Home > Millennium Bank > Securities
Millennium Bank, Securities
| 2013-12-31 | Rank | |
| Total securities | $22,347,000 | 4,259 |
| U.S. Government securities | $9,163,000 | 4,749 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $9,163,000 | 4,656 |
| Securities issued by states & political subdivisions | $7,152,000 | 3,365 |
| Other domestic debt securities | $6,032,000 | 890 |
| Privately issued residential mortgage-backed securities | $3,210,000 | 290 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $2,822,000 | 110 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,248,000 | 2,297 |
| Mortgage-backed securities | $4,695,000 | 4,015 |
| Certificates of participation in pools of residential mortgages | $4,221,000 | 3,641 |
| Issued or guaranteed by U.S. | $1,485,000 | 4,416 |
| Privately issued | $2,736,000 | 22 |
| Collaterized mortgage obligations | $474,000 | 3,155 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $474,000 | 556 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $22,347,000 | 3,899 |
| Total debt securities | $22,347,000 | 4,233 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $22,812,000 | 4,257 |
| U.S. Government securities | $9,414,000 | 4,752 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $9,414,000 | 4,654 |
| Securities issued by states & political subdivisions | $7,191,000 | 3,353 |
| Other domestic debt securities | $6,207,000 | 895 |
| Privately issued residential mortgage-backed securities | $3,393,000 | 296 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $2,814,000 | 124 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,677,000 | 2,252 |
| Mortgage-backed securities | $5,024,000 | 3,992 |
| Certificates of participation in pools of residential mortgages | $4,504,000 | 3,591 |
| Issued or guaranteed by U.S. | $1,631,000 | 4,406 |
| Privately issued | $2,873,000 | 25 |
| Collaterized mortgage obligations | $520,000 | 3,162 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $520,000 | 574 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $22,812,000 | 3,897 |
| Total debt securities | $22,812,000 | 4,225 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $23,144,000 | 4,229 |
| U.S. Government securities | $9,471,000 | 4,734 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $9,471,000 | 4,638 |
| Securities issued by states & political subdivisions | $7,218,000 | 3,351 |
| Other domestic debt securities | $6,455,000 | 895 |
| Privately issued residential mortgage-backed securities | $3,475,000 | 302 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $2,980,000 | 111 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,808,000 | 2,221 |
| Mortgage-backed securities | $5,169,000 | 3,993 |
| Certificates of participation in pools of residential mortgages | $4,584,000 | 3,572 |
| Issued or guaranteed by U.S. | $1,694,000 | 4,364 |
| Privately issued | $2,890,000 | 24 |
| Collaterized mortgage obligations | $585,000 | 3,155 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $585,000 | 583 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $23,144,000 | 3,888 |
| Total debt securities | $23,144,000 | 4,196 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $23,656,000 | 4,196 |
| U.S. Government securities | $9,817,000 | 4,756 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $9,817,000 | 4,654 |
| Securities issued by states & political subdivisions | $7,306,000 | 3,319 |
| Other domestic debt securities | $6,533,000 | 903 |
| Privately issued residential mortgage-backed securities | $3,708,000 | 320 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $2,825,000 | 112 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,427,000 | 2,207 |
| Mortgage-backed securities | $5,457,000 | 3,990 |
| Certificates of participation in pools of residential mortgages | $4,807,000 | 3,573 |
| Issued or guaranteed by U.S. | $1,749,000 | 4,386 |
| Privately issued | $3,058,000 | 22 |
| Collaterized mortgage obligations | $650,000 | 3,168 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $650,000 | 599 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $23,656,000 | 3,880 |
| Total debt securities | $23,656,000 | 4,172 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $24,167,000 | 4,114 |
| U.S. Government securities | $9,941,000 | 4,705 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $9,941,000 | 4,607 |
| Securities issued by states & political subdivisions | $7,406,000 | 3,262 |
| Other domestic debt securities | $6,820,000 | 862 |
| Privately issued residential mortgage-backed securities | $3,852,000 | 327 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $2,968,000 | 105 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,752,000 | 2,158 |
| Mortgage-backed securities | $5,696,000 | 3,953 |
| Certificates of participation in pools of residential mortgages | $4,999,000 | 3,533 |
| Issued or guaranteed by U.S. | $1,844,000 | 4,384 |
| Privately issued | $3,155,000 | 20 |
| Collaterized mortgage obligations | $697,000 | 3,182 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $697,000 | 615 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $24,167,000 | 3,791 |
| Total debt securities | $24,167,000 | 4,084 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 638 |
| Fair value | $6,006,000 | 647 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $23,664,000 | 4,189 |
| U.S. Government securities | $10,027,000 | 4,787 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $10,027,000 | 4,689 |
| Securities issued by states & political subdivisions | $7,457,000 | 3,230 |
| Other domestic debt securities | $6,180,000 | 944 |
| Privately issued residential mortgage-backed securities | $3,923,000 | 361 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $2,257,000 | 122 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,997,000 | 2,155 |
| Mortgage-backed securities | $5,828,000 | 4,060 |
| Certificates of participation in pools of residential mortgages | $5,092,000 | 3,659 |
| Issued or guaranteed by U.S. | $1,905,000 | 4,488 |
| Privately issued | $3,187,000 | 23 |
| Collaterized mortgage obligations | $736,000 | 3,252 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $736,000 | 642 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $23,664,000 | 3,861 |
| Total debt securities | $23,664,000 | 4,167 |
| Structured notes | ||
| Amortized cost | $6,001,000 | 666 |
| Fair value | $6,023,000 | 666 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $27,244,000 | 3,922 |
| U.S. Government securities | $13,629,000 | 4,339 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $13,629,000 | 4,246 |
| Securities issued by states & political subdivisions | $7,373,000 | 3,196 |
| Other domestic debt securities | $6,242,000 | 946 |
| Privately issued residential mortgage-backed securities | $4,171,000 | 373 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $2,071,000 | 124 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,818,000 | 1,953 |
| Mortgage-backed securities | $6,176,000 | 4,032 |
| Certificates of participation in pools of residential mortgages | $5,443,000 | 3,595 |
| Issued or guaranteed by U.S. | $2,005,000 | 4,492 |
| Privately issued | $3,438,000 | 22 |
| Collaterized mortgage obligations | $733,000 | 3,272 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $733,000 | 694 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $27,244,000 | 3,625 |
| Total debt securities | $27,244,000 | 3,888 |
| Structured notes | ||
| Amortized cost | $6,002,000 | 770 |
| Fair value | $6,026,000 | 773 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $29,272,000 | 3,784 |
| U.S. Government securities | $15,608,000 | 4,207 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $15,608,000 | 4,112 |
| Securities issued by states & political subdivisions | $7,371,000 | 3,105 |
| Other domestic debt securities | $6,293,000 | 940 |
| Privately issued residential mortgage-backed securities | $4,282,000 | 384 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $2,011,000 | 122 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,879,000 | 1,865 |
| Mortgage-backed securities | $6,414,000 | 4,029 |
| Certificates of participation in pools of residential mortgages | $5,575,000 | 3,572 |
| Issued or guaranteed by U.S. | $2,119,000 | 4,455 |
| Privately issued | $3,456,000 | 24 |
| Collaterized mortgage obligations | $839,000 | 3,252 |
| CMOs issued by government agencies or sponsored agencies | $13,000 | 3,659 |
| Privately issued | $826,000 | 714 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $29,272,000 | 3,511 |
| Total debt securities | $29,272,000 | 3,755 |
| Structured notes | ||
| Amortized cost | $6,002,000 | 897 |
| Fair value | $5,892,000 | 926 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $32,667,000 | 3,496 |
| U.S. Government securities | $18,843,000 | 3,763 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $18,843,000 | 3,690 |
| Securities issued by states & political subdivisions | $7,302,000 | 3,088 |
| Other domestic debt securities | $6,522,000 | 922 |
| Privately issued residential mortgage-backed securities | $4,551,000 | 437 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $1,971,000 | 121 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,304,000 | 1,598 |
| Mortgage-backed securities | $6,741,000 | 3,905 |
| Certificates of participation in pools of residential mortgages | $5,828,000 | 3,434 |
| Issued or guaranteed by U.S. | $2,127,000 | 4,393 |
| Privately issued | $3,701,000 | 35 |
| Collaterized mortgage obligations | $913,000 | 3,164 |
| CMOs issued by government agencies or sponsored agencies | $63,000 | 3,441 |
| Privately issued | $850,000 | 774 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $32,667,000 | 3,220 |
| Total debt securities | $32,667,000 | 3,467 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $35,633,000 | 3,257 |
| U.S. Government securities | $21,453,000 | 3,417 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $21,453,000 | 3,337 |
| Securities issued by states & political subdivisions | $7,133,000 | 3,054 |
| Other domestic debt securities | $7,047,000 | 882 |
| Privately issued residential mortgage-backed securities | $4,623,000 | 453 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $2,424,000 | 108 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,273,000 | 1,566 |
| Mortgage-backed securities | $6,901,000 | 3,826 |
| Certificates of participation in pools of residential mortgages | $5,872,000 | 3,357 |
| Issued or guaranteed by U.S. | $2,168,000 | 4,314 |
| Privately issued | $3,704,000 | 45 |
| Collaterized mortgage obligations | $1,029,000 | 3,096 |
| CMOs issued by government agencies or sponsored agencies | $110,000 | 3,381 |
| Privately issued | $919,000 | 784 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $35,633,000 | 2,980 |
| Total debt securities | $35,633,000 | 3,230 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,239 |
| Fair value | $1,010,000 | 2,249 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $44,400,000 | 2,785 |
| U.S. Government securities | $30,310,000 | 2,788 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $30,310,000 | 2,706 |
| Securities issued by states & political subdivisions | $6,834,000 | 3,062 |
| Other domestic debt securities | $7,256,000 | 832 |
| Privately issued residential mortgage-backed securities | $4,907,000 | 452 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $2,349,000 | 122 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,499,000 | 1,629 |
| Mortgage-backed securities | $7,317,000 | 3,727 |
| Certificates of participation in pools of residential mortgages | $6,180,000 | 3,262 |
| Issued or guaranteed by U.S. | $2,249,000 | 4,283 |
| Privately issued | $3,931,000 | 45 |
| Collaterized mortgage obligations | $1,137,000 | 3,012 |
| CMOs issued by government agencies or sponsored agencies | $161,000 | 3,329 |
| Privately issued | $976,000 | 787 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $44,400,000 | 2,536 |
| Total debt securities | $44,400,000 | 2,766 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,447 |
| Fair value | $1,022,000 | 2,439 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $42,812,000 | 2,835 |
| U.S. Government securities | $30,339,000 | 2,762 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $30,339,000 | 2,680 |
| Securities issued by states & political subdivisions | $6,569,000 | 3,068 |
| Other domestic debt securities | $5,904,000 | 969 |
| Privately issued residential mortgage-backed securities | $5,210,000 | 469 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $694,000 | 198 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,108,000 | 1,604 |
| Mortgage-backed securities | $7,814,000 | 3,577 |
| Certificates of participation in pools of residential mortgages | $6,535,000 | 3,134 |
| Issued or guaranteed by U.S. | $2,392,000 | 4,192 |
| Privately issued | $4,143,000 | 44 |
| Collaterized mortgage obligations | $1,279,000 | 2,907 |
| CMOs issued by government agencies or sponsored agencies | $212,000 | 3,233 |
| Privately issued | $1,067,000 | 806 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $42,812,000 | 2,577 |
| Total debt securities | $42,812,000 | 2,812 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,483 |
| Fair value | $1,033,000 | 2,463 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $34,281,000 | 3,201 |
| U.S. Government securities | $21,593,000 | 3,318 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $21,593,000 | 3,214 |
| Securities issued by states & political subdivisions | $6,448,000 | 3,088 |
| Other domestic debt securities | $6,240,000 | 1,004 |
| Privately issued residential mortgage-backed securities | $5,550,000 | 490 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $690,000 | 200 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,576,000 | 1,567 |
| Mortgage-backed securities | $8,358,000 | 3,399 |
| Certificates of participation in pools of residential mortgages | $6,958,000 | 2,940 |
| Issued or guaranteed by U.S. | $2,528,000 | 4,044 |
| Privately issued | $4,430,000 | 47 |
| Collaterized mortgage obligations | $1,400,000 | 2,838 |
| CMOs issued by government agencies or sponsored agencies | $280,000 | 3,153 |
| Privately issued | $1,120,000 | 828 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $34,281,000 | 2,928 |
| Total debt securities | $34,281,000 | 3,173 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,331 |
| Fair value | $1,044,000 | 2,309 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $50,146,000 | 2,364 |
| U.S. Government securities | $36,584,000 | 2,247 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $36,584,000 | 2,173 |
| Securities issued by states & political subdivisions | $7,093,000 | 2,884 |
| Other domestic debt securities | $6,469,000 | 1,006 |
| Privately issued residential mortgage-backed securities | $5,790,000 | 525 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $679,000 | 221 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,467,000 | 1,023 |
| Mortgage-backed securities | $20,615,000 | 2,173 |
| Certificates of participation in pools of residential mortgages | $19,059,000 | 1,590 |
| Issued or guaranteed by U.S. | $14,468,000 | 1,919 |
| Privately issued | $4,591,000 | 49 |
| Collaterized mortgage obligations | $1,556,000 | 2,745 |
| CMOs issued by government agencies or sponsored agencies | $357,000 | 3,076 |
| Privately issued | $1,199,000 | 873 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $50,146,000 | 2,128 |
| Total debt securities | $50,146,000 | 2,336 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,383 |
| Fair value | $1,055,000 | 2,347 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $62,677,000 | 1,968 |
| U.S. Government securities | $47,298,000 | 1,850 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $47,298,000 | 1,787 |
| Securities issued by states & political subdivisions | $8,189,000 | 2,559 |
| Other domestic debt securities | $7,190,000 | 943 |
| Privately issued residential mortgage-backed securities | $6,512,000 | 524 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $678,000 | 230 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,349,000 | 879 |
| Mortgage-backed securities | $22,861,000 | 2,032 |
| Certificates of participation in pools of residential mortgages | $20,738,000 | 1,499 |
| Issued or guaranteed by U.S. | $15,925,000 | 1,822 |
| Privately issued | $4,813,000 | 47 |
| Collaterized mortgage obligations | $2,123,000 | 2,481 |
| CMOs issued by government agencies or sponsored agencies | $424,000 | 2,939 |
| Privately issued | $1,699,000 | 827 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $62,677,000 | 1,757 |
| Total debt securities | $62,677,000 | 1,950 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,460 |
| Fair value | $1,063,000 | 2,434 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $80,859,000 | 1,606 |
| U.S. Government securities | $65,183,000 | 1,414 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $65,183,000 | 1,368 |
| Securities issued by states & political subdivisions | $8,188,000 | 2,530 |
| Other domestic debt securities | $7,488,000 | 949 |
| Privately issued residential mortgage-backed securities | $6,809,000 | 542 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $679,000 | 236 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,066,000 | 897 |
| Mortgage-backed securities | $26,256,000 | 1,884 |
| Certificates of participation in pools of residential mortgages | $23,775,000 | 1,429 |
| Issued or guaranteed by U.S. | $18,809,000 | 1,702 |
| Privately issued | $4,966,000 | 47 |
| Collaterized mortgage obligations | $2,481,000 | 2,337 |
| CMOs issued by government agencies or sponsored agencies | $638,000 | 2,757 |
| Privately issued | $1,843,000 | 851 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $80,859,000 | 1,420 |
| Total debt securities | $80,859,000 | 1,583 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,246 |
| Fair value | $1,066,000 | 2,225 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $83,289,000 | 1,534 |
| U.S. Government securities | $67,201,000 | 1,338 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $67,201,000 | 1,290 |
| Securities issued by states & political subdivisions | $8,227,000 | 2,541 |
| Other domestic debt securities | $7,861,000 | 975 |
| Privately issued residential mortgage-backed securities | $7,061,000 | 560 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $800,000 | 233 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,435,000 | 871 |
| Mortgage-backed securities | $28,738,000 | 1,795 |
| Certificates of participation in pools of residential mortgages | $25,756,000 | 1,384 |
| Issued or guaranteed by U.S. | $20,681,000 | 1,639 |
| Privately issued | $5,075,000 | 49 |
| Collaterized mortgage obligations | $2,982,000 | 2,211 |
| CMOs issued by government agencies or sponsored agencies | $996,000 | 2,543 |
| Privately issued | $1,986,000 | 853 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $83,289,000 | 1,354 |
| Total debt securities | $83,289,000 | 1,511 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,971 |
| Fair value | $1,071,000 | 1,935 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $67,575,000 | 1,838 |
| U.S. Government securities | $50,762,000 | 1,691 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $50,762,000 | 1,642 |
| Securities issued by states & political subdivisions | $8,649,000 | 2,480 |
| Other domestic debt securities | $8,164,000 | 1,014 |
| Privately issued residential mortgage-backed securities | $7,465,000 | 589 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $699,000 | 258 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,480,000 | 1,043 |
| Mortgage-backed securities | $30,568,000 | 1,747 |
| Certificates of participation in pools of residential mortgages | $27,250,000 | 1,369 |
| Issued or guaranteed by U.S. | $21,875,000 | 1,614 |
| Privately issued | $5,375,000 | 54 |
| Collaterized mortgage obligations | $3,318,000 | 2,140 |
| CMOs issued by government agencies or sponsored agencies | $1,228,000 | 2,416 |
| Privately issued | $2,090,000 | 899 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $67,575,000 | 1,620 |
| Total debt securities | $67,575,000 | 1,815 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,528 |
| Fair value | $1,080,000 | 1,497 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $49,414,000 | 2,346 |
| U.S. Government securities | $33,028,000 | 2,424 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $33,028,000 | 2,368 |
| Securities issued by states & political subdivisions | $7,883,000 | 2,566 |
| Other domestic debt securities | $8,503,000 | 1,017 |
| Privately issued residential mortgage-backed securities | $7,513,000 | 595 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $990,000 | 249 |
| 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 | $47,089,000 | 1,120 |
| Mortgage-backed securities | $32,273,000 | 1,702 |
| Certificates of participation in pools of residential mortgages | $28,417,000 | 1,354 |
| Issued or guaranteed by U.S. | $23,210,000 | 1,574 |
| Privately issued | $5,207,000 | 55 |
| Collaterized mortgage obligations | $3,856,000 | 2,007 |
| CMOs issued by government agencies or sponsored agencies | $1,550,000 | 2,287 |
| Privately issued | $2,306,000 | 894 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $49,414,000 | 2,065 |
| Total debt securities | $49,414,000 | 2,311 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,123 |
| Fair value | $1,078,000 | 1,095 |
| 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 | $49,665,000 | 2,345 |
| U.S. Government securities | $33,457,000 | 2,413 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $33,457,000 | 2,362 |
| Securities issued by states & political subdivisions | $7,525,000 | 2,544 |
| Other domestic debt securities | $8,683,000 | 951 |
| Privately issued residential mortgage-backed securities | $7,758,000 | 594 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $925,000 | 1,626 |
| 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 | $48,740,000 | 1,115 |
| Mortgage-backed securities | $34,511,000 | 1,637 |
| Certificates of participation in pools of residential mortgages | $30,214,000 | 1,318 |
| Issued or guaranteed by U.S. | $24,947,000 | 1,524 |
| Privately issued | $5,267,000 | 64 |
| Collaterized mortgage obligations | $4,297,000 | 1,960 |
| CMOs issued by government agencies or sponsored agencies | $1,806,000 | 2,200 |
| Privately issued | $2,491,000 | 897 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $49,665,000 | 2,060 |
| Total debt securities | $49,665,000 | 2,315 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 892 |
| Fair value | $1,080,000 | 863 |
| 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 | $73,646,000 | 1,653 |
| U.S. Government securities | $56,448,000 | 1,524 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $56,448,000 | 1,501 |
| Securities issued by states & political subdivisions | $7,506,000 | 2,510 |
| Other domestic debt securities | $9,692,000 | 857 |
| Privately issued residential mortgage-backed securities | $8,631,000 | 536 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,061,000 | 1,454 |
| 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 | $70,586,000 | 816 |
| Mortgage-backed securities | $36,910,000 | 1,500 |
| Certificates of participation in pools of residential mortgages | $32,188,000 | 1,215 |
| Issued or guaranteed by U.S. | $26,301,000 | 1,429 |
| Privately issued | $5,887,000 | 63 |
| Collaterized mortgage obligations | $4,722,000 | 1,837 |
| CMOs issued by government agencies or sponsored agencies | $1,978,000 | 2,125 |
| Privately issued | $2,744,000 | 839 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $73,646,000 | 1,442 |
| Total debt securities | $73,646,000 | 1,633 |
| Structured notes | ||
| Amortized cost | $8,500,000 | 149 |
| Fair value | $8,614,000 | 145 |
| 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 | $73,994,000 | 1,603 |
| U.S. Government securities | $53,977,000 | 1,532 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $53,977,000 | 1,507 |
| Securities issued by states & political subdivisions | $7,668,000 | 2,457 |
| Other domestic debt securities | $12,349,000 | 728 |
| Privately issued residential mortgage-backed securities | $9,493,000 | 522 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,856,000 | 899 |
| 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 | $70,097,000 | 788 |
| Mortgage-backed securities | $38,671,000 | 1,373 |
| Certificates of participation in pools of residential mortgages | $33,523,000 | 1,127 |
| Issued or guaranteed by U.S. | $27,174,000 | 1,306 |
| Privately issued | $6,349,000 | 64 |
| Collaterized mortgage obligations | $5,148,000 | 1,703 |
| CMOs issued by government agencies or sponsored agencies | $2,004,000 | 2,024 |
| Privately issued | $3,144,000 | 791 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $73,994,000 | 1,383 |
| Total debt securities | $73,994,000 | 1,578 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $80,228,000 | 1,497 |
| U.S. Government securities | $54,879,000 | 1,526 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $54,879,000 | 1,500 |
| Securities issued by states & political subdivisions | $8,089,000 | 2,397 |
| Other domestic debt securities | $17,260,000 | 608 |
| Privately issued residential mortgage-backed securities | $9,737,000 | 517 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,523,000 | 528 |
| 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 | $72,706,000 | 747 |
| Mortgage-backed securities | $39,740,000 | 1,339 |
| Certificates of participation in pools of residential mortgages | $34,319,000 | 1,089 |
| Issued or guaranteed by U.S. | $27,947,000 | 1,281 |
| Privately issued | $6,372,000 | 67 |
| Collaterized mortgage obligations | $5,421,000 | 1,669 |
| CMOs issued by government agencies or sponsored agencies | $2,056,000 | 2,006 |
| Privately issued | $3,365,000 | 776 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $80,228,000 | 1,300 |
| Total debt securities | $80,228,000 | 1,471 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $85,613,000 | 1,407 |
| U.S. Government securities | $58,529,000 | 1,427 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $58,529,000 | 1,392 |
| Securities issued by states & political subdivisions | $7,954,000 | 2,437 |
| Other domestic debt securities | $19,130,000 | 554 |
| Privately issued residential mortgage-backed securities | $11,053,000 | 470 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,077,000 | 505 |
| 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 | $77,536,000 | 701 |
| Mortgage-backed securities | $43,147,000 | 1,213 |
| Certificates of participation in pools of residential mortgages | $37,347,000 | 976 |
| Issued or guaranteed by U.S. | $29,931,000 | 1,157 |
| Privately issued | $7,416,000 | 65 |
| Collaterized mortgage obligations | $5,800,000 | 1,594 |
| CMOs issued by government agencies or sponsored agencies | $2,163,000 | 1,962 |
| Privately issued | $3,637,000 | 715 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $85,613,000 | 1,231 |
| Total debt securities | $85,613,000 | 1,368 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $173,476,000 | 687 |
| U.S. Government securities | $99,910,000 | 840 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $99,910,000 | 819 |
| Securities issued by states & political subdivisions | $54,446,000 | 311 |
| Other domestic debt securities | $19,120,000 | 529 |
| Privately issued residential mortgage-backed securities | $10,529,000 | 436 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,591,000 | 488 |
| 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 | $110,439,000 | 495 |
| Mortgage-backed securities | $48,535,000 | 1,010 |
| Certificates of participation in pools of residential mortgages | $41,090,000 | 803 |
| Issued or guaranteed by U.S. | $34,313,000 | 929 |
| Privately issued | $6,777,000 | 68 |
| Collaterized mortgage obligations | $7,445,000 | 1,347 |
| CMOs issued by government agencies or sponsored agencies | $3,693,000 | 1,543 |
| Privately issued | $3,752,000 | 648 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $173,476,000 | 583 |
| Total debt securities | $173,476,000 | 671 |
| Structured notes | ||
| Amortized cost | $1,990,000 | 1,112 |
| Fair value | $1,988,000 | 1,115 |
| 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 | $192,848,000 | 645 |
| U.S. Government securities | $107,037,000 | 788 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $107,037,000 | 768 |
| Securities issued by states & political subdivisions | $66,385,000 | 239 |
| Other domestic debt securities | $19,426,000 | 499 |
| Privately issued residential mortgage-backed securities | $10,703,000 | 408 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,723,000 | 468 |
| 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 | $117,741,000 | 447 |
| Mortgage-backed securities | $49,952,000 | 925 |
| Certificates of participation in pools of residential mortgages | $42,361,000 | 750 |
| Issued or guaranteed by U.S. | $35,499,000 | 848 |
| Privately issued | $6,862,000 | 66 |
| Collaterized mortgage obligations | $7,591,000 | 1,302 |
| CMOs issued by government agencies or sponsored agencies | $3,750,000 | 1,480 |
| Privately issued | $3,841,000 | 620 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $192,848,000 | 548 |
| Total debt securities | $192,848,000 | 625 |
| Structured notes | ||
| Amortized cost | $9,985,000 | 292 |
| Fair value | $9,949,000 | 292 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $192,668,000 | 637 |
| U.S. Government securities | $107,707,000 | 790 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $107,707,000 | 766 |
| Securities issued by states & political subdivisions | $65,483,000 | 240 |
| Other domestic debt securities | $19,478,000 | 485 |
| Privately issued residential mortgage-backed securities | $10,665,000 | 392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,813,000 | 435 |
| 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 | $118,373,000 | 454 |
| Mortgage-backed securities | $51,164,000 | 897 |
| Certificates of participation in pools of residential mortgages | $43,311,000 | 737 |
| Issued or guaranteed by U.S. | $36,675,000 | 819 |
| Privately issued | $6,636,000 | 74 |
| Collaterized mortgage obligations | $7,853,000 | 1,235 |
| CMOs issued by government agencies or sponsored agencies | $3,824,000 | 1,459 |
| Privately issued | $4,029,000 | 569 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $192,668,000 | 537 |
| Total debt securities | $192,668,000 | 616 |
| Structured notes | ||
| Amortized cost | $9,981,000 | 311 |
| Fair value | $9,856,000 | 307 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $196,535,000 | 637 |
| U.S. Government securities | $111,065,000 | 759 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $111,065,000 | 734 |
| Securities issued by states & political subdivisions | $65,457,000 | 239 |
| Other domestic debt securities | $20,013,000 | 479 |
| Privately issued residential mortgage-backed securities | $11,283,000 | 384 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,730,000 | 452 |
| 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 | $95,688,000 | 549 |
| Mortgage-backed securities | $54,315,000 | 850 |
| Certificates of participation in pools of residential mortgages | $46,036,000 | 702 |
| Issued or guaranteed by U.S. | $39,031,000 | 776 |
| Privately issued | $7,005,000 | 71 |
| Collaterized mortgage obligations | $8,279,000 | 1,181 |
| CMOs issued by government agencies or sponsored agencies | $4,001,000 | 1,421 |
| Privately issued | $4,278,000 | 534 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $196,535,000 | 527 |
| Total debt securities | $196,535,000 | 620 |
| Structured notes | ||
| Amortized cost | $9,975,000 | 337 |
| Fair value | $9,927,000 | 331 |
| 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 | $171,706,000 | 727 |
| U.S. Government securities | $107,942,000 | 811 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $107,942,000 | 783 |
| Securities issued by states & political subdivisions | $43,364,000 | 409 |
| Other domestic debt securities | $20,400,000 | 476 |
| Privately issued residential mortgage-backed securities | $11,672,000 | 356 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,728,000 | 454 |
| 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 | $99,244,000 | 561 |
| Mortgage-backed securities | $50,014,000 | 923 |
| Certificates of participation in pools of residential mortgages | $41,443,000 | 768 |
| Issued or guaranteed by U.S. | $34,217,000 | 871 |
| Privately issued | $7,226,000 | 63 |
| Collaterized mortgage obligations | $8,571,000 | 1,145 |
| CMOs issued by government agencies or sponsored agencies | $4,125,000 | 1,419 |
| Privately issued | $4,446,000 | 527 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $171,706,000 | 601 |
| Total debt securities | $171,706,000 | 716 |
| Structured notes | ||
| Amortized cost | $11,960,000 | 297 |
| Fair value | $11,831,000 | 294 |
| 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 | $151,850,000 | 819 |
| U.S. Government securities | $88,673,000 | 1,019 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $88,673,000 | 990 |
| Securities issued by states & political subdivisions | $42,501,000 | 416 |
| Other domestic debt securities | $20,676,000 | 474 |
| Privately issued residential mortgage-backed securities | $11,978,000 | 359 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,698,000 | 449 |
| 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 | $100,643,000 | 542 |
| Mortgage-backed securities | $43,311,000 | 1,040 |
| Certificates of participation in pools of residential mortgages | $36,064,000 | 867 |
| Issued or guaranteed by U.S. | $28,709,000 | 985 |
| Privately issued | $7,355,000 | 66 |
| Collaterized mortgage obligations | $7,247,000 | 1,221 |
| CMOs issued by government agencies or sponsored agencies | $2,624,000 | 1,681 |
| Privately issued | $4,623,000 | 509 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $151,850,000 | 685 |
| Total debt securities | $151,850,000 | 800 |
| Structured notes | ||
| Amortized cost | $11,965,000 | 329 |
| Fair value | $11,747,000 | 331 |
| 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 | $151,005,000 | 822 |
| U.S. Government securities | $88,900,000 | 1,020 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $88,900,000 | 983 |
| Securities issued by states & political subdivisions | $41,527,000 | 422 |
| Other domestic debt securities | $20,578,000 | 479 |
| Privately issued residential mortgage-backed securities | $11,892,000 | 355 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,686,000 | 460 |
| 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 | $100,792,000 | 531 |
| Mortgage-backed securities | $44,627,000 | 1,021 |
| Certificates of participation in pools of residential mortgages | $37,194,000 | 860 |
| Issued or guaranteed by U.S. | $30,120,000 | 966 |
| Privately issued | $7,074,000 | 69 |
| Collaterized mortgage obligations | $7,433,000 | 1,201 |
| CMOs issued by government agencies or sponsored agencies | $2,615,000 | 1,664 |
| Privately issued | $4,818,000 | 487 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $151,005,000 | 694 |
| Total debt securities | $151,005,000 | 808 |
| Structured notes | ||
| Amortized cost | $11,964,000 | 353 |
| Fair value | $11,538,000 | 351 |
| 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 | $130,370,000 | 954 |
| U.S. Government securities | $84,423,000 | 1,080 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $84,423,000 | 1,044 |
| Securities issued by states & political subdivisions | $32,019,000 | 563 |
| Other domestic debt securities | $13,928,000 | 589 |
| Privately issued residential mortgage-backed securities | $5,120,000 | 509 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,808,000 | 479 |
| 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 | $75,339,000 | 697 |
| Mortgage-backed securities | $32,303,000 | 1,292 |
| Certificates of participation in pools of residential mortgages | $24,489,000 | 1,168 |
| Issued or guaranteed by U.S. | $24,489,000 | 1,157 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $7,814,000 | 1,168 |
| CMOs issued by government agencies or sponsored agencies | $2,694,000 | 1,646 |
| Privately issued | $5,120,000 | 478 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $130,370,000 | 804 |
| Total debt securities | $130,369,000 | 934 |
| Structured notes | ||
| Amortized cost | $11,963,000 | 363 |
| Fair value | $11,675,000 | 360 |
| 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 | $122,827,000 | 1,017 |
| U.S. Government securities | $84,815,000 | 1,078 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $84,815,000 | 1,039 |
| Securities issued by states & political subdivisions | $25,026,000 | 748 |
| Other domestic debt securities | $12,986,000 | 643 |
| Privately issued residential mortgage-backed securities | $5,399,000 | 484 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,587,000 | 556 |
| 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 | $76,442,000 | 677 |
| Mortgage-backed securities | $32,886,000 | 1,290 |
| Certificates of participation in pools of residential mortgages | $25,718,000 | 1,150 |
| Issued or guaranteed by U.S. | $25,718,000 | 1,140 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $7,168,000 | 1,220 |
| CMOs issued by government agencies or sponsored agencies | $1,769,000 | 1,896 |
| Privately issued | $5,399,000 | 457 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $122,827,000 | 856 |
| Total debt securities | $122,827,000 | 991 |
| Structured notes | ||
| Amortized cost | $11,961,000 | 363 |
| Fair value | $11,701,000 | 362 |
| 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 | $107,714,000 | 1,153 |
| U.S. Government securities | $97,373,000 | 932 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $97,373,000 | 905 |
| Securities issued by states & political subdivisions | $4,524,000 | 3,224 |
| Other domestic debt securities | $5,817,000 | 1,003 |
| Privately issued residential mortgage-backed securities | $5,817,000 | 460 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,474,000 | 578 |
| Mortgage-backed securities | $35,390,000 | 1,239 |
| Certificates of participation in pools of residential mortgages | $27,749,000 | 1,110 |
| Issued or guaranteed by U.S. | $27,749,000 | 1,100 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $7,641,000 | 1,191 |
| CMOs issued by government agencies or sponsored agencies | $1,824,000 | 1,891 |
| Privately issued | $5,817,000 | 433 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $107,714,000 | 979 |
| Total debt securities | $107,713,000 | 1,117 |
| Structured notes | ||
| Amortized cost | $15,958,000 | 255 |
| Fair value | $15,764,000 | 255 |
| 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 | $111,330,000 | 1,122 |
| U.S. Government securities | $100,410,000 | 916 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $100,410,000 | 879 |
| Securities issued by states & political subdivisions | $4,493,000 | 3,213 |
| Other domestic debt securities | $6,427,000 | 967 |
| Privately issued residential mortgage-backed securities | $6,427,000 | 438 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,027,000 | 568 |
| Mortgage-backed securities | $38,620,000 | 1,194 |
| Certificates of participation in pools of residential mortgages | $30,318,000 | 1,058 |
| Issued or guaranteed by U.S. | $30,318,000 | 1,048 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $8,302,000 | 1,173 |
| CMOs issued by government agencies or sponsored agencies | $1,875,000 | 1,928 |
| Privately issued | $6,427,000 | 412 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $111,330,000 | 943 |
| Total debt securities | $111,330,000 | 1,089 |
| Structured notes | ||
| Amortized cost | $15,956,000 | 253 |
| Fair value | $15,822,000 | 253 |
| 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 | $113,024,000 | 1,120 |
| U.S. Government securities | $103,244,000 | 909 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $103,244,000 | 873 |
| Securities issued by states & political subdivisions | $2,846,000 | 3,865 |
| Other domestic debt securities | $6,934,000 | 960 |
| Privately issued residential mortgage-backed securities | $6,934,000 | 426 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,485,000 | 856 |
| Mortgage-backed securities | $40,850,000 | 1,181 |
| Certificates of participation in pools of residential mortgages | $32,035,000 | 1,053 |
| Issued or guaranteed by U.S. | $32,035,000 | 1,045 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $8,815,000 | 1,162 |
| CMOs issued by government agencies or sponsored agencies | $1,881,000 | 1,964 |
| Privately issued | $6,934,000 | 395 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $113,024,000 | 947 |
| Total debt securities | $113,024,000 | 1,087 |
| Structured notes | ||
| Amortized cost | $15,955,000 | 262 |
| Fair value | $15,669,000 | 261 |
| 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 | $81,472,000 | 1,554 |
| U.S. Government securities | $79,911,000 | 1,171 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $79,911,000 | 1,128 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $1,561,000 | 1,959 |
| Privately issued residential mortgage-backed securities | $1,561,000 | 675 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,133,000 | 821 |
| Mortgage-backed securities | $21,781,000 | 1,833 |
| Certificates of participation in pools of residential mortgages | $18,251,000 | 1,588 |
| Issued or guaranteed by U.S. | $18,251,000 | 1,577 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $3,530,000 | 1,807 |
| CMOs issued by government agencies or sponsored agencies | $1,969,000 | 1,963 |
| Privately issued | $1,561,000 | 629 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $81,472,000 | 1,321 |
| Total debt securities | $81,472,000 | 1,507 |
| Structured notes | ||
| Amortized cost | $9,993,000 | 425 |
| Fair value | $9,880,000 | 424 |
| 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 | $59,143,000 | 2,078 |
| U.S. Government securities | $59,143,000 | 1,573 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $59,143,000 | 1,520 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $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 | $59,143,000 | 815 |
| Mortgage-backed securities | $15,114,000 | 2,335 |
| Certificates of participation in pools of residential mortgages | $15,114,000 | 1,832 |
| Issued or guaranteed by U.S. | $15,114,000 | 1,823 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $59,143,000 | 1,741 |
| Total debt securities | $59,143,000 | 2,022 |
| Structured notes | ||
| Amortized cost | $5,998,000 | 704 |
| Fair value | $5,928,000 | 729 |
| 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 | $75,133,000 | 1,696 |
| U.S. Government securities | $75,133,000 | 1,261 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $75,133,000 | 1,207 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $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 | $39,116,000 | 1,133 |
| Mortgage-backed securities | $25,492,000 | 1,681 |
| Certificates of participation in pools of residential mortgages | $21,693,000 | 1,424 |
| Issued or guaranteed by U.S. | $21,693,000 | 1,413 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,799,000 | 1,764 |
| CMOs issued by government agencies or sponsored agencies | $3,799,000 | 1,555 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $75,133,000 | 1,433 |
| Total debt securities | $75,133,000 | 1,651 |
| Structured notes | ||
| Amortized cost | $5,998,000 | 695 |
| Fair value | $5,748,000 | 721 |
| 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 | $63,967,000 | 1,954 |
| U.S. Government securities | $63,967,000 | 1,465 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $63,967,000 | 1,414 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $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 | $26,757,000 | 1,564 |
| Mortgage-backed securities | $11,783,000 | 2,772 |
| Certificates of participation in pools of residential mortgages | $11,783,000 | 2,190 |
| Issued or guaranteed by U.S. | $11,783,000 | 2,182 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $63,967,000 | 1,663 |
| Total debt securities | $63,967,000 | 1,903 |
| Structured notes | ||
| Amortized cost | $5,998,000 | 599 |
| Fair value | $5,949,000 | 612 |
| 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 | $86,651,000 | 1,539 |
| U.S. Government securities | $86,651,000 | 1,155 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $86,651,000 | 1,104 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $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 | $42,129,000 | 1,036 |
| Mortgage-backed securities | $28,941,000 | 1,567 |
| Certificates of participation in pools of residential mortgages | $28,941,000 | 1,178 |
| Issued or guaranteed by U.S. | $28,941,000 | 1,169 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $86,651,000 | 1,325 |
| Total debt securities | $86,651,000 | 1,491 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 740 |
| Fair value | $3,869,000 | 788 |
| 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 | $88,690,000 | 1,489 |
| U.S. Government securities | $88,690,000 | 1,107 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $88,690,000 | 1,057 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $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 | $37,701,000 | 1,097 |
| Mortgage-backed securities | $30,652,000 | 1,512 |
| Certificates of participation in pools of residential mortgages | $30,652,000 | 1,125 |
| Issued or guaranteed by U.S. | $30,652,000 | 1,121 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $88,690,000 | 1,274 |
| Total debt securities | $88,690,000 | 1,436 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 611 |
| Fair value | $3,845,000 | 665 |
| 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 | $83,520,000 | 1,513 |
| U.S. Government securities | $83,520,000 | 1,121 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $83,520,000 | 1,079 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $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 | $37,209,000 | 1,070 |
| Mortgage-backed securities | $29,461,000 | 1,554 |
| Certificates of participation in pools of residential mortgages | $29,461,000 | 1,142 |
| Issued or guaranteed by U.S. | $29,461,000 | 1,138 |
| 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) | $83,520,000 | 1,302 |
| Total debt securities | $83,520,000 | 1,467 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 481 |
| Fair value | $4,000,000 | 522 |
| 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 | $81,016,000 | 1,544 |
| U.S. Government securities | $81,016,000 | 1,145 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $81,016,000 | 1,097 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $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 | $28,595,000 | 1,337 |
| Mortgage-backed securities | $36,610,000 | 1,320 |
| Certificates of participation in pools of residential mortgages | $36,610,000 | 948 |
| Issued or guaranteed by U.S. | $36,610,000 | 944 |
| 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) | $81,016,000 | 1,313 |
| Total debt securities | $81,016,000 | 1,501 |
| 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 | $52,325,000 | 2,249 |
| U.S. Government securities | $50,221,000 | 1,732 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $50,221,000 | 1,654 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $2,104,000 | 1,065 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,130,000 | 1,191 |
| Mortgage-backed securities | $27,279,000 | 1,614 |
| Certificates of participation in pools of residential mortgages | $27,279,000 | 1,160 |
| Issued or guaranteed by U.S. | $27,279,000 | 1,151 |
| 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) | $52,325,000 | 1,895 |
| Total debt securities | $50,221,000 | 2,271 |
| 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 | $11,719,000 | 6,085 |
| U.S. Government securities | $11,719,000 | 5,069 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $11,719,000 | 4,866 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,013,000 | 4,397 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| 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) | $11,719,000 | 5,208 |
| Total debt securities | $11,719,000 | 5,994 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $6,898,000 | 7,708 |
| U.S. Government securities | $6,080,000 | 7,269 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $6,080,000 | 6,924 |
| 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 | $818,000 | 2,864 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,080,000 | 4,229 |
| 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) | $6,898,000 | 6,629 |
| Total debt securities | $6,080,000 | 7,862 |
| 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 | $3,775,000 | 9,097 |
| U.S. Government securities | $3,404,000 | 8,775 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $3,404,000 | 8,284 |
| 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 | $371,000 | 4,366 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,250,000 | 6,937 |
| 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) | $3,775,000 | 7,834 |
| Total debt securities | $3,404,000 | 9,108 |
| 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 |