Home > Patriot State Bank > Securities
Patriot State Bank, Securities
| 2012-12-31 | Rank | |
| Total securities | $13,199,000 | 5,176 |
| U.S. Government securities | $13,174,000 | 4,256 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $13,174,000 | 4,147 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| 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 | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $25,000 | 1,083 |
| 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 | 5,927 |
| Mortgage-backed securities | $9,404,000 | 3,374 |
| Certificates of participation in pools of residential mortgages | $9,404,000 | 2,738 |
| Issued or guaranteed by U.S. | $9,404,000 | 2,736 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $13,199,000 | 4,795 |
| Total debt securities | $13,174,000 | 5,152 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,307 |
| Fair value | $251,000 | 2,319 |
| 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 | $14,072,000 | 5,143 |
| U.S. Government securities | $14,026,000 | 4,235 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $14,026,000 | 4,148 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| 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 | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $46,000 | 1,034 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,000 | 6,017 |
| Mortgage-backed securities | $10,139,000 | 3,418 |
| Certificates of participation in pools of residential mortgages | $10,139,000 | 2,759 |
| Issued or guaranteed by U.S. | $10,139,000 | 2,756 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $14,072,000 | 4,756 |
| Total debt securities | $14,026,000 | 5,123 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,501 |
| Fair value | $250,000 | 2,514 |
| 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 | $14,730,000 | 5,088 |
| U.S. Government securities | $14,675,000 | 4,201 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $14,675,000 | 4,118 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| 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 | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $55,000 | 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 | $250,000 | 6,087 |
| Mortgage-backed securities | $9,564,000 | 3,525 |
| Certificates of participation in pools of residential mortgages | $9,564,000 | 2,888 |
| Issued or guaranteed by U.S. | $9,564,000 | 2,888 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $14,730,000 | 4,712 |
| Total debt securities | $14,675,000 | 5,064 |
| Structured notes | ||
| Amortized cost | $3,246,000 | 1,188 |
| Fair value | $3,254,000 | 1,190 |
| 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 | $16,725,000 | 4,927 |
| U.S. Government securities | $16,672,000 | 4,069 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $16,672,000 | 3,982 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| 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 | $53,000 | 1,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $246,000 | 6,129 |
| Mortgage-backed securities | $7,654,000 | 3,840 |
| Certificates of participation in pools of residential mortgages | $7,654,000 | 3,166 |
| Issued or guaranteed by U.S. | $7,654,000 | 3,163 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $16,725,000 | 4,542 |
| Total debt securities | $16,672,000 | 4,904 |
| Structured notes | ||
| Amortized cost | $5,993,000 | 923 |
| Fair value | $5,950,000 | 921 |
| 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 | $17,926,000 | 4,775 |
| U.S. Government securities | $17,900,000 | 3,862 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $17,900,000 | 3,787 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| 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 | $26,000 | 1,085 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,000 | 5,824 |
| Mortgage-backed securities | $11,141,000 | 3,285 |
| Certificates of participation in pools of residential mortgages | $11,141,000 | 2,593 |
| Issued or guaranteed by U.S. | $11,141,000 | 2,591 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $17,926,000 | 4,377 |
| Total debt securities | $17,900,000 | 4,752 |
| Structured notes | ||
| Amortized cost | $6,745,000 | 794 |
| Fair value | $6,759,000 | 793 |
| 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 | $15,453,000 | 5,028 |
| U.S. Government securities | $15,408,000 | 4,116 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $15,408,000 | 4,021 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| 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 | $45,000 | 1,083 |
| 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 | 5,848 |
| Mortgage-backed securities | $8,646,000 | 3,567 |
| Certificates of participation in pools of residential mortgages | $8,646,000 | 2,867 |
| Issued or guaranteed by U.S. | $8,646,000 | 2,863 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $15,453,000 | 4,611 |
| Total debt securities | $15,408,000 | 5,004 |
| Structured notes | ||
| Amortized cost | $6,747,000 | 818 |
| Fair value | $6,762,000 | 819 |
| 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 | $14,704,000 | 5,171 |
| U.S. Government securities | $14,627,000 | 4,320 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $14,627,000 | 4,220 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| 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 | $77,000 | 1,047 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,000 | 5,907 |
| Mortgage-backed securities | $6,916,000 | 3,803 |
| Certificates of participation in pools of residential mortgages | $6,916,000 | 3,123 |
| Issued or guaranteed by U.S. | $6,916,000 | 3,118 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $14,704,000 | 4,742 |
| Total debt securities | $14,627,000 | 5,147 |
| Structured notes | ||
| Amortized cost | $6,748,000 | 947 |
| Fair value | $6,713,000 | 950 |
| 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 | $15,723,000 | 5,047 |
| U.S. Government securities | $13,095,000 | 4,533 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $13,095,000 | 4,410 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $2,557,000 | 1,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $2,557,000 | 927 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $71,000 | 1,071 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $256,000 | 5,935 |
| Mortgage-backed securities | $6,783,000 | 3,753 |
| Certificates of participation in pools of residential mortgages | $6,783,000 | 3,077 |
| Issued or guaranteed by U.S. | $6,783,000 | 3,071 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $15,723,000 | 4,629 |
| Total debt securities | $15,652,000 | 5,031 |
| Structured notes | ||
| Amortized cost | $5,500,000 | 1,143 |
| Fair value | $5,345,000 | 1,164 |
| 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 | $16,223,000 | 4,872 |
| U.S. Government securities | $13,682,000 | 4,269 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $13,682,000 | 4,140 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $2,459,000 | 1,549 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $2,459,000 | 944 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $82,000 | 1,037 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $246,000 | 6,017 |
| Mortgage-backed securities | $7,410,000 | 3,557 |
| Certificates of participation in pools of residential mortgages | $7,410,000 | 2,855 |
| Issued or guaranteed by U.S. | $7,410,000 | 2,848 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $16,223,000 | 4,458 |
| Total debt securities | $16,141,000 | 4,847 |
| Structured notes | ||
| Amortized cost | $5,500,000 | 1,046 |
| Fair value | $5,310,000 | 1,069 |
| 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 | $14,330,000 | 5,060 |
| U.S. Government securities | $11,724,000 | 4,531 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $11,724,000 | 4,410 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $2,510,000 | 1,574 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $2,510,000 | 919 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $96,000 | 1,059 |
| 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 | 6,098 |
| Mortgage-backed securities | $8,220,000 | 3,401 |
| Certificates of participation in pools of residential mortgages | $8,220,000 | 2,680 |
| Issued or guaranteed by U.S. | $8,220,000 | 2,672 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $14,330,000 | 4,622 |
| Total debt securities | $14,234,000 | 5,037 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,383 |
| Fair value | $1,000,000 | 2,546 |
| 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 | $13,054,000 | 5,248 |
| U.S. Government securities | $10,414,000 | 4,850 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $10,414,000 | 4,737 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $2,514,000 | 1,569 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $2,514,000 | 886 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $126,000 | 1,051 |
| 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 | 6,145 |
| Mortgage-backed securities | $8,907,000 | 3,307 |
| Certificates of participation in pools of residential mortgages | $8,907,000 | 2,599 |
| Issued or guaranteed by U.S. | $8,907,000 | 2,593 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $13,054,000 | 4,812 |
| Total debt securities | $12,929,000 | 5,230 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,245 |
| Fair value | $1,507,000 | 2,278 |
| 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 | $13,473,000 | 5,229 |
| U.S. Government securities | $10,892,000 | 4,825 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $10,892,000 | 4,710 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $2,434,000 | 1,640 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $2,434,000 | 934 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $147,000 | 1,080 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $243,000 | 6,233 |
| Mortgage-backed securities | $9,414,000 | 3,299 |
| Certificates of participation in pools of residential mortgages | $9,414,000 | 2,610 |
| Issued or guaranteed by U.S. | $9,414,000 | 2,602 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $13,473,000 | 4,786 |
| Total debt securities | $13,326,000 | 5,212 |
| Structured notes | ||
| Amortized cost | $1,478,000 | 2,111 |
| Fair value | $1,500,000 | 2,056 |
| 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 | $14,750,000 | 5,058 |
| U.S. Government securities | $12,235,000 | 4,552 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $12,235,000 | 4,460 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $2,371,000 | 1,709 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $2,371,000 | 968 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $144,000 | 1,109 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $237,000 | 6,285 |
| Mortgage-backed securities | $10,438,000 | 3,213 |
| Certificates of participation in pools of residential mortgages | $10,438,000 | 2,528 |
| Issued or guaranteed by U.S. | $10,438,000 | 2,521 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $14,750,000 | 4,615 |
| Total debt securities | $14,606,000 | 5,042 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,760 |
| Fair value | $1,446,000 | 1,833 |
| 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 | $13,993,000 | 5,178 |
| U.S. Government securities | $11,973,000 | 4,620 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $11,973,000 | 4,524 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $2,020,000 | 1,908 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $2,020,000 | 1,108 |
| 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 | $202,000 | 6,324 |
| Mortgage-backed securities | $11,116,000 | 3,176 |
| Certificates of participation in pools of residential mortgages | $11,116,000 | 2,516 |
| Issued or guaranteed by U.S. | $11,116,000 | 2,507 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $13,993,000 | 4,749 |
| Total debt securities | $13,993,000 | 5,132 |
| 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 | $13,854,000 | 5,214 |
| U.S. Government securities | $11,902,000 | 4,639 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $11,902,000 | 4,546 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $1,952,000 | 1,970 |
| 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 | $1,952,000 | 1,154 |
| 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 | $195,000 | 6,407 |
| Mortgage-backed securities | $10,531,000 | 3,285 |
| Certificates of participation in pools of residential mortgages | $10,531,000 | 2,639 |
| Issued or guaranteed by U.S. | $10,531,000 | 2,629 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $13,854,000 | 4,761 |
| Total debt securities | $13,854,000 | 5,172 |
| 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 | $12,380,000 | 5,480 |
| U.S. Government securities | $10,789,000 | 4,942 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $10,789,000 | 4,852 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $1,591,000 | 2,026 |
| 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 | $1,591,000 | 1,275 |
| 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 | $159,000 | 6,459 |
| Mortgage-backed securities | $9,412,000 | 3,513 |
| Certificates of participation in pools of residential mortgages | $9,412,000 | 2,864 |
| Issued or guaranteed by U.S. | $9,412,000 | 2,848 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $12,380,000 | 4,999 |
| Total debt securities | $12,380,000 | 5,432 |
| 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 | $12,735,000 | 5,451 |
| U.S. Government securities | $10,760,000 | 4,994 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $10,760,000 | 4,902 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $1,975,000 | 1,843 |
| 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 | $1,975,000 | 1,137 |
| 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 | $198,000 | 6,471 |
| Mortgage-backed securities | $8,870,000 | 3,517 |
| Certificates of participation in pools of residential mortgages | $8,870,000 | 2,889 |
| Issued or guaranteed by U.S. | $8,870,000 | 2,875 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $12,735,000 | 4,949 |
| Total debt securities | $12,735,000 | 5,414 |
| 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 | $7,583,000 | 6,365 |
| U.S. Government securities | $6,691,000 | 5,913 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $6,691,000 | 5,828 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $892,000 | 2,345 |
| 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 | $892,000 | 1,586 |
| 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 | $112,000 | 6,521 |
| Mortgage-backed securities | $4,831,000 | 4,259 |
| Certificates of participation in pools of residential mortgages | $4,831,000 | 3,695 |
| Issued or guaranteed by U.S. | $4,831,000 | 3,683 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $7,583,000 | 5,803 |
| Total debt securities | $7,583,000 | 6,319 |
| 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 | $8,952,000 | 6,119 |
| U.S. Government securities | $7,093,000 | 5,834 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $7,093,000 | 5,754 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $1,859,000 | 1,898 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,859,000 | 1,245 |
| 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 | $252,000 | 6,476 |
| Mortgage-backed securities | $4,988,000 | 4,205 |
| Certificates of participation in pools of residential mortgages | $4,988,000 | 3,645 |
| Issued or guaranteed by U.S. | $4,988,000 | 3,630 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $8,952,000 | 5,595 |
| Total debt securities | $8,952,000 | 6,051 |
| 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 | $9,685,000 | 6,001 |
| U.S. Government securities | $7,631,000 | 5,702 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $7,631,000 | 5,617 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $2,054,000 | 1,724 |
| 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 | $2,054,000 | 1,111 |
| 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 | $253,000 | 6,492 |
| Mortgage-backed securities | $5,477,000 | 3,992 |
| Certificates of participation in pools of residential mortgages | $5,477,000 | 3,407 |
| Issued or guaranteed by U.S. | $5,477,000 | 3,390 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $9,685,000 | 5,464 |
| Total debt securities | $9,685,000 | 5,931 |
| 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 | $7,769,000 | 6,480 |
| U.S. Government securities | $7,769,000 | 5,803 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $7,769,000 | 5,695 |
| 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 | $253,000 | 6,545 |
| Mortgage-backed securities | $5,297,000 | 3,755 |
| Certificates of participation in pools of residential mortgages | $5,297,000 | 3,152 |
| Issued or guaranteed by U.S. | $5,297,000 | 3,136 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $7,769,000 | 5,867 |
| Total debt securities | $7,768,000 | 6,419 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $10,407,000 | 6,006 |
| U.S. Government securities | $10,407,000 | 5,281 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $10,407,000 | 5,179 |
| 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 | $251,000 | 6,571 |
| Mortgage-backed securities | $3,453,000 | 4,177 |
| Certificates of participation in pools of residential mortgages | $3,453,000 | 3,569 |
| Issued or guaranteed by U.S. | $3,453,000 | 3,552 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $10,407,000 | 5,407 |
| Total debt securities | $10,407,000 | 5,947 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $10,307,000 | 6,048 |
| U.S. Government securities | $10,307,000 | 5,321 |
| U.S. Treasury securities | $99,000 | 1,332 |
| U.S. Government agency obligations | $10,208,000 | 5,237 |
| 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 | $0 | 6,778 |
| Mortgage-backed securities | $3,574,000 | 4,091 |
| Certificates of participation in pools of residential mortgages | $3,574,000 | 3,490 |
| Issued or guaranteed by U.S. | $3,574,000 | 3,475 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $10,307,000 | 5,427 |
| Total debt securities | $10,307,000 | 5,992 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $10,873,000 | 5,949 |
| U.S. Government securities | $10,873,000 | 5,234 |
| U.S. Treasury securities | $99,000 | 1,419 |
| U.S. Government agency obligations | $10,774,000 | 5,131 |
| 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 | $0 | 6,814 |
| Mortgage-backed securities | $3,835,000 | 3,986 |
| Certificates of participation in pools of residential mortgages | $3,835,000 | 3,373 |
| Issued or guaranteed by U.S. | $3,835,000 | 3,355 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $10,873,000 | 5,319 |
| Total debt securities | $10,874,000 | 5,895 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $8,911,000 | 6,398 |
| U.S. Government securities | $8,911,000 | 5,732 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $8,911,000 | 5,604 |
| 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 | $0 | 6,854 |
| Mortgage-backed securities | $3,965,000 | 3,944 |
| Certificates of participation in pools of residential mortgages | $3,965,000 | 3,325 |
| Issued or guaranteed by U.S. | $3,965,000 | 3,311 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $8,911,000 | 5,754 |
| Total debt securities | $8,911,000 | 6,340 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $4,908,000 | 7,371 |
| U.S. Government securities | $4,908,000 | 6,915 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $4,908,000 | 6,783 |
| 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 | $0 | 6,913 |
| Mortgage-backed securities | $2,968,000 | 4,289 |
| Certificates of participation in pools of residential mortgages | $2,968,000 | 3,712 |
| Issued or guaranteed by U.S. | $2,968,000 | 3,690 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $4,908,000 | 6,639 |
| Total debt securities | $4,908,000 | 7,318 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |