Home > First BankAmericano > Securities
First BankAmericano, Securities
| 2009-06-30 | Rank | |
| Total securities | $23,262,000 | 4,042 |
| U.S. Government securities | $23,262,000 | 3,141 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $23,262,000 | 3,071 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,797,000 | 3,748 |
| Mortgage-backed securities | $12,236,000 | 3,066 |
| Certificates of participation in pools of residential mortgages | $9,417,000 | 2,799 |
| Issued or guaranteed by U.S. | $9,417,000 | 2,785 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,819,000 | 2,225 |
| CMOs issued by government agencies or sponsored agencies | $2,819,000 | 1,888 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $23,262,000 | 3,646 |
| Total debt securities | $23,262,000 | 4,002 |
| 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 | $25,570,000 | 3,839 |
| U.S. Government securities | $25,570,000 | 2,983 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $25,570,000 | 2,923 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,266,000 | 4,383 |
| Mortgage-backed securities | $14,519,000 | 2,869 |
| Certificates of participation in pools of residential mortgages | $10,991,000 | 2,633 |
| Issued or guaranteed by U.S. | $10,991,000 | 2,617 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,528,000 | 2,110 |
| CMOs issued by government agencies or sponsored agencies | $3,528,000 | 1,765 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $25,570,000 | 3,450 |
| Total debt securities | $25,570,000 | 3,803 |
| 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 | $30,446,000 | 3,416 |
| U.S. Government securities | $30,446,000 | 2,638 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $30,446,000 | 2,587 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,656,000 | 4,086 |
| Mortgage-backed securities | $15,623,000 | 2,711 |
| Certificates of participation in pools of residential mortgages | $11,699,000 | 2,518 |
| Issued or guaranteed by U.S. | $11,699,000 | 2,502 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $3,924,000 | 1,970 |
| CMOs issued by government agencies or sponsored agencies | $3,924,000 | 1,668 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $30,446,000 | 3,042 |
| Total debt securities | $30,446,000 | 3,379 |
| 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 | $39,723,000 | 2,747 |
| U.S. Government securities | $39,723,000 | 2,032 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $39,723,000 | 1,990 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,556,000 | 5,824 |
| Mortgage-backed securities | $17,275,000 | 2,457 |
| Certificates of participation in pools of residential mortgages | $13,134,000 | 2,257 |
| Issued or guaranteed by U.S. | $13,134,000 | 2,245 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $4,141,000 | 1,847 |
| CMOs issued by government agencies or sponsored agencies | $4,141,000 | 1,535 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $39,723,000 | 2,415 |
| Total debt securities | $39,723,000 | 2,716 |
| 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 | $34,447,000 | 3,109 |
| U.S. Government securities | $34,447,000 | 2,342 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $34,447,000 | 2,291 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,996,000 | 3,987 |
| Mortgage-backed securities | $16,751,000 | 2,514 |
| Certificates of participation in pools of residential mortgages | $12,299,000 | 2,327 |
| Issued or guaranteed by U.S. | $12,299,000 | 2,314 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $4,452,000 | 1,793 |
| CMOs issued by government agencies or sponsored agencies | $4,452,000 | 1,493 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $34,447,000 | 2,780 |
| Total debt securities | $34,447,000 | 3,076 |
| 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 | $22,017,000 | 4,178 |
| U.S. Government securities | $22,017,000 | 3,294 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $22,017,000 | 3,241 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,898,000 | 5,678 |
| Mortgage-backed securities | $18,458,000 | 2,287 |
| Certificates of participation in pools of residential mortgages | $13,497,000 | 2,134 |
| Issued or guaranteed by U.S. | $13,497,000 | 2,124 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $4,961,000 | 1,691 |
| CMOs issued by government agencies or sponsored agencies | $4,961,000 | 1,398 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $22,017,000 | 3,751 |
| Total debt securities | $22,017,000 | 4,126 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $26,111,000 | 3,779 |
| U.S. Government securities | $26,111,000 | 2,971 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $26,111,000 | 2,914 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,663,000 | 3,127 |
| Mortgage-backed securities | $19,017,000 | 1,985 |
| Certificates of participation in pools of residential mortgages | $13,950,000 | 1,862 |
| Issued or guaranteed by U.S. | $13,950,000 | 1,853 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $5,067,000 | 1,607 |
| CMOs issued by government agencies or sponsored agencies | $5,067,000 | 1,339 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $26,111,000 | 3,347 |
| Total debt securities | $26,111,000 | 3,727 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,500 |
| Fair value | $996,000 | 1,672 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $32,353,000 | 3,268 |
| U.S. Government securities | $32,353,000 | 2,529 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $32,353,000 | 2,475 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,951,000 | 3,096 |
| Mortgage-backed securities | $19,364,000 | 1,845 |
| Certificates of participation in pools of residential mortgages | $14,179,000 | 1,699 |
| Issued or guaranteed by U.S. | $14,179,000 | 1,689 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $5,185,000 | 1,547 |
| CMOs issued by government agencies or sponsored agencies | $5,185,000 | 1,289 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $32,353,000 | 2,871 |
| Total debt securities | $32,353,000 | 3,223 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 925 |
| Fair value | $2,986,000 | 960 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $32,770,000 | 3,233 |
| U.S. Government securities | $32,770,000 | 2,497 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $32,770,000 | 2,425 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,881,000 | 3,113 |
| Mortgage-backed securities | $19,842,000 | 1,763 |
| Certificates of participation in pools of residential mortgages | $14,466,000 | 1,634 |
| Issued or guaranteed by U.S. | $14,466,000 | 1,628 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $5,376,000 | 1,493 |
| CMOs issued by government agencies or sponsored agencies | $5,376,000 | 1,247 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $32,770,000 | 2,828 |
| Total debt securities | $32,770,000 | 3,197 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 982 |
| Fair value | $2,974,000 | 1,011 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $34,124,000 | 3,143 |
| U.S. Government securities | $34,124,000 | 2,426 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $34,124,000 | 2,354 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,952,000 | 3,101 |
| Mortgage-backed securities | $21,155,000 | 1,680 |
| Certificates of participation in pools of residential mortgages | $15,448,000 | 1,560 |
| Issued or guaranteed by U.S. | $15,448,000 | 1,554 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $5,707,000 | 1,428 |
| CMOs issued by government agencies or sponsored agencies | $5,707,000 | 1,188 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $34,124,000 | 2,725 |
| Total debt securities | $34,124,000 | 3,101 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,027 |
| Fair value | $2,971,000 | 1,066 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $26,613,000 | 3,762 |
| U.S. Government securities | $26,613,000 | 2,997 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $26,613,000 | 2,918 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,046,000 | 4,254 |
| Mortgage-backed securities | $12,684,000 | 2,331 |
| Certificates of participation in pools of residential mortgages | $7,797,000 | 2,390 |
| Issued or guaranteed by U.S. | $7,797,000 | 2,377 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $4,887,000 | 1,537 |
| CMOs issued by government agencies or sponsored agencies | $4,887,000 | 1,296 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $26,613,000 | 3,296 |
| Total debt securities | $26,613,000 | 3,711 |
| Structured notes | ||
| Amortized cost | $2,999,000 | 1,136 |
| Fair value | $2,962,000 | 1,143 |
| 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 | $27,095,000 | 3,754 |
| U.S. Government securities | $27,095,000 | 2,998 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $27,095,000 | 2,906 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,036,000 | 4,300 |
| Mortgage-backed securities | $13,223,000 | 2,278 |
| Certificates of participation in pools of residential mortgages | $8,167,000 | 2,348 |
| Issued or guaranteed by U.S. | $8,167,000 | 2,334 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $5,056,000 | 1,477 |
| CMOs issued by government agencies or sponsored agencies | $5,056,000 | 1,254 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $27,095,000 | 3,276 |
| Total debt securities | $27,095,000 | 3,697 |
| Structured notes | ||
| Amortized cost | $2,998,000 | 1,229 |
| Fair value | $2,948,000 | 1,235 |
| 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 | $27,263,000 | 3,727 |
| U.S. Government securities | $27,263,000 | 2,980 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $27,263,000 | 2,886 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,043,000 | 4,943 |
| Mortgage-backed securities | $13,544,000 | 2,242 |
| Certificates of participation in pools of residential mortgages | $8,395,000 | 2,333 |
| Issued or guaranteed by U.S. | $8,395,000 | 2,322 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $5,149,000 | 1,459 |
| CMOs issued by government agencies or sponsored agencies | $5,149,000 | 1,245 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $27,263,000 | 3,255 |
| Total debt securities | $27,263,000 | 3,672 |
| Structured notes | ||
| Amortized cost | $2,996,000 | 1,280 |
| Fair value | $2,916,000 | 1,280 |
| 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 | $29,819,000 | 3,570 |
| U.S. Government securities | $29,819,000 | 2,822 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $29,819,000 | 2,731 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,222,000 | 5,685 |
| Mortgage-backed securities | $15,966,000 | 2,064 |
| Certificates of participation in pools of residential mortgages | $10,173,000 | 2,123 |
| Issued or guaranteed by U.S. | $10,173,000 | 2,110 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $5,793,000 | 1,383 |
| CMOs issued by government agencies or sponsored agencies | $5,793,000 | 1,170 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $29,819,000 | 3,096 |
| Total debt securities | $29,819,000 | 3,511 |
| Structured notes | ||
| Amortized cost | $2,995,000 | 1,311 |
| Fair value | $2,935,000 | 1,298 |
| 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 | $30,713,000 | 3,501 |
| U.S. Government securities | $30,713,000 | 2,735 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $30,713,000 | 2,644 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,150,000 | 4,890 |
| Mortgage-backed securities | $16,792,000 | 2,027 |
| Certificates of participation in pools of residential mortgages | $10,710,000 | 2,080 |
| Issued or guaranteed by U.S. | $10,710,000 | 2,064 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $6,082,000 | 1,341 |
| CMOs issued by government agencies or sponsored agencies | $6,082,000 | 1,139 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $30,713,000 | 3,030 |
| Total debt securities | $30,713,000 | 3,444 |
| Structured notes | ||
| Amortized cost | $2,994,000 | 1,315 |
| Fair value | $2,948,000 | 1,294 |
| 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 | $27,890,000 | 3,727 |
| U.S. Government securities | $27,890,000 | 2,926 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $27,890,000 | 2,838 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,275,000 | 5,703 |
| Mortgage-backed securities | $15,892,000 | 2,073 |
| Certificates of participation in pools of residential mortgages | $9,474,000 | 2,260 |
| Issued or guaranteed by U.S. | $9,474,000 | 2,249 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $6,418,000 | 1,305 |
| CMOs issued by government agencies or sponsored agencies | $6,418,000 | 1,118 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $27,890,000 | 3,225 |
| Total debt securities | $27,890,000 | 3,668 |
| Structured notes | ||
| Amortized cost | $2,994,000 | 1,282 |
| Fair value | $2,961,000 | 1,260 |
| 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 | $32,737,000 | 3,369 |
| U.S. Government securities | $32,737,000 | 2,604 |
| U.S. Treasury securities | $194,000 | 1,745 |
| U.S. Government agency obligations | $32,543,000 | 2,527 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,316,000 | 5,673 |
| Mortgage-backed securities | $17,693,000 | 1,992 |
| Certificates of participation in pools of residential mortgages | $10,259,000 | 2,228 |
| Issued or guaranteed by U.S. | $10,259,000 | 2,217 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $7,434,000 | 1,240 |
| CMOs issued by government agencies or sponsored agencies | $7,434,000 | 1,070 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $32,737,000 | 2,897 |
| Total debt securities | $32,737,000 | 3,316 |
| Structured notes | ||
| Amortized cost | $5,993,000 | 730 |
| Fair value | $5,963,000 | 723 |
| 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 | $33,743,000 | 3,323 |
| U.S. Government securities | $33,743,000 | 2,589 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $33,743,000 | 2,496 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,335,000 | 5,720 |
| Mortgage-backed securities | $18,775,000 | 1,991 |
| Certificates of participation in pools of residential mortgages | $10,858,000 | 2,216 |
| Issued or guaranteed by U.S. | $10,858,000 | 2,206 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $7,917,000 | 1,230 |
| CMOs issued by government agencies or sponsored agencies | $7,917,000 | 1,065 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $33,743,000 | 2,850 |
| Total debt securities | $33,743,000 | 3,269 |
| Structured notes | ||
| Amortized cost | $5,993,000 | 729 |
| Fair value | $5,928,000 | 713 |
| 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 | $33,159,000 | 3,366 |
| U.S. Government securities | $33,159,000 | 2,644 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $33,159,000 | 2,535 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,399,000 | 5,687 |
| Mortgage-backed securities | $19,037,000 | 1,984 |
| Certificates of participation in pools of residential mortgages | $10,570,000 | 2,288 |
| Issued or guaranteed by U.S. | $10,570,000 | 2,281 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $8,467,000 | 1,193 |
| CMOs issued by government agencies or sponsored agencies | $8,467,000 | 1,039 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $33,159,000 | 2,905 |
| Total debt securities | $33,159,000 | 3,309 |
| Structured notes | ||
| Amortized cost | $2,993,000 | 1,246 |
| Fair value | $2,985,000 | 1,215 |
| 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 | $33,309,000 | 3,352 |
| U.S. Government securities | $33,309,000 | 2,608 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $33,309,000 | 2,511 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,449,000 | 5,674 |
| Mortgage-backed securities | $20,102,000 | 1,923 |
| Certificates of participation in pools of residential mortgages | $11,097,000 | 2,219 |
| Issued or guaranteed by U.S. | $11,097,000 | 2,209 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $9,005,000 | 1,161 |
| CMOs issued by government agencies or sponsored agencies | $9,005,000 | 1,014 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $33,309,000 | 2,880 |
| Total debt securities | $33,309,000 | 3,289 |
| Structured notes | ||
| Amortized cost | $6,991,000 | 627 |
| Fair value | $7,007,000 | 606 |
| 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 | $24,869,000 | 4,185 |
| U.S. Government securities | $24,869,000 | 3,335 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $24,869,000 | 3,212 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,443,000 | 5,695 |
| Mortgage-backed securities | $19,731,000 | 1,982 |
| Certificates of participation in pools of residential mortgages | $10,416,000 | 2,356 |
| Issued or guaranteed by U.S. | $10,416,000 | 2,347 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $9,315,000 | 1,145 |
| CMOs issued by government agencies or sponsored agencies | $9,315,000 | 1,007 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $24,869,000 | 3,613 |
| Total debt securities | $24,869,000 | 4,111 |
| Structured notes | ||
| Amortized cost | $3,991,000 | 1,014 |
| Fair value | $3,944,000 | 981 |
| 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 | $19,182,000 | 4,898 |
| U.S. Government securities | $19,182,000 | 3,966 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $19,182,000 | 3,828 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,296,000 | 5,716 |
| Mortgage-backed securities | $15,950,000 | 2,325 |
| Certificates of participation in pools of residential mortgages | $6,493,000 | 3,035 |
| Issued or guaranteed by U.S. | $6,493,000 | 3,025 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $9,457,000 | 1,186 |
| CMOs issued by government agencies or sponsored agencies | $9,457,000 | 1,036 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $19,182,000 | 4,280 |
| Total debt securities | $19,182,000 | 4,826 |
| Structured notes | ||
| Amortized cost | $2,991,000 | 1,102 |
| Fair value | $3,010,000 | 1,079 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $13,192,000 | 5,959 |
| U.S. Government securities | $13,192,000 | 5,023 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $13,192,000 | 4,875 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,109,000 | 6,431 |
| Mortgage-backed securities | $10,462,000 | 2,929 |
| Certificates of participation in pools of residential mortgages | $2,633,000 | 4,269 |
| Issued or guaranteed by U.S. | $2,633,000 | 4,255 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $7,829,000 | 1,283 |
| CMOs issued by government agencies or sponsored agencies | $7,829,000 | 1,192 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $13,192,000 | 5,206 |
| Total debt securities | $13,192,000 | 5,867 |
| Structured notes | ||
| Amortized cost | $1,996,000 | 1,283 |
| Fair value | $1,996,000 | 1,245 |
| 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 | $11,611,000 | 6,206 |
| U.S. Government securities | $11,611,000 | 5,241 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $11,611,000 | 5,085 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $674,000 | 6,771 |
| Mortgage-backed securities | $10,663,000 | 2,884 |
| Certificates of participation in pools of residential mortgages | $2,900,000 | 4,143 |
| Issued or guaranteed by U.S. | $2,900,000 | 4,128 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $7,763,000 | 1,299 |
| CMOs issued by government agencies or sponsored agencies | $7,763,000 | 1,203 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $11,611,000 | 5,480 |
| Total debt securities | $11,611,000 | 6,117 |
| 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 | $7,857,000 | 6,989 |
| U.S. Government securities | $7,857,000 | 6,153 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $7,857,000 | 5,976 |
| 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 | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $859,000 | 6,678 |
| Mortgage-backed securities | $6,893,000 | 3,644 |
| Certificates of participation in pools of residential mortgages | $2,554,000 | 4,351 |
| Issued or guaranteed by U.S. | $2,554,000 | 4,333 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $4,339,000 | 1,860 |
| CMOs issued by government agencies or sponsored agencies | $4,339,000 | 1,741 |
| 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) | $7,857,000 | 6,211 |
| Total debt securities | $7,857,000 | 6,889 |
| 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 | $7,464,000 | 7,137 |
| U.S. Government securities | $7,464,000 | 6,306 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $7,464,000 | 6,129 |
| 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 | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,256,000 | 6,375 |
| Mortgage-backed securities | $6,427,000 | 3,769 |
| Certificates of participation in pools of residential mortgages | $3,135,000 | 4,112 |
| Issued or guaranteed by U.S. | $3,135,000 | 4,097 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $3,292,000 | 2,142 |
| CMOs issued by government agencies or sponsored agencies | $3,292,000 | 2,036 |
| 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) | $7,464,000 | 6,334 |
| Total debt securities | $7,464,000 | 7,037 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $10,330,000 | 6,441 |
| U.S. Government securities | $10,330,000 | 5,492 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $10,330,000 | 5,302 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,973,000 | 5,357 |
| Mortgage-backed securities | $8,245,000 | 3,328 |
| Certificates of participation in pools of residential mortgages | $3,648,000 | 3,867 |
| Issued or guaranteed by U.S. | $3,648,000 | 3,853 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $4,597,000 | 1,894 |
| CMOs issued by government agencies or sponsored agencies | $4,597,000 | 1,796 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $10,330,000 | 5,645 |
| Total debt securities | $10,330,000 | 6,341 |
| 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 | $9,542,000 | 6,620 |
| U.S. Government securities | $8,933,000 | 5,800 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $8,933,000 | 5,571 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $584,000 | 3,251 |
| Privately issued residential mortgage-backed securities | $584,000 | 926 |
| 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 | $25,000 | 2,180 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,845,000 | 6,059 |
| Mortgage-backed securities | $8,423,000 | 3,129 |
| Certificates of participation in pools of residential mortgages | $4,451,000 | 3,318 |
| Issued or guaranteed by U.S. | $4,451,000 | 3,302 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $3,972,000 | 2,105 |
| CMOs issued by government agencies or sponsored agencies | $3,388,000 | 2,119 |
| Privately issued | $584,000 | 838 |
| 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) | $9,542,000 | 5,736 |
| Total debt securities | $9,517,000 | 6,533 |
| 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 | $5,163,000 | 8,306 |
| U.S. Government securities | $4,514,000 | 7,958 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $4,514,000 | 7,627 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $624,000 | 2,786 |
| Privately issued residential mortgage-backed securities | $624,000 | 845 |
| 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 | $25,000 | 7,663 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,064,000 | 6,201 |
| Mortgage-backed securities | $1,688,000 | 4,977 |
| Certificates of participation in pools of residential mortgages | $1,064,000 | 4,720 |
| Issued or guaranteed by U.S. | $1,064,000 | 4,704 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $624,000 | 3,193 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $624,000 | 747 |
| 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) | $5,163,000 | 7,187 |
| Total debt securities | $5,138,000 | 8,183 |
| 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 | $2,582,000 | 9,461 |
| U.S. Government securities | $2,557,000 | 9,104 |
| U.S. Treasury securities | $250,000 | 4,992 |
| U.S. Government agency obligations | $2,307,000 | 8,772 |
| 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 | $25,000 | 7,657 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,564,000 | 6,662 |
| Mortgage-backed securities | $1,307,000 | 5,576 |
| Certificates of participation in pools of residential mortgages | $1,307,000 | 4,738 |
| Issued or guaranteed by U.S. | $1,307,000 | 4,722 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| 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) | $2,582,000 | 8,213 |
| Total debt securities | $2,557,000 | 9,366 |
| 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 |
| 1998-12-31 | Rank | |
| Total securities | $4,136,000 | 9,073 |
| U.S. Government securities | $4,111,000 | 8,464 |
| U.S. Treasury securities | $2,267,000 | 3,639 |
| U.S. Government agency obligations | $1,844,000 | 8,844 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| 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 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,000 | 7,522 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,252,000 | 6,865 |
| Mortgage-backed securities | $1,844,000 | 5,430 |
| Certificates of participation in pools of residential mortgages | $1,844,000 | 4,504 |
| Issued or guaranteed by U.S. | $1,844,000 | 4,485 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| 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 | 6,613 |
| Available-for-sale securities (fair market value) | $4,136,000 | 7,672 |
| Total debt securities | $4,111,000 | 8,961 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $6,430,000 | 8,655 |
| U.S. Government securities | $6,405,000 | 7,917 |
| U.S. Treasury securities | $2,762,000 | 4,490 |
| U.S. Government agency obligations | $3,643,000 | 8,028 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| 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 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,000 | 7,509 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $251,000 | 8,498 |
| Mortgage-backed securities | $2,639,000 | 4,991 |
| Certificates of participation in pools of residential mortgages | $2,639,000 | 3,959 |
| Issued or guaranteed by U.S. | $2,639,000 | 3,942 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| 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 | 7,375 |
| Available-for-sale securities (fair market value) | $6,430,000 | 6,900 |
| Total debt securities | $6,405,000 | 8,538 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |