Home > Alabama Trust Bank > Securities
Alabama Trust Bank, Securities
| 2012-03-31 | Rank | |
| Total securities | $5,742,000 | 6,275 |
| U.S. Government securities | $5,742,000 | 5,712 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $5,742,000 | 5,602 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $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 | $3,932,000 | 4,691 |
| Mortgage-backed securities | $5,742,000 | 4,133 |
| Certificates of participation in pools of residential mortgages | $5,742,000 | 3,537 |
| Issued or guaranteed by U.S. | $5,742,000 | 3,533 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $5,742,000 | 5,854 |
| Total debt securities | $5,742,000 | 6,245 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $5,890,000 | 6,274 |
| U.S. Government securities | $5,890,000 | 5,687 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $5,890,000 | 5,575 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $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 | $3,942,000 | 4,491 |
| Mortgage-backed securities | $5,890,000 | 4,062 |
| Certificates of participation in pools of residential mortgages | $5,890,000 | 3,425 |
| Issued or guaranteed by U.S. | $5,890,000 | 3,424 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $5,890,000 | 5,833 |
| Total debt securities | $5,890,000 | 6,244 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $5,825,000 | 6,313 |
| U.S. Government securities | $4,806,000 | 5,941 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $4,806,000 | 5,824 |
| Securities issued by states & political subdivisions | $1,019,000 | 4,910 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $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 | $3,863,000 | 4,517 |
| Mortgage-backed securities | $4,806,000 | 4,239 |
| Certificates of participation in pools of residential mortgages | $4,806,000 | 3,617 |
| Issued or guaranteed by U.S. | $4,806,000 | 3,606 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $1,019,000 | 2,112 |
| Available-for-sale securities (fair market value) | $4,806,000 | 6,034 |
| Total debt securities | $5,826,000 | 6,282 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $5,938,000 | 6,396 |
| U.S. Government securities | $4,918,000 | 6,046 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $4,918,000 | 5,923 |
| Securities issued by states & political subdivisions | $1,020,000 | 4,897 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $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 | $3,925,000 | 4,536 |
| Mortgage-backed securities | $4,918,000 | 4,174 |
| Certificates of participation in pools of residential mortgages | $4,918,000 | 3,556 |
| Issued or guaranteed by U.S. | $4,918,000 | 3,544 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $1,020,000 | 2,133 |
| Available-for-sale securities (fair market value) | $4,918,000 | 6,093 |
| Total debt securities | $5,938,000 | 6,365 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $5,982,000 | 6,404 |
| U.S. Government securities | $4,961,000 | 6,054 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $4,961,000 | 5,927 |
| Securities issued by states & political subdivisions | $1,021,000 | 4,902 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| 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 | $3,926,000 | 4,535 |
| Mortgage-backed securities | $4,961,000 | 4,088 |
| Certificates of participation in pools of residential mortgages | $4,961,000 | 3,462 |
| Issued or guaranteed by U.S. | $4,961,000 | 3,454 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $1,021,000 | 2,141 |
| Available-for-sale securities (fair market value) | $4,961,000 | 6,102 |
| Total debt securities | $5,982,000 | 6,370 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| 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 | $6,128,000 | 6,333 |
| U.S. Government securities | $5,107,000 | 5,886 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $5,107,000 | 5,756 |
| Securities issued by states & political subdivisions | $1,021,000 | 4,915 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| 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 | $4,011,000 | 4,489 |
| Mortgage-backed securities | $5,107,000 | 3,977 |
| Certificates of participation in pools of residential mortgages | $5,107,000 | 3,321 |
| Issued or guaranteed by U.S. | $5,107,000 | 3,314 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $1,021,000 | 2,162 |
| Available-for-sale securities (fair market value) | $5,107,000 | 6,016 |
| Total debt securities | $6,128,000 | 6,302 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| 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 | $5,824,000 | 6,405 |
| U.S. Government securities | $5,326,000 | 5,832 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $5,326,000 | 5,706 |
| Securities issued by states & political subdivisions | $498,000 | 5,272 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,686,000 | 4,342 |
| Mortgage-backed securities | $5,326,000 | 3,942 |
| Certificates of participation in pools of residential mortgages | $5,326,000 | 3,244 |
| Issued or guaranteed by U.S. | $5,326,000 | 3,237 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $498,000 | 2,482 |
| Available-for-sale securities (fair market value) | $5,326,000 | 5,987 |
| Total debt securities | $5,824,000 | 6,366 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| 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 | $6,678,000 | 6,335 |
| U.S. Government securities | $4,660,000 | 6,120 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $4,660,000 | 6,003 |
| Securities issued by states & political subdivisions | $2,018,000 | 4,296 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,454,000 | 4,804 |
| Mortgage-backed securities | $4,660,000 | 4,087 |
| Certificates of participation in pools of residential mortgages | $4,660,000 | 3,434 |
| Issued or guaranteed by U.S. | $4,660,000 | 3,425 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $6,678,000 | 5,834 |
| Total debt securities | $6,678,000 | 6,299 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| 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 | $7,295,000 | 6,282 |
| U.S. Government securities | $5,033,000 | 6,123 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $5,033,000 | 6,008 |
| Securities issued by states & political subdivisions | $2,262,000 | 4,177 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,848,000 | 5,488 |
| Mortgage-backed securities | $5,033,000 | 4,092 |
| Certificates of participation in pools of residential mortgages | $5,033,000 | 3,445 |
| Issued or guaranteed by U.S. | $5,033,000 | 3,437 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $7,295,000 | 5,774 |
| Total debt securities | $7,294,000 | 6,236 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $8,216,000 | 6,100 |
| U.S. Government securities | $5,162,000 | 6,046 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $5,162,000 | 5,947 |
| Securities issued by states & political subdivisions | $3,054,000 | 3,882 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,829,000 | 4,764 |
| Mortgage-backed securities | $5,162,000 | 4,116 |
| Certificates of participation in pools of residential mortgages | $5,162,000 | 3,491 |
| Issued or guaranteed by U.S. | $5,162,000 | 3,481 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $8,216,000 | 5,616 |
| Total debt securities | $8,217,000 | 6,059 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $8,406,000 | 6,104 |
| U.S. Government securities | $5,299,000 | 6,073 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $5,299,000 | 5,984 |
| Securities issued by states & political subdivisions | $3,107,000 | 3,891 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,346,000 | 4,596 |
| Mortgage-backed securities | $5,299,000 | 4,171 |
| Certificates of participation in pools of residential mortgages | $5,299,000 | 3,563 |
| Issued or guaranteed by U.S. | $5,299,000 | 3,551 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $8,406,000 | 5,598 |
| Total debt securities | $8,406,000 | 6,059 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $8,305,000 | 6,127 |
| U.S. Government securities | $5,313,000 | 6,073 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $5,313,000 | 5,986 |
| Securities issued by states & political subdivisions | $2,992,000 | 3,895 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,346,000 | 4,599 |
| Mortgage-backed securities | $5,313,000 | 4,210 |
| Certificates of participation in pools of residential mortgages | $5,313,000 | 3,601 |
| Issued or guaranteed by U.S. | $5,313,000 | 3,589 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $8,305,000 | 5,621 |
| Total debt securities | $8,304,000 | 6,084 |
| 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 | $9,355,000 | 6,013 |
| U.S. Government securities | $6,124,000 | 5,997 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $6,124,000 | 5,918 |
| Securities issued by states & political subdivisions | $3,231,000 | 3,718 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,643,000 | 3,821 |
| Mortgage-backed securities | $5,622,000 | 4,220 |
| Certificates of participation in pools of residential mortgages | $5,622,000 | 3,607 |
| Issued or guaranteed by U.S. | $5,622,000 | 3,596 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $9,355,000 | 5,490 |
| Total debt securities | $9,356,000 | 5,956 |
| 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 | $10,102,000 | 5,895 |
| U.S. Government securities | $6,353,000 | 6,036 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $6,353,000 | 5,949 |
| Securities issued by states & political subdivisions | $3,749,000 | 3,505 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,894,000 | 3,630 |
| Mortgage-backed securities | $3,862,000 | 4,610 |
| Certificates of participation in pools of residential mortgages | $3,862,000 | 4,062 |
| Issued or guaranteed by U.S. | $3,862,000 | 4,050 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $10,102,000 | 5,358 |
| Total debt securities | $10,102,000 | 5,844 |
| 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 | $17,213,000 | 4,734 |
| U.S. Government securities | $13,566,000 | 4,435 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $13,566,000 | 4,358 |
| Securities issued by states & political subdivisions | $3,647,000 | 3,506 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,681,000 | 3,659 |
| Mortgage-backed securities | $3,930,000 | 4,504 |
| Certificates of participation in pools of residential mortgages | $3,930,000 | 3,966 |
| Issued or guaranteed by U.S. | $3,930,000 | 3,955 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $17,213,000 | 4,253 |
| Total debt securities | $17,214,000 | 4,692 |
| 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 | $10,215,000 | 5,893 |
| U.S. Government securities | $6,573,000 | 5,985 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $6,573,000 | 5,898 |
| Securities issued by states & political subdivisions | $3,642,000 | 3,525 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,215,000 | 3,345 |
| Mortgage-backed securities | $1,957,000 | 5,173 |
| Certificates of participation in pools of residential mortgages | $1,957,000 | 4,723 |
| Issued or guaranteed by U.S. | $1,957,000 | 4,703 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $10,215,000 | 5,368 |
| Total debt securities | $10,215,000 | 5,828 |
| 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 | $11,216,000 | 5,718 |
| U.S. Government securities | $7,561,000 | 5,734 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $7,561,000 | 5,647 |
| Securities issued by states & political subdivisions | $3,655,000 | 3,544 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,750,000 | 3,235 |
| Mortgage-backed securities | $2,136,000 | 5,032 |
| Certificates of participation in pools of residential mortgages | $2,136,000 | 4,557 |
| Issued or guaranteed by U.S. | $2,136,000 | 4,537 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $11,216,000 | 5,197 |
| Total debt securities | $11,216,000 | 5,652 |
| 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 | $11,336,000 | 5,785 |
| U.S. Government securities | $8,153,000 | 5,693 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $8,153,000 | 5,587 |
| Securities issued by states & political subdivisions | $3,183,000 | 3,713 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,778,000 | 3,264 |
| Mortgage-backed securities | $2,259,000 | 4,759 |
| Certificates of participation in pools of residential mortgages | $2,259,000 | 4,232 |
| Issued or guaranteed by U.S. | $2,259,000 | 4,216 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $11,336,000 | 5,226 |
| Total debt securities | $11,335,000 | 5,721 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $12,619,000 | 5,612 |
| U.S. Government securities | $9,439,000 | 5,471 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $9,439,000 | 5,360 |
| Securities issued by states & political subdivisions | $3,180,000 | 3,713 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,026,000 | 3,084 |
| Mortgage-backed securities | $2,358,000 | 4,592 |
| Certificates of participation in pools of residential mortgages | $2,358,000 | 4,030 |
| Issued or guaranteed by U.S. | $2,358,000 | 4,016 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $12,619,000 | 5,032 |
| Total debt securities | $12,618,000 | 5,565 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $22,651,000 | 4,137 |
| U.S. Government securities | $13,464,000 | 4,693 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $13,464,000 | 4,579 |
| Securities issued by states & political subdivisions | $9,187,000 | 2,148 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,012,000 | 3,088 |
| Mortgage-backed securities | $5,005,000 | 3,634 |
| Certificates of participation in pools of residential mortgages | $5,005,000 | 3,006 |
| Issued or guaranteed by U.S. | $5,005,000 | 2,991 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $22,651,000 | 3,649 |
| Total debt securities | $22,649,000 | 4,097 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $24,502,000 | 3,941 |
| U.S. Government securities | $15,460,000 | 4,359 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $15,460,000 | 4,249 |
| Securities issued by states & political subdivisions | $9,042,000 | 2,188 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,405,000 | 3,034 |
| Mortgage-backed securities | $5,373,000 | 3,533 |
| Certificates of participation in pools of residential mortgages | $5,373,000 | 2,905 |
| Issued or guaranteed by U.S. | $5,373,000 | 2,890 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $24,502,000 | 3,466 |
| Total debt securities | $24,501,000 | 3,889 |
| 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 | $21,218,000 | 4,373 |
| U.S. Government securities | $13,220,000 | 4,812 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $13,220,000 | 4,682 |
| Securities issued by states & political subdivisions | $7,998,000 | 2,383 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,491,000 | 3,023 |
| Mortgage-backed securities | $4,925,000 | 3,643 |
| Certificates of participation in pools of residential mortgages | $4,925,000 | 3,022 |
| Issued or guaranteed by U.S. | $4,925,000 | 3,010 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $21,218,000 | 3,832 |
| Total debt securities | $21,217,000 | 4,318 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,283 |
| Fair value | $744,000 | 2,292 |
| 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 | $21,595,000 | 4,365 |
| U.S. Government securities | $12,302,000 | 5,038 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $12,302,000 | 4,918 |
| Securities issued by states & political subdivisions | $9,293,000 | 2,122 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,729,000 | 3,472 |
| Mortgage-backed securities | $5,066,000 | 3,598 |
| Certificates of participation in pools of residential mortgages | $5,066,000 | 2,988 |
| Issued or guaranteed by U.S. | $5,066,000 | 2,974 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $21,595,000 | 3,819 |
| Total debt securities | $21,589,000 | 4,306 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 1,698 |
| Fair value | $1,715,000 | 1,715 |
| 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 | $21,651,000 | 4,345 |
| U.S. Government securities | $12,509,000 | 4,999 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $12,509,000 | 4,860 |
| Securities issued by states & political subdivisions | $9,142,000 | 2,120 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,685,000 | 3,125 |
| Mortgage-backed securities | $5,298,000 | 3,527 |
| Certificates of participation in pools of residential mortgages | $5,298,000 | 2,936 |
| Issued or guaranteed by U.S. | $5,298,000 | 2,925 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| 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) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $21,651,000 | 3,776 |
| Total debt securities | $21,651,000 | 4,282 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 1,755 |
| Fair value | $1,710,000 | 1,756 |
| 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 | $20,558,000 | 4,549 |
| U.S. Government securities | $11,381,000 | 5,272 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $11,381,000 | 5,133 |
| Securities issued by states & political subdivisions | $9,177,000 | 2,109 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,644,000 | 3,121 |
| Mortgage-backed securities | $5,634,000 | 3,491 |
| Certificates of participation in pools of residential mortgages | $5,634,000 | 2,912 |
| Issued or guaranteed by U.S. | $5,634,000 | 2,897 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| 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) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $20,558,000 | 3,936 |
| Total debt securities | $20,558,000 | 4,486 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 1,757 |
| Fair value | $1,710,000 | 1,771 |
| 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 | $20,985,000 | 4,491 |
| U.S. Government securities | $11,662,000 | 5,198 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $11,662,000 | 5,050 |
| Securities issued by states & political subdivisions | $9,323,000 | 2,059 |
| 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 | $13,427,000 | 2,828 |
| Mortgage-backed securities | $5,900,000 | 3,481 |
| Certificates of participation in pools of residential mortgages | $5,900,000 | 2,888 |
| Issued or guaranteed by U.S. | $5,900,000 | 2,875 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| 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) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $20,985,000 | 3,879 |
| Total debt securities | $20,984,000 | 4,432 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 1,744 |
| Fair value | $1,710,000 | 1,757 |
| 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 | $20,776,000 | 4,512 |
| U.S. Government securities | $12,146,000 | 5,064 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $12,146,000 | 4,920 |
| Securities issued by states & political subdivisions | $8,630,000 | 2,182 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,661,000 | 2,769 |
| Mortgage-backed securities | $6,336,000 | 3,382 |
| Certificates of participation in pools of residential mortgages | $6,336,000 | 2,806 |
| Issued or guaranteed by U.S. | $6,336,000 | 2,794 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| 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) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $20,776,000 | 3,900 |
| Total debt securities | $20,775,000 | 4,452 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 1,715 |
| Fair value | $1,721,000 | 1,727 |
| 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 | $25,187,000 | 4,019 |
| U.S. Government securities | $16,151,000 | 4,369 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $16,151,000 | 4,236 |
| Securities issued by states & political subdivisions | $9,036,000 | 2,080 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,575,000 | 2,792 |
| Mortgage-backed securities | $9,421,000 | 2,897 |
| Certificates of participation in pools of residential mortgages | $9,421,000 | 2,349 |
| Issued or guaranteed by U.S. | $9,421,000 | 2,339 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| 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) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $25,187,000 | 3,485 |
| Total debt securities | $25,185,000 | 3,956 |
| Structured notes | ||
| Amortized cost | $2,750,000 | 1,333 |
| Fair value | $2,723,000 | 1,337 |
| 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 | $25,553,000 | 4,042 |
| U.S. Government securities | $16,617,000 | 4,352 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $16,617,000 | 4,220 |
| Securities issued by states & political subdivisions | $8,936,000 | 2,093 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,664,000 | 2,769 |
| Mortgage-backed securities | $9,957,000 | 2,882 |
| Certificates of participation in pools of residential mortgages | $9,957,000 | 2,325 |
| Issued or guaranteed by U.S. | $9,957,000 | 2,314 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| 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) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $25,553,000 | 3,500 |
| Total debt securities | $25,551,000 | 3,986 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 993 |
| Fair value | $3,942,000 | 1,020 |
| 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 | $27,261,000 | 3,880 |
| U.S. Government securities | $18,191,000 | 4,127 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $18,191,000 | 3,991 |
| Securities issued by states & political subdivisions | $9,070,000 | 2,110 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,041,000 | 2,563 |
| Mortgage-backed securities | $10,972,000 | 2,800 |
| Certificates of participation in pools of residential mortgages | $10,972,000 | 2,244 |
| Issued or guaranteed by U.S. | $10,972,000 | 2,235 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| 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) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $27,261,000 | 3,349 |
| Total debt securities | $27,259,000 | 3,817 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 977 |
| Fair value | $3,971,000 | 1,007 |
| 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 | $28,253,000 | 3,773 |
| U.S. Government securities | $19,295,000 | 3,918 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $19,295,000 | 3,775 |
| Securities issued by states & political subdivisions | $8,958,000 | 2,121 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,321,000 | 2,483 |
| Mortgage-backed securities | $11,538,000 | 2,727 |
| Certificates of participation in pools of residential mortgages | $11,538,000 | 2,167 |
| Issued or guaranteed by U.S. | $11,538,000 | 2,158 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| 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) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $28,253,000 | 3,264 |
| Total debt securities | $28,253,000 | 3,706 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 984 |
| Fair value | $3,986,000 | 1,016 |
| 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 | $25,519,000 | 4,114 |
| U.S. Government securities | $19,783,000 | 3,918 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $19,783,000 | 3,775 |
| Securities issued by states & political subdivisions | $5,736,000 | 2,834 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $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 | $15,302,000 | 2,480 |
| Mortgage-backed securities | $10,951,000 | 2,829 |
| Certificates of participation in pools of residential mortgages | $10,951,000 | 2,278 |
| Issued or guaranteed by U.S. | $10,951,000 | 2,269 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| 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) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $25,519,000 | 3,554 |
| Total debt securities | $25,517,000 | 4,048 |
| Structured notes | ||
| Amortized cost | $4,744,000 | 873 |
| Fair value | $4,624,000 | 872 |
| 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 | $21,139,000 | 4,616 |
| U.S. Government securities | $18,761,000 | 4,013 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $18,761,000 | 3,868 |
| Securities issued by states & political subdivisions | $2,378,000 | 4,122 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $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 | $8,911,000 | 3,469 |
| Mortgage-backed securities | $10,437,000 | 2,965 |
| Certificates of participation in pools of residential mortgages | $10,437,000 | 2,349 |
| Issued or guaranteed by U.S. | $10,437,000 | 2,338 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| 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) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $21,139,000 | 4,032 |
| Total debt securities | $21,139,000 | 4,534 |
| Structured notes | ||
| Amortized cost | $4,744,000 | 744 |
| Fair value | $4,764,000 | 742 |
| 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 | $17,226,000 | 5,225 |
| U.S. Government securities | $15,544,000 | 4,579 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $15,544,000 | 4,437 |
| Securities issued by states & political subdivisions | $1,682,000 | 4,622 |
| 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 | $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 | $8,925,000 | 3,392 |
| Mortgage-backed securities | $8,261,000 | 3,300 |
| Certificates of participation in pools of residential mortgages | $8,261,000 | 2,708 |
| Issued or guaranteed by U.S. | $8,261,000 | 2,693 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| 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) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $17,226,000 | 4,558 |
| Total debt securities | $17,224,000 | 5,145 |
| Structured notes | ||
| Amortized cost | $3,495,000 | 857 |
| Fair value | $3,478,000 | 857 |
| 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 | $13,080,000 | 5,898 |
| U.S. Government securities | $11,547,000 | 5,262 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $11,547,000 | 5,103 |
| Securities issued by states & political subdivisions | $1,533,000 | 4,754 |
| 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 | $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 | $2,995,000 | 5,315 |
| Mortgage-backed securities | $6,637,000 | 3,610 |
| Certificates of participation in pools of residential mortgages | $6,637,000 | 3,002 |
| Issued or guaranteed by U.S. | $6,637,000 | 2,989 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| 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) | $13,080,000 | 5,165 |
| Total debt securities | $13,079,000 | 5,808 |
| Structured notes | ||
| Amortized cost | $1,995,000 | 1,111 |
| Fair value | $1,968,000 | 1,084 |
| 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 | $10,427,000 | 6,392 |
| U.S. Government securities | $8,915,000 | 5,839 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $8,915,000 | 5,655 |
| Securities issued by states & political subdivisions | $1,512,000 | 4,736 |
| 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 | $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 | $3,310,000 | 5,103 |
| Mortgage-backed securities | $5,938,000 | 3,897 |
| Certificates of participation in pools of residential mortgages | $5,802,000 | 3,215 |
| Issued or guaranteed by U.S. | $5,802,000 | 3,202 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $136,000 | 3,904 |
| CMOs issued by government agencies or sponsored agencies | $136,000 | 3,716 |
| 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) | $10,427,000 | 5,636 |
| Total debt securities | $10,418,000 | 6,293 |
| 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 | $12,853,000 | 5,904 |
| U.S. Government securities | $11,487,000 | 5,239 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $11,487,000 | 5,058 |
| Securities issued by states & political subdivisions | $1,366,000 | 4,793 |
| 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 | $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 | $5,250,000 | 4,330 |
| Mortgage-backed securities | $6,718,000 | 3,698 |
| Certificates of participation in pools of residential mortgages | $5,855,000 | 3,173 |
| Issued or guaranteed by U.S. | $5,855,000 | 3,162 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $863,000 | 3,238 |
| CMOs issued by government agencies or sponsored agencies | $863,000 | 3,083 |
| 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) | $12,853,000 | 5,159 |
| Total debt securities | $12,846,000 | 5,807 |
| 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 | $12,008,000 | 6,063 |
| U.S. Government securities | $12,008,000 | 5,103 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $12,008,000 | 4,921 |
| 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 | $4,194,000 | 4,748 |
| Mortgage-backed securities | $6,977,000 | 3,619 |
| Certificates of participation in pools of residential mortgages | $5,843,000 | 3,125 |
| Issued or guaranteed by U.S. | $5,843,000 | 3,114 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,134,000 | 3,034 |
| CMOs issued by government agencies or sponsored agencies | $1,134,000 | 2,896 |
| 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) | $12,008,000 | 5,285 |
| Total debt securities | $12,007,000 | 5,967 |
| Structured notes | ||
| Amortized cost | $499,000 | 1,304 |
| Fair value | $499,000 | 1,317 |
| 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 | $8,876,000 | 6,787 |
| U.S. Government securities | $8,876,000 | 5,815 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $8,876,000 | 5,588 |
| 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 | $1,789,000 | 6,102 |
| Mortgage-backed securities | $4,234,000 | 4,223 |
| Certificates of participation in pools of residential mortgages | $3,489,000 | 3,662 |
| Issued or guaranteed by U.S. | $3,489,000 | 3,648 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $745,000 | 3,520 |
| CMOs issued by government agencies or sponsored agencies | $745,000 | 3,355 |
| 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) | $8,876,000 | 5,896 |
| Total debt securities | $8,867,000 | 6,679 |
| 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 | $4,917,000 | 8,390 |
| U.S. Government securities | $4,699,000 | 7,893 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $4,699,000 | 7,559 |
| 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 | $218,000 | 5,646 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 7,478 |
| Mortgage-backed securities | $486,000 | 6,130 |
| Certificates of participation in pools of residential mortgages | $486,000 | 5,456 |
| Issued or guaranteed by U.S. | $486,000 | 5,436 |
| 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) | $4,917,000 | 7,271 |
| Total debt securities | $4,699,000 | 8,343 |
| 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 |