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Shoreline Bank, Securities
| 2010-09-30 | Rank | |
| Total securities | $7,097,000 | 6,161 |
| U.S. Government securities | $5,651,000 | 5,767 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $5,651,000 | 5,645 |
| Securities issued by states & political subdivisions | $515,000 | 5,243 |
| Other domestic debt securities | $931,000 | 2,254 |
| Privately issued residential mortgage-backed securities | $931,000 | 1,003 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,744,000 | 5,002 |
| Mortgage-backed securities | $1,310,000 | 5,077 |
| Certificates of participation in pools of residential mortgages | $338,000 | 5,164 |
| Issued or guaranteed by U.S. | $338,000 | 5,152 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $972,000 | 3,004 |
| CMOs issued by government agencies or sponsored agencies | $41,000 | 3,378 |
| Privately issued | $931,000 | 958 |
| 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) | $7,097,000 | 5,678 |
| Total debt securities | $7,097,000 | 6,122 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,383 |
| Fair value | $1,012,000 | 2,413 |
| 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 | $9,182,000 | 5,882 |
| U.S. Government securities | $7,713,000 | 5,409 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $7,713,000 | 5,290 |
| Securities issued by states & political subdivisions | $516,000 | 5,205 |
| Other domestic debt securities | $953,000 | 2,234 |
| Privately issued residential mortgage-backed securities | $953,000 | 1,033 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,756,000 | 5,052 |
| Mortgage-backed securities | $1,378,000 | 5,058 |
| Certificates of participation in pools of residential mortgages | $370,000 | 5,197 |
| Issued or guaranteed by U.S. | $370,000 | 5,187 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,008,000 | 2,910 |
| CMOs issued by government agencies or sponsored agencies | $55,000 | 3,283 |
| Privately issued | $953,000 | 997 |
| 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) | $9,182,000 | 5,402 |
| Total debt securities | $9,182,000 | 5,840 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,460 |
| Fair value | $1,013,000 | 2,475 |
| 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 | $9,903,000 | 5,816 |
| U.S. Government securities | $8,375,000 | 5,343 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $8,375,000 | 5,237 |
| Securities issued by states & political subdivisions | $517,000 | 5,225 |
| Other domestic debt securities | $1,011,000 | 2,221 |
| Privately issued residential mortgage-backed securities | $1,011,000 | 1,063 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,731,000 | 5,131 |
| Mortgage-backed securities | $1,467,000 | 5,121 |
| Certificates of participation in pools of residential mortgages | $388,000 | 5,316 |
| Issued or guaranteed by U.S. | $388,000 | 5,305 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,079,000 | 2,842 |
| CMOs issued by government agencies or sponsored agencies | $68,000 | 3,246 |
| Privately issued | $1,011,000 | 1,022 |
| 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) | $9,903,000 | 5,326 |
| Total debt securities | $9,903,000 | 5,775 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,024 |
| Fair value | $1,514,000 | 2,023 |
| 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 | $10,387,000 | 5,725 |
| U.S. Government securities | $8,703,000 | 5,230 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $8,703,000 | 5,130 |
| Securities issued by states & political subdivisions | $519,000 | 5,254 |
| Other domestic debt securities | $1,165,000 | 2,173 |
| Privately issued residential mortgage-backed securities | $1,165,000 | 1,054 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,704,000 | 5,176 |
| Mortgage-backed securities | $1,656,000 | 5,122 |
| Certificates of participation in pools of residential mortgages | $409,000 | 5,363 |
| Issued or guaranteed by U.S. | $409,000 | 5,350 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,247,000 | 2,758 |
| CMOs issued by government agencies or sponsored agencies | $82,000 | 3,225 |
| Privately issued | $1,165,000 | 1,013 |
| 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) | $10,387,000 | 5,249 |
| Total debt securities | $10,388,000 | 5,691 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,760 |
| Fair value | $1,504,000 | 1,766 |
| 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 | $9,973,000 | 5,841 |
| U.S. Government securities | $7,794,000 | 5,455 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $7,794,000 | 5,358 |
| Securities issued by states & political subdivisions | $932,000 | 4,979 |
| Other domestic debt securities | $1,247,000 | 2,246 |
| Privately issued residential mortgage-backed securities | $1,247,000 | 1,100 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,713,000 | 5,207 |
| Mortgage-backed securities | $1,802,000 | 5,154 |
| Certificates of participation in pools of residential mortgages | $460,000 | 5,396 |
| Issued or guaranteed by U.S. | $460,000 | 5,379 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,342,000 | 2,723 |
| CMOs issued by government agencies or sponsored agencies | $95,000 | 3,205 |
| Privately issued | $1,247,000 | 1,053 |
| 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) | $9,973,000 | 5,354 |
| Total debt securities | $9,973,000 | 5,797 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,317 |
| Fair value | $1,507,000 | 1,325 |
| 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 | $10,071,000 | 5,805 |
| U.S. Government securities | $7,794,000 | 5,430 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $7,794,000 | 5,346 |
| Securities issued by states & political subdivisions | $933,000 | 4,977 |
| Other domestic debt securities | $1,344,000 | 2,241 |
| Privately issued residential mortgage-backed securities | $1,344,000 | 1,103 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,588,000 | 4,521 |
| Mortgage-backed securities | $1,949,000 | 5,158 |
| Certificates of participation in pools of residential mortgages | $494,000 | 5,433 |
| Issued or guaranteed by U.S. | $494,000 | 5,415 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,455,000 | 2,679 |
| CMOs issued by government agencies or sponsored agencies | $111,000 | 3,174 |
| Privately issued | $1,344,000 | 1,056 |
| 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) | $10,071,000 | 5,308 |
| Total debt securities | $10,070,000 | 5,759 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 931 |
| Fair value | $1,500,000 | 941 |
| 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 | $6,210,000 | 6,607 |
| U.S. Government securities | $3,225,000 | 6,788 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $3,225,000 | 6,695 |
| Securities issued by states & political subdivisions | $935,000 | 4,904 |
| Other domestic debt securities | $2,050,000 | 1,854 |
| Privately issued residential mortgage-backed securities | $2,050,000 | 995 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,562,000 | 4,300 |
| Mortgage-backed securities | $2,734,000 | 4,971 |
| Certificates of participation in pools of residential mortgages | $548,000 | 5,460 |
| Issued or guaranteed by U.S. | $548,000 | 5,444 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,186,000 | 2,456 |
| CMOs issued by government agencies or sponsored agencies | $136,000 | 3,164 |
| Privately issued | $2,050,000 | 955 |
| 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) | $6,210,000 | 6,060 |
| Total debt securities | $6,210,000 | 6,568 |
| 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 | $8,457,000 | 6,217 |
| U.S. Government securities | $5,294,000 | 6,314 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $5,294,000 | 6,231 |
| Securities issued by states & political subdivisions | $932,000 | 4,870 |
| Other domestic debt securities | $2,231,000 | 1,750 |
| Privately issued residential mortgage-backed securities | $2,231,000 | 929 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,415,000 | 4,145 |
| Mortgage-backed securities | $2,964,000 | 4,878 |
| Certificates of participation in pools of residential mortgages | $580,000 | 5,438 |
| Issued or guaranteed by U.S. | $580,000 | 5,422 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $2,384,000 | 2,312 |
| CMOs issued by government agencies or sponsored agencies | $153,000 | 3,143 |
| Privately issued | $2,231,000 | 893 |
| 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) | $8,457,000 | 5,684 |
| Total debt securities | $8,457,000 | 6,176 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,335 |
| Fair value | $500,000 | 1,398 |
| 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 | $5,636,000 | 6,770 |
| U.S. Government securities | $4,249,000 | 6,612 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $4,249,000 | 6,517 |
| Securities issued by states & political subdivisions | $1,174,000 | 4,678 |
| Other domestic debt securities | $213,000 | 2,952 |
| Privately issued residential mortgage-backed securities | $213,000 | 1,424 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,636,000 | 4,347 |
| Mortgage-backed securities | $1,008,000 | 5,574 |
| Certificates of participation in pools of residential mortgages | $628,000 | 5,407 |
| Issued or guaranteed by U.S. | $628,000 | 5,391 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $380,000 | 3,204 |
| CMOs issued by government agencies or sponsored agencies | $167,000 | 3,047 |
| Privately issued | $213,000 | 1,361 |
| 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) | $5,636,000 | 6,192 |
| Total debt securities | $5,636,000 | 6,729 |
| 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 | $5,191,000 | 6,937 |
| U.S. Government securities | $3,793,000 | 6,798 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $3,793,000 | 6,700 |
| Securities issued by states & political subdivisions | $1,178,000 | 4,715 |
| Other domestic debt securities | $220,000 | 2,925 |
| Privately issued residential mortgage-backed securities | $220,000 | 1,389 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,711,000 | 4,611 |
| Mortgage-backed securities | $1,059,000 | 5,544 |
| Certificates of participation in pools of residential mortgages | $654,000 | 5,400 |
| Issued or guaranteed by U.S. | $654,000 | 5,379 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $405,000 | 3,191 |
| CMOs issued by government agencies or sponsored agencies | $185,000 | 3,050 |
| Privately issued | $220,000 | 1,319 |
| 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) | $5,191,000 | 6,356 |
| Total debt securities | $5,191,000 | 6,881 |
| 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 | $3,487,000 | 7,392 |
| U.S. Government securities | $2,432,000 | 7,245 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $2,432,000 | 7,146 |
| Securities issued by states & political subdivisions | $826,000 | 4,997 |
| Other domestic debt securities | $229,000 | 2,870 |
| Privately issued residential mortgage-backed securities | $229,000 | 1,378 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,981,000 | 5,646 |
| Mortgage-backed securities | $1,161,000 | 5,458 |
| Certificates of participation in pools of residential mortgages | $722,000 | 5,306 |
| Issued or guaranteed by U.S. | $722,000 | 5,280 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $439,000 | 3,158 |
| CMOs issued by government agencies or sponsored agencies | $210,000 | 3,001 |
| Privately issued | $229,000 | 1,307 |
| 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) | $3,487,000 | 6,776 |
| Total debt securities | $3,488,000 | 7,334 |
| 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 | $3,656,000 | 7,426 |
| U.S. Government securities | $1,710,000 | 7,587 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $1,710,000 | 7,476 |
| Securities issued by states & political subdivisions | $1,708,000 | 4,421 |
| Other domestic debt securities | $238,000 | 2,700 |
| Privately issued residential mortgage-backed securities | $238,000 | 1,268 |
| 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 | $3,656,000 | 4,979 |
| Mortgage-backed securities | $1,651,000 | 5,010 |
| Certificates of participation in pools of residential mortgages | $1,194,000 | 4,797 |
| Issued or guaranteed by U.S. | $1,194,000 | 4,778 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $457,000 | 3,033 |
| CMOs issued by government agencies or sponsored agencies | $219,000 | 2,932 |
| Privately issued | $238,000 | 1,205 |
| 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) | $3,656,000 | 6,761 |
| Total debt securities | $3,656,000 | 7,378 |
| 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 | $4,167,000 | 7,325 |
| U.S. Government securities | $2,409,000 | 7,443 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $2,409,000 | 7,329 |
| Securities issued by states & political subdivisions | $1,516,000 | 4,534 |
| Other domestic debt securities | $242,000 | 2,653 |
| Privately issued residential mortgage-backed securities | $242,000 | 1,230 |
| 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 | $2,917,000 | 5,297 |
| Mortgage-backed securities | $1,757,000 | 4,846 |
| Certificates of participation in pools of residential mortgages | $1,280,000 | 4,608 |
| Issued or guaranteed by U.S. | $1,280,000 | 4,595 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $477,000 | 2,972 |
| CMOs issued by government agencies or sponsored agencies | $235,000 | 2,881 |
| Privately issued | $242,000 | 1,167 |
| 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) | $4,167,000 | 6,666 |
| Total debt securities | $4,169,000 | 7,282 |
| Structured notes | ||
| Amortized cost | $299,000 | 2,480 |
| Fair value | $300,000 | 2,457 |
| 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 | $4,234,000 | 7,355 |
| U.S. Government securities | $2,482,000 | 7,467 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $2,482,000 | 7,345 |
| Securities issued by states & political subdivisions | $1,502,000 | 4,562 |
| Other domestic debt securities | $250,000 | 2,564 |
| Privately issued residential mortgage-backed securities | $250,000 | 1,182 |
| 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 | $3,409,000 | 5,113 |
| Mortgage-backed securities | $1,443,000 | 5,013 |
| Certificates of participation in pools of residential mortgages | $940,000 | 4,847 |
| Issued or guaranteed by U.S. | $940,000 | 4,833 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $503,000 | 2,902 |
| CMOs issued by government agencies or sponsored agencies | $253,000 | 2,839 |
| Privately issued | $250,000 | 1,114 |
| 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) | $4,234,000 | 6,681 |
| Total debt securities | $4,236,000 | 7,308 |
| Structured notes | ||
| Amortized cost | $298,000 | 2,564 |
| Fair value | $298,000 | 2,546 |
| 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 | $4,429,000 | 7,363 |
| U.S. Government securities | $2,871,000 | 7,398 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $2,871,000 | 7,266 |
| Securities issued by states & political subdivisions | $1,293,000 | 4,712 |
| Other domestic debt securities | $265,000 | 2,560 |
| Privately issued residential mortgage-backed securities | $265,000 | 1,134 |
| 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 | $3,508,000 | 5,090 |
| Mortgage-backed securities | $1,549,000 | 4,962 |
| Certificates of participation in pools of residential mortgages | $1,011,000 | 4,801 |
| Issued or guaranteed by U.S. | $1,011,000 | 4,783 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $538,000 | 2,846 |
| CMOs issued by government agencies or sponsored agencies | $273,000 | 2,822 |
| Privately issued | $265,000 | 1,060 |
| 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) | $4,429,000 | 6,674 |
| Total debt securities | $4,420,000 | 7,317 |
| Structured notes | ||
| Amortized cost | $298,000 | 2,632 |
| Fair value | $299,000 | 2,611 |
| 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 | $4,755,000 | 7,320 |
| U.S. Government securities | $3,435,000 | 7,261 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $3,435,000 | 7,133 |
| Securities issued by states & political subdivisions | $1,045,000 | 4,940 |
| Other domestic debt securities | $275,000 | 2,586 |
| Privately issued residential mortgage-backed securities | $275,000 | 1,109 |
| 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 | $3,326,000 | 5,186 |
| Mortgage-backed securities | $1,627,000 | 4,908 |
| Certificates of participation in pools of residential mortgages | $1,064,000 | 4,756 |
| Issued or guaranteed by U.S. | $1,064,000 | 4,740 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $563,000 | 2,812 |
| CMOs issued by government agencies or sponsored agencies | $288,000 | 2,805 |
| Privately issued | $275,000 | 1,045 |
| 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) | $4,755,000 | 6,621 |
| Total debt securities | $4,755,000 | 7,272 |
| 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 | $3,982,000 | 7,580 |
| U.S. Government securities | $3,210,000 | 7,409 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $3,210,000 | 7,272 |
| Securities issued by states & political subdivisions | $486,000 | 5,533 |
| Other domestic debt securities | $286,000 | 2,625 |
| Privately issued residential mortgage-backed securities | $286,000 | 1,090 |
| 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 | $3,410,000 | 5,166 |
| Mortgage-backed securities | $1,722,000 | 4,862 |
| Certificates of participation in pools of residential mortgages | $1,122,000 | 4,719 |
| Issued or guaranteed by U.S. | $1,122,000 | 4,694 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $600,000 | 2,754 |
| CMOs issued by government agencies or sponsored agencies | $314,000 | 2,741 |
| Privately issued | $286,000 | 1,016 |
| 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) | $3,982,000 | 6,844 |
| Total debt securities | $3,974,000 | 7,528 |
| 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 | $3,817,000 | 7,658 |
| U.S. Government securities | $3,287,000 | 7,425 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $3,287,000 | 7,284 |
| Securities issued by states & political subdivisions | $238,000 | 5,917 |
| Other domestic debt securities | $292,000 | 2,651 |
| Privately issued residential mortgage-backed securities | $292,000 | 1,071 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,487,000 | 5,161 |
| Mortgage-backed securities | $1,819,000 | 4,821 |
| Certificates of participation in pools of residential mortgages | $1,203,000 | 4,686 |
| Issued or guaranteed by U.S. | $1,203,000 | 4,663 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $616,000 | 2,733 |
| CMOs issued by government agencies or sponsored agencies | $324,000 | 2,712 |
| Privately issued | $292,000 | 999 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $3,817,000 | 6,902 |
| Total debt securities | $3,818,000 | 7,609 |
| 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 | $3,955,000 | 7,665 |
| U.S. Government securities | $3,652,000 | 7,354 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $3,652,000 | 7,212 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $303,000 | 2,702 |
| Privately issued residential mortgage-backed securities | $303,000 | 1,050 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,849,000 | 5,027 |
| Mortgage-backed securities | $1,945,000 | 4,782 |
| Certificates of participation in pools of residential mortgages | $1,293,000 | 4,655 |
| Issued or guaranteed by U.S. | $1,293,000 | 4,637 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $652,000 | 2,714 |
| CMOs issued by government agencies or sponsored agencies | $349,000 | 2,699 |
| Privately issued | $303,000 | 982 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $3,955,000 | 6,904 |
| Total debt securities | $3,955,000 | 7,615 |
| 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 | $4,059,000 | 7,672 |
| U.S. Government securities | $3,745,000 | 7,340 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $3,745,000 | 7,195 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $314,000 | 2,770 |
| Privately issued residential mortgage-backed securities | $314,000 | 1,012 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,962,000 | 4,965 |
| Mortgage-backed securities | $2,051,000 | 4,769 |
| Certificates of participation in pools of residential mortgages | $1,366,000 | 4,642 |
| Issued or guaranteed by U.S. | $1,366,000 | 4,622 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $685,000 | 2,694 |
| CMOs issued by government agencies or sponsored agencies | $371,000 | 2,695 |
| Privately issued | $314,000 | 940 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $4,059,000 | 6,913 |
| Total debt securities | $4,059,000 | 7,623 |
| 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 | $4,339,000 | 7,648 |
| U.S. Government securities | $3,907,000 | 7,317 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $3,907,000 | 7,177 |
| Securities issued by states & political subdivisions | $100,000 | 6,285 |
| Other domestic debt securities | $332,000 | 2,816 |
| Privately issued residential mortgage-backed securities | $332,000 | 999 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $777,000 | 6,600 |
| Mortgage-backed securities | $2,222,000 | 4,724 |
| Certificates of participation in pools of residential mortgages | $1,483,000 | 4,623 |
| Issued or guaranteed by U.S. | $1,483,000 | 4,603 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $739,000 | 2,680 |
| CMOs issued by government agencies or sponsored agencies | $407,000 | 2,677 |
| Privately issued | $332,000 | 926 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $4,339,000 | 6,875 |
| Total debt securities | $4,339,000 | 7,596 |
| 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 | $4,573,000 | 7,626 |
| U.S. Government securities | $4,217,000 | 7,254 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $4,217,000 | 7,100 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $356,000 | 2,852 |
| Privately issued residential mortgage-backed securities | $356,000 | 965 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,352,000 | 5,208 |
| Mortgage-backed securities | $2,449,000 | 4,715 |
| Certificates of participation in pools of residential mortgages | $1,634,000 | 4,601 |
| Issued or guaranteed by U.S. | $1,634,000 | 4,578 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $815,000 | 2,696 |
| CMOs issued by government agencies or sponsored agencies | $459,000 | 2,690 |
| Privately issued | $356,000 | 888 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $4,573,000 | 6,847 |
| Total debt securities | $4,573,000 | 7,567 |
| 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 | $4,580,000 | 7,690 |
| U.S. Government securities | $4,207,000 | 7,327 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,207,000 | 7,155 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $373,000 | 2,898 |
| Privately issued residential mortgage-backed securities | $373,000 | 941 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,447,000 | 5,210 |
| Mortgage-backed securities | $2,578,000 | 4,728 |
| Certificates of participation in pools of residential mortgages | $1,715,000 | 4,617 |
| Issued or guaranteed by U.S. | $1,715,000 | 4,601 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $863,000 | 2,714 |
| CMOs issued by government agencies or sponsored agencies | $490,000 | 2,709 |
| Privately issued | $373,000 | 869 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $4,580,000 | 6,904 |
| Total debt securities | $4,580,000 | 7,636 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $3,361,000 | 8,051 |
| U.S. Government securities | $2,970,000 | 7,753 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $2,970,000 | 7,594 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $391,000 | 2,920 |
| Privately issued residential mortgage-backed securities | $391,000 | 920 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,683,000 | 5,551 |
| Mortgage-backed securities | $2,776,000 | 4,698 |
| Certificates of participation in pools of residential mortgages | $1,854,000 | 4,561 |
| Issued or guaranteed by U.S. | $1,854,000 | 4,545 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $922,000 | 2,726 |
| CMOs issued by government agencies or sponsored agencies | $531,000 | 2,701 |
| Privately issued | $391,000 | 852 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $3,361,000 | 7,246 |
| Total debt securities | $3,361,000 | 7,989 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $3,907,000 | 7,945 |
| U.S. Government securities | $3,495,000 | 7,604 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $3,495,000 | 7,451 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $412,000 | 2,936 |
| Privately issued residential mortgage-backed securities | $412,000 | 866 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,901,000 | 5,458 |
| Mortgage-backed securities | $3,014,000 | 4,623 |
| Certificates of participation in pools of residential mortgages | $2,034,000 | 4,490 |
| Issued or guaranteed by U.S. | $2,034,000 | 4,476 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $980,000 | 2,691 |
| CMOs issued by government agencies or sponsored agencies | $568,000 | 2,700 |
| Privately issued | $412,000 | 798 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $3,907,000 | 7,152 |
| Total debt securities | $3,907,000 | 7,883 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $4,079,000 | 7,959 |
| U.S. Government securities | $3,387,000 | 7,718 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $3,387,000 | 7,561 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $692,000 | 2,690 |
| Privately issued residential mortgage-backed securities | $442,000 | 835 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 2,803 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,104,000 | 5,355 |
| Mortgage-backed securities | $2,946,000 | 4,708 |
| Certificates of participation in pools of residential mortgages | $1,897,000 | 4,636 |
| Issued or guaranteed by U.S. | $1,897,000 | 4,621 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,049,000 | 2,656 |
| CMOs issued by government agencies or sponsored agencies | $607,000 | 2,723 |
| Privately issued | $442,000 | 773 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $4,079,000 | 7,178 |
| Total debt securities | $4,079,000 | 7,898 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $4,289,000 | 7,915 |
| U.S. Government securities | $3,521,000 | 7,642 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $3,521,000 | 7,487 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $768,000 | 2,725 |
| Privately issued residential mortgage-backed securities | $514,000 | 844 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $254,000 | 2,872 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,559,000 | 5,091 |
| Mortgage-backed securities | $3,437,000 | 4,584 |
| Certificates of participation in pools of residential mortgages | $2,232,000 | 4,491 |
| Issued or guaranteed by U.S. | $2,232,000 | 4,474 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,205,000 | 2,661 |
| CMOs issued by government agencies or sponsored agencies | $691,000 | 2,723 |
| Privately issued | $514,000 | 784 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $4,289,000 | 7,126 |
| Total debt securities | $4,289,000 | 7,840 |
| 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 | $4,213,000 | 8,012 |
| U.S. Government securities | $3,427,000 | 7,744 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $3,427,000 | 7,565 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $786,000 | 2,759 |
| Privately issued residential mortgage-backed securities | $530,000 | 722 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $256,000 | 3,009 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,770,000 | 4,952 |
| Mortgage-backed securities | $3,368,000 | 4,598 |
| Certificates of participation in pools of residential mortgages | $2,115,000 | 4,534 |
| Issued or guaranteed by U.S. | $2,115,000 | 4,513 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,253,000 | 2,624 |
| CMOs issued by government agencies or sponsored agencies | $723,000 | 2,843 |
| Privately issued | $530,000 | 627 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $4,213,000 | 7,182 |
| Total debt securities | $4,213,000 | 7,941 |
| 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 | $4,596,000 | 7,875 |
| U.S. Government securities | $3,736,000 | 7,557 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $3,736,000 | 7,373 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $860,000 | 2,822 |
| Privately issued residential mortgage-backed securities | $602,000 | 740 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $258,000 | 3,111 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,857,000 | 4,904 |
| Mortgage-backed securities | $3,751,000 | 4,439 |
| Certificates of participation in pools of residential mortgages | $2,378,000 | 4,391 |
| Issued or guaranteed by U.S. | $2,378,000 | 4,370 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,373,000 | 2,613 |
| CMOs issued by government agencies or sponsored agencies | $771,000 | 2,838 |
| Privately issued | $602,000 | 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) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $4,596,000 | 7,050 |
| Total debt securities | $4,596,000 | 7,790 |
| 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 | $5,193,000 | 7,714 |
| U.S. Government securities | $4,785,000 | 7,161 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $4,785,000 | 6,983 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $408,000 | 3,374 |
| Privately issued residential mortgage-backed securities | $147,000 | 1,034 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $261,000 | 3,143 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,628,000 | 4,549 |
| Mortgage-backed securities | $3,782,000 | 4,512 |
| Certificates of participation in pools of residential mortgages | $3,161,000 | 4,080 |
| Issued or guaranteed by U.S. | $3,161,000 | 4,068 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $621,000 | 3,316 |
| CMOs issued by government agencies or sponsored agencies | $474,000 | 3,328 |
| Privately issued | $147,000 | 914 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $5,193,000 | 6,896 |
| Total debt securities | $5,193,000 | 7,625 |
| Structured notes | ||
| Amortized cost | $300,000 | 1,823 |
| Fair value | $300,000 | 1,840 |
| 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 | $5,518,000 | 7,662 |
| U.S. Government securities | $5,014,000 | 7,131 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $5,014,000 | 6,920 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $504,000 | 3,279 |
| Privately issued residential mortgage-backed securities | $252,000 | 979 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $252,000 | 3,194 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,960,000 | 4,852 |
| Mortgage-backed securities | $4,712,000 | 4,247 |
| Certificates of participation in pools of residential mortgages | $3,598,000 | 3,924 |
| Issued or guaranteed by U.S. | $3,598,000 | 3,910 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,114,000 | 3,024 |
| CMOs issued by government agencies or sponsored agencies | $862,000 | 3,084 |
| Privately issued | $252,000 | 869 |
| 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) | $5,518,000 | 6,814 |
| Total debt securities | $5,518,000 | 7,578 |
| 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 | $5,878,000 | 7,565 |
| U.S. Government securities | $5,259,000 | 7,063 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $5,259,000 | 6,858 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $619,000 | 3,142 |
| Privately issued residential mortgage-backed securities | $365,000 | 953 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $254,000 | 3,213 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,514,000 | 5,055 |
| Mortgage-backed securities | $5,119,000 | 4,112 |
| Certificates of participation in pools of residential mortgages | $3,573,000 | 3,902 |
| Issued or guaranteed by U.S. | $3,573,000 | 3,888 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,546,000 | 2,839 |
| CMOs issued by government agencies or sponsored agencies | $1,181,000 | 2,873 |
| Privately issued | $365,000 | 853 |
| 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) | $5,878,000 | 6,711 |
| Total debt securities | $5,878,000 | 7,489 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $3,650,000 | 8,371 |
| U.S. Government securities | $3,650,000 | 7,798 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $3,650,000 | 7,549 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $753,000 | 6,960 |
| Mortgage-backed securities | $2,893,000 | 4,779 |
| Certificates of participation in pools of residential mortgages | $2,643,000 | 4,095 |
| Issued or guaranteed by U.S. | $2,643,000 | 4,078 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $250,000 | 4,053 |
| CMOs issued by government agencies or sponsored agencies | $250,000 | 3,873 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $3,650,000 | 7,403 |
| Total debt securities | $3,650,000 | 8,275 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $3,995,000 | 8,701 |
| U.S. Government securities | $3,682,000 | 8,331 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $3,682,000 | 7,986 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $295,000 | 3,270 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $295,000 | 2,858 |
| Foreign debt securities | NA | NA |
| Equity securities | $18,000 | 7,784 |
| 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 | 7,719 |
| Mortgage-backed securities | $499,000 | 6,108 |
| Certificates of participation in pools of residential mortgages | $499,000 | 5,426 |
| Issued or guaranteed by U.S. | $499,000 | 5,407 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $3,995,000 | 7,553 |
| Total debt securities | $3,977,000 | 8,600 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $903,000 | 9,883 |
| U.S. Government securities | $886,000 | 9,723 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $886,000 | 9,420 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $17,000 | 7,814 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $903,000 | 8,825 |
| Total debt securities | $886,000 | 9,796 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |