Home > Community Bank of San Joaquin > Securities
Community Bank of San Joaquin, Securities
| 2014-03-31 | Rank | |
| Total securities | $29,196,000 | 3,758 |
| U.S. Government securities | $19,538,000 | 3,530 |
| U.S. Treasury securities | $1,070,000 | 825 |
| U.S. Government agency obligations | $18,468,000 | 3,544 |
| Securities issued by states & political subdivisions | $6,892,000 | 3,406 |
| Other domestic debt securities | $1,255,000 | 1,703 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $1,255,000 | 1,330 |
| Foreign debt securities | $1,511,000 | 154 |
| 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 | $16,799,000 | 2,518 |
| Mortgage-backed securities | $11,218,000 | 3,065 |
| Certificates of participation in pools of residential mortgages | $4,938,000 | 3,483 |
| Issued or guaranteed by U.S. | $4,938,000 | 3,483 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $6,280,000 | 1,689 |
| CMOs issued by government agencies or sponsored agencies | $6,280,000 | 1,615 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $7,648,000 | 1,238 |
| Available-for-sale securities (fair market value) | $21,548,000 | 3,962 |
| Total debt securities | $29,196,000 | 3,732 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $30,152,000 | 3,691 |
| U.S. Government securities | $20,129,000 | 3,482 |
| U.S. Treasury securities | $1,076,000 | 796 |
| U.S. Government agency obligations | $19,053,000 | 3,474 |
| Securities issued by states & political subdivisions | $7,241,000 | 3,345 |
| Other domestic debt securities | $750,000 | 2,041 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $750,000 | 1,613 |
| Foreign debt securities | $2,032,000 | 138 |
| 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 | $17,138,000 | 2,479 |
| Mortgage-backed securities | $11,889,000 | 2,980 |
| Certificates of participation in pools of residential mortgages | $5,201,000 | 3,435 |
| Issued or guaranteed by U.S. | $5,201,000 | 3,433 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $6,688,000 | 1,659 |
| CMOs issued by government agencies or sponsored agencies | $6,688,000 | 1,572 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $7,997,000 | 1,207 |
| Available-for-sale securities (fair market value) | $22,155,000 | 3,916 |
| Total debt securities | $30,152,000 | 3,664 |
| 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 | $28,533,000 | 3,837 |
| U.S. Government securities | $17,627,000 | 3,751 |
| U.S. Treasury securities | $1,082,000 | 774 |
| U.S. Government agency obligations | $16,545,000 | 3,774 |
| Securities issued by states & political subdivisions | $8,114,000 | 3,205 |
| Other domestic debt securities | $752,000 | 2,095 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $752,000 | 1,650 |
| Foreign debt securities | $2,040,000 | 136 |
| 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 | $16,359,000 | 2,509 |
| Mortgage-backed securities | $8,404,000 | 3,425 |
| Certificates of participation in pools of residential mortgages | $4,493,000 | 3,593 |
| Issued or guaranteed by U.S. | $4,493,000 | 3,588 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $3,911,000 | 2,056 |
| CMOs issued by government agencies or sponsored agencies | $3,911,000 | 1,977 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $8,870,000 | 1,118 |
| Available-for-sale securities (fair market value) | $19,663,000 | 4,163 |
| Total debt securities | $28,533,000 | 3,803 |
| 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 | $30,732,000 | 3,659 |
| U.S. Government securities | $19,041,000 | 3,603 |
| U.S. Treasury securities | $1,084,000 | 789 |
| U.S. Government agency obligations | $17,957,000 | 3,619 |
| Securities issued by states & political subdivisions | $8,707,000 | 3,104 |
| Other domestic debt securities | $2,984,000 | 1,330 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $2,984,000 | 997 |
| 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 | $11,976,000 | 2,994 |
| Mortgage-backed securities | $9,576,000 | 3,275 |
| Certificates of participation in pools of residential mortgages | $4,831,000 | 3,510 |
| Issued or guaranteed by U.S. | $4,831,000 | 3,507 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $4,745,000 | 1,960 |
| CMOs issued by government agencies or sponsored agencies | $4,745,000 | 1,869 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $9,464,000 | 1,028 |
| Available-for-sale securities (fair market value) | $21,268,000 | 4,042 |
| Total debt securities | $30,732,000 | 3,624 |
| 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 | $36,975,000 | 3,312 |
| U.S. Government securities | $24,084,000 | 3,177 |
| U.S. Treasury securities | $1,107,000 | 805 |
| U.S. Government agency obligations | $22,977,000 | 3,188 |
| Securities issued by states & political subdivisions | $9,497,000 | 2,944 |
| Other domestic debt securities | $3,394,000 | 1,252 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $3,394,000 | 910 |
| 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 | $18,355,000 | 2,353 |
| Mortgage-backed securities | $19,189,000 | 2,450 |
| Certificates of participation in pools of residential mortgages | $10,901,000 | 2,554 |
| Issued or guaranteed by U.S. | $10,901,000 | 2,553 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $8,288,000 | 1,590 |
| CMOs issued by government agencies or sponsored agencies | $8,288,000 | 1,498 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $10,254,000 | 955 |
| Available-for-sale securities (fair market value) | $26,721,000 | 3,640 |
| Total debt securities | $36,975,000 | 3,279 |
| 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 | $43,077,000 | 2,966 |
| U.S. Government securities | $29,609,000 | 2,760 |
| U.S. Treasury securities | $1,112,000 | 783 |
| U.S. Government agency obligations | $28,497,000 | 2,766 |
| Securities issued by states & political subdivisions | $9,789,000 | 2,875 |
| Other domestic debt securities | $3,679,000 | 1,183 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $3,679,000 | 847 |
| 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 | $23,206,000 | 2,018 |
| Mortgage-backed securities | $22,471,000 | 2,250 |
| Certificates of participation in pools of residential mortgages | $11,863,000 | 2,442 |
| Issued or guaranteed by U.S. | $11,863,000 | 2,440 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $10,608,000 | 1,457 |
| CMOs issued by government agencies or sponsored agencies | $10,608,000 | 1,366 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $10,546,000 | 941 |
| Available-for-sale securities (fair market value) | $32,531,000 | 3,268 |
| Total debt securities | $43,077,000 | 2,937 |
| 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 | $37,592,000 | 3,256 |
| U.S. Government securities | $24,255,000 | 3,195 |
| U.S. Treasury securities | $1,120,000 | 741 |
| U.S. Government agency obligations | $23,135,000 | 3,223 |
| Securities issued by states & political subdivisions | $9,604,000 | 2,864 |
| Other domestic debt securities | $3,733,000 | 1,218 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $3,733,000 | 881 |
| 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 | $17,076,000 | 2,460 |
| Mortgage-backed securities | $17,191,000 | 2,723 |
| Certificates of participation in pools of residential mortgages | $12,907,000 | 2,459 |
| Issued or guaranteed by U.S. | $12,907,000 | 2,458 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $4,284,000 | 2,237 |
| CMOs issued by government agencies or sponsored agencies | $4,284,000 | 2,138 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $10,361,000 | 962 |
| Available-for-sale securities (fair market value) | $27,231,000 | 3,601 |
| Total debt securities | $37,592,000 | 3,229 |
| 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 | $31,966,000 | 3,609 |
| U.S. Government securities | $25,232,000 | 3,171 |
| U.S. Treasury securities | $1,117,000 | 731 |
| U.S. Government agency obligations | $24,115,000 | 3,193 |
| Securities issued by states & political subdivisions | $6,698,000 | 3,317 |
| Other domestic debt securities | $36,000 | 2,809 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $36,000 | 2,156 |
| 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 | $23,431,000 | 2,043 |
| Mortgage-backed securities | $18,476,000 | 2,653 |
| Certificates of participation in pools of residential mortgages | $13,676,000 | 2,405 |
| Issued or guaranteed by U.S. | $13,676,000 | 2,403 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $4,800,000 | 2,152 |
| CMOs issued by government agencies or sponsored agencies | $4,800,000 | 2,051 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $7,456,000 | 1,119 |
| Available-for-sale securities (fair market value) | $24,510,000 | 3,840 |
| Total debt securities | $31,966,000 | 3,579 |
| 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 | $31,722,000 | 3,633 |
| U.S. Government securities | $26,124,000 | 3,145 |
| U.S. Treasury securities | $1,660,000 | 723 |
| U.S. Government agency obligations | $24,464,000 | 3,222 |
| Securities issued by states & political subdivisions | $5,598,000 | 3,481 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| 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 | $22,287,000 | 2,120 |
| Mortgage-backed securities | $15,806,000 | 2,884 |
| Certificates of participation in pools of residential mortgages | $13,515,000 | 2,409 |
| Issued or guaranteed by U.S. | $13,515,000 | 2,405 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,291,000 | 2,719 |
| CMOs issued by government agencies or sponsored agencies | $2,291,000 | 2,595 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $5,598,000 | 1,285 |
| Available-for-sale securities (fair market value) | $26,124,000 | 3,718 |
| Total debt securities | $31,722,000 | 3,608 |
| Structured notes | ||
| Amortized cost | $2,999,000 | 1,435 |
| Fair value | $3,005,000 | 1,400 |
| 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 | $32,703,000 | 3,493 |
| U.S. Government securities | $26,947,000 | 3,013 |
| U.S. Treasury securities | $1,679,000 | 674 |
| U.S. Government agency obligations | $25,268,000 | 3,078 |
| Securities issued by states & political subdivisions | $5,756,000 | 3,402 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| 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 | $19,682,000 | 2,177 |
| Mortgage-backed securities | $13,604,000 | 3,013 |
| Certificates of participation in pools of residential mortgages | $11,189,000 | 2,588 |
| Issued or guaranteed by U.S. | $11,189,000 | 2,586 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $2,415,000 | 2,639 |
| CMOs issued by government agencies or sponsored agencies | $2,415,000 | 2,440 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $5,756,000 | 1,293 |
| Available-for-sale securities (fair market value) | $26,947,000 | 3,618 |
| Total debt securities | $32,703,000 | 3,464 |
| Structured notes | ||
| Amortized cost | $3,999,000 | 1,178 |
| Fair value | $3,992,000 | 1,201 |
| 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 | $31,937,000 | 3,474 |
| U.S. Government securities | $26,088,000 | 3,015 |
| U.S. Treasury securities | $1,673,000 | 708 |
| U.S. Government agency obligations | $24,415,000 | 3,074 |
| Securities issued by states & political subdivisions | $5,849,000 | 3,340 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,254,000 | 2,258 |
| Mortgage-backed securities | $13,689,000 | 2,927 |
| Certificates of participation in pools of residential mortgages | $11,175,000 | 2,503 |
| Issued or guaranteed by U.S. | $11,175,000 | 2,498 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $2,514,000 | 2,611 |
| CMOs issued by government agencies or sponsored agencies | $2,514,000 | 2,404 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $5,849,000 | 1,296 |
| Available-for-sale securities (fair market value) | $26,088,000 | 3,601 |
| Total debt securities | $31,937,000 | 3,439 |
| Structured notes | ||
| Amortized cost | $3,999,000 | 1,227 |
| Fair value | $3,984,000 | 1,253 |
| 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 | $33,113,000 | 3,433 |
| U.S. Government securities | $26,935,000 | 3,029 |
| U.S. Treasury securities | $1,598,000 | 787 |
| U.S. Government agency obligations | $25,337,000 | 3,063 |
| Securities issued by states & political subdivisions | $6,178,000 | 3,213 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,320,000 | 2,369 |
| Mortgage-backed securities | $14,221,000 | 2,841 |
| Certificates of participation in pools of residential mortgages | $11,586,000 | 2,419 |
| Issued or guaranteed by U.S. | $11,586,000 | 2,413 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $2,635,000 | 2,554 |
| CMOs issued by government agencies or sponsored agencies | $2,635,000 | 2,332 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $6,178,000 | 1,288 |
| Available-for-sale securities (fair market value) | $26,935,000 | 3,560 |
| Total debt securities | $33,113,000 | 3,405 |
| Structured notes | ||
| Amortized cost | $4,995,000 | 1,189 |
| Fair value | $5,002,000 | 1,184 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $30,697,000 | 3,576 |
| U.S. Government securities | $24,424,000 | 3,217 |
| U.S. Treasury securities | $1,554,000 | 807 |
| U.S. Government agency obligations | $22,870,000 | 3,265 |
| Securities issued by states & political subdivisions | $6,273,000 | 3,144 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,385,000 | 2,541 |
| Mortgage-backed securities | $12,033,000 | 2,993 |
| Certificates of participation in pools of residential mortgages | $12,005,000 | 2,305 |
| Issued or guaranteed by U.S. | $12,005,000 | 2,299 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $28,000 | 3,732 |
| CMOs issued by government agencies or sponsored agencies | $28,000 | 3,439 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $6,273,000 | 1,281 |
| Available-for-sale securities (fair market value) | $24,424,000 | 3,755 |
| Total debt securities | $30,697,000 | 3,545 |
| Structured notes | ||
| Amortized cost | $4,994,000 | 1,258 |
| Fair value | $4,966,000 | 1,237 |
| 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 | $31,920,000 | 3,364 |
| U.S. Government securities | $25,323,000 | 2,972 |
| U.S. Treasury securities | $1,566,000 | 812 |
| U.S. Government agency obligations | $23,757,000 | 3,010 |
| Securities issued by states & political subdivisions | $6,597,000 | 3,056 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,806,000 | 2,386 |
| Mortgage-backed securities | $13,384,000 | 2,749 |
| Certificates of participation in pools of residential mortgages | $13,353,000 | 2,060 |
| Issued or guaranteed by U.S. | $13,353,000 | 2,054 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $31,000 | 3,719 |
| CMOs issued by government agencies or sponsored agencies | $31,000 | 3,402 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $6,597,000 | 1,256 |
| Available-for-sale securities (fair market value) | $25,323,000 | 3,582 |
| Total debt securities | $31,920,000 | 3,335 |
| Structured notes | ||
| Amortized cost | $3,920,000 | 1,364 |
| Fair value | $3,918,000 | 1,349 |
| 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 | $30,978,000 | 3,404 |
| U.S. Government securities | $24,376,000 | 3,027 |
| U.S. Treasury securities | $1,636,000 | 743 |
| U.S. Government agency obligations | $22,740,000 | 3,063 |
| Securities issued by states & political subdivisions | $6,602,000 | 2,972 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,322,000 | 2,750 |
| Mortgage-backed securities | $14,709,000 | 2,617 |
| Certificates of participation in pools of residential mortgages | $14,676,000 | 1,905 |
| Issued or guaranteed by U.S. | $14,676,000 | 1,898 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $33,000 | 3,714 |
| CMOs issued by government agencies or sponsored agencies | $33,000 | 3,391 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $6,602,000 | 1,299 |
| Available-for-sale securities (fair market value) | $24,376,000 | 3,606 |
| Total debt securities | $30,978,000 | 3,373 |
| Structured notes | ||
| Amortized cost | $2,925,000 | 1,628 |
| Fair value | $2,938,000 | 1,631 |
| 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 | $31,468,000 | 3,373 |
| U.S. Government securities | $24,806,000 | 3,036 |
| U.S. Treasury securities | $1,580,000 | 710 |
| U.S. Government agency obligations | $23,226,000 | 3,079 |
| Securities issued by states & political subdivisions | $6,662,000 | 2,844 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,715,000 | 2,635 |
| Mortgage-backed securities | $15,726,000 | 2,520 |
| Certificates of participation in pools of residential mortgages | $15,691,000 | 1,845 |
| Issued or guaranteed by U.S. | $15,691,000 | 1,838 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $35,000 | 3,639 |
| CMOs issued by government agencies or sponsored agencies | $35,000 | 3,320 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $6,662,000 | 1,331 |
| Available-for-sale securities (fair market value) | $24,806,000 | 3,564 |
| Total debt securities | $31,468,000 | 3,337 |
| Structured notes | ||
| Amortized cost | $1,925,000 | 2,129 |
| Fair value | $1,937,000 | 2,128 |
| 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 | $29,298,000 | 3,537 |
| U.S. Government securities | $22,531,000 | 3,291 |
| U.S. Treasury securities | $996,000 | 854 |
| U.S. Government agency obligations | $21,535,000 | 3,312 |
| Securities issued by states & political subdivisions | $6,767,000 | 2,810 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,099,000 | 3,476 |
| Mortgage-backed securities | $13,951,000 | 2,764 |
| Certificates of participation in pools of residential mortgages | $13,912,000 | 2,106 |
| Issued or guaranteed by U.S. | $13,912,000 | 2,100 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $39,000 | 3,630 |
| CMOs issued by government agencies or sponsored agencies | $39,000 | 3,291 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $6,767,000 | 1,333 |
| Available-for-sale securities (fair market value) | $22,531,000 | 3,784 |
| Total debt securities | $29,298,000 | 3,510 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,588 |
| Fair value | $2,491,000 | 1,625 |
| 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 | $32,909,000 | 3,279 |
| U.S. Government securities | $25,962,000 | 2,959 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $25,962,000 | 2,887 |
| Securities issued by states & political subdivisions | $6,947,000 | 2,786 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $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 | $14,476,000 | 2,734 |
| Mortgage-backed securities | $20,357,000 | 2,261 |
| Certificates of participation in pools of residential mortgages | $20,315,000 | 1,667 |
| Issued or guaranteed by U.S. | $20,315,000 | 1,662 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $42,000 | 3,641 |
| CMOs issued by government agencies or sponsored agencies | $42,000 | 3,287 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $6,947,000 | 1,313 |
| Available-for-sale securities (fair market value) | $25,962,000 | 3,435 |
| Total debt securities | $32,909,000 | 3,245 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,971 |
| Fair value | $1,000,000 | 2,035 |
| 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 | $27,424,000 | 3,703 |
| U.S. Government securities | $20,356,000 | 3,456 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $20,356,000 | 3,381 |
| Securities issued by states & political subdivisions | $7,068,000 | 2,762 |
| 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 | $3,824,000 | 4,789 |
| Mortgage-backed securities | $16,213,000 | 2,634 |
| Certificates of participation in pools of residential mortgages | $16,168,000 | 2,017 |
| Issued or guaranteed by U.S. | $16,168,000 | 2,007 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $45,000 | 3,639 |
| CMOs issued by government agencies or sponsored agencies | $45,000 | 3,275 |
| 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) | $7,068,000 | 1,357 |
| Available-for-sale securities (fair market value) | $20,356,000 | 3,976 |
| Total debt securities | $27,424,000 | 3,663 |
| 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 | $28,548,000 | 3,558 |
| U.S. Government securities | $21,590,000 | 3,300 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $21,590,000 | 3,233 |
| Securities issued by states & political subdivisions | $6,958,000 | 2,744 |
| 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 | $5,873,000 | 4,159 |
| Mortgage-backed securities | $17,427,000 | 2,552 |
| Certificates of participation in pools of residential mortgages | $17,380,000 | 1,969 |
| Issued or guaranteed by U.S. | $17,380,000 | 1,958 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $47,000 | 3,640 |
| CMOs issued by government agencies or sponsored agencies | $47,000 | 3,269 |
| 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) | $6,958,000 | 1,379 |
| Available-for-sale securities (fair market value) | $21,590,000 | 3,819 |
| Total debt securities | $28,548,000 | 3,520 |
| 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 | $32,978,000 | 3,239 |
| U.S. Government securities | $25,915,000 | 2,964 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $25,915,000 | 2,902 |
| Securities issued by states & political subdivisions | $7,063,000 | 2,649 |
| 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 | $8,508,000 | 3,673 |
| Mortgage-backed securities | $21,230,000 | 2,308 |
| Certificates of participation in pools of residential mortgages | $21,180,000 | 1,741 |
| Issued or guaranteed by U.S. | $21,180,000 | 1,731 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $50,000 | 3,644 |
| CMOs issued by government agencies or sponsored agencies | $50,000 | 3,265 |
| 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) | $7,063,000 | 1,392 |
| Available-for-sale securities (fair market value) | $25,915,000 | 3,426 |
| Total debt securities | $32,978,000 | 3,203 |
| 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 | $30,812,000 | 3,391 |
| U.S. Government securities | $23,589,000 | 3,143 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $23,589,000 | 3,080 |
| Securities issued by states & political subdivisions | $7,223,000 | 2,578 |
| 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 | $9,594,000 | 3,522 |
| Mortgage-backed securities | $18,379,000 | 2,466 |
| Certificates of participation in pools of residential mortgages | $18,327,000 | 1,882 |
| Issued or guaranteed by U.S. | $18,327,000 | 1,871 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $52,000 | 3,609 |
| CMOs issued by government agencies or sponsored agencies | $52,000 | 3,257 |
| 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) | $7,223,000 | 1,376 |
| Available-for-sale securities (fair market value) | $23,589,000 | 3,606 |
| Total debt securities | $30,812,000 | 3,350 |
| 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 | $31,268,000 | 3,288 |
| U.S. Government securities | $24,039,000 | 3,046 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $24,039,000 | 2,987 |
| Securities issued by states & political subdivisions | $7,229,000 | 2,560 |
| 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 | $9,524,000 | 3,527 |
| Mortgage-backed securities | $18,458,000 | 2,352 |
| Certificates of participation in pools of residential mortgages | $18,404,000 | 1,792 |
| Issued or guaranteed by U.S. | $18,404,000 | 1,778 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $54,000 | 3,534 |
| CMOs issued by government agencies or sponsored agencies | $54,000 | 3,175 |
| 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) | $7,229,000 | 1,389 |
| Available-for-sale securities (fair market value) | $24,039,000 | 3,481 |
| Total debt securities | $31,268,000 | 3,256 |
| 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 | $30,397,000 | 3,421 |
| U.S. Government securities | $23,163,000 | 3,197 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $23,163,000 | 3,137 |
| Securities issued by states & political subdivisions | $7,234,000 | 2,591 |
| 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 | $6,492,000 | 4,119 |
| Mortgage-backed securities | $18,014,000 | 2,404 |
| Certificates of participation in pools of residential mortgages | $17,956,000 | 1,809 |
| Issued or guaranteed by U.S. | $17,956,000 | 1,798 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $58,000 | 3,540 |
| CMOs issued by government agencies or sponsored agencies | $58,000 | 3,205 |
| 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) | $7,234,000 | 1,378 |
| Available-for-sale securities (fair market value) | $23,163,000 | 3,620 |
| Total debt securities | $30,397,000 | 3,375 |
| 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 | $31,728,000 | 3,314 |
| U.S. Government securities | $24,488,000 | 3,054 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $24,488,000 | 3,003 |
| Securities issued by states & political subdivisions | $7,240,000 | 2,591 |
| 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 | $6,544,000 | 4,060 |
| Mortgage-backed securities | $19,252,000 | 2,229 |
| Certificates of participation in pools of residential mortgages | $19,189,000 | 1,675 |
| Issued or guaranteed by U.S. | $19,189,000 | 1,666 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $63,000 | 3,519 |
| CMOs issued by government agencies or sponsored agencies | $63,000 | 3,180 |
| 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) | $7,240,000 | 1,391 |
| Available-for-sale securities (fair market value) | $24,488,000 | 3,509 |
| Total debt securities | $31,728,000 | 3,267 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $1,553,000 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $32,402,000 | 3,275 |
| U.S. Government securities | $25,157,000 | 3,040 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $25,157,000 | 2,981 |
| Securities issued by states & political subdivisions | $7,245,000 | 2,558 |
| 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 | $5,996,000 | 4,251 |
| Mortgage-backed securities | $20,018,000 | 1,917 |
| Certificates of participation in pools of residential mortgages | $19,953,000 | 1,397 |
| Issued or guaranteed by U.S. | $19,953,000 | 1,390 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $65,000 | 3,445 |
| CMOs issued by government agencies or sponsored agencies | $65,000 | 3,126 |
| 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) | $7,245,000 | 1,437 |
| Available-for-sale securities (fair market value) | $25,157,000 | 3,432 |
| Total debt securities | $32,402,000 | 3,231 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $1,524,000 | 194 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $32,190,000 | 3,283 |
| U.S. Government securities | $24,940,000 | 3,113 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $24,940,000 | 3,043 |
| Securities issued by states & political subdivisions | $7,250,000 | 2,512 |
| 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 | $6,075,000 | 4,228 |
| Mortgage-backed securities | $19,873,000 | 1,814 |
| Certificates of participation in pools of residential mortgages | $19,803,000 | 1,340 |
| Issued or guaranteed by U.S. | $19,803,000 | 1,328 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $70,000 | 3,405 |
| CMOs issued by government agencies or sponsored agencies | $70,000 | 3,079 |
| 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) | $7,250,000 | 1,481 |
| Available-for-sale securities (fair market value) | $24,940,000 | 3,447 |
| Total debt securities | $32,190,000 | 3,234 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $1,010,000 | 202 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $18,916,000 | 4,627 |
| U.S. Government securities | $11,660,000 | 5,053 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $11,660,000 | 4,948 |
| Securities issued by states & political subdivisions | $7,256,000 | 2,515 |
| 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 | $6,877,000 | 4,050 |
| Mortgage-backed securities | $5,432,000 | 3,517 |
| Certificates of participation in pools of residential mortgages | $5,354,000 | 2,905 |
| Issued or guaranteed by U.S. | $5,354,000 | 2,891 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $78,000 | 3,368 |
| CMOs issued by government agencies or sponsored agencies | $78,000 | 3,049 |
| 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) | $7,256,000 | 1,494 |
| Available-for-sale securities (fair market value) | $11,660,000 | 5,191 |
| Total debt securities | $18,916,000 | 4,584 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $993,000 | 211 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $18,736,000 | 4,673 |
| U.S. Government securities | $13,828,000 | 4,649 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $13,828,000 | 4,528 |
| Securities issued by states & political subdivisions | $4,908,000 | 3,109 |
| 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 | $6,364,000 | 4,182 |
| Mortgage-backed securities | $5,819,000 | 3,407 |
| Certificates of participation in pools of residential mortgages | $5,728,000 | 2,807 |
| Issued or guaranteed by U.S. | $5,728,000 | 2,794 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $91,000 | 3,329 |
| CMOs issued by government agencies or sponsored agencies | $91,000 | 3,032 |
| 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) | $4,908,000 | 1,818 |
| Available-for-sale securities (fair market value) | $13,828,000 | 4,838 |
| Total debt securities | $18,736,000 | 4,626 |
| Structured notes | ||
| Amortized cost | $1,003,000 | 1,844 |
| Fair value | $1,007,000 | 1,850 |
| Trading account assets | $3,427,000 | 207 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $23,946,000 | 4,042 |
| U.S. Government securities | $19,032,000 | 3,860 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $19,032,000 | 3,757 |
| Securities issued by states & political subdivisions | $4,914,000 | 3,147 |
| 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 | $6,466,000 | 4,162 |
| Mortgage-backed securities | $5,202,000 | 3,564 |
| Certificates of participation in pools of residential mortgages | $5,096,000 | 2,966 |
| Issued or guaranteed by U.S. | $5,096,000 | 2,951 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $106,000 | 3,297 |
| CMOs issued by government agencies or sponsored agencies | $106,000 | 3,005 |
| 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) | $4,914,000 | 1,840 |
| Available-for-sale securities (fair market value) | $19,032,000 | 4,123 |
| Total debt securities | $23,946,000 | 3,988 |
| Structured notes | ||
| Amortized cost | $1,003,000 | 1,947 |
| Fair value | $1,003,000 | 1,948 |
| 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 | $23,660,000 | 4,119 |
| U.S. Government securities | $18,741,000 | 3,938 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $18,741,000 | 3,828 |
| Securities issued by states & political subdivisions | $4,919,000 | 3,121 |
| 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 | $6,536,000 | 4,167 |
| Mortgage-backed securities | $5,557,000 | 3,466 |
| Certificates of participation in pools of residential mortgages | $5,434,000 | 2,899 |
| Issued or guaranteed by U.S. | $5,434,000 | 2,884 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $123,000 | 3,248 |
| CMOs issued by government agencies or sponsored agencies | $123,000 | 2,956 |
| 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) | $4,919,000 | 1,903 |
| Available-for-sale securities (fair market value) | $18,741,000 | 4,171 |
| Total debt securities | $23,660,000 | 4,056 |
| Structured notes | ||
| Amortized cost | $1,004,000 | 2,052 |
| Fair value | $1,006,000 | 2,051 |
| 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 | $20,389,000 | 4,524 |
| U.S. Government securities | $15,464,000 | 4,434 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $15,464,000 | 4,304 |
| Securities issued by states & political subdivisions | $4,925,000 | 3,107 |
| 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 | $5,615,000 | 4,421 |
| Mortgage-backed securities | $5,843,000 | 3,405 |
| Certificates of participation in pools of residential mortgages | $5,702,000 | 2,853 |
| Issued or guaranteed by U.S. | $5,702,000 | 2,840 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $141,000 | 3,228 |
| CMOs issued by government agencies or sponsored agencies | $141,000 | 2,921 |
| 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) | $4,925,000 | 1,930 |
| Available-for-sale securities (fair market value) | $15,464,000 | 4,595 |
| Total debt securities | $20,389,000 | 4,462 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $22,125,000 | 4,347 |
| U.S. Government securities | $17,195,000 | 4,198 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $17,195,000 | 4,068 |
| Securities issued by states & political subdivisions | $4,930,000 | 3,112 |
| 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 | $5,692,000 | 4,419 |
| Mortgage-backed securities | $6,274,000 | 3,334 |
| Certificates of participation in pools of residential mortgages | $6,112,000 | 2,806 |
| Issued or guaranteed by U.S. | $6,112,000 | 2,791 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $162,000 | 3,220 |
| CMOs issued by government agencies or sponsored agencies | $162,000 | 2,915 |
| 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) | $4,930,000 | 1,943 |
| Available-for-sale securities (fair market value) | $17,195,000 | 4,380 |
| Total debt securities | $22,125,000 | 4,290 |
| 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 | $21,134,000 | 4,480 |
| U.S. Government securities | $17,213,000 | 4,195 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $17,213,000 | 4,063 |
| Securities issued by states & political subdivisions | $3,921,000 | 3,461 |
| 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 | $5,813,000 | 4,341 |
| Mortgage-backed securities | $6,766,000 | 3,268 |
| Certificates of participation in pools of residential mortgages | $6,576,000 | 2,739 |
| Issued or guaranteed by U.S. | $6,576,000 | 2,728 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $190,000 | 3,193 |
| CMOs issued by government agencies or sponsored agencies | $190,000 | 2,895 |
| 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) | $3,921,000 | 2,149 |
| Available-for-sale securities (fair market value) | $17,213,000 | 4,359 |
| Total debt securities | $21,134,000 | 4,418 |
| 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 | $21,540,000 | 4,401 |
| U.S. Government securities | $17,859,000 | 4,051 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $17,859,000 | 3,930 |
| Securities issued by states & political subdivisions | $3,681,000 | 3,540 |
| 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 | $4,281,000 | 4,847 |
| Mortgage-backed securities | $7,363,000 | 3,164 |
| Certificates of participation in pools of residential mortgages | $7,144,000 | 2,648 |
| Issued or guaranteed by U.S. | $7,144,000 | 2,635 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $219,000 | 3,172 |
| CMOs issued by government agencies or sponsored agencies | $219,000 | 2,873 |
| 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) | $3,681,000 | 2,206 |
| Available-for-sale securities (fair market value) | $17,859,000 | 4,266 |
| Total debt securities | $21,539,000 | 4,342 |
| 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 | $22,284,000 | 4,340 |
| U.S. Government securities | $18,598,000 | 3,985 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $18,598,000 | 3,858 |
| Securities issued by states & political subdivisions | $3,686,000 | 3,524 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,249,000 | 4,837 |
| Mortgage-backed securities | $8,061,000 | 3,102 |
| Certificates of participation in pools of residential mortgages | $7,810,000 | 2,588 |
| Issued or guaranteed by U.S. | $7,810,000 | 2,579 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $251,000 | 3,170 |
| CMOs issued by government agencies or sponsored agencies | $251,000 | 2,877 |
| 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) | $3,686,000 | 2,236 |
| Available-for-sale securities (fair market value) | $18,598,000 | 4,205 |
| Total debt securities | $22,284,000 | 4,277 |
| 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 | $22,973,000 | 4,331 |
| U.S. Government securities | $19,536,000 | 3,941 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $19,536,000 | 3,805 |
| Securities issued by states & political subdivisions | $3,437,000 | 3,611 |
| 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 | $4,309,000 | 4,852 |
| Mortgage-backed securities | $8,553,000 | 3,104 |
| Certificates of participation in pools of residential mortgages | $8,264,000 | 2,581 |
| Issued or guaranteed by U.S. | $8,264,000 | 2,572 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $289,000 | 3,176 |
| CMOs issued by government agencies or sponsored agencies | $289,000 | 2,895 |
| 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) | $3,437,000 | 2,330 |
| Available-for-sale securities (fair market value) | $19,536,000 | 4,148 |
| Total debt securities | $22,973,000 | 4,276 |
| 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 | $21,914,000 | 4,485 |
| U.S. Government securities | $18,729,000 | 4,045 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $18,729,000 | 3,910 |
| Securities issued by states & political subdivisions | $3,185,000 | 3,736 |
| 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 | $4,516,000 | 4,768 |
| Mortgage-backed securities | $8,636,000 | 3,154 |
| Certificates of participation in pools of residential mortgages | $8,303,000 | 2,603 |
| Issued or guaranteed by U.S. | $8,303,000 | 2,595 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $333,000 | 3,168 |
| CMOs issued by government agencies or sponsored agencies | $333,000 | 2,885 |
| 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) | $3,185,000 | 2,416 |
| Available-for-sale securities (fair market value) | $18,729,000 | 4,275 |
| Total debt securities | $21,914,000 | 4,416 |
| 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 | $20,894,000 | 4,598 |
| U.S. Government securities | $17,705,000 | 4,136 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $17,705,000 | 3,992 |
| Securities issued by states & political subdivisions | $3,189,000 | 3,736 |
| 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 | $4,671,000 | 4,726 |
| Mortgage-backed securities | $8,614,000 | 3,170 |
| Certificates of participation in pools of residential mortgages | $8,235,000 | 2,636 |
| Issued or guaranteed by U.S. | $8,235,000 | 2,627 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $379,000 | 3,140 |
| CMOs issued by government agencies or sponsored agencies | $379,000 | 2,871 |
| 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) | $3,189,000 | 2,422 |
| Available-for-sale securities (fair market value) | $17,705,000 | 4,410 |
| Total debt securities | $20,894,000 | 4,538 |
| 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 | $18,945,000 | 4,945 |
| U.S. Government securities | $15,751,000 | 4,547 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $15,751,000 | 4,388 |
| Securities issued by states & political subdivisions | $3,194,000 | 3,732 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,235,000 | 4,877 |
| Mortgage-backed securities | $7,969,000 | 3,323 |
| Certificates of participation in pools of residential mortgages | $7,537,000 | 2,808 |
| Issued or guaranteed by U.S. | $7,537,000 | 2,800 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $432,000 | 3,160 |
| CMOs issued by government agencies or sponsored agencies | $432,000 | 2,902 |
| 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) | $3,194,000 | 2,439 |
| Available-for-sale securities (fair market value) | $15,751,000 | 4,770 |
| Total debt securities | $18,938,000 | 4,884 |
| 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 | $19,100,000 | 4,909 |
| U.S. Government securities | $15,280,000 | 4,591 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $15,280,000 | 4,448 |
| Securities issued by states & political subdivisions | $1,820,000 | 4,483 |
| 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 | $2,000,000 | 1,042 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,569,000 | 4,703 |
| Mortgage-backed securities | $7,775,000 | 3,400 |
| Certificates of participation in pools of residential mortgages | $7,252,000 | 2,873 |
| Issued or guaranteed by U.S. | $7,252,000 | 2,863 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $523,000 | 3,108 |
| CMOs issued by government agencies or sponsored agencies | $523,000 | 2,839 |
| 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) | $1,820,000 | 2,911 |
| Available-for-sale securities (fair market value) | $17,280,000 | 4,535 |
| Total debt securities | $17,100,000 | 5,112 |
| 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 | $17,766,000 | 5,138 |
| U.S. Government securities | $14,606,000 | 4,762 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $14,606,000 | 4,623 |
| Securities issued by states & political subdivisions | $1,160,000 | 5,050 |
| 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 | $2,000,000 | 1,026 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,787,000 | 4,558 |
| Mortgage-backed securities | $6,692,000 | 3,614 |
| Certificates of participation in pools of residential mortgages | $6,010,000 | 3,159 |
| Issued or guaranteed by U.S. | $6,010,000 | 3,147 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $682,000 | 3,009 |
| CMOs issued by government agencies or sponsored agencies | $682,000 | 2,863 |
| 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) | $1,160,000 | 3,265 |
| Available-for-sale securities (fair market value) | $16,606,000 | 4,652 |
| Total debt securities | $15,766,000 | 5,395 |
| 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 | $11,837,000 | 6,153 |
| U.S. Government securities | $9,667,000 | 5,702 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $9,667,000 | 5,536 |
| Securities issued by states & political subdivisions | $170,000 | 6,432 |
| 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 | $2,000,000 | 1,078 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,566,000 | 5,016 |
| Mortgage-backed securities | $5,762,000 | 3,823 |
| Certificates of participation in pools of residential mortgages | $4,961,000 | 3,427 |
| Issued or guaranteed by U.S. | $4,961,000 | 3,413 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $801,000 | 2,966 |
| CMOs issued by government agencies or sponsored agencies | $801,000 | 2,818 |
| 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) | $170,000 | 4,262 |
| Available-for-sale securities (fair market value) | $11,667,000 | 5,469 |
| Total debt securities | $9,837,000 | 6,487 |
| 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 | $10,423,000 | 6,393 |
| U.S. Government securities | $9,423,000 | 5,701 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $9,423,000 | 5,524 |
| 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 | $1,000,000 | 1,383 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,229,000 | 5,152 |
| Mortgage-backed securities | $6,380,000 | 3,765 |
| Certificates of participation in pools of residential mortgages | $5,256,000 | 3,364 |
| Issued or guaranteed by U.S. | $5,256,000 | 3,353 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,124,000 | 2,917 |
| CMOs issued by government agencies or sponsored agencies | $1,124,000 | 2,761 |
| 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) | $10,423,000 | 5,637 |
| Total debt securities | $9,423,000 | 6,526 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $11,942,000 | 6,110 |
| U.S. Government securities | $10,942,000 | 5,385 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $10,942,000 | 5,207 |
| 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 | $1,000,000 | 1,396 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,575,000 | 5,009 |
| Mortgage-backed securities | $7,904,000 | 3,438 |
| Certificates of participation in pools of residential mortgages | $5,909,000 | 3,157 |
| Issued or guaranteed by U.S. | $5,909,000 | 3,144 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,995,000 | 2,601 |
| CMOs issued by government agencies or sponsored agencies | $1,995,000 | 2,473 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $11,942,000 | 5,333 |
| Total debt securities | $10,942,000 | 6,221 |
| 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 | $13,477,000 | 5,753 |
| U.S. Government securities | $11,174,000 | 5,305 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $11,174,000 | 5,125 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $303,000 | 3,578 |
| Privately issued residential mortgage-backed securities | $303,000 | 990 |
| 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 | $2,000,000 | 1,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,877,000 | 4,895 |
| Mortgage-backed securities | $9,586,000 | 3,078 |
| Certificates of participation in pools of residential mortgages | $5,692,000 | 3,167 |
| Issued or guaranteed by U.S. | $5,692,000 | 3,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $3,894,000 | 2,039 |
| CMOs issued by government agencies or sponsored agencies | $3,591,000 | 2,005 |
| Privately issued | $303,000 | 886 |
| 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) | $13,477,000 | 4,992 |
| Total debt securities | $11,477,000 | 6,091 |
| 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 | $18,942,000 | 4,687 |
| U.S. Government securities | $15,442,000 | 4,276 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $15,442,000 | 4,078 |
| 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 | $3,500,000 | 815 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,279,000 | 6,495 |
| Mortgage-backed securities | $9,311,000 | 2,991 |
| Certificates of participation in pools of residential mortgages | $4,494,000 | 3,302 |
| Issued or guaranteed by U.S. | $4,494,000 | 3,286 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $4,817,000 | 1,907 |
| CMOs issued by government agencies or sponsored agencies | $4,817,000 | 1,783 |
| 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) | $18,942,000 | 3,982 |
| Total debt securities | $15,442,000 | 5,193 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $17,229,000 | 5,121 |
| U.S. Government securities | $17,229,000 | 4,082 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $17,229,000 | 3,813 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $10,534,000 | 2,271 |
| Certificates of participation in pools of residential mortgages | $6,146,000 | 2,347 |
| Issued or guaranteed by U.S. | $6,146,000 | 2,331 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $4,388,000 | 1,610 |
| CMOs issued by government agencies or sponsored agencies | $4,388,000 | 1,486 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $17,229,000 | 4,202 |
| Total debt securities | $17,229,000 | 5,000 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $2,455,000 | 9,498 |
| U.S. Government securities | $2,455,000 | 9,143 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $2,455,000 | 8,697 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $1,469,000 | 5,456 |
| Certificates of participation in pools of residential mortgages | $482,000 | 5,782 |
| Issued or guaranteed by U.S. | $482,000 | 5,769 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $987,000 | 3,023 |
| CMOs issued by government agencies or sponsored agencies | $987,000 | 2,875 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $2,455,000 | 8,254 |
| Total debt securities | $2,455,000 | 9,398 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |