Home > Guaranty Bank & Trust Company > Securities
Guaranty Bank & Trust Company, Securities
| 2009-06-30 | Rank | |
| Total securities | $23,793,000 | 3,982 |
| U.S. Government securities | $13,496,000 | 4,377 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $13,496,000 | 4,277 |
| Securities issued by states & political subdivisions | $8,789,000 | 2,404 |
| Other domestic debt securities | $1,508,000 | 2,157 |
| Privately issued residential mortgage-backed securities | $300,000 | 1,425 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $1,208,000 | 151 |
| 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 | $10,872,000 | 3,206 |
| Mortgage-backed securities | $3,395,000 | 4,693 |
| Certificates of participation in pools of residential mortgages | $3,095,000 | 4,262 |
| Issued or guaranteed by U.S. | $3,095,000 | 4,248 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $300,000 | 3,360 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $300,000 | 1,360 |
| 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) | $6,574,000 | 1,421 |
| Available-for-sale securities (fair market value) | $17,219,000 | 4,320 |
| Total debt securities | $23,794,000 | 3,947 |
| Structured notes | ||
| Amortized cost | $454,000 | 1,694 |
| Fair value | $454,000 | 1,694 |
| 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 | $23,146,000 | 4,070 |
| U.S. Government securities | $12,436,000 | 4,635 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $12,436,000 | 4,553 |
| Securities issued by states & political subdivisions | $9,046,000 | 2,290 |
| Other domestic debt securities | $1,664,000 | 1,998 |
| Privately issued residential mortgage-backed securities | $376,000 | 1,415 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,288,000 | 1,404 |
| 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 | $12,403,000 | 3,035 |
| Mortgage-backed securities | $3,802,000 | 4,648 |
| Certificates of participation in pools of residential mortgages | $3,426,000 | 4,232 |
| Issued or guaranteed by U.S. | $3,426,000 | 4,219 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $376,000 | 3,316 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $376,000 | 1,354 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,682,000 | 1,439 |
| Available-for-sale securities (fair market value) | $16,464,000 | 4,400 |
| Total debt securities | $22,696,000 | 4,073 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,280 |
| Fair value | $454,000 | 1,420 |
| 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 | $27,789,000 | 3,627 |
| U.S. Government securities | $17,354,000 | 3,901 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $17,354,000 | 3,825 |
| Securities issued by states & political subdivisions | $8,135,000 | 2,399 |
| Other domestic debt securities | $2,300,000 | 1,730 |
| Privately issued residential mortgage-backed securities | $467,000 | 1,331 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,833,000 | 1,182 |
| 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 | $13,115,000 | 2,970 |
| Mortgage-backed securities | $2,961,000 | 4,879 |
| Certificates of participation in pools of residential mortgages | $2,494,000 | 4,536 |
| Issued or guaranteed by U.S. | $2,494,000 | 4,524 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $467,000 | 3,202 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $467,000 | 1,273 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,799,000 | 1,526 |
| Available-for-sale securities (fair market value) | $21,990,000 | 3,758 |
| Total debt securities | $27,682,000 | 3,595 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,335 |
| Fair value | $490,000 | 1,434 |
| 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 | $26,293,000 | 3,693 |
| U.S. Government securities | $16,018,000 | 4,046 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $16,018,000 | 3,968 |
| Securities issued by states & political subdivisions | $7,591,000 | 2,482 |
| Other domestic debt securities | $2,684,000 | 1,592 |
| Privately issued residential mortgage-backed securities | $484,000 | 1,307 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,200,000 | 1,044 |
| 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 | $12,366,000 | 3,079 |
| Mortgage-backed securities | $1,432,000 | 5,373 |
| Certificates of participation in pools of residential mortgages | $948,000 | 5,198 |
| Issued or guaranteed by U.S. | $948,000 | 5,183 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $484,000 | 3,112 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $484,000 | 1,248 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,194,000 | 1,613 |
| Available-for-sale securities (fair market value) | $21,099,000 | 3,780 |
| Total debt securities | $26,292,000 | 3,658 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,321 |
| Fair value | $491,000 | 1,410 |
| 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 | $26,339,000 | 3,758 |
| U.S. Government securities | $15,890,000 | 4,096 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $15,890,000 | 4,028 |
| Securities issued by states & political subdivisions | $7,654,000 | 2,492 |
| Other domestic debt securities | $2,795,000 | 1,616 |
| 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 | $2,795,000 | 1,001 |
| 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 | $12,264,000 | 3,043 |
| Mortgage-backed securities | $944,000 | 5,639 |
| Certificates of participation in pools of residential mortgages | $944,000 | 5,223 |
| Issued or guaranteed by U.S. | $944,000 | 5,201 |
| 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) | $5,294,000 | 1,601 |
| Available-for-sale securities (fair market value) | $21,045,000 | 3,848 |
| Total debt securities | $26,339,000 | 3,713 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,369 |
| Fair value | $505,000 | 1,381 |
| 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 | $27,918,000 | 3,606 |
| U.S. Government securities | $16,944,000 | 3,939 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $16,944,000 | 3,872 |
| Securities issued by states & political subdivisions | $8,174,000 | 2,386 |
| Other domestic debt securities | $2,800,000 | 1,543 |
| 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 | $2,800,000 | 971 |
| 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 | $12,455,000 | 2,987 |
| Mortgage-backed securities | $0 | 6,689 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| 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) | $5,394,000 | 1,610 |
| Available-for-sale securities (fair market value) | $22,524,000 | 3,687 |
| Total debt securities | $27,918,000 | 3,552 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,489 |
| Fair value | $505,000 | 1,519 |
| 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 | $26,295,000 | 3,756 |
| U.S. Government securities | $15,312,000 | 4,228 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $15,312,000 | 4,140 |
| Securities issued by states & political subdivisions | $8,140,000 | 2,377 |
| Other domestic debt securities | $2,843,000 | 1,433 |
| 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 | $2,843,000 | 909 |
| 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 | $12,361,000 | 3,020 |
| Mortgage-backed securities | $0 | 6,642 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| 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) | $5,403,000 | 1,651 |
| Available-for-sale securities (fair market value) | $20,892,000 | 3,850 |
| Total debt securities | $26,295,000 | 3,708 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,948 |
| Fair value | $500,000 | 1,997 |
| 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 | $24,778,000 | 3,923 |
| U.S. Government securities | $14,027,000 | 4,558 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $14,027,000 | 4,456 |
| Securities issued by states & political subdivisions | $7,909,000 | 2,378 |
| Other domestic debt securities | $2,842,000 | 1,391 |
| 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 | $2,842,000 | 885 |
| 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 | $13,326,000 | 2,876 |
| Mortgage-backed securities | $0 | 6,625 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| 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) | $5,190,000 | 1,726 |
| Available-for-sale securities (fair market value) | $19,588,000 | 4,012 |
| Total debt securities | $24,778,000 | 3,871 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,161 |
| Fair value | $500,000 | 2,183 |
| Trading account assets | $6,493,000 | 142 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $23,824,000 | 4,000 |
| U.S. Government securities | $13,879,000 | 4,605 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $13,879,000 | 4,497 |
| Securities issued by states & political subdivisions | $7,582,000 | 2,447 |
| Other domestic debt securities | $2,363,000 | 1,429 |
| 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 | $2,363,000 | 928 |
| 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 | $13,173,000 | 2,904 |
| Mortgage-backed securities | $0 | 6,667 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| 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) | $4,923,000 | 1,776 |
| Available-for-sale securities (fair market value) | $18,901,000 | 4,078 |
| Total debt securities | $23,824,000 | 3,953 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,252 |
| Fair value | $504,000 | 2,246 |
| Trading account assets | $6,435,000 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $25,471,000 | 3,853 |
| U.S. Government securities | $16,200,000 | 4,224 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $16,200,000 | 4,123 |
| Securities issued by states & political subdivisions | $6,908,000 | 2,607 |
| Other domestic debt securities | $2,363,000 | 1,432 |
| 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 | $2,363,000 | 946 |
| 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 | $12,851,000 | 2,975 |
| Mortgage-backed securities | $2,768,000 | 4,384 |
| Certificates of participation in pools of residential mortgages | $2,768,000 | 3,806 |
| Issued or guaranteed by U.S. | $2,768,000 | 3,790 |
| 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) | $4,162,000 | 1,942 |
| Available-for-sale securities (fair market value) | $21,309,000 | 3,807 |
| Total debt securities | $25,471,000 | 3,807 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,599 |
| Fair value | $1,494,000 | 1,607 |
| 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 | $24,622,000 | 3,969 |
| U.S. Government securities | $15,293,000 | 4,435 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $15,293,000 | 4,321 |
| Securities issued by states & political subdivisions | $6,475,000 | 2,710 |
| Other domestic debt securities | $2,854,000 | 1,337 |
| 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 | $2,854,000 | 890 |
| 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 | $12,933,000 | 2,961 |
| Mortgage-backed securities | $2,872,000 | 4,334 |
| Certificates of participation in pools of residential mortgages | $2,872,000 | 3,763 |
| Issued or guaranteed by U.S. | $2,872,000 | 3,752 |
| 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) | $3,633,000 | 2,058 |
| Available-for-sale securities (fair market value) | $20,989,000 | 3,856 |
| Total debt securities | $24,622,000 | 3,918 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,699 |
| Fair value | $1,482,000 | 1,747 |
| 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 | $24,452,000 | 4,035 |
| U.S. Government securities | $16,280,000 | 4,336 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $16,280,000 | 4,209 |
| Securities issued by states & political subdivisions | $5,337,000 | 2,978 |
| Other domestic debt securities | $2,835,000 | 1,331 |
| 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 | $2,835,000 | 892 |
| 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 | $12,667,000 | 2,985 |
| Mortgage-backed securities | $2,954,000 | 4,296 |
| Certificates of participation in pools of residential mortgages | $2,954,000 | 3,718 |
| Issued or guaranteed by U.S. | $2,954,000 | 3,696 |
| 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) | $3,161,000 | 2,203 |
| Available-for-sale securities (fair market value) | $21,291,000 | 3,853 |
| Total debt securities | $24,452,000 | 3,977 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,775 |
| Fair value | $1,473,000 | 1,850 |
| 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 | $24,406,000 | 4,036 |
| U.S. Government securities | $16,338,000 | 4,301 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $16,338,000 | 4,167 |
| Securities issued by states & political subdivisions | $5,008,000 | 3,076 |
| Other domestic debt securities | $3,060,000 | 1,262 |
| 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 | $3,060,000 | 844 |
| 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 | $7,335,000 | 3,956 |
| Mortgage-backed securities | $3,098,000 | 4,236 |
| Certificates of participation in pools of residential mortgages | $3,098,000 | 3,661 |
| Issued or guaranteed by U.S. | $3,098,000 | 3,646 |
| 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) | $3,163,000 | 2,225 |
| Available-for-sale securities (fair market value) | $21,243,000 | 3,830 |
| Total debt securities | $24,406,000 | 3,986 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,838 |
| Fair value | $1,468,000 | 1,874 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $22,759,000 | 4,271 |
| U.S. Government securities | $14,604,000 | 4,629 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $14,604,000 | 4,485 |
| Securities issued by states & political subdivisions | $4,494,000 | 3,247 |
| Other domestic debt securities | $3,661,000 | 1,210 |
| 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 | $3,661,000 | 815 |
| 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 | $6,382,000 | 4,214 |
| Mortgage-backed securities | $3,297,000 | 4,195 |
| Certificates of participation in pools of residential mortgages | $3,297,000 | 3,616 |
| Issued or guaranteed by U.S. | $3,297,000 | 3,600 |
| 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) | $2,623,000 | 2,396 |
| Available-for-sale securities (fair market value) | $20,136,000 | 3,976 |
| Total debt securities | $22,759,000 | 4,208 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,841 |
| Fair value | $1,476,000 | 1,869 |
| 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 | $22,304,000 | 4,332 |
| U.S. Government securities | $14,279,000 | 4,665 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $14,279,000 | 4,528 |
| Securities issued by states & political subdivisions | $4,377,000 | 3,283 |
| Other domestic debt securities | $3,648,000 | 1,236 |
| 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 | $3,648,000 | 847 |
| 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 | $6,390,000 | 4,188 |
| Mortgage-backed securities | $3,454,000 | 4,156 |
| Certificates of participation in pools of residential mortgages | $3,454,000 | 3,571 |
| Issued or guaranteed by U.S. | $3,454,000 | 3,555 |
| 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) | $2,624,000 | 2,440 |
| Available-for-sale securities (fair market value) | $19,680,000 | 4,022 |
| Total debt securities | $22,304,000 | 4,266 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,833 |
| Fair value | $1,488,000 | 1,839 |
| 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 | $21,781,000 | 4,374 |
| U.S. Government securities | $14,145,000 | 4,666 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $14,145,000 | 4,531 |
| Securities issued by states & political subdivisions | $3,928,000 | 3,441 |
| Other domestic debt securities | $3,708,000 | 1,254 |
| 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 | $3,708,000 | 872 |
| 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 | $6,426,000 | 4,171 |
| Mortgage-backed securities | $3,761,000 | 4,105 |
| Certificates of participation in pools of residential mortgages | $3,761,000 | 3,506 |
| Issued or guaranteed by U.S. | $3,761,000 | 3,492 |
| 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) | $2,628,000 | 2,461 |
| Available-for-sale securities (fair market value) | $19,153,000 | 4,084 |
| Total debt securities | $21,781,000 | 4,316 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,794 |
| Fair value | $1,500,000 | 1,789 |
| 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 | $21,062,000 | 4,492 |
| U.S. Government securities | $14,029,000 | 4,730 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $14,029,000 | 4,595 |
| Securities issued by states & political subdivisions | $3,726,000 | 3,510 |
| Other domestic debt securities | $3,307,000 | 1,332 |
| 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 | $3,307,000 | 956 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,940,000 | 4,021 |
| Mortgage-backed securities | $4,118,000 | 4,072 |
| Certificates of participation in pools of residential mortgages | $4,118,000 | 3,470 |
| Issued or guaranteed by U.S. | $4,118,000 | 3,454 |
| 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) | $2,628,000 | 2,504 |
| Available-for-sale securities (fair market value) | $18,434,000 | 4,230 |
| Total debt securities | $21,062,000 | 4,427 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,519 |
| Fair value | $494,000 | 2,700 |
| 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 | $20,236,000 | 4,684 |
| U.S. Government securities | $13,362,000 | 4,923 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $13,362,000 | 4,779 |
| Securities issued by states & political subdivisions | $3,304,000 | 3,658 |
| Other domestic debt securities | $3,570,000 | 1,339 |
| 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 | $3,570,000 | 979 |
| 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 | $7,547,000 | 3,899 |
| Mortgage-backed securities | $4,369,000 | 4,075 |
| Certificates of participation in pools of residential mortgages | $4,369,000 | 3,451 |
| Issued or guaranteed by U.S. | $4,369,000 | 3,441 |
| 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) | $2,702,000 | 2,514 |
| Available-for-sale securities (fair market value) | $17,534,000 | 4,414 |
| Total debt securities | $20,236,000 | 4,626 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,494 |
| Fair value | $494,000 | 2,580 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $19,878,000 | 4,743 |
| U.S. Government securities | $13,791,000 | 4,862 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $13,791,000 | 4,713 |
| Securities issued by states & political subdivisions | $3,003,000 | 3,815 |
| Other domestic debt securities | $3,084,000 | 1,466 |
| 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 | $3,084,000 | 1,104 |
| 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 | $6,493,000 | 4,146 |
| Mortgage-backed securities | $4,678,000 | 4,040 |
| Certificates of participation in pools of residential mortgages | $4,678,000 | 3,407 |
| Issued or guaranteed by U.S. | $4,678,000 | 3,396 |
| 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) | $2,702,000 | 2,545 |
| Available-for-sale securities (fair market value) | $17,176,000 | 4,491 |
| Total debt securities | $19,878,000 | 4,677 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,430 |
| Fair value | $500,000 | 2,458 |
| 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 | $19,386,000 | 4,785 |
| U.S. Government securities | $13,591,000 | 4,905 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $13,591,000 | 4,759 |
| Securities issued by states & political subdivisions | $2,706,000 | 3,959 |
| Other domestic debt securities | $3,089,000 | 1,485 |
| 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 | $3,089,000 | 1,157 |
| 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 | $6,028,000 | 4,258 |
| Mortgage-backed securities | $4,938,000 | 3,962 |
| Certificates of participation in pools of residential mortgages | $4,938,000 | 3,345 |
| Issued or guaranteed by U.S. | $4,938,000 | 3,338 |
| 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) | $2,706,000 | 2,572 |
| Available-for-sale securities (fair market value) | $16,680,000 | 4,546 |
| Total debt securities | $19,386,000 | 4,722 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,417 |
| Fair value | $500,000 | 2,486 |
| 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 | $19,260,000 | 4,903 |
| U.S. Government securities | $13,602,000 | 4,974 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $13,602,000 | 4,817 |
| Securities issued by states & political subdivisions | $2,580,000 | 4,031 |
| Other domestic debt securities | $3,078,000 | 1,542 |
| 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 | $3,078,000 | 1,213 |
| 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 | $6,408,000 | 4,137 |
| Mortgage-backed securities | $5,119,000 | 3,976 |
| Certificates of participation in pools of residential mortgages | $5,119,000 | 3,363 |
| Issued or guaranteed by U.S. | $5,119,000 | 3,356 |
| 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) | $2,580,000 | 2,623 |
| Available-for-sale securities (fair market value) | $16,680,000 | 4,641 |
| Total debt securities | $19,260,000 | 4,838 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,383 |
| Fair value | $487,000 | 2,533 |
| 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 | $19,602,000 | 4,820 |
| U.S. Government securities | $14,412,000 | 4,766 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $14,412,000 | 4,629 |
| Securities issued by states & political subdivisions | $2,477,000 | 4,074 |
| Other domestic debt securities | $2,713,000 | 1,736 |
| 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 | $2,713,000 | 1,388 |
| 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 | $6,592,000 | 4,015 |
| Mortgage-backed securities | $5,688,000 | 3,873 |
| Certificates of participation in pools of residential mortgages | $5,688,000 | 3,239 |
| Issued or guaranteed by U.S. | $5,688,000 | 3,229 |
| 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) | $2,477,000 | 2,646 |
| Available-for-sale securities (fair market value) | $17,125,000 | 4,560 |
| Total debt securities | $19,602,000 | 4,753 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,158 |
| Fair value | $507,000 | 2,182 |
| 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 | $19,705,000 | 4,849 |
| U.S. Government securities | $14,825,000 | 4,723 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $14,825,000 | 4,582 |
| Securities issued by states & political subdivisions | $2,170,000 | 4,285 |
| Other domestic debt securities | $2,710,000 | 1,772 |
| 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 | $2,710,000 | 1,493 |
| 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 | $7,072,000 | 3,832 |
| Mortgage-backed securities | $5,789,000 | 3,829 |
| Certificates of participation in pools of residential mortgages | $5,789,000 | 3,209 |
| Issued or guaranteed by U.S. | $5,789,000 | 3,197 |
| 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) | $2,170,000 | 2,791 |
| Available-for-sale securities (fair market value) | $17,535,000 | 4,516 |
| Total debt securities | $19,705,000 | 4,774 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,031 |
| Fair value | $500,000 | 2,122 |
| 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 | $15,509,000 | 5,447 |
| U.S. Government securities | $11,556,000 | 5,259 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $11,556,000 | 5,100 |
| Securities issued by states & political subdivisions | $1,236,000 | 5,005 |
| Other domestic debt securities | $2,717,000 | 1,854 |
| 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 | $2,717,000 | 1,577 |
| 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 | $7,095,000 | 3,751 |
| Mortgage-backed securities | $2,955,000 | 4,760 |
| Certificates of participation in pools of residential mortgages | $2,955,000 | 4,118 |
| Issued or guaranteed by U.S. | $2,955,000 | 4,103 |
| 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) | $1,236,000 | 3,271 |
| Available-for-sale securities (fair market value) | $14,273,000 | 4,967 |
| Total debt securities | $15,509,000 | 5,359 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,773 |
| Fair value | $500,000 | 1,866 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $11,290,000 | 6,186 |
| U.S. Government securities | $8,143,000 | 6,075 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $8,143,000 | 5,893 |
| Securities issued by states & political subdivisions | $688,000 | 5,579 |
| Other domestic debt securities | $2,459,000 | 2,000 |
| 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 | $2,459,000 | 1,724 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,143,000 | 3,723 |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| 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) | $11,290,000 | 5,447 |
| Total debt securities | $11,290,000 | 6,096 |
| 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 | $9,933,000 | 6,516 |
| U.S. Government securities | $7,381,000 | 6,334 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $7,381,000 | 6,152 |
| Securities issued by states & political subdivisions | $351,000 | 6,049 |
| Other domestic debt securities | $2,201,000 | 2,105 |
| 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 | $2,201,000 | 1,806 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,125,000 | 4,023 |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| 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) | $9,933,000 | 5,738 |
| Total debt securities | $9,933,000 | 6,420 |
| 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 | $10,657,000 | 6,372 |
| U.S. Government securities | $8,143,000 | 6,113 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $8,143,000 | 5,912 |
| Securities issued by states & political subdivisions | $351,000 | 6,057 |
| Other domestic debt securities | $2,163,000 | 2,111 |
| 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 | $2,163,000 | 1,829 |
| 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 | $8,143,000 | 3,469 |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| 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) | $10,657,000 | 5,584 |
| Total debt securities | $10,657,000 | 6,270 |
| 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 | $18,195,000 | 4,805 |
| U.S. Government securities | $13,609,000 | 4,634 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $13,609,000 | 4,428 |
| Securities issued by states & political subdivisions | $355,000 | 6,177 |
| Other domestic debt securities | $4,231,000 | 1,578 |
| 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 | $4,231,000 | 1,271 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,624,000 | 3,516 |
| Mortgage-backed securities | $491,000 | 6,359 |
| Certificates of participation in pools of residential mortgages | $491,000 | 5,724 |
| Issued or guaranteed by U.S. | $491,000 | 5,703 |
| 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) | $18,195,000 | 4,091 |
| Total debt securities | $18,195,000 | 4,717 |
| 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 | $8,352,000 | 7,270 |
| U.S. Government securities | $7,995,000 | 6,512 |
| U.S. Treasury securities | $998,000 | 2,843 |
| U.S. Government agency obligations | $6,997,000 | 6,545 |
| Securities issued by states & political subdivisions | $357,000 | 6,344 |
| 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 | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,002,000 | 4,269 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $8,352,000 | 6,168 |
| Total debt securities | $8,352,000 | 7,150 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $8,846,000 | 7,417 |
| U.S. Government securities | $8,846,000 | 6,493 |
| U.S. Treasury securities | $985,000 | 3,882 |
| U.S. Government agency obligations | $7,861,000 | 6,309 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,908,000 | 4,667 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $8,846,000 | 6,199 |
| Total debt securities | $8,846,000 | 7,296 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |