Home > Somerset Hills Bank > Securities
Somerset Hills Bank, Securities
| 2013-03-31 | Rank | |
| Total securities | $22,336,000 | 4,300 |
| U.S. Government securities | $9,636,000 | 4,780 |
| U.S. Treasury securities | $976,000 | 909 |
| U.S. Government agency obligations | $8,660,000 | 4,817 |
| Securities issued by states & political subdivisions | $8,355,000 | 3,130 |
| Other domestic debt securities | $4,345,000 | 1,128 |
| Privately issued residential mortgage-backed securities | $33,000 | 967 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $1,826,000 | 273 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $2,486,000 | 1,079 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,197,000 | 2,638 |
| Mortgage-backed securities | $7,688,000 | 3,609 |
| Certificates of participation in pools of residential mortgages | $6,559,000 | 3,213 |
| Issued or guaranteed by U.S. | $6,559,000 | 3,212 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,129,000 | 2,948 |
| CMOs issued by government agencies or sponsored agencies | $1,096,000 | 2,836 |
| Privately issued | $33,000 | 926 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $9,354,000 | 1,007 |
| Available-for-sale securities (fair market value) | $12,982,000 | 4,849 |
| Total debt securities | $22,336,000 | 4,272 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,980 |
| Fair value | $500,000 | 2,030 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $22,270,000 | 4,277 |
| U.S. Government securities | $9,966,000 | 4,700 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $9,966,000 | 4,602 |
| Securities issued by states & political subdivisions | $7,902,000 | 3,169 |
| Other domestic debt securities | $4,402,000 | 1,091 |
| Privately issued residential mortgage-backed securities | $34,000 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $1,912,000 | 248 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $2,456,000 | 1,058 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,042,000 | 2,780 |
| Mortgage-backed securities | $8,991,000 | 3,441 |
| Certificates of participation in pools of residential mortgages | $7,667,000 | 3,007 |
| Issued or guaranteed by U.S. | $7,667,000 | 3,006 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,324,000 | 2,910 |
| CMOs issued by government agencies or sponsored agencies | $1,290,000 | 2,806 |
| Privately issued | $34,000 | 952 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $8,900,000 | 1,017 |
| Available-for-sale securities (fair market value) | $13,370,000 | 4,778 |
| Total debt securities | $22,270,000 | 4,250 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,008 |
| Fair value | $480,000 | 2,164 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $37,901,000 | 3,240 |
| U.S. Government securities | $24,611,000 | 3,172 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $24,611,000 | 3,107 |
| Securities issued by states & political subdivisions | $7,901,000 | 3,149 |
| Other domestic debt securities | $5,389,000 | 1,010 |
| Privately issued residential mortgage-backed securities | $40,000 | 1,029 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $1,989,000 | 228 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $3,360,000 | 923 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,586,000 | 2,723 |
| Mortgage-backed securities | $19,634,000 | 2,543 |
| Certificates of participation in pools of residential mortgages | $18,095,000 | 1,990 |
| Issued or guaranteed by U.S. | $18,095,000 | 1,990 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,539,000 | 2,916 |
| CMOs issued by government agencies or sponsored agencies | $1,499,000 | 2,813 |
| Privately issued | $40,000 | 987 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $8,900,000 | 1,030 |
| Available-for-sale securities (fair market value) | $29,001,000 | 3,492 |
| Total debt securities | $37,901,000 | 3,213 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,551 |
| Fair value | $1,431,000 | 1,622 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $41,531,000 | 3,064 |
| U.S. Government securities | $27,615,000 | 2,997 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $27,615,000 | 2,939 |
| Securities issued by states & political subdivisions | $8,051,000 | 3,057 |
| Other domestic debt securities | $5,865,000 | 982 |
| Privately issued residential mortgage-backed securities | $47,000 | 1,075 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $1,988,000 | 202 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $3,830,000 | 873 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,334,000 | 2,670 |
| Mortgage-backed securities | $21,619,000 | 2,418 |
| Certificates of participation in pools of residential mortgages | $19,857,000 | 1,895 |
| Issued or guaranteed by U.S. | $19,857,000 | 1,894 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,762,000 | 2,850 |
| CMOs issued by government agencies or sponsored agencies | $1,715,000 | 2,742 |
| Privately issued | $47,000 | 1,032 |
| 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) | $9,560,000 | 1,002 |
| Available-for-sale securities (fair market value) | $31,971,000 | 3,335 |
| Total debt securities | $41,531,000 | 3,039 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,344 |
| Fair value | $2,463,000 | 1,389 |
| 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 | $52,113,000 | 2,587 |
| U.S. Government securities | $37,824,000 | 2,442 |
| U.S. Treasury securities | $1,126,000 | 787 |
| U.S. Government agency obligations | $36,698,000 | 2,448 |
| Securities issued by states & political subdivisions | $8,426,000 | 2,909 |
| Other domestic debt securities | $5,863,000 | 976 |
| Privately issued residential mortgage-backed securities | $48,000 | 1,111 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $1,973,000 | 175 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $3,842,000 | 863 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,264,000 | 2,562 |
| Mortgage-backed securities | $24,214,000 | 2,291 |
| Certificates of participation in pools of residential mortgages | $22,208,000 | 1,742 |
| Issued or guaranteed by U.S. | $22,208,000 | 1,736 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,006,000 | 2,798 |
| CMOs issued by government agencies or sponsored agencies | $1,958,000 | 2,686 |
| Privately issued | $48,000 | 1,069 |
| 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) | $9,936,000 | 995 |
| Available-for-sale securities (fair market value) | $42,177,000 | 2,807 |
| Total debt securities | $52,113,000 | 2,566 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 1,291 |
| Fair value | $3,448,000 | 1,317 |
| 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 | $54,317,000 | 2,454 |
| U.S. Government securities | $41,230,000 | 2,191 |
| U.S. Treasury securities | $1,161,000 | 734 |
| U.S. Government agency obligations | $40,069,000 | 2,170 |
| Securities issued by states & political subdivisions | $9,228,000 | 2,761 |
| Other domestic debt securities | $3,859,000 | 1,186 |
| Privately issued residential mortgage-backed securities | $71,000 | 1,171 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $3,788,000 | 812 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,769,000 | 2,512 |
| Mortgage-backed securities | $26,547,000 | 2,065 |
| Certificates of participation in pools of residential mortgages | $23,814,000 | 1,551 |
| Issued or guaranteed by U.S. | $23,814,000 | 1,547 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $2,733,000 | 2,564 |
| CMOs issued by government agencies or sponsored agencies | $2,662,000 | 2,383 |
| Privately issued | $71,000 | 1,111 |
| 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) | $10,738,000 | 971 |
| Available-for-sale securities (fair market value) | $43,579,000 | 2,644 |
| Total debt securities | $54,317,000 | 2,434 |
| Structured notes | ||
| Amortized cost | $3,499,000 | 1,270 |
| Fair value | $3,477,000 | 1,285 |
| 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 | $47,129,000 | 2,651 |
| U.S. Government securities | $34,878,000 | 2,434 |
| U.S. Treasury securities | $1,175,000 | 762 |
| U.S. Government agency obligations | $33,703,000 | 2,449 |
| Securities issued by states & political subdivisions | $9,227,000 | 2,698 |
| Other domestic debt securities | $3,024,000 | 1,357 |
| Privately issued residential mortgage-backed securities | $93,000 | 1,182 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $2,931,000 | 917 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,563,000 | 2,418 |
| Mortgage-backed securities | $25,172,000 | 2,079 |
| Certificates of participation in pools of residential mortgages | $21,649,000 | 1,626 |
| Issued or guaranteed by U.S. | $21,649,000 | 1,622 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $3,523,000 | 2,353 |
| CMOs issued by government agencies or sponsored agencies | $3,430,000 | 2,183 |
| Privately issued | $93,000 | 1,118 |
| 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) | $10,738,000 | 975 |
| Available-for-sale securities (fair market value) | $36,391,000 | 2,929 |
| Total debt securities | $47,129,000 | 2,623 |
| Structured notes | ||
| Amortized cost | $2,499,000 | 1,595 |
| Fair value | $2,481,000 | 1,610 |
| 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 | $45,598,000 | 2,732 |
| U.S. Government securities | $33,276,000 | 2,575 |
| U.S. Treasury securities | $1,064,000 | 846 |
| U.S. Government agency obligations | $32,212,000 | 2,567 |
| Securities issued by states & political subdivisions | $9,228,000 | 2,636 |
| Other domestic debt securities | $3,094,000 | 1,269 |
| Privately issued residential mortgage-backed securities | $119,000 | 1,182 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $2,975,000 | 840 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,709,000 | 2,261 |
| Mortgage-backed securities | $23,701,000 | 2,118 |
| Certificates of participation in pools of residential mortgages | $19,438,000 | 1,704 |
| Issued or guaranteed by U.S. | $19,438,000 | 1,701 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $4,263,000 | 2,168 |
| CMOs issued by government agencies or sponsored agencies | $4,144,000 | 2,003 |
| Privately issued | $119,000 | 1,126 |
| 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) | $10,739,000 | 986 |
| Available-for-sale securities (fair market value) | $34,859,000 | 3,026 |
| Total debt securities | $45,598,000 | 2,712 |
| Structured notes | ||
| Amortized cost | $2,498,000 | 1,831 |
| Fair value | $2,499,000 | 1,821 |
| 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 | $41,991,000 | 2,879 |
| U.S. Government securities | $29,640,000 | 2,804 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $29,640,000 | 2,716 |
| Securities issued by states & political subdivisions | $9,228,000 | 2,593 |
| Other domestic debt securities | $3,123,000 | 1,298 |
| Privately issued residential mortgage-backed securities | $139,000 | 1,203 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $2,984,000 | 854 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,005,000 | 1,274 |
| Mortgage-backed securities | $23,213,000 | 2,106 |
| Certificates of participation in pools of residential mortgages | $18,307,000 | 1,749 |
| Issued or guaranteed by U.S. | $18,307,000 | 1,746 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $4,906,000 | 2,012 |
| CMOs issued by government agencies or sponsored agencies | $4,767,000 | 1,847 |
| Privately issued | $139,000 | 1,147 |
| 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) | $10,740,000 | 988 |
| Available-for-sale securities (fair market value) | $31,251,000 | 3,243 |
| Total debt securities | $41,991,000 | 2,854 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,826 |
| Fair value | $2,492,000 | 1,842 |
| 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 | $46,733,000 | 2,556 |
| U.S. Government securities | $34,345,000 | 2,390 |
| U.S. Treasury securities | $1,926,000 | 784 |
| U.S. Government agency obligations | $32,419,000 | 2,415 |
| Securities issued by states & political subdivisions | $9,227,000 | 2,578 |
| Other domestic debt securities | $3,161,000 | 1,371 |
| Privately issued residential mortgage-backed securities | $202,000 | 1,209 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $2,959,000 | 854 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,649,000 | 2,929 |
| Mortgage-backed securities | $25,524,000 | 1,932 |
| Certificates of participation in pools of residential mortgages | $19,847,000 | 1,567 |
| Issued or guaranteed by U.S. | $19,847,000 | 1,561 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $5,677,000 | 1,895 |
| CMOs issued by government agencies or sponsored agencies | $5,475,000 | 1,709 |
| Privately issued | $202,000 | 1,152 |
| 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) | $10,740,000 | 982 |
| Available-for-sale securities (fair market value) | $35,993,000 | 2,841 |
| Total debt securities | $46,733,000 | 2,530 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 1,305 |
| Fair value | $3,997,000 | 1,316 |
| 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 | $45,242,000 | 2,593 |
| U.S. Government securities | $32,441,000 | 2,464 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $32,441,000 | 2,384 |
| Securities issued by states & political subdivisions | $10,016,000 | 2,378 |
| Other domestic debt securities | $2,785,000 | 1,500 |
| Privately issued residential mortgage-backed securities | $274,000 | 1,249 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $2,511,000 | 917 |
| 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 | $11,709,000 | 2,954 |
| Mortgage-backed securities | $27,579,000 | 1,819 |
| Certificates of participation in pools of residential mortgages | $21,101,000 | 1,477 |
| Issued or guaranteed by U.S. | $21,101,000 | 1,472 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $6,478,000 | 1,779 |
| CMOs issued by government agencies or sponsored agencies | $6,204,000 | 1,597 |
| Privately issued | $274,000 | 1,192 |
| 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) | $11,529,000 | 969 |
| Available-for-sale securities (fair market value) | $33,713,000 | 2,927 |
| Total debt securities | $45,242,000 | 2,566 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 1,305 |
| Fair value | $4,010,000 | 1,340 |
| 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 | $44,158,000 | 2,642 |
| U.S. Government securities | $32,308,000 | 2,536 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $32,308,000 | 2,453 |
| Securities issued by states & political subdivisions | $10,014,000 | 2,268 |
| Other domestic debt securities | $1,836,000 | 1,785 |
| Privately issued residential mortgage-backed securities | $323,000 | 1,266 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $1,513,000 | 1,119 |
| 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 | $11,768,000 | 2,972 |
| Mortgage-backed securities | $30,116,000 | 1,685 |
| Certificates of participation in pools of residential mortgages | $23,121,000 | 1,387 |
| Issued or guaranteed by U.S. | $23,121,000 | 1,382 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $6,995,000 | 1,670 |
| CMOs issued by government agencies or sponsored agencies | $6,672,000 | 1,474 |
| Privately issued | $323,000 | 1,213 |
| 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) | $11,527,000 | 986 |
| Available-for-sale securities (fair market value) | $32,631,000 | 2,981 |
| Total debt securities | $44,158,000 | 2,612 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,245 |
| Fair value | $1,512,000 | 2,254 |
| 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 | $43,768,000 | 2,678 |
| U.S. Government securities | $31,139,000 | 2,638 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $31,139,000 | 2,568 |
| Securities issued by states & political subdivisions | $10,748,000 | 2,134 |
| Other domestic debt securities | $1,881,000 | 1,821 |
| Privately issued residential mortgage-backed securities | $367,000 | 1,291 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $1,514,000 | 1,145 |
| 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 | $11,820,000 | 3,050 |
| Mortgage-backed securities | $27,998,000 | 1,798 |
| Certificates of participation in pools of residential mortgages | $23,077,000 | 1,457 |
| Issued or guaranteed by U.S. | $23,077,000 | 1,453 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $4,921,000 | 1,880 |
| CMOs issued by government agencies or sponsored agencies | $4,554,000 | 1,667 |
| Privately issued | $367,000 | 1,239 |
| 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) | $12,262,000 | 970 |
| Available-for-sale securities (fair market value) | $31,506,000 | 3,069 |
| Total debt securities | $43,768,000 | 2,654 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,588 |
| Fair value | $2,500,000 | 1,605 |
| 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 | $46,477,000 | 2,530 |
| U.S. Government securities | $33,770,000 | 2,440 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $33,770,000 | 2,376 |
| Securities issued by states & political subdivisions | $10,748,000 | 2,134 |
| Other domestic debt securities | $1,959,000 | 1,842 |
| Privately issued residential mortgage-backed securities | $445,000 | 1,297 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $1,514,000 | 1,178 |
| 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 | $11,858,000 | 3,059 |
| Mortgage-backed securities | $28,713,000 | 1,800 |
| Certificates of participation in pools of residential mortgages | $23,292,000 | 1,498 |
| Issued or guaranteed by U.S. | $23,292,000 | 1,491 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $5,421,000 | 1,789 |
| CMOs issued by government agencies or sponsored agencies | $4,976,000 | 1,585 |
| Privately issued | $445,000 | 1,242 |
| 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) | $12,262,000 | 969 |
| Available-for-sale securities (fair market value) | $34,215,000 | 2,867 |
| Total debt securities | $46,477,000 | 2,503 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 1,064 |
| Fair value | $3,498,000 | 1,069 |
| 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 | $46,422,000 | 2,528 |
| U.S. Government securities | $33,664,000 | 2,456 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $33,664,000 | 2,393 |
| Securities issued by states & political subdivisions | $10,748,000 | 2,138 |
| Other domestic debt securities | $2,010,000 | 1,910 |
| Privately issued residential mortgage-backed securities | $496,000 | 1,330 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $1,514,000 | 1,266 |
| 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 | $11,922,000 | 3,042 |
| Mortgage-backed securities | $29,661,000 | 1,787 |
| Certificates of participation in pools of residential mortgages | $23,791,000 | 1,525 |
| Issued or guaranteed by U.S. | $23,791,000 | 1,519 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $5,870,000 | 1,722 |
| CMOs issued by government agencies or sponsored agencies | $5,374,000 | 1,489 |
| Privately issued | $496,000 | 1,273 |
| 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) | $12,262,000 | 999 |
| Available-for-sale securities (fair market value) | $34,160,000 | 2,876 |
| Total debt securities | $46,422,000 | 2,499 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 957 |
| Fair value | $2,500,000 | 978 |
| 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 | $40,390,000 | 2,773 |
| U.S. Government securities | $27,532,000 | 2,799 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $27,532,000 | 2,734 |
| Securities issued by states & political subdivisions | $10,748,000 | 2,115 |
| Other domestic debt securities | $2,110,000 | 1,908 |
| Privately issued residential mortgage-backed securities | $596,000 | 1,316 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $1,514,000 | 1,285 |
| 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 | $11,972,000 | 3,057 |
| Mortgage-backed securities | $28,128,000 | 1,875 |
| Certificates of participation in pools of residential mortgages | $22,914,000 | 1,599 |
| Issued or guaranteed by U.S. | $22,914,000 | 1,592 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $5,214,000 | 1,801 |
| CMOs issued by government agencies or sponsored agencies | $4,618,000 | 1,576 |
| Privately issued | $596,000 | 1,254 |
| 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) | $12,262,000 | 1,021 |
| Available-for-sale securities (fair market value) | $28,128,000 | 3,232 |
| Total debt securities | $40,390,000 | 2,745 |
| 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 | $45,495,000 | 2,526 |
| U.S. Government securities | $32,494,000 | 2,482 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $32,494,000 | 2,425 |
| Securities issued by states & political subdivisions | $10,748,000 | 2,042 |
| Other domestic debt securities | $2,223,000 | 1,793 |
| Privately issued residential mortgage-backed securities | $679,000 | 1,317 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,544,000 | 1,296 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $30,000 | 1,447 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,040,000 | 3,086 |
| Mortgage-backed securities | $31,168,000 | 1,762 |
| Certificates of participation in pools of residential mortgages | $25,556,000 | 1,511 |
| Issued or guaranteed by U.S. | $25,556,000 | 1,500 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $5,612,000 | 1,758 |
| CMOs issued by government agencies or sponsored agencies | $4,933,000 | 1,532 |
| Privately issued | $679,000 | 1,257 |
| 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) | $12,292,000 | 1,030 |
| Available-for-sale securities (fair market value) | $33,203,000 | 2,864 |
| Total debt securities | $45,465,000 | 2,494 |
| 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 | $49,139,000 | 2,339 |
| U.S. Government securities | $36,071,000 | 2,267 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $36,071,000 | 2,229 |
| Securities issued by states & political subdivisions | $10,748,000 | 1,969 |
| Other domestic debt securities | $2,290,000 | 1,734 |
| Privately issued residential mortgage-backed securities | $745,000 | 1,238 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,545,000 | 1,273 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $30,000 | 1,437 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,079,000 | 3,129 |
| Mortgage-backed securities | $32,803,000 | 1,640 |
| Certificates of participation in pools of residential mortgages | $26,916,000 | 1,404 |
| Issued or guaranteed by U.S. | $26,916,000 | 1,396 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $5,887,000 | 1,674 |
| CMOs issued by government agencies or sponsored agencies | $5,142,000 | 1,483 |
| Privately issued | $745,000 | 1,183 |
| 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) | $12,293,000 | 1,018 |
| Available-for-sale securities (fair market value) | $36,846,000 | 2,647 |
| Total debt securities | $49,109,000 | 2,315 |
| 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 | $33,259,000 | 3,145 |
| U.S. Government securities | $20,451,000 | 3,444 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $20,451,000 | 3,376 |
| Securities issued by states & political subdivisions | $10,516,000 | 1,974 |
| Other domestic debt securities | $2,262,000 | 1,707 |
| Privately issued residential mortgage-backed securities | $722,000 | 1,228 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,540,000 | 1,244 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $30,000 | 1,611 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,098,000 | 3,120 |
| Mortgage-backed securities | $17,169,000 | 2,470 |
| Certificates of participation in pools of residential mortgages | $14,247,000 | 2,142 |
| Issued or guaranteed by U.S. | $14,247,000 | 2,131 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $2,922,000 | 2,114 |
| CMOs issued by government agencies or sponsored agencies | $2,200,000 | 1,950 |
| Privately issued | $722,000 | 1,175 |
| 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) | $12,056,000 | 1,031 |
| Available-for-sale securities (fair market value) | $21,203,000 | 3,767 |
| Total debt securities | $33,229,000 | 3,115 |
| 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 | $37,163,000 | 2,940 |
| U.S. Government securities | $24,330,000 | 3,075 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $24,330,000 | 3,017 |
| Securities issued by states & political subdivisions | $10,515,000 | 1,985 |
| Other domestic debt securities | $2,288,000 | 1,744 |
| Privately issued residential mortgage-backed securities | $747,000 | 1,206 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,541,000 | 1,321 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $30,000 | 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 | $11,499,000 | 3,167 |
| Mortgage-backed securities | $17,540,000 | 2,439 |
| Certificates of participation in pools of residential mortgages | $14,522,000 | 2,107 |
| Issued or guaranteed by U.S. | $14,522,000 | 2,096 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $3,018,000 | 2,085 |
| CMOs issued by government agencies or sponsored agencies | $2,271,000 | 1,942 |
| Privately issued | $747,000 | 1,148 |
| 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) | $12,056,000 | 1,019 |
| Available-for-sale securities (fair market value) | $25,107,000 | 3,449 |
| Total debt securities | $37,133,000 | 2,906 |
| 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 | $35,660,000 | 3,033 |
| U.S. Government securities | $22,764,000 | 3,214 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $22,764,000 | 3,159 |
| Securities issued by states & political subdivisions | $10,516,000 | 1,974 |
| Other domestic debt securities | $2,350,000 | 1,653 |
| Privately issued residential mortgage-backed securities | $809,000 | 1,171 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,541,000 | 1,273 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $30,000 | 1,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,502,000 | 3,120 |
| Mortgage-backed securities | $19,021,000 | 2,247 |
| Certificates of participation in pools of residential mortgages | $15,731,000 | 1,938 |
| Issued or guaranteed by U.S. | $15,731,000 | 1,927 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,290,000 | 2,006 |
| CMOs issued by government agencies or sponsored agencies | $2,481,000 | 1,869 |
| Privately issued | $809,000 | 1,113 |
| 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) | $12,057,000 | 1,038 |
| Available-for-sale securities (fair market value) | $23,603,000 | 3,565 |
| Total debt securities | $35,630,000 | 2,986 |
| 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 | $41,163,000 | 2,712 |
| U.S. Government securities | $27,605,000 | 2,848 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $27,605,000 | 2,791 |
| Securities issued by states & political subdivisions | $11,104,000 | 1,894 |
| Other domestic debt securities | $2,424,000 | 1,513 |
| Privately issued residential mortgage-backed securities | $882,000 | 1,056 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,542,000 | 1,200 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $30,000 | 1,735 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,605,000 | 4,629 |
| Mortgage-backed securities | $17,982,000 | 2,066 |
| Certificates of participation in pools of residential mortgages | $14,578,000 | 1,795 |
| Issued or guaranteed by U.S. | $14,578,000 | 1,784 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,404,000 | 1,875 |
| CMOs issued by government agencies or sponsored agencies | $2,522,000 | 1,775 |
| Privately issued | $882,000 | 1,005 |
| 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) | $13,646,000 | 1,007 |
| Available-for-sale securities (fair market value) | $27,517,000 | 3,230 |
| Total debt securities | $41,133,000 | 2,677 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,500 |
| Fair value | $1,000,000 | 1,579 |
| 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 | $47,154,000 | 2,417 |
| U.S. Government securities | $33,816,000 | 2,427 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $33,816,000 | 2,374 |
| Securities issued by states & political subdivisions | $10,884,000 | 1,880 |
| Other domestic debt securities | $2,424,000 | 1,476 |
| Privately issued residential mortgage-backed securities | $886,000 | 1,023 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,538,000 | 1,174 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $30,000 | 1,673 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,491,000 | 5,947 |
| Mortgage-backed securities | $18,298,000 | 1,919 |
| Certificates of participation in pools of residential mortgages | $14,818,000 | 1,647 |
| Issued or guaranteed by U.S. | $14,818,000 | 1,638 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $3,480,000 | 1,809 |
| CMOs issued by government agencies or sponsored agencies | $2,594,000 | 1,713 |
| Privately issued | $886,000 | 972 |
| 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) | $13,422,000 | 1,052 |
| Available-for-sale securities (fair market value) | $33,732,000 | 2,780 |
| Total debt securities | $47,124,000 | 2,375 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,697 |
| Fair value | $1,000,000 | 1,732 |
| 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 | $49,844,000 | 2,306 |
| U.S. Government securities | $36,477,000 | 2,250 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $36,477,000 | 2,195 |
| Securities issued by states & political subdivisions | $10,882,000 | 1,852 |
| Other domestic debt securities | $2,455,000 | 1,411 |
| Privately issued residential mortgage-backed securities | $917,000 | 958 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,538,000 | 1,125 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $30,000 | 1,701 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,482,000 | 6,000 |
| Mortgage-backed securities | $18,702,000 | 1,841 |
| Certificates of participation in pools of residential mortgages | $15,104,000 | 1,575 |
| Issued or guaranteed by U.S. | $15,104,000 | 1,569 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,598,000 | 1,762 |
| CMOs issued by government agencies or sponsored agencies | $2,681,000 | 1,669 |
| Privately issued | $917,000 | 905 |
| 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) | $13,420,000 | 1,067 |
| Available-for-sale securities (fair market value) | $36,424,000 | 2,601 |
| Total debt securities | $49,814,000 | 2,267 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,776 |
| Fair value | $983,000 | 1,945 |
| 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 | $51,644,000 | 2,242 |
| U.S. Government securities | $38,448,000 | 2,179 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $38,448,000 | 2,117 |
| Securities issued by states & political subdivisions | $10,667,000 | 1,889 |
| Other domestic debt securities | $2,499,000 | 1,389 |
| Privately issued residential mortgage-backed securities | $960,000 | 916 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,539,000 | 1,148 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $30,000 | 1,730 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,984,000 | 4,915 |
| Mortgage-backed securities | $18,946,000 | 1,819 |
| Certificates of participation in pools of residential mortgages | $15,091,000 | 1,586 |
| Issued or guaranteed by U.S. | $15,091,000 | 1,581 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $3,855,000 | 1,708 |
| CMOs issued by government agencies or sponsored agencies | $2,895,000 | 1,612 |
| Privately issued | $960,000 | 857 |
| 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) | $13,206,000 | 1,094 |
| Available-for-sale securities (fair market value) | $38,438,000 | 2,503 |
| Total debt securities | $51,614,000 | 2,211 |
| Structured notes | ||
| Amortized cost | $1,997,000 | 1,414 |
| Fair value | $1,995,000 | 1,347 |
| 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 | $49,123,000 | 2,369 |
| U.S. Government securities | $38,606,000 | 2,196 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $38,606,000 | 2,138 |
| Securities issued by states & political subdivisions | $8,428,000 | 2,287 |
| Other domestic debt securities | $2,059,000 | 1,491 |
| Privately issued residential mortgage-backed securities | $1,002,000 | 873 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,057,000 | 1,323 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $30,000 | 1,781 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,495,000 | 5,116 |
| Mortgage-backed securities | $17,650,000 | 1,918 |
| Certificates of participation in pools of residential mortgages | $13,638,000 | 1,714 |
| Issued or guaranteed by U.S. | $13,638,000 | 1,705 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $4,012,000 | 1,684 |
| CMOs issued by government agencies or sponsored agencies | $3,010,000 | 1,595 |
| Privately issued | $1,002,000 | 822 |
| 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) | $10,485,000 | 1,272 |
| Available-for-sale securities (fair market value) | $38,638,000 | 2,505 |
| Total debt securities | $49,093,000 | 2,323 |
| Structured notes | ||
| Amortized cost | $2,497,000 | 1,282 |
| Fair value | $2,491,000 | 1,267 |
| 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 | $43,321,000 | 2,648 |
| U.S. Government securities | $32,556,000 | 2,598 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $32,556,000 | 2,527 |
| Securities issued by states & political subdivisions | $8,120,000 | 2,355 |
| Other domestic debt securities | $2,615,000 | 1,368 |
| Privately issued residential mortgage-backed securities | $1,041,000 | 849 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,574,000 | 1,172 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $30,000 | 1,814 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $996,000 | 6,354 |
| Mortgage-backed securities | $17,194,000 | 1,951 |
| Certificates of participation in pools of residential mortgages | $13,001,000 | 1,775 |
| Issued or guaranteed by U.S. | $13,001,000 | 1,764 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $4,193,000 | 1,610 |
| CMOs issued by government agencies or sponsored agencies | $3,152,000 | 1,558 |
| Privately issued | $1,041,000 | 790 |
| 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) | $10,694,000 | 1,297 |
| Available-for-sale securities (fair market value) | $32,627,000 | 2,866 |
| Total debt securities | $43,291,000 | 2,608 |
| Structured notes | ||
| Amortized cost | $2,497,000 | 1,363 |
| Fair value | $2,477,000 | 1,355 |
| 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 | $38,978,000 | 2,883 |
| U.S. Government securities | $28,683,000 | 2,864 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $28,683,000 | 2,773 |
| Securities issued by states & political subdivisions | $7,617,000 | 2,426 |
| Other domestic debt securities | $2,648,000 | 1,365 |
| Privately issued residential mortgage-backed securities | $1,060,000 | 827 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,588,000 | 1,193 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $30,000 | 1,845 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,450,000 | 3,161 |
| Mortgage-backed securities | $17,483,000 | 1,931 |
| Certificates of participation in pools of residential mortgages | $13,163,000 | 1,779 |
| Issued or guaranteed by U.S. | $13,163,000 | 1,769 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $4,320,000 | 1,569 |
| CMOs issued by government agencies or sponsored agencies | $3,260,000 | 1,530 |
| Privately issued | $1,060,000 | 772 |
| 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) | $10,205,000 | 1,346 |
| Available-for-sale securities (fair market value) | $28,773,000 | 3,125 |
| Total debt securities | $38,948,000 | 2,847 |
| Structured notes | ||
| Amortized cost | $2,497,000 | 1,418 |
| Fair value | $2,453,000 | 1,402 |
| 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 | $39,178,000 | 2,909 |
| U.S. Government securities | $29,711,000 | 2,831 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $29,711,000 | 2,741 |
| Securities issued by states & political subdivisions | $6,756,000 | 2,595 |
| Other domestic debt securities | $2,681,000 | 1,388 |
| Privately issued residential mortgage-backed securities | $1,081,000 | 823 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,600,000 | 1,248 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $30,000 | 1,887 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,993,000 | 5,830 |
| Mortgage-backed securities | $17,479,000 | 1,963 |
| Certificates of participation in pools of residential mortgages | $12,914,000 | 1,831 |
| Issued or guaranteed by U.S. | $12,914,000 | 1,816 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $4,565,000 | 1,544 |
| CMOs issued by government agencies or sponsored agencies | $3,484,000 | 1,482 |
| Privately issued | $1,081,000 | 767 |
| 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) | $9,356,000 | 1,445 |
| Available-for-sale securities (fair market value) | $29,822,000 | 3,095 |
| Total debt securities | $39,147,000 | 2,860 |
| Structured notes | ||
| Amortized cost | $3,497,000 | 1,171 |
| Fair value | $3,458,000 | 1,151 |
| 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 | $40,592,000 | 2,810 |
| U.S. Government securities | $31,087,000 | 2,709 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $31,087,000 | 2,619 |
| Securities issued by states & political subdivisions | $6,753,000 | 2,583 |
| Other domestic debt securities | $2,722,000 | 1,426 |
| Privately issued residential mortgage-backed securities | $1,109,000 | 791 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,613,000 | 1,320 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $30,000 | 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 | $10,820,000 | 3,242 |
| Mortgage-backed securities | $18,376,000 | 1,922 |
| Certificates of participation in pools of residential mortgages | $13,588,000 | 1,778 |
| Issued or guaranteed by U.S. | $13,588,000 | 1,768 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $4,788,000 | 1,508 |
| CMOs issued by government agencies or sponsored agencies | $3,679,000 | 1,452 |
| Privately issued | $1,109,000 | 739 |
| 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) | $9,366,000 | 1,474 |
| Available-for-sale securities (fair market value) | $31,226,000 | 2,989 |
| Total debt securities | $40,562,000 | 2,774 |
| Structured notes | ||
| Amortized cost | $3,497,000 | 1,166 |
| Fair value | $3,452,000 | 1,152 |
| 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 | $36,358,000 | 3,037 |
| U.S. Government securities | $28,585,000 | 2,870 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $28,585,000 | 2,776 |
| Securities issued by states & political subdivisions | $4,957,000 | 3,083 |
| Other domestic debt securities | $2,786,000 | 1,428 |
| Privately issued residential mortgage-backed securities | $1,161,000 | 772 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,625,000 | 1,360 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $30,000 | 1,906 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $995,000 | 6,456 |
| Mortgage-backed securities | $13,335,000 | 2,328 |
| Certificates of participation in pools of residential mortgages | $8,159,000 | 2,466 |
| Issued or guaranteed by U.S. | $8,159,000 | 2,454 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,176,000 | 1,454 |
| CMOs issued by government agencies or sponsored agencies | $4,015,000 | 1,407 |
| Privately issued | $1,161,000 | 721 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,582,000 | 1,647 |
| Available-for-sale securities (fair market value) | $28,776,000 | 3,157 |
| Total debt securities | $36,328,000 | 2,990 |
| Structured notes | ||
| Amortized cost | $4,496,000 | 937 |
| Fair value | $4,480,000 | 924 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $32,652,000 | 3,376 |
| U.S. Government securities | $25,176,000 | 3,218 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $25,176,000 | 3,101 |
| Securities issued by states & political subdivisions | $4,550,000 | 3,192 |
| Other domestic debt securities | $2,896,000 | 1,431 |
| Privately issued residential mortgage-backed securities | $1,258,000 | 739 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,638,000 | 1,413 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $30,000 | 1,930 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 6,421 |
| Mortgage-backed securities | $10,968,000 | 2,684 |
| Certificates of participation in pools of residential mortgages | $5,352,000 | 3,113 |
| Issued or guaranteed by U.S. | $5,352,000 | 3,102 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $5,616,000 | 1,427 |
| CMOs issued by government agencies or sponsored agencies | $4,358,000 | 1,399 |
| Privately issued | $1,258,000 | 693 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,188,000 | 1,715 |
| Available-for-sale securities (fair market value) | $25,464,000 | 3,461 |
| Total debt securities | $32,622,000 | 3,327 |
| Structured notes | ||
| Amortized cost | $4,496,000 | 929 |
| Fair value | $4,493,000 | 914 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $22,848,000 | 4,353 |
| U.S. Government securities | $18,345,000 | 4,107 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $18,345,000 | 3,960 |
| Securities issued by states & political subdivisions | $2,730,000 | 3,939 |
| Other domestic debt securities | $1,743,000 | 1,854 |
| Privately issued residential mortgage-backed securities | $635,000 | 851 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,108,000 | 1,713 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $30,000 | 1,978 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $992,000 | 6,510 |
| Mortgage-backed securities | $7,096,000 | 3,387 |
| Certificates of participation in pools of residential mortgages | $3,014,000 | 3,962 |
| Issued or guaranteed by U.S. | $3,014,000 | 3,952 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $4,082,000 | 1,670 |
| CMOs issued by government agencies or sponsored agencies | $3,447,000 | 1,589 |
| Privately issued | $635,000 | 792 |
| 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) | $4,838,000 | 2,045 |
| Available-for-sale securities (fair market value) | $18,010,000 | 4,352 |
| Total debt securities | $22,818,000 | 4,301 |
| Structured notes | ||
| Amortized cost | $3,996,000 | 1,036 |
| Fair value | $3,947,000 | 1,014 |
| 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 | $22,807,000 | 4,384 |
| U.S. Government securities | $18,207,000 | 4,120 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $18,207,000 | 3,984 |
| Securities issued by states & political subdivisions | $2,730,000 | 3,960 |
| Other domestic debt securities | $1,840,000 | 1,864 |
| Privately issued residential mortgage-backed securities | $723,000 | 817 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,117,000 | 1,780 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $30,000 | 2,021 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $992,000 | 6,533 |
| Mortgage-backed securities | $7,991,000 | 3,273 |
| Certificates of participation in pools of residential mortgages | $3,440,000 | 3,843 |
| Issued or guaranteed by U.S. | $3,440,000 | 3,834 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $4,551,000 | 1,622 |
| CMOs issued by government agencies or sponsored agencies | $3,828,000 | 1,543 |
| Privately issued | $723,000 | 759 |
| 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) | $5,847,000 | 1,912 |
| Available-for-sale securities (fair market value) | $16,960,000 | 4,531 |
| Total debt securities | $22,777,000 | 4,314 |
| Structured notes | ||
| Amortized cost | $4,996,000 | 833 |
| Fair value | $4,973,000 | 829 |
| 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 | $27,809,000 | 3,827 |
| U.S. Government securities | $24,113,000 | 3,364 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $24,113,000 | 3,241 |
| Securities issued by states & political subdivisions | $1,774,000 | 4,527 |
| Other domestic debt securities | $1,892,000 | 1,859 |
| Privately issued residential mortgage-backed securities | $776,000 | 755 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,116,000 | 1,838 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $30,000 | 2,048 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $999,000 | 6,554 |
| Mortgage-backed securities | $7,923,000 | 3,297 |
| Certificates of participation in pools of residential mortgages | $2,841,000 | 4,090 |
| Issued or guaranteed by U.S. | $2,841,000 | 4,079 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,082,000 | 1,533 |
| CMOs issued by government agencies or sponsored agencies | $4,306,000 | 1,446 |
| Privately issued | $776,000 | 700 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,388,000 | 1,737 |
| Available-for-sale securities (fair market value) | $20,421,000 | 4,034 |
| Total debt securities | $27,779,000 | 3,758 |
| Structured notes | ||
| Amortized cost | $11,993,000 | 351 |
| Fair value | $11,995,000 | 348 |
| 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 | $28,536,000 | 3,789 |
| U.S. Government securities | $25,964,000 | 3,231 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $25,964,000 | 3,113 |
| Securities issued by states & political subdivisions | $620,000 | 5,571 |
| Other domestic debt securities | $1,922,000 | 1,927 |
| Privately issued residential mortgage-backed securities | $797,000 | 740 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,125,000 | 1,926 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $30,000 | 2,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,372,000 | 3,642 |
| Mortgage-backed securities | $8,420,000 | 3,239 |
| Certificates of participation in pools of residential mortgages | $3,065,000 | 4,048 |
| Issued or guaranteed by U.S. | $3,065,000 | 4,040 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,355,000 | 1,523 |
| CMOs issued by government agencies or sponsored agencies | $4,558,000 | 1,436 |
| Privately issued | $797,000 | 690 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,243,000 | 1,769 |
| Available-for-sale securities (fair market value) | $21,293,000 | 4,014 |
| Total debt securities | $28,506,000 | 3,724 |
| Structured notes | ||
| Amortized cost | $11,993,000 | 338 |
| Fair value | $11,811,000 | 330 |
| 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 | $29,039,000 | 3,757 |
| U.S. Government securities | $26,302,000 | 3,145 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $26,302,000 | 3,042 |
| Securities issued by states & political subdivisions | $620,000 | 5,567 |
| Other domestic debt securities | $2,087,000 | 1,949 |
| Privately issued residential mortgage-backed securities | $953,000 | 739 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,134,000 | 2,016 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $30,000 | 2,108 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $382,000 | 7,000 |
| Mortgage-backed securities | $9,724,000 | 3,059 |
| Certificates of participation in pools of residential mortgages | $3,732,000 | 3,855 |
| Issued or guaranteed by U.S. | $3,732,000 | 3,847 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $5,992,000 | 1,486 |
| CMOs issued by government agencies or sponsored agencies | $5,039,000 | 1,404 |
| Privately issued | $953,000 | 689 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,252,000 | 1,746 |
| Available-for-sale securities (fair market value) | $21,787,000 | 3,953 |
| Total debt securities | $29,009,000 | 3,680 |
| Structured notes | ||
| Amortized cost | $6,998,000 | 537 |
| Fair value | $7,048,000 | 531 |
| 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 | $20,915,000 | 4,689 |
| U.S. Government securities | $20,265,000 | 3,877 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $20,265,000 | 3,740 |
| Securities issued by states & political subdivisions | $620,000 | 5,620 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $30,000 | 2,153 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $417,000 | 6,985 |
| Mortgage-backed securities | $7,280,000 | 3,494 |
| Certificates of participation in pools of residential mortgages | $3,069,000 | 4,074 |
| Issued or guaranteed by U.S. | $3,069,000 | 4,060 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $4,211,000 | 1,741 |
| CMOs issued by government agencies or sponsored agencies | $4,211,000 | 1,625 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,117,000 | 1,898 |
| Available-for-sale securities (fair market value) | $14,798,000 | 4,943 |
| Total debt securities | $20,885,000 | 4,617 |
| Structured notes | ||
| Amortized cost | $4,998,000 | 637 |
| Fair value | $4,976,000 | 623 |
| 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 | $8,125,000 | 6,970 |
| U.S. Government securities | $8,095,000 | 6,144 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $8,095,000 | 5,952 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $30,000 | 2,214 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $462,000 | 6,987 |
| Mortgage-backed securities | $6,095,000 | 3,736 |
| Certificates of participation in pools of residential mortgages | $3,741,000 | 3,833 |
| Issued or guaranteed by U.S. | $3,741,000 | 3,820 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $2,354,000 | 2,203 |
| CMOs issued by government agencies or sponsored agencies | $2,354,000 | 2,076 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $8,125,000 | 6,183 |
| Total debt securities | $8,095,000 | 6,894 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,378 |
| Fair value | $1,000,000 | 1,479 |
| 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 | $11,218,000 | 6,200 |
| U.S. Government securities | $11,188,000 | 5,262 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $11,188,000 | 5,096 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $30,000 | 2,218 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $686,000 | 6,781 |
| Mortgage-backed securities | $10,686,000 | 2,965 |
| Certificates of participation in pools of residential mortgages | $4,838,000 | 3,485 |
| Issued or guaranteed by U.S. | $4,838,000 | 3,474 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $5,848,000 | 1,621 |
| CMOs issued by government agencies or sponsored agencies | $5,848,000 | 1,512 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $11,218,000 | 5,461 |
| Total debt securities | $11,188,000 | 6,116 |
| 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 | $14,310,000 | 5,608 |
| U.S. Government securities | $14,280,000 | 4,648 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $14,280,000 | 4,487 |
| 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 | $30,000 | 2,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,575,000 | 6,141 |
| Mortgage-backed securities | $13,774,000 | 2,592 |
| Certificates of participation in pools of residential mortgages | $5,748,000 | 3,206 |
| Issued or guaranteed by U.S. | $5,748,000 | 3,195 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $8,026,000 | 1,414 |
| CMOs issued by government agencies or sponsored agencies | $8,026,000 | 1,322 |
| 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) | $14,310,000 | 4,896 |
| Total debt securities | $14,280,000 | 5,522 |
| 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 | $18,400,000 | 4,888 |
| U.S. Government securities | $18,400,000 | 3,920 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $18,400,000 | 3,749 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,909,000 | 5,953 |
| Mortgage-backed securities | $17,385,000 | 2,170 |
| Certificates of participation in pools of residential mortgages | $6,000,000 | 3,077 |
| Issued or guaranteed by U.S. | $6,000,000 | 3,065 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $11,385,000 | 1,185 |
| CMOs issued by government agencies or sponsored agencies | $11,385,000 | 1,089 |
| 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) | $18,400,000 | 4,214 |
| Total debt securities | $18,400,000 | 4,807 |
| 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 | $17,099,000 | 4,991 |
| U.S. Government securities | $17,099,000 | 3,984 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $17,099,000 | 3,794 |
| 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 | $1,023,000 | 6,701 |
| Mortgage-backed securities | $11,027,000 | 2,709 |
| Certificates of participation in pools of residential mortgages | $4,517,000 | 3,296 |
| Issued or guaranteed by U.S. | $4,517,000 | 3,280 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $6,510,000 | 1,635 |
| CMOs issued by government agencies or sponsored agencies | $6,510,000 | 1,525 |
| 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) | $17,099,000 | 4,251 |
| Total debt securities | $17,099,000 | 4,899 |
| 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 | $9,027,000 | 7,083 |
| U.S. Government securities | $8,997,000 | 6,198 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $8,997,000 | 5,846 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $30,000 | 7,580 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,003,000 | 7,040 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| 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) | $9,027,000 | 5,981 |
| Total debt securities | $8,997,000 | 6,972 |
| 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 | $9,884,000 | 7,113 |
| U.S. Government securities | $9,884,000 | 6,131 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $9,884,000 | 5,632 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,965,000 | 6,398 |
| 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) | $9,884,000 | 5,899 |
| Total debt securities | $9,884,000 | 6,993 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $976,000 | 10,072 |
| U.S. Government securities | $976,000 | 9,863 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $976,000 | 9,371 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $976,000 | 7,255 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $976,000 | 8,904 |
| Total debt securities | $976,000 | 9,969 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |