Home > Citizens Bank and Trust Company of Chicago > Securities
Citizens Bank and Trust Company of Chicago, Securities
| 2010-03-31 | Rank | |
| Total securities | $586,000 | 7,531 |
| U.S. Government securities | $441,000 | 7,371 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $441,000 | 7,271 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $144,000 | 2,962 |
| Privately issued residential mortgage-backed securities | $144,000 | 1,398 |
| 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 | $1,000 | 1,583 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,343 |
| Mortgage-backed securities | $369,000 | 5,713 |
| Certificates of participation in pools of residential mortgages | $225,000 | 5,473 |
| Issued or guaranteed by U.S. | $225,000 | 5,461 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $144,000 | 3,482 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $144,000 | 1,341 |
| 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) | $586,000 | 7,004 |
| Total debt securities | $584,000 | 7,502 |
| 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 | $641,000 | 7,573 |
| U.S. Government securities | $463,000 | 7,391 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $463,000 | 7,295 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $173,000 | 3,001 |
| Privately issued residential mortgage-backed securities | $173,000 | 1,423 |
| 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 | $5,000 | 1,547 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,398 |
| Mortgage-backed securities | $414,000 | 5,744 |
| Certificates of participation in pools of residential mortgages | $241,000 | 5,525 |
| Issued or guaranteed by U.S. | $241,000 | 5,510 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $173,000 | 3,472 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $173,000 | 1,356 |
| 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) | $641,000 | 7,037 |
| Total debt securities | $636,000 | 7,541 |
| 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 | $695,000 | 7,636 |
| U.S. Government securities | $486,000 | 7,459 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $486,000 | 7,372 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $201,000 | 3,066 |
| Privately issued residential mortgage-backed securities | $201,000 | 1,457 |
| 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 | $8,000 | 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 | $0 | 6,412 |
| Mortgage-backed securities | $457,000 | 5,778 |
| Certificates of participation in pools of residential mortgages | $256,000 | 5,584 |
| Issued or guaranteed by U.S. | $256,000 | 5,567 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $201,000 | 3,455 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $201,000 | 1,392 |
| 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) | $695,000 | 7,104 |
| Total debt securities | $687,000 | 7,604 |
| 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 | $751,000 | 7,688 |
| U.S. Government securities | $497,000 | 7,514 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $497,000 | 7,434 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $232,000 | 3,122 |
| Privately issued residential mortgage-backed securities | $232,000 | 1,464 |
| 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 | $22,000 | 1,488 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,462 |
| Mortgage-backed securities | $496,000 | 5,819 |
| Certificates of participation in pools of residential mortgages | $264,000 | 5,634 |
| Issued or guaranteed by U.S. | $264,000 | 5,616 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $232,000 | 3,422 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $232,000 | 1,398 |
| 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) | $751,000 | 7,140 |
| Total debt securities | $729,000 | 7,659 |
| 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 | $851,000 | 7,752 |
| U.S. Government securities | $529,000 | 7,576 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $529,000 | 7,497 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $257,000 | 2,993 |
| Privately issued residential mortgage-backed securities | $257,000 | 1,471 |
| 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 | $65,000 | 1,328 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,516 |
| Mortgage-backed securities | $547,000 | 5,839 |
| Certificates of participation in pools of residential mortgages | $290,000 | 5,664 |
| Issued or guaranteed by U.S. | $290,000 | 5,647 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $257,000 | 3,427 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $257,000 | 1,409 |
| 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) | $851,000 | 7,169 |
| Total debt securities | $786,000 | 7,730 |
| 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 | $844,000 | 7,805 |
| U.S. Government securities | $546,000 | 7,653 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $546,000 | 7,577 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $256,000 | 2,924 |
| Privately issued residential mortgage-backed securities | $256,000 | 1,427 |
| 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 | $42,000 | 1,391 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,541 |
| Mortgage-backed securities | $553,000 | 5,839 |
| Certificates of participation in pools of residential mortgages | $297,000 | 5,659 |
| Issued or guaranteed by U.S. | $297,000 | 5,640 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $256,000 | 3,388 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $256,000 | 1,364 |
| 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) | $844,000 | 7,214 |
| Total debt securities | $802,000 | 7,783 |
| 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 | $890,000 | 7,855 |
| U.S. Government securities | $572,000 | 7,692 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $572,000 | 7,615 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $254,000 | 2,878 |
| Privately issued residential mortgage-backed securities | $254,000 | 1,398 |
| 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 | $64,000 | 1,471 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,576 |
| Mortgage-backed securities | $567,000 | 5,807 |
| Certificates of participation in pools of residential mortgages | $313,000 | 5,645 |
| Issued or guaranteed by U.S. | $313,000 | 5,628 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $254,000 | 3,316 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $254,000 | 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 | 3,569 |
| Available-for-sale securities (fair market value) | $890,000 | 7,246 |
| Total debt securities | $826,000 | 7,828 |
| 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 | $920,000 | 7,905 |
| U.S. Government securities | $607,000 | 7,747 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $607,000 | 7,673 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $255,000 | 2,849 |
| Privately issued residential mortgage-backed securities | $255,000 | 1,367 |
| 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 | $58,000 | 1,742 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,612 |
| Mortgage-backed securities | $597,000 | 5,817 |
| Certificates of participation in pools of residential mortgages | $342,000 | 5,629 |
| Issued or guaranteed by U.S. | $342,000 | 5,605 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $255,000 | 3,308 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $255,000 | 1,299 |
| 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) | $920,000 | 7,312 |
| Total debt securities | $866,000 | 7,870 |
| 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 | $888,000 | 7,962 |
| U.S. Government securities | $629,000 | 7,792 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $629,000 | 7,714 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $259,000 | 2,806 |
| Privately issued residential mortgage-backed securities | $259,000 | 1,356 |
| 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 | $0 | 6,633 |
| Mortgage-backed securities | $618,000 | 5,771 |
| Certificates of participation in pools of residential mortgages | $359,000 | 5,597 |
| Issued or guaranteed by U.S. | $359,000 | 5,567 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $259,000 | 3,293 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $259,000 | 1,286 |
| 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) | $888,000 | 7,370 |
| Total debt securities | $888,000 | 7,916 |
| 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 | $1,146,000 | 7,966 |
| U.S. Government securities | $893,000 | 7,843 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $893,000 | 7,740 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $253,000 | 2,651 |
| Privately issued residential mortgage-backed securities | $253,000 | 1,256 |
| 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 | $0 | 6,689 |
| Mortgage-backed securities | $622,000 | 5,618 |
| Certificates of participation in pools of residential mortgages | $369,000 | 5,455 |
| Issued or guaranteed by U.S. | $369,000 | 5,434 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $253,000 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $253,000 | 1,195 |
| 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) | $1,146,000 | 7,307 |
| Total debt securities | $1,146,000 | 7,923 |
| 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 | $1,178,000 | 8,014 |
| U.S. Government securities | $928,000 | 7,896 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $928,000 | 7,789 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $250,000 | 2,618 |
| Privately issued residential mortgage-backed securities | $250,000 | 1,223 |
| 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 | $0 | 6,710 |
| Mortgage-backed securities | $641,000 | 5,534 |
| Certificates of participation in pools of residential mortgages | $391,000 | 5,353 |
| Issued or guaranteed by U.S. | $391,000 | 5,334 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $250,000 | 3,185 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $250,000 | 1,160 |
| 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) | $1,178,000 | 7,337 |
| Total debt securities | $1,178,000 | 7,970 |
| 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 | $5,170,000 | 7,129 |
| U.S. Government securities | $965,000 | 7,938 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $965,000 | 7,825 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $247,000 | 2,590 |
| Privately issued residential mortgage-backed securities | $247,000 | 1,186 |
| 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 | $3,958,000 | 541 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,778 |
| Mortgage-backed securities | $663,000 | 5,527 |
| Certificates of participation in pools of residential mortgages | $416,000 | 5,348 |
| Issued or guaranteed by U.S. | $416,000 | 5,330 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $247,000 | 3,168 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $247,000 | 1,118 |
| 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) | $5,170,000 | 6,470 |
| Total debt securities | $1,213,000 | 8,015 |
| 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 | $5,247,000 | 7,170 |
| U.S. Government securities | $1,015,000 | 7,937 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $1,015,000 | 7,831 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $250,000 | 2,585 |
| Privately issued residential mortgage-backed securities | $250,000 | 1,142 |
| 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 | $3,982,000 | 546 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $702,000 | 5,511 |
| Certificates of participation in pools of residential mortgages | $452,000 | 5,315 |
| Issued or guaranteed by U.S. | $452,000 | 5,293 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $250,000 | 3,137 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $250,000 | 1,069 |
| 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) | $5,247,000 | 6,483 |
| Total debt securities | $1,265,000 | 8,035 |
| 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 | $4,873,000 | 7,291 |
| U.S. Government securities | $905,000 | 8,037 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $905,000 | 7,933 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| 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 | $3,968,000 | 556 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $501,000 | 5,676 |
| Certificates of participation in pools of residential mortgages | $501,000 | 5,260 |
| Issued or guaranteed by U.S. | $501,000 | 5,241 |
| 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) | $4,873,000 | 6,595 |
| Total debt securities | $906,000 | 8,164 |
| 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 | $5,450,000 | 7,234 |
| U.S. Government securities | $1,481,000 | 7,944 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $1,481,000 | 7,827 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| 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 | $3,969,000 | 545 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $551,000 | 5,639 |
| Certificates of participation in pools of residential mortgages | $551,000 | 5,220 |
| Issued or guaranteed by U.S. | $551,000 | 5,196 |
| 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) | $5,450,000 | 6,504 |
| Total debt securities | $1,481,000 | 8,120 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $5,827,000 | 7,177 |
| U.S. Government securities | $1,529,000 | 7,976 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $1,529,000 | 7,848 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| 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 | $4,298,000 | 525 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $564,000 | 5,651 |
| Certificates of participation in pools of residential mortgages | $564,000 | 5,235 |
| Issued or guaranteed by U.S. | $564,000 | 5,212 |
| 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) | $5,827,000 | 6,434 |
| Total debt securities | $1,530,000 | 8,159 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $5,760,000 | 7,230 |
| U.S. Government securities | $1,608,000 | 7,992 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $1,608,000 | 7,865 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| 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 | $4,152,000 | 548 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $595,000 | 5,659 |
| Certificates of participation in pools of residential mortgages | $595,000 | 5,235 |
| Issued or guaranteed by U.S. | $595,000 | 5,217 |
| 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) | $5,760,000 | 6,496 |
| Total debt securities | $1,608,000 | 8,189 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $6,213,000 | 7,164 |
| U.S. Government securities | $1,688,000 | 8,015 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $1,688,000 | 7,886 |
| 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 | $4,525,000 | 522 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,036 |
| Mortgage-backed securities | $631,000 | 5,689 |
| Certificates of participation in pools of residential mortgages | $631,000 | 5,241 |
| Issued or guaranteed by U.S. | $631,000 | 5,221 |
| 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) | $6,213,000 | 6,435 |
| Total debt securities | $1,688,000 | 8,211 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $6,179,000 | 7,188 |
| U.S. Government securities | $1,799,000 | 7,992 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $1,799,000 | 7,869 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| 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 | $4,380,000 | 537 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $697,000 | 5,667 |
| Certificates of participation in pools of residential mortgages | $697,000 | 5,221 |
| Issued or guaranteed by U.S. | $697,000 | 5,203 |
| 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) | $6,179,000 | 6,440 |
| Total debt securities | $1,799,000 | 8,212 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $6,154,000 | 7,247 |
| U.S. Government securities | $1,925,000 | 8,010 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $1,925,000 | 7,875 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| 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 | $4,229,000 | 573 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $786,000 | 5,663 |
| Certificates of participation in pools of residential mortgages | $786,000 | 5,205 |
| Issued or guaranteed by U.S. | $786,000 | 5,184 |
| 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) | $6,154,000 | 6,472 |
| Total debt securities | $1,925,000 | 8,228 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $6,237,000 | 7,317 |
| U.S. Government securities | $2,066,000 | 7,999 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $2,066,000 | 7,853 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| 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 | $4,171,000 | 589 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $893,000 | 5,661 |
| Certificates of participation in pools of residential mortgages | $893,000 | 5,176 |
| Issued or guaranteed by U.S. | $893,000 | 5,161 |
| 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) | $6,237,000 | 6,513 |
| Total debt securities | $2,064,000 | 8,238 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $6,326,000 | 7,315 |
| U.S. Government securities | $2,276,000 | 7,979 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $2,276,000 | 7,826 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| 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 | $4,050,000 | 637 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $995,000 | 5,639 |
| Certificates of participation in pools of residential mortgages | $995,000 | 5,130 |
| Issued or guaranteed by U.S. | $995,000 | 5,116 |
| 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) | $6,326,000 | 6,505 |
| Total debt securities | $2,275,000 | 8,243 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $5,993,000 | 7,443 |
| U.S. Government securities | $1,940,000 | 8,136 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $1,940,000 | 7,997 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| 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 | $4,053,000 | 656 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $917,000 | 6,601 |
| Mortgage-backed securities | $1,102,000 | 5,566 |
| Certificates of participation in pools of residential mortgages | $1,102,000 | 5,054 |
| Issued or guaranteed by U.S. | $1,102,000 | 5,044 |
| 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) | $5,993,000 | 6,628 |
| Total debt securities | $1,940,000 | 8,367 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $2,551,000 | 8,353 |
| U.S. Government securities | $2,426,000 | 8,066 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $2,426,000 | 7,896 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| 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 | $125,000 | 1,890 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $991,000 | 6,584 |
| Mortgage-backed securities | $1,216,000 | 5,574 |
| Certificates of participation in pools of residential mortgages | $1,216,000 | 5,053 |
| Issued or guaranteed by U.S. | $1,216,000 | 5,040 |
| 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) | $2,551,000 | 7,535 |
| Total debt securities | $2,426,000 | 8,339 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $2,818,000 | 8,280 |
| U.S. Government securities | $2,729,000 | 7,913 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $2,729,000 | 7,746 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| 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 | $89,000 | 1,989 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,125,000 | 6,431 |
| Mortgage-backed securities | $1,411,000 | 5,518 |
| Certificates of participation in pools of residential mortgages | $1,411,000 | 4,968 |
| Issued or guaranteed by U.S. | $1,411,000 | 4,953 |
| 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) | $2,818,000 | 7,467 |
| Total debt securities | $2,729,000 | 8,225 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $3,008,000 | 8,296 |
| U.S. Government securities | $2,925,000 | 7,937 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $2,925,000 | 7,751 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| 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 | $83,000 | 2,037 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,213,000 | 6,366 |
| Mortgage-backed securities | $1,540,000 | 5,449 |
| Certificates of participation in pools of residential mortgages | $1,540,000 | 4,892 |
| Issued or guaranteed by U.S. | $1,540,000 | 4,873 |
| 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) | $3,008,000 | 7,475 |
| Total debt securities | $2,926,000 | 8,255 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $3,440,000 | 8,180 |
| U.S. Government securities | $3,206,000 | 7,744 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $3,206,000 | 7,557 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $234,000 | 1,891 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,322,000 | 6,298 |
| Mortgage-backed securities | $1,744,000 | 5,343 |
| Certificates of participation in pools of residential mortgages | $1,744,000 | 4,767 |
| Issued or guaranteed by U.S. | $1,744,000 | 4,745 |
| 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) | $3,440,000 | 7,355 |
| Total debt securities | $3,206,000 | 8,153 |
| 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 | $3,981,000 | 8,036 |
| U.S. Government securities | $3,789,000 | 7,512 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $3,789,000 | 7,329 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $192,000 | 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 | $1,509,000 | 6,171 |
| Mortgage-backed securities | $2,124,000 | 5,244 |
| Certificates of participation in pools of residential mortgages | $2,124,000 | 4,595 |
| Issued or guaranteed by U.S. | $2,124,000 | 4,578 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| 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) | $3,981,000 | 7,213 |
| Total debt securities | $3,790,000 | 7,998 |
| 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 | $4,524,000 | 7,948 |
| U.S. Government securities | $4,303,000 | 7,409 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $4,303,000 | 7,210 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $221,000 | 1,910 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,656,000 | 6,093 |
| Mortgage-backed securities | $2,513,000 | 5,089 |
| Certificates of participation in pools of residential mortgages | $2,513,000 | 4,414 |
| Issued or guaranteed by U.S. | $2,513,000 | 4,396 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $4,524,000 | 7,096 |
| Total debt securities | $4,303,000 | 7,919 |
| 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 | $4,735,000 | 7,910 |
| U.S. Government securities | $4,670,000 | 7,295 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $4,670,000 | 7,090 |
| 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 | $65,000 | 2,135 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,787,000 | 6,030 |
| Mortgage-backed securities | $2,697,000 | 5,011 |
| Certificates of participation in pools of residential mortgages | $2,697,000 | 4,295 |
| Issued or guaranteed by U.S. | $2,697,000 | 4,278 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $4,735,000 | 7,033 |
| Total debt securities | $4,670,000 | 7,848 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $3,730,000 | 8,349 |
| U.S. Government securities | $3,727,000 | 7,778 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $3,727,000 | 7,526 |
| 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 | $3,000 | 2,321 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $1,157,000 | 5,771 |
| Certificates of participation in pools of residential mortgages | $1,157,000 | 5,091 |
| Issued or guaranteed by U.S. | $1,157,000 | 5,068 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $3,730,000 | 7,380 |
| Total debt securities | $3,727,000 | 8,257 |
| 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 | $6,273,000 | 7,921 |
| U.S. Government securities | $5,776,000 | 7,402 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $5,776,000 | 7,058 |
| 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 | $497,000 | 3,846 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $946,000 | 4,518 |
| Available-for-sale securities (fair market value) | $5,327,000 | 7,126 |
| Total debt securities | $5,776,000 | 7,965 |
| Structured notes | ||
| Amortized cost | $500,000 | 526 |
| Fair value | $501,000 | 528 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |