Home > Merrill Lynch Bank & Trust Co., FSB > Securities
Merrill Lynch Bank & Trust Co., FSB, Securities
| 2009-09-30 | Rank | |
| Total securities | $434,091,000 | 314 |
| U.S. Government securities | $61,916,000 | 1,427 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $61,916,000 | 1,385 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $322,482,000 | 94 |
| Privately issued residential mortgage-backed securities | $301,600,000 | 53 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,882,000 | 212 |
| Foreign debt securities | NA | NA |
| Equity securities | $58,017,000 | 48 |
| Assets held in trading accounts for TFR Reporters | $8,324,000 | 13 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $360,739,000 | 224 |
| Certificates of participation in pools of residential mortgages | $58,215,000 | 695 |
| Issued or guaranteed by U.S. | $54,931,000 | 733 |
| Privately issued | $3,284,000 | 66 |
| Collaterized mortgage obligations | $302,524,000 | 138 |
| CMOs issued by government agencies or sponsored agencies | $4,208,000 | 1,661 |
| Privately issued | $298,316,000 | 50 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-5,040,000 | 8,106 |
| Available-for-sale securities (fair market value) | $439,131,000 | 268 |
| Total debt securities | $384,398,000 | 334 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $8,324,000 | 110 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $640,622,000 | 211 |
| U.S. Government securities | $66,692,000 | 1,301 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $66,692,000 | 1,255 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $522,275,000 | 71 |
| Privately issued residential mortgage-backed securities | $502,665,000 | 39 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,610,000 | 244 |
| Foreign debt securities | NA | NA |
| Equity securities | $57,034,000 | 59 |
| Assets held in trading accounts for TFR Reporters | $5,379,000 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $565,052,000 | 160 |
| Certificates of participation in pools of residential mortgages | $60,964,000 | 685 |
| Issued or guaranteed by U.S. | $57,528,000 | 717 |
| Privately issued | $3,436,000 | 71 |
| Collaterized mortgage obligations | $504,088,000 | 84 |
| CMOs issued by government agencies or sponsored agencies | $4,859,000 | 1,542 |
| Privately issued | $499,229,000 | 37 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-1,943,000 | 8,200 |
| Available-for-sale securities (fair market value) | $642,565,000 | 186 |
| Total debt securities | $588,967,000 | 225 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $5,379,000 | 131 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $688,457,000 | 210 |
| U.S. Government securities | $103,506,000 | 831 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $103,506,000 | 810 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $533,797,000 | 67 |
| Privately issued residential mortgage-backed securities | $513,194,000 | 42 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,603,000 | 219 |
| Foreign debt securities | NA | NA |
| Equity securities | $56,808,000 | 63 |
| Assets held in trading accounts for TFR Reporters | $5,654,000 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $580,343,000 | 160 |
| Certificates of participation in pools of residential mortgages | $65,055,000 | 662 |
| Issued or guaranteed by U.S. | $61,458,000 | 689 |
| Privately issued | $3,597,000 | 77 |
| Collaterized mortgage obligations | $515,288,000 | 89 |
| CMOs issued by government agencies or sponsored agencies | $5,691,000 | 1,428 |
| Privately issued | $509,597,000 | 40 |
| 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) | $-2,057,000 | 8,253 |
| Available-for-sale securities (fair market value) | $690,514,000 | 179 |
| Total debt securities | $637,303,000 | 217 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $5,654,000 | 137 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $640,401,000 | 221 |
| U.S. Government securities | $111,943,000 | 759 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $111,943,000 | 744 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $479,146,000 | 72 |
| Privately issued residential mortgage-backed securities | $452,465,000 | 52 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $26,681,000 | 174 |
| Foreign debt securities | NA | NA |
| Equity securities | $55,344,000 | 56 |
| Assets held in trading accounts for TFR Reporters | $6,032,000 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $523,093,000 | 179 |
| Certificates of participation in pools of residential mortgages | $68,283,000 | 619 |
| Issued or guaranteed by U.S. | $64,314,000 | 647 |
| Privately issued | $3,969,000 | 76 |
| Collaterized mortgage obligations | $454,810,000 | 95 |
| CMOs issued by government agencies or sponsored agencies | $6,314,000 | 1,331 |
| Privately issued | $448,496,000 | 46 |
| 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) | $5,264,000 | 1,590 |
| Available-for-sale securities (fair market value) | $635,137,000 | 187 |
| Total debt securities | $591,089,000 | 232 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $6,032,000 | 131 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $936,712,000 | 156 |
| U.S. Government securities | $230,896,000 | 377 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $230,896,000 | 367 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $642,115,000 | 58 |
| Privately issued residential mortgage-backed securities | $603,710,000 | 44 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $38,405,000 | 131 |
| Foreign debt securities | NA | NA |
| Equity securities | $63,701,000 | 44 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $790,342,000 | 118 |
| Certificates of participation in pools of residential mortgages | $69,073,000 | 582 |
| Issued or guaranteed by U.S. | $64,252,000 | 619 |
| Privately issued | $4,821,000 | 71 |
| Collaterized mortgage obligations | $721,269,000 | 65 |
| CMOs issued by government agencies or sponsored agencies | $122,380,000 | 174 |
| Privately issued | $598,889,000 | 40 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,371,000 | 1,014 |
| Available-for-sale securities (fair market value) | $924,341,000 | 132 |
| Total debt securities | $873,011,000 | 158 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $1,100,877,000 | 138 |
| U.S. Government securities | $237,119,000 | 356 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $237,119,000 | 348 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $790,824,000 | 57 |
| Privately issued residential mortgage-backed securities | $751,449,000 | 40 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $39,375,000 | 143 |
| Foreign debt securities | NA | NA |
| Equity securities | $72,934,000 | 58 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $943,197,000 | 108 |
| Certificates of participation in pools of residential mortgages | $70,584,000 | 565 |
| Issued or guaranteed by U.S. | $65,746,000 | 603 |
| Privately issued | $4,838,000 | 78 |
| Collaterized mortgage obligations | $872,613,000 | 61 |
| CMOs issued by government agencies or sponsored agencies | $126,002,000 | 180 |
| Privately issued | $746,611,000 | 37 |
| 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) | $140,538,000 | 139 |
| Available-for-sale securities (fair market value) | $960,339,000 | 133 |
| Total debt securities | $1,027,943,000 | 145 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $1,093,517,000 | 147 |
| U.S. Government securities | $254,327,000 | 334 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $254,327,000 | 325 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $904,004,000 | 53 |
| Privately issued residential mortgage-backed securities | $849,922,000 | 41 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $54,082,000 | 118 |
| Foreign debt securities | NA | NA |
| Equity securities | $76,081,000 | 58 |
| Assets held in trading accounts for TFR Reporters | $140,895,000 | 10 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,053,805,000 | 103 |
| Certificates of participation in pools of residential mortgages | $74,205,000 | 525 |
| Issued or guaranteed by U.S. | $70,207,000 | 543 |
| Privately issued | $3,998,000 | 83 |
| Collaterized mortgage obligations | $979,600,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $133,676,000 | 168 |
| Privately issued | $845,924,000 | 38 |
| 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) | $26,589,000 | 594 |
| Available-for-sale securities (fair market value) | $1,066,928,000 | 136 |
| Total debt securities | $1,158,331,000 | 138 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $140,895,000 | 59 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $1,259,597,000 | 133 |
| U.S. Government securities | $145,861,000 | 583 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $145,861,000 | 569 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $1,049,638,000 | 49 |
| Privately issued residential mortgage-backed securities | $957,319,000 | 40 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $92,319,000 | 82 |
| Foreign debt securities | NA | NA |
| Equity securities | $79,819,000 | 55 |
| Assets held in trading accounts for TFR Reporters | $15,721,000 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,056,196,000 | 101 |
| Certificates of participation in pools of residential mortgages | $93,504,000 | 413 |
| Issued or guaranteed by U.S. | $89,506,000 | 419 |
| Privately issued | $3,998,000 | 80 |
| Collaterized mortgage obligations | $962,692,000 | 61 |
| CMOs issued by government agencies or sponsored agencies | $9,371,000 | 963 |
| Privately issued | $953,321,000 | 38 |
| 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) | $57,134,000 | 321 |
| Available-for-sale securities (fair market value) | $1,202,463,000 | 120 |
| Total debt securities | $1,195,499,000 | 137 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $15,721,000 | 118 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $2,515,716,000 | 82 |
| U.S. Government securities | $1,356,211,000 | 99 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,356,211,000 | 96 |
| Securities issued by states & political subdivisions | $680,489,000 | 23 |
| Other domestic debt securities | $1,157,162,000 | 49 |
| Privately issued residential mortgage-backed securities | $1,058,421,000 | 38 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $98,741,000 | 76 |
| Foreign debt securities | NA | NA |
| Equity securities | $160,109,000 | 25 |
| Assets held in trading accounts for TFR Reporters | $838,255,000 | 3 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,224,272,000 | 92 |
| Certificates of participation in pools of residential mortgages | $96,140,000 | 379 |
| Issued or guaranteed by U.S. | $92,142,000 | 390 |
| Privately issued | $3,998,000 | 78 |
| Collaterized mortgage obligations | $1,128,132,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $73,709,000 | 221 |
| Privately issued | $1,054,423,000 | 35 |
| 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) | $30,460,000 | 578 |
| Available-for-sale securities (fair market value) | $2,485,256,000 | 71 |
| Total debt securities | $3,193,862,000 | 69 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $838,255,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $1,447,578,000 | 134 |
| U.S. Government securities | $102,033,000 | 828 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $102,033,000 | 805 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $1,272,652,000 | 44 |
| Privately issued residential mortgage-backed securities | $1,080,556,000 | 39 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $192,096,000 | 40 |
| Foreign debt securities | NA | NA |
| Equity securities | $72,893,000 | 55 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,156,103,000 | 104 |
| Certificates of participation in pools of residential mortgages | $79,545,000 | 442 |
| Issued or guaranteed by U.S. | $75,547,000 | 457 |
| Privately issued | $3,998,000 | 86 |
| Collaterized mortgage obligations | $1,076,558,000 | 64 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $1,076,558,000 | 36 |
| 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) | $153,997,000 | 129 |
| Available-for-sale securities (fair market value) | $1,293,581,000 | 123 |
| Total debt securities | $1,374,685,000 | 134 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $1,595,708,000 | 124 |
| U.S. Government securities | $111,751,000 | 750 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $111,751,000 | 727 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $1,408,744,000 | 41 |
| Privately issued residential mortgage-backed securities | $1,252,001,000 | 37 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $156,743,000 | 49 |
| Foreign debt securities | NA | NA |
| Equity securities | $75,213,000 | 52 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,332,143,000 | 96 |
| Certificates of participation in pools of residential mortgages | $84,140,000 | 426 |
| Issued or guaranteed by U.S. | $80,142,000 | 433 |
| Privately issued | $3,998,000 | 88 |
| Collaterized mortgage obligations | $1,248,003,000 | 59 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $1,248,003,000 | 32 |
| 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) | $119,077,000 | 173 |
| Available-for-sale securities (fair market value) | $1,476,631,000 | 112 |
| Total debt securities | $1,520,495,000 | 129 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $1,393,975,000 | 141 |
| U.S. Government securities | $84,669,000 | 1,061 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $84,669,000 | 1,030 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $1,232,143,000 | 42 |
| Privately issued residential mortgage-backed securities | $1,182,143,000 | 38 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $77,163,000 | 45 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,258,176,000 | 98 |
| Certificates of participation in pools of residential mortgages | $80,031,000 | 438 |
| Issued or guaranteed by U.S. | $76,033,000 | 450 |
| Privately issued | $3,998,000 | 76 |
| Collaterized mortgage obligations | $1,178,145,000 | 63 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $1,178,145,000 | 35 |
| 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) | $15,968,000 | 991 |
| Available-for-sale securities (fair market value) | $1,378,007,000 | 124 |
| Total debt securities | $1,316,812,000 | 142 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $195,586,000 | 657 |
| U.S. Government securities | $121,288,000 | 742 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $121,288,000 | 724 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $4,000,000 | 1,139 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,000,000 | 732 |
| Foreign debt securities | NA | NA |
| Equity securities | $75,285,000 | 47 |
| Assets held in trading accounts for TFR Reporters | $4,987,000 | 12 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $105,104,000 | 538 |
| Certificates of participation in pools of residential mortgages | $105,104,000 | 375 |
| Issued or guaranteed by U.S. | $105,104,000 | 369 |
| 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) | $33,191,000 | 605 |
| Available-for-sale securities (fair market value) | $162,395,000 | 643 |
| Total debt securities | $125,288,000 | 963 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $4,987,000 | 92 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $119,004,000 | 1,033 |
| U.S. Government securities | $119,004,000 | 761 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $119,004,000 | 738 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $97,396,000 | 561 |
| Certificates of participation in pools of residential mortgages | $97,396,000 | 407 |
| Issued or guaranteed by U.S. | $97,396,000 | 404 |
| 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) | $111,000 | 3,758 |
| Available-for-sale securities (fair market value) | $118,893,000 | 875 |
| Total debt securities | $119,004,000 | 1,008 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $124,756,000 | 997 |
| U.S. Government securities | $124,756,000 | 746 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $124,756,000 | 725 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $103,127,000 | 549 |
| Certificates of participation in pools of residential mortgages | $103,127,000 | 400 |
| Issued or guaranteed by U.S. | $103,127,000 | 395 |
| 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) | $110,000 | 3,825 |
| Available-for-sale securities (fair market value) | $124,646,000 | 831 |
| Total debt securities | $124,756,000 | 976 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $130,622,000 | 946 |
| U.S. Government securities | $130,622,000 | 719 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $130,622,000 | 697 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $108,970,000 | 532 |
| Certificates of participation in pools of residential mortgages | $108,970,000 | 393 |
| Issued or guaranteed by U.S. | $108,970,000 | 388 |
| 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) | $110,000 | 3,908 |
| Available-for-sale securities (fair market value) | $130,512,000 | 804 |
| Total debt securities | $130,622,000 | 933 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $137,617,000 | 898 |
| U.S. Government securities | $137,617,000 | 680 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $137,617,000 | 657 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $116,029,000 | 518 |
| Certificates of participation in pools of residential mortgages | $116,029,000 | 389 |
| Issued or guaranteed by U.S. | $116,029,000 | 385 |
| 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) | $109,000 | 3,975 |
| Available-for-sale securities (fair market value) | $137,508,000 | 758 |
| Total debt securities | $137,617,000 | 881 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $145,035,000 | 852 |
| U.S. Government securities | $145,035,000 | 645 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $145,035,000 | 625 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $123,347,000 | 504 |
| Certificates of participation in pools of residential mortgages | $123,347,000 | 375 |
| Issued or guaranteed by U.S. | $123,347,000 | 367 |
| 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) | $110,000 | 4,016 |
| Available-for-sale securities (fair market value) | $144,925,000 | 725 |
| Total debt securities | $145,035,000 | 836 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $150,051,000 | 840 |
| U.S. Government securities | $150,051,000 | 648 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $150,051,000 | 623 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $128,356,000 | 508 |
| Certificates of participation in pools of residential mortgages | $128,356,000 | 367 |
| Issued or guaranteed by U.S. | $128,356,000 | 362 |
| 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) | $11,173,000 | 1,390 |
| Available-for-sale securities (fair market value) | $138,878,000 | 763 |
| Total debt securities | $150,051,000 | 823 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $157,711,000 | 826 |
| U.S. Government securities | $157,711,000 | 646 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $157,711,000 | 620 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $136,003,000 | 494 |
| Certificates of participation in pools of residential mortgages | $136,003,000 | 356 |
| Issued or guaranteed by U.S. | $136,003,000 | 352 |
| 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) | $713,000 | 3,422 |
| Available-for-sale securities (fair market value) | $156,998,000 | 700 |
| Total debt securities | $157,711,000 | 801 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $137,366,000 | 928 |
| U.S. Government securities | $137,165,000 | 718 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $137,165,000 | 685 |
| Securities issued by states & political subdivisions | $201,000 | 6,210 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $115,344,000 | 556 |
| Certificates of participation in pools of residential mortgages | $115,344,000 | 403 |
| Issued or guaranteed by U.S. | $115,344,000 | 402 |
| 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) | $1,565,000 | 3,002 |
| Available-for-sale securities (fair market value) | $135,801,000 | 805 |
| Total debt securities | $137,366,000 | 906 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $140,161,000 | 919 |
| U.S. Government securities | $139,961,000 | 716 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $139,961,000 | 685 |
| Securities issued by states & political subdivisions | $200,000 | 6,253 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $118,124,000 | 546 |
| Certificates of participation in pools of residential mortgages | $118,124,000 | 397 |
| Issued or guaranteed by U.S. | $118,124,000 | 395 |
| 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) | $12,045,000 | 1,343 |
| Available-for-sale securities (fair market value) | $128,116,000 | 850 |
| Total debt securities | $140,161,000 | 895 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $153,576,000 | 859 |
| U.S. Government securities | $153,375,000 | 672 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $153,375,000 | 653 |
| Securities issued by states & political subdivisions | $201,000 | 6,244 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $131,533,000 | 518 |
| Certificates of participation in pools of residential mortgages | $131,533,000 | 369 |
| Issued or guaranteed by U.S. | $131,533,000 | 366 |
| 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) | $21,544,000 | 885 |
| Available-for-sale securities (fair market value) | $132,032,000 | 827 |
| Total debt securities | $153,576,000 | 834 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $139,497,000 | 969 |
| U.S. Government securities | $139,296,000 | 744 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $139,296,000 | 718 |
| Securities issued by states & political subdivisions | $201,000 | 6,318 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $107,447,000 | 616 |
| Certificates of participation in pools of residential mortgages | $107,447,000 | 452 |
| Issued or guaranteed by U.S. | $107,447,000 | 447 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | NA | NA |
| 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) | $21,569,000 | 887 |
| Available-for-sale securities (fair market value) | $117,928,000 | 973 |
| Total debt securities | $139,497,000 | 931 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $117,441,000 | 1,137 |
| U.S. Government securities | $117,240,000 | 848 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $117,240,000 | 818 |
| Securities issued by states & political subdivisions | $201,000 | 6,360 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $95,402,000 | 677 |
| Certificates of participation in pools of residential mortgages | $95,402,000 | 499 |
| Issued or guaranteed by U.S. | $95,402,000 | 494 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | NA | NA |
| 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) | $11,560,000 | 1,341 |
| Available-for-sale securities (fair market value) | $105,881,000 | 1,077 |
| Total debt securities | $117,441,000 | 1,097 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $141,840,000 | 928 |
| U.S. Government securities | $141,639,000 | 706 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $141,639,000 | 681 |
| Securities issued by states & political subdivisions | $201,000 | 6,383 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $119,801,000 | 569 |
| Certificates of participation in pools of residential mortgages | $119,801,000 | 401 |
| Issued or guaranteed by U.S. | $119,801,000 | 396 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,059,000 | 1,284 |
| Available-for-sale securities (fair market value) | $129,781,000 | 857 |
| Total debt securities | $141,840,000 | 893 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $146,976,000 | 882 |
| U.S. Government securities | $146,775,000 | 665 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $146,775,000 | 642 |
| Securities issued by states & political subdivisions | $201,000 | 6,370 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $114,953,000 | 588 |
| Certificates of participation in pools of residential mortgages | $114,953,000 | 410 |
| Issued or guaranteed by U.S. | $114,953,000 | 405 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | NA | NA |
| 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) | $32,023,000 | 628 |
| Available-for-sale securities (fair market value) | $114,953,000 | 954 |
| Total debt securities | $146,976,000 | 851 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $158,892,000 | 798 |
| U.S. Government securities | $158,892,000 | 604 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $158,892,000 | 583 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $127,071,000 | 515 |
| Certificates of participation in pools of residential mortgages | $127,071,000 | 351 |
| Issued or guaranteed by U.S. | $127,071,000 | 347 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | NA | NA |
| 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) | $30,349,000 | 650 |
| Available-for-sale securities (fair market value) | $128,543,000 | 823 |
| Total debt securities | $158,892,000 | 770 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $181,630,000 | 654 |
| U.S. Government securities | $181,630,000 | 497 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $181,630,000 | 469 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $127,145,000 | 473 |
| Certificates of participation in pools of residential mortgages | $127,145,000 | 296 |
| Issued or guaranteed by U.S. | $127,145,000 | 292 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | NA | NA |
| 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) | $54,084,000 | 379 |
| Available-for-sale securities (fair market value) | $127,546,000 | 752 |
| Total debt securities | $181,630,000 | 632 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $24,039,000 | 4,063 |
| U.S. Government securities | $24,039,000 | 3,168 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,039,000 | 2,934 |
| 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 | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $20,031,000 | 1,480 |
| Certificates of participation in pools of residential mortgages | $20,031,000 | 1,066 |
| Issued or guaranteed by U.S. | $20,031,000 | 1,057 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | NA | NA |
| 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) | $3,878,000 | 3,091 |
| Available-for-sale securities (fair market value) | $20,161,000 | 3,753 |
| Total debt securities | $24,039,000 | 3,950 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $17,888,000 | 5,206 |
| U.S. Government securities | $17,888,000 | 4,209 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,888,000 | 3,798 |
| 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 | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,030,000 | 2,141 |
| Certificates of participation in pools of residential mortgages | $13,030,000 | 1,560 |
| Issued or guaranteed by U.S. | $13,030,000 | 1,549 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | NA | NA |
| 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) | $4,858,000 | 3,113 |
| Available-for-sale securities (fair market value) | $13,030,000 | 5,143 |
| Total debt securities | $17,888,000 | 5,102 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $5,173,000 | 8,707 |
| U.S. Government securities | $5,173,000 | 7,951 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,173,000 | 7,122 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,886,000 | 4,810 |
| Certificates of participation in pools of residential mortgages | $2,886,000 | 3,881 |
| Issued or guaranteed by U.S. | $2,886,000 | 3,862 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | NA | NA |
| 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) | $2,287,000 | 4,566 |
| Available-for-sale securities (fair market value) | $2,886,000 | 8,149 |
| Total debt securities | $5,173,000 | 8,584 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $6,291,000 | 8,709 |
| U.S. Government securities | $6,291,000 | 7,963 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,291,000 | 6,688 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,545,000 | 3,995 |
| Certificates of participation in pools of residential mortgages | $4,545,000 | 3,057 |
| Issued or guaranteed by U.S. | $4,545,000 | 3,042 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | NA | NA |
| 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) | $1,745,000 | 5,792 |
| Available-for-sale securities (fair market value) | $4,546,000 | 7,659 |
| Total debt securities | $6,291,000 | 8,584 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |