securities | $73,362,000 | 1,191 |
| U.S. Treasury securities | $200,000 | 1,257 |
| U.S. Government agency obligations | $73,162,000 | 1,165 |
| 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 | $200,000 | 6,669 |
| 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) | $73,362,000 | 1,392 |
| Total debt securities | $73,362,000 | 1,576 |
| 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 | $53,920,000 | 2,142 |
| U.S. Government securities | $53,920,000 | 1,575 |
| U.S. Treasury securities | $200,000 | 1,345 |
| U.S. Government agency obligations | $53,720,000 | 1,541 |
| 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 | $200,000 | 6,702 |
| 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) | $53,920,000 | 1,840 |
| Total debt securities | $53,920,000 | 2,106 |
| 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 | $43,933,000 | 2,598 |
| U.S. Government securities | $43,933,000 | 1,967 |
| U.S. Treasury securities | $200,000 | 1,391 |
| U.S. Government agency obligations | $43,733,000 | 1,906 |
| 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 | $200,000 | 6,742 |
| 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) | $43,933,000 | 2,253 |
| Total debt securities | $43,933,000 | 2,559 |
| 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 | $18,971,000 | 4,730 |
| U.S. Government securities | $18,971,000 | 3,904 |
| U.S. Treasury securities | $200,000 | 1,463 |
| U.S. Government agency obligations | $18,771,000 | 3,826 |
| 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 | $200,000 | 6,794 |
| 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) | $18,971,000 | 4,135 |
| Total debt securities | $18,971,000 | 4,680 |
| 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 | $11,004,000 | 6,038 |
| U.S. Government securities | $198,000 | 8,349 |
| U.S. Treasury securities | $198,000 | 1,524 |
| U.S. Government agency obligations | $0 | 8,348 |
| Securities issued by states & political subdivisions | $10,806,000 | 1,816 |
| 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 | $198,000 | 6,863 |
| 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) | $11,004,000 | 5,365 |
| Total debt securities | $11,004,000 | 5,977 |
| 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 | $14,229,000 | 5,489 |
| U.S. Government securities | $14,229,000 | 4,694 |
| U.S. Treasury securities | $198,000 | 1,607 |
| U.S. Government agency obligations | $14,031,000 | 4,595 |
| 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 | $199,000 | 6,892 |
| 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) | $14,229,000 | 4,827 |
| Total debt securities | $14,229,000 | 5,437 |
| 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 | $12,383,000 | 5,836 |
| U.S. Government securities | $12,383,000 | 5,048 |
| U.S. Treasury securities | $199,000 | 1,619 |
| U.S. Government agency obligations | $12,184,000 | 4,926 |
| 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 | $199,000 | 6,935 |
| Mortgage-backed securities | $0 | 6,961 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $12,383,000 | 5,157 |
| Total debt securities | $12,383,000 | 5,781 |
| 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 | $16,354,000 | 5,148 |
| U.S. Government securities | $16,354,000 | 4,283 |
| U.S. Treasury securities | $198,000 | 1,665 |
| U.S. Government agency obligations | $16,156,000 | 4,181 |
| 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 | $198,000 | 6,976 |
| Mortgage-backed securities | $0 | 6,997 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $16,354,000 | 4,487 |
| Total debt securities | $16,354,000 | 5,099 |
| 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 | $68,361,000 | 1,781 |
| U.S. Government securities | $18,361,000 | 4,027 |
| U.S. Treasury securities | $199,000 | 1,714 |
| U.S. Government agency obligations | $18,162,000 | 3,922 |
| 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 | $50,000,000 | 69 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $199,000 | 6,990 |
| 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) | $68,361,000 | 1,504 |
| Total debt securities | $18,360,000 | 4,826 |
| 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 | $20,279,000 | 4,677 |
| U.S. Government securities | $20,279,000 | 3,831 |
| U.S. Treasury securities | $198,000 | 1,838 |
| U.S. Government agency obligations | $20,081,000 | 3,727 |
| 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 | $198,000 | 7,044 |
| 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) | $20,279,000 | 4,055 |
| Total debt securities | $20,279,000 | 4,620 |
| 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 | $26,298,000 | 3,970 |
| U.S. Government securities | $26,298,000 | 3,145 |
| U.S. Treasury securities | $100,000 | 1,895 |
| U.S. Government agency obligations | $26,198,000 | 3,028 |
| 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 | $100,000 | 7,124 |
| 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) | $26,298,000 | 3,441 |
| Total debt securities | $26,298,000 | 3,907 |
| 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 | $26,414,000 | 3,950 |
| U.S. Government securities | $26,414,000 | 3,136 |
| U.S. Treasury securities | $99,000 | 1,948 |
| U.S. Government agency obligations | $26,315,000 | 3,029 |
| 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 | $99,000 | 7,175 |
| 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) | $26,414,000 | 3,436 |
| Total debt securities | $26,414,000 | 3,889 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $37,339,000 | 3,117 |
| U.S. Government securities | $27,339,000 | 3,085 |
| U.S. Treasury securities | $100,000 | 2,032 |
| U.S. Government agency obligations | $27,239,000 | 2,976 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $10,000,000 | 360 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 7,198 |
| Mortgage-backed securities | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $37,339,000 | 2,682 |
| Total debt securities | $27,339,000 | 3,856 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $29,678,000 | 3,686 |
| U.S. Government securities | $19,678,000 | 3,893 |
| U.S. Treasury securities | $100,000 | 2,028 |
| U.S. Government agency obligations | $19,578,000 | 3,781 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $10,000,000 | 407 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 7,201 |
| Mortgage-backed securities | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $29,678,000 | 3,189 |
| Total debt securities | $19,678,000 | 4,740 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $24,347,000 | 4,287 |
| U.S. Government securities | $14,347,000 | 4,806 |
| U.S. Treasury securities | $100,000 | 2,163 |
| U.S. Government agency obligations | $14,247,000 | 4,681 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $10,000,000 | 383 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 7,230 |
| Mortgage-backed securities | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $24,347,000 | 3,707 |
| Total debt securities | $14,347,000 | 5,649 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $10,099,000 | 6,530 |
| U.S. Government securities | $99,000 | 8,866 |
| U.S. Treasury securities | $99,000 | 2,259 |
| U.S. Government agency obligations | $0 | 8,835 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $10,000,000 | 415 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $99,000 | 7,270 |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $10,099,000 | 5,785 |
| Total debt securities | $99,000 | 8,963 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $9,644,000 | 6,574 |
| U.S. Government securities | $2,644,000 | 7,962 |
| U.S. Treasury securities | $100,000 | 2,264 |
| U.S. Government agency obligations | $2,544,000 | 7,817 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $7,000,000 | 546 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,644,000 | 5,468 |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $9,644,000 | 5,808 |
| Total debt securities | $2,644,000 | 8,335 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $9,636,000 | 6,579 |
| U.S. Government securities | $2,636,000 | 8,022 |
| U.S. Treasury securities | $100,000 | 2,328 |
| U.S. Government agency obligations | $2,536,000 | 7,885 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $7,000,000 | 561 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,636,000 | 5,503 |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $9,636,000 | 5,801 |
| Total debt securities | $2,636,000 | 8,388 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $16,630,000 | 5,179 |
| U.S. Government securities | $2,630,000 | 8,078 |
| U.S. Treasury securities | $100,000 | 2,488 |
| U.S. Government agency obligations | $2,530,000 | 7,920 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $14,000,000 | 315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,630,000 | 5,532 |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $16,630,000 | 4,475 |
| Total debt securities | $2,630,000 | 8,434 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $16,499,000 | 5,108 |
| U.S. Government securities | $2,499,000 | 8,292 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $2,499,000 | 8,075 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $14,000,000 | 309 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $16,499,000 | 4,357 |
| Total debt securities | $2,499,000 | 8,637 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |