Home > South Bay Bank > Securities
South Bay Bank, Securities
| 2007-03-31 | Rank | |
| Total securities | $26,457,000 | 3,751 |
| U.S. Government securities | $23,568,000 | 3,260 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $23,568,000 | 3,170 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $2,889,000 | 1,324 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,889,000 | 136 |
| 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 | $26,457,000 | 1,739 |
| Mortgage-backed securities | $23,568,000 | 1,548 |
| Certificates of participation in pools of residential mortgages | $21,589,000 | 1,220 |
| Issued or guaranteed by U.S. | $21,589,000 | 1,212 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,979,000 | 2,125 |
| CMOs issued by government agencies or sponsored agencies | $1,979,000 | 1,856 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $26,457,000 | 3,288 |
| Total debt securities | $26,457,000 | 3,704 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $27,248,000 | 3,707 |
| U.S. Government securities | $24,265,000 | 3,240 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $24,265,000 | 3,146 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $2,983,000 | 1,305 |
| Privately issued residential mortgage-backed securities | $2,983,000 | 631 |
| 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 | $27,248,000 | 1,704 |
| Mortgage-backed securities | $27,248,000 | 1,424 |
| Certificates of participation in pools of residential mortgages | $25,279,000 | 1,098 |
| Issued or guaranteed by U.S. | $22,296,000 | 1,195 |
| Privately issued | $2,983,000 | 86 |
| Collaterized mortgage obligations | $1,969,000 | 2,123 |
| CMOs issued by government agencies or sponsored agencies | $1,969,000 | 1,849 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $890,000 | 2,927 |
| Available-for-sale securities (fair market value) | $26,358,000 | 3,322 |
| Total debt securities | $27,248,000 | 3,652 |
| 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 | $28,139,000 | 3,660 |
| U.S. Government securities | $25,047,000 | 3,185 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $25,047,000 | 3,099 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $3,092,000 | 1,265 |
| Privately issued residential mortgage-backed securities | $3,092,000 | 621 |
| 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 | $28,066,000 | 1,628 |
| Mortgage-backed securities | $26,140,000 | 1,470 |
| Certificates of participation in pools of residential mortgages | $24,169,000 | 1,147 |
| Issued or guaranteed by U.S. | $21,077,000 | 1,262 |
| Privately issued | $3,092,000 | 93 |
| Collaterized mortgage obligations | $1,971,000 | 2,088 |
| CMOs issued by government agencies or sponsored agencies | $1,971,000 | 1,828 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $991,000 | 2,938 |
| Available-for-sale securities (fair market value) | $27,148,000 | 3,272 |
| Total debt securities | $28,139,000 | 3,604 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,480 |
| Fair value | $1,999,000 | 1,480 |
| 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 | $28,342,000 | 3,625 |
| U.S. Government securities | $25,181,000 | 3,171 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $25,181,000 | 3,073 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $3,161,000 | 1,246 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,161,000 | 128 |
| 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 | $26,840,000 | 1,673 |
| Mortgage-backed securities | $23,198,000 | 1,598 |
| Certificates of participation in pools of residential mortgages | $21,260,000 | 1,279 |
| Issued or guaranteed by U.S. | $21,260,000 | 1,272 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,938,000 | 2,086 |
| CMOs issued by government agencies or sponsored agencies | $1,938,000 | 1,830 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,028,000 | 2,928 |
| Available-for-sale securities (fair market value) | $27,314,000 | 3,248 |
| Total debt securities | $28,342,000 | 3,570 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 1,625 |
| Fair value | $1,983,000 | 1,540 |
| 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 | $22,242,000 | 4,336 |
| U.S. Government securities | $20,490,000 | 3,749 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $20,490,000 | 3,634 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $1,752,000 | 1,680 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,752,000 | 149 |
| 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 | $22,234,000 | 1,966 |
| Mortgage-backed securities | $18,513,000 | 1,894 |
| Certificates of participation in pools of residential mortgages | $18,511,000 | 1,441 |
| Issued or guaranteed by U.S. | $18,511,000 | 1,434 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,000 | 3,654 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,287 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,099,000 | 2,950 |
| Available-for-sale securities (fair market value) | $21,143,000 | 3,860 |
| Total debt securities | $22,241,000 | 4,280 |
| Structured notes | ||
| Amortized cost | $1,998,000 | 1,636 |
| Fair value | $1,977,000 | 1,570 |
| 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 | $15,440,000 | 5,294 |
| U.S. Government securities | $15,440,000 | 4,455 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $15,440,000 | 4,325 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,422,000 | 2,598 |
| Mortgage-backed securities | $13,468,000 | 2,288 |
| Certificates of participation in pools of residential mortgages | $13,466,000 | 1,787 |
| Issued or guaranteed by U.S. | $13,466,000 | 1,777 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $2,000 | 3,678 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,308 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,181,000 | 2,975 |
| Available-for-sale securities (fair market value) | $14,259,000 | 4,827 |
| Total debt securities | $15,440,000 | 5,245 |
| Structured notes | ||
| Amortized cost | $1,998,000 | 1,633 |
| Fair value | $1,972,000 | 1,597 |
| 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 | $9,092,000 | 6,534 |
| U.S. Government securities | $8,675,000 | 5,892 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $8,675,000 | 5,750 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $417,000 | 2,732 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $417,000 | 235 |
| 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 | $9,092,000 | 3,548 |
| Mortgage-backed securities | $4,707,000 | 3,801 |
| Certificates of participation in pools of residential mortgages | $4,705,000 | 3,209 |
| Issued or guaranteed by U.S. | $4,705,000 | 3,197 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,000 | 3,686 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,316 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,272,000 | 2,973 |
| Available-for-sale securities (fair market value) | $7,820,000 | 6,088 |
| Total debt securities | $9,093,000 | 6,477 |
| Structured notes | ||
| Amortized cost | $1,997,000 | 1,632 |
| Fair value | $1,973,000 | 1,609 |
| 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 | $7,211,000 | 7,015 |
| U.S. Government securities | $6,690,000 | 6,494 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $6,690,000 | 6,358 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $521,000 | 2,574 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $521,000 | 220 |
| 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 | $6,687,000 | 4,080 |
| Mortgage-backed securities | $2,720,000 | 4,580 |
| Certificates of participation in pools of residential mortgages | $2,718,000 | 3,997 |
| Issued or guaranteed by U.S. | $2,718,000 | 3,983 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $2,000 | 3,719 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,353 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,399,000 | 2,974 |
| Available-for-sale securities (fair market value) | $5,812,000 | 6,551 |
| Total debt securities | $7,211,000 | 6,956 |
| Structured notes | ||
| Amortized cost | $1,996,000 | 1,640 |
| Fair value | $1,981,000 | 1,615 |
| 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 | $7,541,000 | 6,982 |
| U.S. Government securities | $6,916,000 | 6,492 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,916,000 | 6,344 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $625,000 | 2,563 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $625,000 | 205 |
| 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 | $6,914,000 | 4,051 |
| Mortgage-backed securities | $2,969,000 | 4,566 |
| Certificates of participation in pools of residential mortgages | $2,967,000 | 3,977 |
| Issued or guaranteed by U.S. | $2,967,000 | 3,967 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,000 | 3,759 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,404 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,520,000 | 2,949 |
| Available-for-sale securities (fair market value) | $6,021,000 | 6,576 |
| Total debt securities | $7,541,000 | 6,926 |
| Structured notes | ||
| Amortized cost | $1,995,000 | 1,628 |
| Fair value | $1,965,000 | 1,580 |
| 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 | $7,905,000 | 6,910 |
| U.S. Government securities | $7,184,000 | 6,417 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,184,000 | 6,274 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $721,000 | 2,546 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $721,000 | 207 |
| 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 | $5,555,000 | 4,420 |
| Mortgage-backed securities | $3,222,000 | 4,528 |
| Certificates of participation in pools of residential mortgages | $3,219,000 | 3,933 |
| Issued or guaranteed by U.S. | $3,219,000 | 3,924 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $3,000 | 3,789 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,435 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,626,000 | 2,929 |
| Available-for-sale securities (fair market value) | $6,279,000 | 6,516 |
| Total debt securities | $7,905,000 | 6,854 |
| Structured notes | ||
| Amortized cost | $1,995,000 | 1,591 |
| Fair value | $1,977,000 | 1,568 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $10,387,000 | 6,419 |
| U.S. Government securities | $9,517,000 | 5,817 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $9,517,000 | 5,657 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $870,000 | 2,458 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $870,000 | 207 |
| 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 | $5,748,000 | 4,351 |
| Mortgage-backed securities | $3,523,000 | 4,446 |
| Certificates of participation in pools of residential mortgages | $3,520,000 | 3,841 |
| Issued or guaranteed by U.S. | $3,520,000 | 3,833 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,000 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,451 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,765,000 | 2,918 |
| Available-for-sale securities (fair market value) | $8,622,000 | 6,023 |
| Total debt securities | $10,387,000 | 6,345 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,484 |
| Fair value | $2,001,000 | 1,518 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $10,855,000 | 6,400 |
| U.S. Government securities | $9,895,000 | 5,811 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $9,895,000 | 5,651 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $960,000 | 2,513 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $960,000 | 210 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,989,000 | 4,252 |
| Mortgage-backed securities | $3,893,000 | 4,395 |
| Certificates of participation in pools of residential mortgages | $3,890,000 | 3,770 |
| Issued or guaranteed by U.S. | $3,890,000 | 3,761 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,000 | 3,885 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,530 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,902,000 | 2,865 |
| Available-for-sale securities (fair market value) | $8,953,000 | 6,051 |
| Total debt securities | $10,855,000 | 6,322 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,462 |
| Fair value | $2,001,000 | 1,461 |
| 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 | $9,625,000 | 6,655 |
| U.S. Government securities | $8,539,000 | 6,104 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $8,539,000 | 5,943 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $1,086,000 | 2,424 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,086,000 | 207 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,437,000 | 4,748 |
| Mortgage-backed securities | $4,489,000 | 4,220 |
| Certificates of participation in pools of residential mortgages | $4,485,000 | 3,592 |
| Issued or guaranteed by U.S. | $4,485,000 | 3,582 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $4,000 | 3,946 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,584 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,091,000 | 2,774 |
| Available-for-sale securities (fair market value) | $7,534,000 | 6,333 |
| Total debt securities | $9,625,000 | 6,566 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,296 |
| Fair value | $2,007,000 | 1,344 |
| 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 | $10,246,000 | 6,551 |
| U.S. Government securities | $9,028,000 | 6,030 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $9,028,000 | 5,860 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $1,218,000 | 2,399 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,218,000 | 214 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,816,000 | 4,549 |
| Mortgage-backed securities | $4,990,000 | 4,059 |
| Certificates of participation in pools of residential mortgages | $4,986,000 | 3,419 |
| Issued or guaranteed by U.S. | $4,986,000 | 3,408 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $4,000 | 4,005 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,791 |
| 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) | $2,213,000 | 2,771 |
| Available-for-sale securities (fair market value) | $8,033,000 | 6,251 |
| Total debt securities | $10,246,000 | 6,470 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,180 |
| Fair value | $1,999,000 | 1,239 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $11,790,000 | 6,166 |
| U.S. Government securities | $10,356,000 | 5,538 |
| U.S. Treasury securities | $2,498,000 | 1,009 |
| U.S. Government agency obligations | $7,858,000 | 6,033 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $1,434,000 | 2,399 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,434,000 | 220 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,899,000 | 4,128 |
| Mortgage-backed securities | $5,790,000 | 3,813 |
| Certificates of participation in pools of residential mortgages | $5,785,000 | 3,208 |
| Issued or guaranteed by U.S. | $5,785,000 | 3,192 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $5,000 | 4,095 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 3,866 |
| 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) | $2,389,000 | 2,747 |
| Available-for-sale securities (fair market value) | $9,401,000 | 5,914 |
| Total debt securities | $11,790,000 | 6,075 |
| 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 | $8,732,000 | 6,793 |
| U.S. Government securities | $7,180,000 | 6,350 |
| U.S. Treasury securities | $2,498,000 | 1,015 |
| U.S. Government agency obligations | $4,682,000 | 7,020 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $1,552,000 | 2,390 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,552,000 | 219 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,180,000 | 3,709 |
| Mortgage-backed securities | $4,682,000 | 4,221 |
| Certificates of participation in pools of residential mortgages | $4,677,000 | 3,533 |
| Issued or guaranteed by U.S. | $4,677,000 | 3,522 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $5,000 | 4,262 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 4,034 |
| 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) | $8,732,000 | 6,012 |
| Total debt securities | $8,732,000 | 6,694 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $7,934,000 | 6,990 |
| U.S. Government securities | $6,207,000 | 6,722 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $6,207,000 | 6,541 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $1,727,000 | 2,325 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,727,000 | 216 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,207,000 | 3,984 |
| Mortgage-backed securities | $6,207,000 | 3,832 |
| Certificates of participation in pools of residential mortgages | $6,202,000 | 3,080 |
| Issued or guaranteed by U.S. | $6,202,000 | 3,067 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $5,000 | 4,344 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 4,125 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $7,934,000 | 6,201 |
| Total debt securities | $7,934,000 | 6,894 |
| 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 | $11,465,000 | 6,192 |
| U.S. Government securities | $9,548,000 | 5,703 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $9,548,000 | 5,510 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $1,917,000 | 2,261 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,917,000 | 205 |
| 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 | $9,548,000 | 3,152 |
| Mortgage-backed securities | $9,548,000 | 3,088 |
| Certificates of participation in pools of residential mortgages | $9,542,000 | 2,404 |
| Issued or guaranteed by U.S. | $9,542,000 | 2,387 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $6,000 | 4,390 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 4,173 |
| 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) | $11,465,000 | 5,393 |
| Total debt securities | $11,465,000 | 6,095 |
| 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 | $15,083,000 | 5,353 |
| U.S. Government securities | $13,097,000 | 4,747 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $13,097,000 | 4,539 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $1,986,000 | 2,285 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,986,000 | 223 |
| 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 | $7,333,000 | 3,579 |
| Mortgage-backed securities | $13,097,000 | 2,449 |
| Certificates of participation in pools of residential mortgages | $13,089,000 | 1,774 |
| Issued or guaranteed by U.S. | $13,089,000 | 1,763 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $8,000 | 4,475 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 4,249 |
| 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) | $15,083,000 | 4,594 |
| Total debt securities | $15,083,000 | 5,260 |
| 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 | $28,881,000 | 3,528 |
| U.S. Government securities | $27,681,000 | 2,826 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $27,681,000 | 2,632 |
| Securities issued by states & political subdivisions | $262,000 | 6,547 |
| 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 | $0 | 313 |
| Equity securities | $938,000 | 2,627 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,722,000 | 1,964 |
| Mortgage-backed securities | $5,523,000 | 3,227 |
| Certificates of participation in pools of residential mortgages | $4,525,000 | 2,790 |
| Issued or guaranteed by U.S. | $4,525,000 | 2,770 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $998,000 | 2,839 |
| CMOs issued by government agencies or sponsored agencies | $998,000 | 2,684 |
| 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) | $28,881,000 | 2,840 |
| Total debt securities | $27,943,000 | 3,513 |
| 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 | $31,450,000 | 3,447 |
| U.S. Government securities | $30,193,000 | 2,737 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $30,193,000 | 2,444 |
| Securities issued by states & political subdivisions | $253,000 | 6,881 |
| 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 | $0 | 343 |
| Equity securities | $1,004,000 | 2,394 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,601,000 | 1,405 |
| Mortgage-backed securities | $7,000,000 | 3,078 |
| Certificates of participation in pools of residential mortgages | $6,863,000 | 2,359 |
| Issued or guaranteed by U.S. | $6,863,000 | 2,346 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $137,000 | 4,122 |
| CMOs issued by government agencies or sponsored agencies | $137,000 | 3,935 |
| 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) | $31,450,000 | 2,712 |
| Total debt securities | $30,446,000 | 3,435 |
| 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 | $28,976,000 | 3,752 |
| U.S. Government securities | $28,456,000 | 2,948 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $28,456,000 | 2,472 |
| Securities issued by states & political subdivisions | $266,000 | 7,058 |
| 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 | $0 | 363 |
| Equity securities | $254,000 | 4,973 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,740,000 | 2,070 |
| Mortgage-backed securities | $10,541,000 | 2,626 |
| Certificates of participation in pools of residential mortgages | $8,620,000 | 2,165 |
| Issued or guaranteed by U.S. | $8,620,000 | 2,148 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,921,000 | 2,687 |
| CMOs issued by government agencies or sponsored agencies | $1,921,000 | 2,553 |
| 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) | $28,976,000 | 2,879 |
| Total debt securities | $28,722,000 | 3,661 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $13,855,000 | 6,287 |
| U.S. Government securities | $13,855,000 | 5,313 |
| U.S. Treasury securities | $500,000 | 7,201 |
| U.S. Government agency obligations | $13,355,000 | 4,353 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,996,000 | 5,673 |
| Mortgage-backed securities | $2,856,000 | 4,867 |
| Certificates of participation in pools of residential mortgages | $2,583,000 | 4,000 |
| Issued or guaranteed by U.S. | $2,583,000 | 3,983 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $273,000 | 4,350 |
| CMOs issued by government agencies or sponsored agencies | $273,000 | 4,193 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,170,000 | 4,067 |
| Available-for-sale securities (fair market value) | $8,685,000 | 6,138 |
| Total debt securities | $13,855,000 | 6,156 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $11,572,000 | 7,415 |
| U.S. Government securities | $11,572,000 | 6,458 |
| U.S. Treasury securities | $7,001,000 | 2,975 |
| U.S. Government agency obligations | $4,571,000 | 7,903 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| 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 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,747,000 | 6,065 |
| Mortgage-backed securities | $577,000 | 7,411 |
| Certificates of participation in pools of residential mortgages | $296,000 | 7,177 |
| Issued or guaranteed by U.S. | $296,000 | 7,158 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $281,000 | 4,836 |
| CMOs issued by government agencies or sponsored agencies | $281,000 | 4,656 |
| Privately issued | $0 | 1,788 |
| 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) | $4,778,000 | 4,797 |
| Available-for-sale securities (fair market value) | $6,794,000 | 7,059 |
| Total debt securities | $11,572,000 | 7,291 |
| Structured notes | ||
| Amortized cost | $250,000 | 3,178 |
| Fair value | $247,000 | 3,277 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $11,150,000 | 7,871 |
| U.S. Government securities | $10,566,000 | 7,095 |
| U.S. Treasury securities | $1,260,000 | 8,052 |
| U.S. Government agency obligations | $9,306,000 | 5,741 |
| Securities issued by states & political subdivisions | $584,000 | 7,137 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| 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 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $761,000 | 8,468 |
| Mortgage-backed securities | $599,000 | 7,830 |
| Certificates of participation in pools of residential mortgages | $308,000 | 7,522 |
| Issued or guaranteed by U.S. | $308,000 | 7,489 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $291,000 | 5,263 |
| CMOs issued by government agencies or sponsored agencies | $291,000 | 5,061 |
| Privately issued | $0 | 2,213 |
| 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) | $4,311,000 | 5,332 |
| Available-for-sale securities (fair market value) | $6,839,000 | 7,219 |
| Total debt securities | $11,150,000 | 7,747 |
| Structured notes | ||
| Amortized cost | $250,000 | 4,119 |
| Fair value | $245,000 | 4,214 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $4,595,000 | 11,035 |
| U.S. Government securities | $3,876,000 | 10,759 |
| U.S. Treasury securities | $1,017,000 | 9,521 |
| U.S. Government agency obligations | $2,859,000 | 9,248 |
| Securities issued by states & political subdivisions | $719,000 | 7,191 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| 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 | 4,515 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $767,000 | 8,814 |
| Mortgage-backed securities | $438,000 | 8,658 |
| Certificates of participation in pools of residential mortgages | $369,000 | 7,777 |
| Issued or guaranteed by U.S. | $369,000 | 7,751 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $69,000 | 6,303 |
| CMOs issued by government agencies or sponsored agencies | $69,000 | 5,948 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,525,000 | 10,368 |
| Available-for-sale securities (fair market value) | $3,070,000 | 8,061 |
| Total debt securities | $4,595,000 | 10,937 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $3,785,000 | 11,826 |
| U.S. Government securities | $2,478,000 | 11,936 |
| U.S. Treasury securities | $751,000 | 10,452 |
| U.S. Government agency obligations | $1,727,000 | 10,502 |
| Securities issued by states & political subdivisions | $797,000 | 7,221 |
| Other domestic debt securities | $510,000 | 4,190 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $510,000 | 3,200 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $737,000 | 9,071 |
| Mortgage-backed securities | $715,000 | 8,856 |
| Certificates of participation in pools of residential mortgages | $477,000 | 8,160 |
| Issued or guaranteed by U.S. | $477,000 | 8,105 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $238,000 | 6,267 |
| CMOs issued by government agencies or sponsored agencies | $238,000 | 5,994 |
| Privately issued | $0 | 2,902 |
| 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) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $3,785,000 | 11,704 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $6,013,000 | 11,046 |
| U.S. Government securities | $4,163,000 | 11,329 |
| U.S. Treasury securities | $1,756,000 | 9,147 |
| U.S. Government agency obligations | $2,407,000 | 10,111 |
| Securities issued by states & political subdivisions | $1,331,000 | 5,953 |
| Other domestic debt securities | $519,000 | 4,978 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $519,000 | 3,725 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,259,000 | 8,209 |
| Mortgage-backed securities | $1,377,000 | 8,412 |
| Certificates of participation in pools of residential mortgages | $728,000 | 8,045 |
| Issued or guaranteed by U.S. | $728,000 | 7,983 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $649,000 | 5,583 |
| CMOs issued by government agencies or sponsored agencies | $649,000 | 5,174 |
| Privately issued | $0 | 3,547 |
| 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) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $6,013,000 | 10,907 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |