Home > Security Business Bank of San Diego > Securities
Security Business Bank of San Diego, Securities
| 2012-06-30 | Rank | |
| Total securities | $13,975,000 | 5,178 |
| U.S. Government securities | $12,844,000 | 4,446 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $12,844,000 | 4,357 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $268,000 | 2,584 |
| Privately issued residential mortgage-backed securities | $268,000 | 905 |
| 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 | $863,000 | 636 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,549,000 | 3,423 |
| Mortgage-backed securities | $13,112,000 | 3,127 |
| Certificates of participation in pools of residential mortgages | $8,123,000 | 3,096 |
| Issued or guaranteed by U.S. | $8,123,000 | 3,096 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $4,989,000 | 2,118 |
| CMOs issued by government agencies or sponsored agencies | $4,721,000 | 2,072 |
| Privately issued | $268,000 | 871 |
| 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) | $13,975,000 | 4,790 |
| Total debt securities | $13,112,000 | 5,274 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $15,337,000 | 5,082 |
| U.S. Government securities | $14,174,000 | 4,378 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $14,174,000 | 4,283 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $302,000 | 2,527 |
| Privately issued residential mortgage-backed securities | $302,000 | 924 |
| 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 | $861,000 | 625 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,186,000 | 3,336 |
| Mortgage-backed securities | $14,476,000 | 3,001 |
| Certificates of participation in pools of residential mortgages | $8,942,000 | 2,976 |
| Issued or guaranteed by U.S. | $8,942,000 | 2,974 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $5,534,000 | 2,063 |
| CMOs issued by government agencies or sponsored agencies | $5,232,000 | 2,006 |
| Privately issued | $302,000 | 891 |
| 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) | $15,337,000 | 4,681 |
| Total debt securities | $14,476,000 | 5,162 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $16,544,000 | 4,920 |
| U.S. Government securities | $15,344,000 | 4,164 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $15,344,000 | 4,080 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $344,000 | 2,488 |
| Privately issued residential mortgage-backed securities | $344,000 | 989 |
| 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 | $856,000 | 603 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,239,000 | 3,053 |
| Mortgage-backed securities | $15,688,000 | 2,813 |
| Certificates of participation in pools of residential mortgages | $9,612,000 | 2,789 |
| Issued or guaranteed by U.S. | $9,612,000 | 2,789 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $6,076,000 | 1,962 |
| CMOs issued by government agencies or sponsored agencies | $5,732,000 | 1,835 |
| Privately issued | $344,000 | 937 |
| 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) | $16,544,000 | 4,506 |
| Total debt securities | $15,688,000 | 4,995 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $19,999,000 | 4,511 |
| U.S. Government securities | $18,768,000 | 3,716 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $18,768,000 | 3,633 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $374,000 | 2,465 |
| Privately issued residential mortgage-backed securities | $374,000 | 1,009 |
| 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 | $857,000 | 618 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,610,000 | 2,597 |
| Mortgage-backed securities | $17,139,000 | 2,650 |
| Certificates of participation in pools of residential mortgages | $10,505,000 | 2,594 |
| Issued or guaranteed by U.S. | $10,505,000 | 2,589 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $6,634,000 | 1,883 |
| CMOs issued by government agencies or sponsored agencies | $6,260,000 | 1,751 |
| Privately issued | $374,000 | 956 |
| 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) | $19,999,000 | 4,140 |
| Total debt securities | $19,142,000 | 4,576 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $17,917,000 | 4,792 |
| U.S. Government securities | $16,644,000 | 4,061 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $16,644,000 | 3,958 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $416,000 | 2,374 |
| Privately issued residential mortgage-backed securities | $416,000 | 1,008 |
| 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 | $857,000 | 619 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,595,000 | 2,635 |
| Mortgage-backed securities | $10,003,000 | 3,323 |
| Certificates of participation in pools of residential mortgages | $7,066,000 | 3,093 |
| Issued or guaranteed by U.S. | $7,066,000 | 3,088 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $2,937,000 | 2,475 |
| CMOs issued by government agencies or sponsored agencies | $2,521,000 | 2,357 |
| Privately issued | $416,000 | 954 |
| 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) | $17,917,000 | 4,392 |
| Total debt securities | $17,060,000 | 4,863 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $22,159,000 | 4,308 |
| U.S. Government securities | $20,847,000 | 3,566 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $20,847,000 | 3,462 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $454,000 | 2,400 |
| Privately issued residential mortgage-backed securities | $454,000 | 1,035 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $858,000 | 633 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,507,000 | 2,442 |
| Mortgage-backed securities | $12,323,000 | 2,954 |
| Certificates of participation in pools of residential mortgages | $9,340,000 | 2,671 |
| Issued or guaranteed by U.S. | $9,340,000 | 2,666 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $2,983,000 | 2,391 |
| CMOs issued by government agencies or sponsored agencies | $2,529,000 | 2,290 |
| Privately issued | $454,000 | 982 |
| 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) | $22,159,000 | 3,962 |
| Total debt securities | $21,301,000 | 4,361 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,986 |
| Fair value | $2,004,000 | 1,998 |
| 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 | $23,363,000 | 4,056 |
| U.S. Government securities | $21,982,000 | 3,274 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $21,982,000 | 3,174 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $525,000 | 2,414 |
| Privately issued residential mortgage-backed securities | $525,000 | 1,060 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $856,000 | 630 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,031,000 | 2,360 |
| Mortgage-backed securities | $13,473,000 | 2,740 |
| Certificates of participation in pools of residential mortgages | $10,267,000 | 2,428 |
| Issued or guaranteed by U.S. | $10,267,000 | 2,424 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,206,000 | 2,306 |
| CMOs issued by government agencies or sponsored agencies | $2,681,000 | 2,198 |
| Privately issued | $525,000 | 1,006 |
| 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) | $23,363,000 | 3,737 |
| Total debt securities | $22,507,000 | 4,097 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,852 |
| Fair value | $2,019,000 | 1,849 |
| 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 | $17,052,000 | 4,701 |
| U.S. Government securities | $15,604,000 | 3,960 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $15,604,000 | 3,845 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $591,000 | 2,449 |
| Privately issued residential mortgage-backed securities | $591,000 | 1,119 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $857,000 | 673 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,136,000 | 3,034 |
| Mortgage-backed securities | $12,136,000 | 2,892 |
| Certificates of participation in pools of residential mortgages | $8,797,000 | 2,596 |
| Issued or guaranteed by U.S. | $8,797,000 | 2,588 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,339,000 | 2,251 |
| CMOs issued by government agencies or sponsored agencies | $2,748,000 | 2,136 |
| Privately issued | $591,000 | 1,064 |
| 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) | $17,052,000 | 4,297 |
| Total debt securities | $16,195,000 | 4,780 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,860 |
| Fair value | $2,025,000 | 1,878 |
| 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 | $15,725,000 | 4,905 |
| U.S. Government securities | $14,226,000 | 4,222 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $14,226,000 | 4,111 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $642,000 | 2,418 |
| Privately issued residential mortgage-backed securities | $642,000 | 1,144 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $857,000 | 699 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,344,000 | 2,900 |
| Mortgage-backed securities | $10,829,000 | 3,031 |
| Certificates of participation in pools of residential mortgages | $9,934,000 | 2,450 |
| Issued or guaranteed by U.S. | $9,934,000 | 2,441 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $895,000 | 2,964 |
| CMOs issued by government agencies or sponsored agencies | $253,000 | 3,064 |
| Privately issued | $642,000 | 1,095 |
| 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) | $15,725,000 | 4,486 |
| Total debt securities | $14,868,000 | 4,977 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,961 |
| Fair value | $2,015,000 | 2,006 |
| 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 | $12,919,000 | 5,319 |
| U.S. Government securities | $11,284,000 | 4,734 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $11,284,000 | 4,619 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $696,000 | 2,441 |
| Privately issued residential mortgage-backed securities | $696,000 | 1,158 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $939,000 | 678 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,417,000 | 3,107 |
| Mortgage-backed securities | $11,980,000 | 2,960 |
| Certificates of participation in pools of residential mortgages | $10,984,000 | 2,391 |
| Issued or guaranteed by U.S. | $10,984,000 | 2,387 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $996,000 | 2,897 |
| CMOs issued by government agencies or sponsored agencies | $300,000 | 3,000 |
| Privately issued | $696,000 | 1,108 |
| 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) | $12,919,000 | 4,871 |
| Total debt securities | $11,980,000 | 5,421 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $13,825,000 | 5,187 |
| U.S. Government securities | $12,143,000 | 4,571 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $12,143,000 | 4,482 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $774,000 | 2,447 |
| Privately issued residential mortgage-backed securities | $774,000 | 1,172 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $908,000 | 701 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,294,000 | 3,000 |
| Mortgage-backed securities | $12,917,000 | 2,914 |
| Certificates of participation in pools of residential mortgages | $11,818,000 | 2,364 |
| Issued or guaranteed by U.S. | $11,818,000 | 2,357 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,099,000 | 2,835 |
| CMOs issued by government agencies or sponsored agencies | $325,000 | 2,979 |
| Privately issued | $774,000 | 1,123 |
| 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) | $13,825,000 | 4,755 |
| Total debt securities | $12,917,000 | 5,261 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $14,721,000 | 5,095 |
| U.S. Government securities | $12,861,000 | 4,475 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $12,861,000 | 4,382 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $851,000 | 2,503 |
| Privately issued residential mortgage-backed securities | $851,000 | 1,206 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $1,009,000 | 710 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,632,000 | 3,604 |
| Mortgage-backed securities | $13,712,000 | 2,862 |
| Certificates of participation in pools of residential mortgages | $12,503,000 | 2,345 |
| Issued or guaranteed by U.S. | $12,503,000 | 2,336 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,209,000 | 2,784 |
| CMOs issued by government agencies or sponsored agencies | $358,000 | 2,954 |
| Privately issued | $851,000 | 1,157 |
| 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) | $14,721,000 | 4,664 |
| Total debt securities | $13,712,000 | 5,183 |
| 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 | $15,609,000 | 4,972 |
| U.S. Government securities | $13,755,000 | 4,319 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $13,755,000 | 4,221 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $951,000 | 2,487 |
| Privately issued residential mortgage-backed securities | $951,000 | 1,212 |
| 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 | $903,000 | 805 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,421,000 | 3,457 |
| Mortgage-backed securities | $14,706,000 | 2,795 |
| Certificates of participation in pools of residential mortgages | $13,365,000 | 2,307 |
| Issued or guaranteed by U.S. | $13,365,000 | 2,299 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,341,000 | 2,717 |
| CMOs issued by government agencies or sponsored agencies | $390,000 | 2,931 |
| Privately issued | $951,000 | 1,156 |
| 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) | $15,609,000 | 4,528 |
| Total debt securities | $14,706,000 | 5,037 |
| 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 | $16,980,000 | 4,804 |
| U.S. Government securities | $15,019,000 | 4,189 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $15,019,000 | 4,107 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $1,059,000 | 2,292 |
| Privately issued residential mortgage-backed securities | $1,059,000 | 1,208 |
| 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 | $902,000 | 810 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,512,000 | 3,320 |
| Mortgage-backed securities | $16,078,000 | 2,717 |
| Certificates of participation in pools of residential mortgages | $14,272,000 | 2,257 |
| Issued or guaranteed by U.S. | $14,272,000 | 2,243 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,806,000 | 2,567 |
| CMOs issued by government agencies or sponsored agencies | $747,000 | 2,706 |
| Privately issued | $1,059,000 | 1,153 |
| 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) | $16,980,000 | 4,335 |
| Total debt securities | $16,078,000 | 4,885 |
| 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 | $18,215,000 | 4,661 |
| U.S. Government securities | $15,845,000 | 4,117 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $15,845,000 | 4,043 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $1,483,000 | 2,040 |
| Privately issued residential mortgage-backed securities | $1,483,000 | 1,064 |
| 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 | $887,000 | 786 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,400,000 | 3,380 |
| Mortgage-backed securities | $17,328,000 | 2,543 |
| Certificates of participation in pools of residential mortgages | $15,038,000 | 2,152 |
| Issued or guaranteed by U.S. | $15,038,000 | 2,140 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $2,290,000 | 2,343 |
| CMOs issued by government agencies or sponsored agencies | $807,000 | 2,658 |
| Privately issued | $1,483,000 | 1,020 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $18,215,000 | 4,185 |
| Total debt securities | $17,328,000 | 4,743 |
| 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 | $18,537,000 | 4,549 |
| U.S. Government securities | $15,950,000 | 4,060 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $15,950,000 | 3,980 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $1,559,000 | 1,957 |
| Privately issued residential mortgage-backed securities | $1,559,000 | 1,035 |
| 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 | $1,028,000 | 731 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,786,000 | 3,324 |
| Mortgage-backed securities | $17,509,000 | 2,442 |
| Certificates of participation in pools of residential mortgages | $15,092,000 | 2,068 |
| Issued or guaranteed by U.S. | $15,092,000 | 2,055 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $2,417,000 | 2,226 |
| CMOs issued by government agencies or sponsored agencies | $858,000 | 2,528 |
| Privately issued | $1,559,000 | 993 |
| 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) | $18,537,000 | 4,067 |
| Total debt securities | $17,509,000 | 4,653 |
| 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 | $20,886,000 | 4,321 |
| U.S. Government securities | $16,474,000 | 4,014 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $16,474,000 | 3,950 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $1,639,000 | 1,966 |
| Privately issued residential mortgage-backed securities | $1,639,000 | 1,004 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $2,773,000 | 655 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,398,000 | 4,408 |
| Mortgage-backed securities | $18,113,000 | 2,397 |
| Certificates of participation in pools of residential mortgages | $15,557,000 | 2,009 |
| Issued or guaranteed by U.S. | $15,557,000 | 1,999 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $2,556,000 | 2,188 |
| CMOs issued by government agencies or sponsored agencies | $917,000 | 2,507 |
| Privately issued | $1,639,000 | 954 |
| 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) | $20,886,000 | 3,865 |
| Total debt securities | $18,113,000 | 4,631 |
| 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 | $22,276,000 | 4,154 |
| U.S. Government securities | $17,706,000 | 3,818 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $17,706,000 | 3,752 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $3,699,000 | 1,374 |
| Privately issued residential mortgage-backed securities | $1,763,000 | 961 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,936,000 | 1,174 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $871,000 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,211,000 | 4,408 |
| Mortgage-backed securities | $19,469,000 | 2,208 |
| Certificates of participation in pools of residential mortgages | $16,703,000 | 1,841 |
| Issued or guaranteed by U.S. | $16,703,000 | 1,832 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,766,000 | 2,120 |
| CMOs issued by government agencies or sponsored agencies | $1,003,000 | 2,438 |
| Privately issued | $1,763,000 | 915 |
| 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) | $22,276,000 | 3,720 |
| Total debt securities | $21,405,000 | 4,192 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $15,176,000 | 5,126 |
| U.S. Government securities | $10,461,000 | 5,160 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $10,461,000 | 5,058 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $3,846,000 | 1,273 |
| Privately issued residential mortgage-backed securities | $1,846,000 | 866 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000,000 | 1,055 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $869,000 | 1,065 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,621,000 | 3,860 |
| Mortgage-backed securities | $9,557,000 | 2,964 |
| Certificates of participation in pools of residential mortgages | $6,671,000 | 2,836 |
| Issued or guaranteed by U.S. | $6,671,000 | 2,822 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,886,000 | 1,999 |
| CMOs issued by government agencies or sponsored agencies | $1,040,000 | 2,310 |
| Privately issued | $1,846,000 | 825 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $15,176,000 | 4,584 |
| Total debt securities | $14,307,000 | 5,216 |
| 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 | $15,104,000 | 5,159 |
| U.S. Government securities | $12,360,000 | 4,885 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $12,360,000 | 4,786 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $1,878,000 | 1,641 |
| Privately issued residential mortgage-backed securities | $1,878,000 | 834 |
| 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 | $866,000 | 1,035 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,503,000 | 3,518 |
| Mortgage-backed securities | $9,747,000 | 2,774 |
| Certificates of participation in pools of residential mortgages | $6,773,000 | 2,652 |
| Issued or guaranteed by U.S. | $6,773,000 | 2,640 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,974,000 | 1,911 |
| CMOs issued by government agencies or sponsored agencies | $1,096,000 | 2,235 |
| Privately issued | $1,878,000 | 796 |
| 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) | $15,104,000 | 4,595 |
| Total debt securities | $14,238,000 | 5,276 |
| 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 | $13,826,000 | 5,416 |
| U.S. Government securities | $11,025,000 | 5,182 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $11,025,000 | 5,071 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $1,934,000 | 1,549 |
| Privately issued residential mortgage-backed securities | $1,934,000 | 778 |
| 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 | $867,000 | 1,052 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,718,000 | 3,460 |
| Mortgage-backed securities | $8,492,000 | 2,913 |
| Certificates of participation in pools of residential mortgages | $5,386,000 | 2,897 |
| Issued or guaranteed by U.S. | $5,386,000 | 2,883 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,106,000 | 1,854 |
| CMOs issued by government agencies or sponsored agencies | $1,172,000 | 2,173 |
| Privately issued | $1,934,000 | 736 |
| 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) | $13,826,000 | 4,820 |
| Total debt securities | $12,959,000 | 5,518 |
| 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 | $15,221,000 | 5,223 |
| U.S. Government securities | $12,280,000 | 4,953 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $12,280,000 | 4,833 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $2,068,000 | 1,486 |
| Privately issued residential mortgage-backed securities | $2,068,000 | 725 |
| 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 | $873,000 | 1,068 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,155,000 | 3,396 |
| Mortgage-backed securities | $9,137,000 | 2,781 |
| Certificates of participation in pools of residential mortgages | $5,746,000 | 2,804 |
| Issued or guaranteed by U.S. | $5,746,000 | 2,791 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $3,391,000 | 1,792 |
| CMOs issued by government agencies or sponsored agencies | $1,323,000 | 2,081 |
| Privately issued | $2,068,000 | 680 |
| 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) | $15,221,000 | 4,611 |
| Total debt securities | $14,348,000 | 5,311 |
| 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 | $16,668,000 | 5,041 |
| U.S. Government securities | $13,650,000 | 4,731 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $13,650,000 | 4,605 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $2,144,000 | 1,466 |
| Privately issued residential mortgage-backed securities | $2,144,000 | 702 |
| 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 | $874,000 | 1,102 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,967,000 | 3,256 |
| Mortgage-backed securities | $9,598,000 | 2,704 |
| Certificates of participation in pools of residential mortgages | $5,997,000 | 2,763 |
| Issued or guaranteed by U.S. | $5,997,000 | 2,747 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $3,601,000 | 1,751 |
| CMOs issued by government agencies or sponsored agencies | $1,457,000 | 2,026 |
| Privately issued | $2,144,000 | 666 |
| 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) | $500,000 | 3,148 |
| Available-for-sale securities (fair market value) | $16,168,000 | 4,515 |
| Total debt securities | $15,794,000 | 5,129 |
| 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 | $17,528,000 | 4,937 |
| U.S. Government securities | $14,439,000 | 4,622 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $14,439,000 | 4,492 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $2,215,000 | 1,453 |
| Privately issued residential mortgage-backed securities | $2,215,000 | 690 |
| 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 | $874,000 | 1,111 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,196,000 | 3,228 |
| Mortgage-backed securities | $9,973,000 | 2,643 |
| Certificates of participation in pools of residential mortgages | $6,211,000 | 2,722 |
| Issued or guaranteed by U.S. | $6,211,000 | 2,707 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $3,762,000 | 1,685 |
| CMOs issued by government agencies or sponsored agencies | $1,547,000 | 1,969 |
| Privately issued | $2,215,000 | 646 |
| 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) | $999,000 | 2,924 |
| Available-for-sale securities (fair market value) | $16,529,000 | 4,480 |
| Total debt securities | $16,654,000 | 5,035 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $15,687,000 | 5,205 |
| U.S. Government securities | $12,560,000 | 4,993 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $12,560,000 | 4,853 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $2,258,000 | 1,452 |
| Privately issued residential mortgage-backed securities | $2,258,000 | 666 |
| 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 | $869,000 | 1,120 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,046,000 | 3,072 |
| Mortgage-backed securities | $7,935,000 | 2,956 |
| Certificates of participation in pools of residential mortgages | $4,043,000 | 3,321 |
| Issued or guaranteed by U.S. | $4,043,000 | 3,309 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $3,892,000 | 1,638 |
| CMOs issued by government agencies or sponsored agencies | $1,634,000 | 1,931 |
| Privately issued | $2,258,000 | 626 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,748,000 | 2,650 |
| Available-for-sale securities (fair market value) | $13,939,000 | 4,838 |
| Total debt securities | $14,816,000 | 5,303 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $15,661,000 | 5,266 |
| U.S. Government securities | $12,427,000 | 5,047 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $12,427,000 | 4,910 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $2,365,000 | 1,465 |
| Privately issued residential mortgage-backed securities | $2,365,000 | 654 |
| 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 | $869,000 | 1,144 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,314,000 | 2,761 |
| Mortgage-backed securities | $7,914,000 | 2,996 |
| Certificates of participation in pools of residential mortgages | $3,706,000 | 3,452 |
| Issued or guaranteed by U.S. | $3,706,000 | 3,438 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $4,208,000 | 1,587 |
| CMOs issued by government agencies or sponsored agencies | $1,843,000 | 1,871 |
| Privately issued | $2,365,000 | 611 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,748,000 | 2,696 |
| Available-for-sale securities (fair market value) | $13,913,000 | 4,885 |
| Total debt securities | $14,793,000 | 5,346 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $16,202,000 | 5,186 |
| U.S. Government securities | $12,873,000 | 4,961 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $12,873,000 | 4,813 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $2,457,000 | 1,491 |
| Privately issued residential mortgage-backed securities | $2,457,000 | 637 |
| 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 | $872,000 | 1,171 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,042,000 | 2,757 |
| Mortgage-backed securities | $8,411,000 | 2,949 |
| Certificates of participation in pools of residential mortgages | $3,911,000 | 3,398 |
| Issued or guaranteed by U.S. | $3,911,000 | 3,385 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $4,500,000 | 1,542 |
| CMOs issued by government agencies or sponsored agencies | $2,043,000 | 1,810 |
| Privately issued | $2,457,000 | 597 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,747,000 | 2,746 |
| Available-for-sale securities (fair market value) | $14,455,000 | 4,794 |
| Total debt securities | $15,330,000 | 5,268 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $15,949,000 | 5,221 |
| U.S. Government securities | $12,499,000 | 5,003 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $12,499,000 | 4,858 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $2,576,000 | 1,480 |
| Privately issued residential mortgage-backed securities | $2,576,000 | 619 |
| 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 | $874,000 | 1,196 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,057,000 | 3,005 |
| Mortgage-backed securities | $9,114,000 | 2,864 |
| Certificates of participation in pools of residential mortgages | $4,232,000 | 3,347 |
| Issued or guaranteed by U.S. | $4,232,000 | 3,333 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,882,000 | 1,501 |
| CMOs issued by government agencies or sponsored agencies | $2,306,000 | 1,759 |
| Privately issued | $2,576,000 | 578 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,747,000 | 2,761 |
| Available-for-sale securities (fair market value) | $14,202,000 | 4,829 |
| Total debt securities | $15,074,000 | 5,304 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $16,676,000 | 5,148 |
| U.S. Government securities | $13,126,000 | 4,921 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $13,126,000 | 4,777 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $2,671,000 | 1,487 |
| Privately issued residential mortgage-backed securities | $2,671,000 | 601 |
| 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 | $879,000 | 1,202 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,674,000 | 2,917 |
| Mortgage-backed securities | $9,814,000 | 2,843 |
| Certificates of participation in pools of residential mortgages | $4,527,000 | 3,325 |
| Issued or guaranteed by U.S. | $4,527,000 | 3,311 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $5,287,000 | 1,465 |
| CMOs issued by government agencies or sponsored agencies | $2,616,000 | 1,722 |
| Privately issued | $2,671,000 | 565 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,746,000 | 2,813 |
| Available-for-sale securities (fair market value) | $14,930,000 | 4,743 |
| Total debt securities | $15,797,000 | 5,228 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $18,599,000 | 4,909 |
| U.S. Government securities | $14,085,000 | 4,795 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $14,085,000 | 4,652 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $2,755,000 | 1,510 |
| Privately issued residential mortgage-backed securities | $2,755,000 | 579 |
| 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 | $1,759,000 | 949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,636,000 | 2,773 |
| Mortgage-backed securities | $10,382,000 | 2,833 |
| Certificates of participation in pools of residential mortgages | $4,733,000 | 3,342 |
| Issued or guaranteed by U.S. | $4,733,000 | 3,334 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $5,649,000 | 1,453 |
| CMOs issued by government agencies or sponsored agencies | $2,894,000 | 1,700 |
| Privately issued | $2,755,000 | 540 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,245,000 | 2,658 |
| Available-for-sale securities (fair market value) | $16,354,000 | 4,595 |
| Total debt securities | $16,840,000 | 5,123 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,494 |
| Fair value | $499,000 | 2,508 |
| 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 | $20,361,000 | 4,677 |
| U.S. Government securities | $15,711,000 | 4,519 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $15,711,000 | 4,384 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $2,880,000 | 1,528 |
| Privately issued residential mortgage-backed securities | $2,880,000 | 568 |
| 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 | $1,770,000 | 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 | 7,176 |
| Mortgage-backed securities | $11,086,000 | 2,783 |
| Certificates of participation in pools of residential mortgages | $5,001,000 | 3,301 |
| Issued or guaranteed by U.S. | $5,001,000 | 3,290 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $6,085,000 | 1,410 |
| CMOs issued by government agencies or sponsored agencies | $3,205,000 | 1,664 |
| Privately issued | $2,880,000 | 530 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,245,000 | 2,693 |
| Available-for-sale securities (fair market value) | $18,116,000 | 4,368 |
| Total debt securities | $18,591,000 | 4,874 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,430 |
| Fair value | $498,000 | 2,536 |
| 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 | $10,600,000 | 6,370 |
| U.S. Government securities | $8,065,000 | 6,176 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $8,065,000 | 6,030 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $759,000 | 2,537 |
| Privately issued residential mortgage-backed securities | $759,000 | 757 |
| 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 | $1,776,000 | 990 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $4,904,000 | 3,975 |
| Certificates of participation in pools of residential mortgages | $2,478,000 | 4,268 |
| Issued or guaranteed by U.S. | $2,478,000 | 4,256 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,426,000 | 2,054 |
| CMOs issued by government agencies or sponsored agencies | $1,667,000 | 2,095 |
| Privately issued | $759,000 | 702 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,411,000 | 2,673 |
| Available-for-sale securities (fair market value) | $8,189,000 | 6,117 |
| Total debt securities | $8,824,000 | 6,687 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,417 |
| Fair value | $500,000 | 2,486 |
| 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 | $10,536,000 | 6,465 |
| U.S. Government securities | $7,029,000 | 6,560 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $7,029,000 | 6,391 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $1,729,000 | 1,996 |
| Privately issued residential mortgage-backed securities | $1,729,000 | 606 |
| 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 | $1,778,000 | 1,026 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $4,263,000 | 4,271 |
| Certificates of participation in pools of residential mortgages | $2,534,000 | 4,290 |
| Issued or guaranteed by U.S. | $2,534,000 | 4,277 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,729,000 | 2,345 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $1,729,000 | 567 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,495,000 | 2,144 |
| Available-for-sale securities (fair market value) | $6,041,000 | 6,679 |
| Total debt securities | $8,758,000 | 6,775 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,383 |
| Fair value | $499,000 | 2,421 |
| 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 | $6,128,000 | 7,476 |
| U.S. Government securities | $3,135,000 | 7,768 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $3,135,000 | 7,608 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $1,200,000 | 2,367 |
| Privately issued residential mortgage-backed securities | $1,200,000 | 697 |
| 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 | $1,793,000 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $2,589,000 | 4,935 |
| Certificates of participation in pools of residential mortgages | $1,389,000 | 4,978 |
| Issued or guaranteed by U.S. | $1,389,000 | 4,963 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,200,000 | 2,662 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $1,200,000 | 652 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,746,000 | 2,933 |
| Available-for-sale securities (fair market value) | $4,382,000 | 7,101 |
| Total debt securities | $4,335,000 | 7,832 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $6,992,000 | 7,322 |
| U.S. Government securities | $3,733,000 | 7,641 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $3,733,000 | 7,458 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $1,464,000 | 2,272 |
| Privately issued residential mortgage-backed securities | $1,464,000 | 562 |
| 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 | $1,795,000 | 1,082 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $2,700,000 | 4,847 |
| Certificates of participation in pools of residential mortgages | $1,236,000 | 5,089 |
| Issued or guaranteed by U.S. | $1,236,000 | 5,071 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,464,000 | 2,530 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $1,464,000 | 492 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,497,000 | 2,679 |
| Available-for-sale securities (fair market value) | $4,495,000 | 7,113 |
| Total debt securities | $5,197,000 | 7,673 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $9,542,000 | 6,641 |
| U.S. Government securities | $5,666,000 | 6,922 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $5,666,000 | 6,739 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $1,570,000 | 2,323 |
| Privately issued residential mortgage-backed securities | $1,570,000 | 570 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $2,306,000 | 1,006 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $2,842,000 | 4,799 |
| Certificates of participation in pools of residential mortgages | $1,272,000 | 5,068 |
| Issued or guaranteed by U.S. | $1,272,000 | 5,046 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,570,000 | 2,506 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $1,570,000 | 504 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,394,000 | 2,190 |
| Available-for-sale securities (fair market value) | $5,148,000 | 6,920 |
| Total debt securities | $7,236,000 | 7,101 |
| 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 | $7,914,000 | 6,974 |
| U.S. Government securities | $1,753,000 | 8,305 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $1,753,000 | 8,135 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $1,662,000 | 2,333 |
| Privately issued residential mortgage-backed securities | $1,662,000 | 577 |
| 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 | $4,499,000 | 749 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $1,662,000 | 5,495 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,662,000 | 2,670 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $1,662,000 | 516 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,753,000 | 3,020 |
| Available-for-sale securities (fair market value) | $6,161,000 | 6,621 |
| Total debt securities | $3,415,000 | 8,123 |
| 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 | $2,002,000 | 8,641 |
| U.S. Government securities | $0 | 9,007 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $0 | 8,906 |
| 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 | $2,002,000 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $2,002,000 | 7,801 |
| Total debt securities | $0 | 9,097 |
| 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 | $1,000,000 | 8,918 |
| U.S. Government securities | $0 | 9,056 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $0 | 8,949 |
| 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 | $1,000,000 | 1,395 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $1,000,000 | 8,108 |
| Total debt securities | $0 | 9,137 |
| 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 |