Home > Millennium Bank > Securities
Millennium Bank, Securities
| 2012-06-30 | Rank | |
| Total securities | $59,980,000 | 2,316 |
| U.S. Government securities | $57,602,000 | 1,727 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $57,602,000 | 1,682 |
| Securities issued by states & political subdivisions | $2,378,000 | 4,420 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| 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 | $13,866,000 | 2,822 |
| Mortgage-backed securities | $56,503,000 | 1,275 |
| Certificates of participation in pools of residential mortgages | $37,450,000 | 1,178 |
| Issued or guaranteed by U.S. | $37,450,000 | 1,178 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $19,053,000 | 1,107 |
| CMOs issued by government agencies or sponsored agencies | $19,053,000 | 1,026 |
| Privately issued | $0 | 1,117 |
| 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) | $59,980,000 | 2,122 |
| Total debt securities | $59,980,000 | 2,295 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| 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 | $66,201,000 | 2,125 |
| U.S. Government securities | $63,878,000 | 1,616 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $63,878,000 | 1,576 |
| Securities issued by states & political subdivisions | $2,323,000 | 4,366 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,629,000 | 2,633 |
| Mortgage-backed securities | $61,668,000 | 1,184 |
| Certificates of participation in pools of residential mortgages | $43,665,000 | 1,034 |
| Issued or guaranteed by U.S. | $43,665,000 | 1,031 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $18,003,000 | 1,174 |
| CMOs issued by government agencies or sponsored agencies | $18,003,000 | 1,088 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $66,201,000 | 1,943 |
| Total debt securities | $66,201,000 | 2,109 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $55,761,000 | 2,406 |
| U.S. Government securities | $53,393,000 | 1,799 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $53,393,000 | 1,755 |
| Securities issued by states & political subdivisions | $2,368,000 | 4,339 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,173,000 | 2,475 |
| Mortgage-backed securities | $51,167,000 | 1,286 |
| Certificates of participation in pools of residential mortgages | $32,210,000 | 1,266 |
| Issued or guaranteed by U.S. | $32,210,000 | 1,264 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $18,957,000 | 1,112 |
| CMOs issued by government agencies or sponsored agencies | $18,957,000 | 988 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $55,761,000 | 2,176 |
| Total debt securities | $55,761,000 | 2,390 |
| 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 | $57,984,000 | 2,236 |
| U.S. Government securities | $55,635,000 | 1,682 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $55,635,000 | 1,636 |
| Securities issued by states & political subdivisions | $2,349,000 | 4,315 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,339,000 | 2,525 |
| Mortgage-backed securities | $52,274,000 | 1,248 |
| Certificates of participation in pools of residential mortgages | $33,857,000 | 1,156 |
| Issued or guaranteed by U.S. | $33,857,000 | 1,154 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $18,417,000 | 1,120 |
| CMOs issued by government agencies or sponsored agencies | $18,417,000 | 993 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $57,984,000 | 2,029 |
| Total debt securities | $57,984,000 | 2,217 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $57,198,000 | 2,284 |
| U.S. Government securities | $54,938,000 | 1,706 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $54,938,000 | 1,660 |
| Securities issued by states & political subdivisions | $2,260,000 | 4,342 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,471,000 | 2,551 |
| Mortgage-backed securities | $50,841,000 | 1,252 |
| Certificates of participation in pools of residential mortgages | $36,837,000 | 1,040 |
| Issued or guaranteed by U.S. | $36,837,000 | 1,036 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $14,004,000 | 1,303 |
| CMOs issued by government agencies or sponsored agencies | $14,004,000 | 1,144 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $57,198,000 | 2,057 |
| Total debt securities | $57,198,000 | 2,258 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,693 |
| Fair value | $752,000 | 2,704 |
| 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 | $67,938,000 | 1,956 |
| U.S. Government securities | $65,734,000 | 1,491 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $65,734,000 | 1,432 |
| Securities issued by states & political subdivisions | $2,204,000 | 4,343 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,188,000 | 2,213 |
| Mortgage-backed securities | $56,937,000 | 1,109 |
| Certificates of participation in pools of residential mortgages | $46,515,000 | 838 |
| Issued or guaranteed by U.S. | $46,515,000 | 833 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $10,422,000 | 1,493 |
| CMOs issued by government agencies or sponsored agencies | $10,422,000 | 1,302 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $67,938,000 | 1,770 |
| Total debt securities | $67,938,000 | 1,940 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,741 |
| Fair value | $754,000 | 2,751 |
| 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 | $62,228,000 | 2,020 |
| U.S. Government securities | $60,069,000 | 1,513 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $60,069,000 | 1,456 |
| Securities issued by states & political subdivisions | $2,159,000 | 4,349 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,874,000 | 2,003 |
| Mortgage-backed securities | $50,733,000 | 1,160 |
| Certificates of participation in pools of residential mortgages | $44,428,000 | 830 |
| Issued or guaranteed by U.S. | $44,428,000 | 826 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $6,305,000 | 1,826 |
| CMOs issued by government agencies or sponsored agencies | $6,305,000 | 1,627 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $62,228,000 | 1,830 |
| Total debt securities | $62,228,000 | 2,001 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,615 |
| Fair value | $759,000 | 2,615 |
| 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 | $64,744,000 | 1,911 |
| U.S. Government securities | $62,488,000 | 1,429 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $62,488,000 | 1,371 |
| Securities issued by states & political subdivisions | $2,256,000 | 4,241 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,988,000 | 1,899 |
| Mortgage-backed securities | $52,533,000 | 1,109 |
| Certificates of participation in pools of residential mortgages | $46,824,000 | 761 |
| Issued or guaranteed by U.S. | $46,824,000 | 756 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $5,709,000 | 1,872 |
| CMOs issued by government agencies or sponsored agencies | $5,709,000 | 1,658 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $64,744,000 | 1,705 |
| Total debt securities | $64,744,000 | 1,889 |
| Structured notes | ||
| Amortized cost | $1,248,000 | 2,298 |
| Fair value | $1,263,000 | 2,286 |
| 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 | $71,376,000 | 1,761 |
| U.S. Government securities | $69,848,000 | 1,320 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $69,848,000 | 1,266 |
| Securities issued by states & political subdivisions | $1,528,000 | 4,511 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,824,000 | 1,977 |
| Mortgage-backed securities | $48,361,000 | 1,156 |
| Certificates of participation in pools of residential mortgages | $47,323,000 | 760 |
| Issued or guaranteed by U.S. | $47,323,000 | 753 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,038,000 | 2,884 |
| CMOs issued by government agencies or sponsored agencies | $1,038,000 | 2,579 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $71,376,000 | 1,562 |
| Total debt securities | $71,376,000 | 1,742 |
| Structured notes | ||
| Amortized cost | $5,746,000 | 1,067 |
| Fair value | $5,783,000 | 1,068 |
| 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 | $74,466,000 | 1,710 |
| U.S. Government securities | $72,915,000 | 1,285 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $72,915,000 | 1,238 |
| Securities issued by states & political subdivisions | $1,551,000 | 4,504 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,048,000 | 1,702 |
| Mortgage-backed securities | $48,493,000 | 1,190 |
| Certificates of participation in pools of residential mortgages | $48,493,000 | 801 |
| Issued or guaranteed by U.S. | $48,493,000 | 795 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $74,466,000 | 1,518 |
| Total debt securities | $74,466,000 | 1,692 |
| Structured notes | ||
| Amortized cost | $4,751,000 | 1,046 |
| Fair value | $4,769,000 | 1,046 |
| 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 | $77,386,000 | 1,644 |
| U.S. Government securities | $66,517,000 | 1,348 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $66,517,000 | 1,300 |
| Securities issued by states & political subdivisions | $10,869,000 | 2,119 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,096,000 | 1,661 |
| Mortgage-backed securities | $41,912,000 | 1,377 |
| Certificates of participation in pools of residential mortgages | $41,912,000 | 930 |
| Issued or guaranteed by U.S. | $41,912,000 | 923 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $77,386,000 | 1,444 |
| Total debt securities | $77,386,000 | 1,619 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,971 |
| Fair value | $1,006,000 | 1,985 |
| 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 | $80,882,000 | 1,571 |
| U.S. Government securities | $66,461,000 | 1,325 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $66,461,000 | 1,285 |
| Securities issued by states & political subdivisions | $14,421,000 | 1,715 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,316,000 | 1,826 |
| Mortgage-backed securities | $39,826,000 | 1,463 |
| Certificates of participation in pools of residential mortgages | $39,826,000 | 1,002 |
| Issued or guaranteed by U.S. | $39,826,000 | 995 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $80,882,000 | 1,368 |
| Total debt securities | $80,882,000 | 1,547 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,317 |
| Fair value | $1,510,000 | 1,317 |
| 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 | $74,548,000 | 1,672 |
| U.S. Government securities | $57,724,000 | 1,483 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $57,724,000 | 1,444 |
| Securities issued by states & political subdivisions | $10,323,000 | 2,163 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $6,501,000 | 292 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,307,000 | 1,644 |
| Mortgage-backed securities | $27,753,000 | 1,892 |
| Certificates of participation in pools of residential mortgages | $27,753,000 | 1,374 |
| Issued or guaranteed by U.S. | $27,753,000 | 1,364 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $74,548,000 | 1,449 |
| Total debt securities | $68,047,000 | 1,790 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,123 |
| Fair value | $998,000 | 1,215 |
| 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 | $78,024,000 | 1,589 |
| U.S. Government securities | $42,967,000 | 1,946 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $42,967,000 | 1,905 |
| Securities issued by states & political subdivisions | $1,041,000 | 4,813 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $34,016,000 | 83 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,704,000 | 1,959 |
| Mortgage-backed securities | $12,977,000 | 3,028 |
| Certificates of participation in pools of residential mortgages | $12,977,000 | 2,382 |
| Issued or guaranteed by U.S. | $12,977,000 | 2,372 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $78,024,000 | 1,385 |
| Total debt securities | $44,008,000 | 2,554 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $41,695,000 | 2,674 |
| U.S. Government securities | $41,695,000 | 2,000 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $41,695,000 | 1,961 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,963,000 | 1,786 |
| Mortgage-backed securities | $7,608,000 | 3,746 |
| Certificates of participation in pools of residential mortgages | $7,608,000 | 3,128 |
| Issued or guaranteed by U.S. | $7,608,000 | 3,116 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $41,695,000 | 2,379 |
| Total debt securities | $41,695,000 | 2,648 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $33,296,000 | 3,142 |
| U.S. Government securities | $33,296,000 | 2,388 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $33,296,000 | 2,340 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,489,000 | 1,973 |
| Mortgage-backed securities | $205,000 | 6,089 |
| Certificates of participation in pools of residential mortgages | $205,000 | 5,775 |
| Issued or guaranteed by U.S. | $205,000 | 5,757 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $33,296,000 | 2,785 |
| Total debt securities | $33,296,000 | 3,110 |
| 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 | $19,368,000 | 4,536 |
| U.S. Government securities | $19,368,000 | 3,629 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $19,368,000 | 3,554 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,649,000 | 2,417 |
| Mortgage-backed securities | $228,000 | 6,084 |
| Certificates of participation in pools of residential mortgages | $228,000 | 5,767 |
| Issued or guaranteed by U.S. | $228,000 | 5,743 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $19,368,000 | 4,073 |
| Total debt securities | $19,368,000 | 4,481 |
| 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 | $17,866,000 | 4,704 |
| U.S. Government securities | $17,866,000 | 3,802 |
| U.S. Treasury securities | $4,999,000 | 300 |
| U.S. Government agency obligations | $12,867,000 | 4,506 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,608,000 | 2,579 |
| Mortgage-backed securities | $259,000 | 6,052 |
| Certificates of participation in pools of residential mortgages | $259,000 | 5,713 |
| Issued or guaranteed by U.S. | $259,000 | 5,682 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $17,866,000 | 4,226 |
| Total debt securities | $17,866,000 | 4,645 |
| 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 | $23,503,000 | 4,038 |
| U.S. Government securities | $23,503,000 | 3,213 |
| U.S. Treasury securities | $5,000,000 | 319 |
| U.S. Government agency obligations | $18,503,000 | 3,710 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,198,000 | 2,374 |
| Mortgage-backed securities | $305,000 | 5,903 |
| Certificates of participation in pools of residential mortgages | $305,000 | 5,536 |
| Issued or guaranteed by U.S. | $305,000 | 5,514 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $23,503,000 | 3,588 |
| Total debt securities | $23,503,000 | 3,988 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $17,417,000 | 4,831 |
| U.S. Government securities | $17,417,000 | 4,008 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $17,417,000 | 3,913 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,056,000 | 2,553 |
| Mortgage-backed securities | $362,000 | 5,789 |
| Certificates of participation in pools of residential mortgages | $362,000 | 5,385 |
| Issued or guaranteed by U.S. | $362,000 | 5,366 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $17,417,000 | 4,282 |
| Total debt securities | $17,417,000 | 4,786 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $16,124,000 | 5,016 |
| U.S. Government securities | $16,124,000 | 4,210 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $16,124,000 | 4,107 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,708,000 | 2,594 |
| Mortgage-backed securities | $443,000 | 5,727 |
| Certificates of participation in pools of residential mortgages | $443,000 | 5,320 |
| Issued or guaranteed by U.S. | $443,000 | 5,301 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $16,124,000 | 4,447 |
| Total debt securities | $16,124,000 | 4,976 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $15,198,000 | 5,230 |
| U.S. Government securities | $15,198,000 | 4,400 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $15,198,000 | 4,289 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,250,000 | 3,567 |
| Mortgage-backed securities | $514,000 | 5,664 |
| Certificates of participation in pools of residential mortgages | $514,000 | 5,249 |
| Issued or guaranteed by U.S. | $514,000 | 5,228 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $15,198,000 | 4,619 |
| Total debt securities | $15,199,000 | 5,182 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $15,174,000 | 5,262 |
| U.S. Government securities | $15,174,000 | 4,461 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $15,174,000 | 4,347 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $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 | $8,750,000 | 3,631 |
| Mortgage-backed securities | $564,000 | 5,637 |
| Certificates of participation in pools of residential mortgages | $564,000 | 5,210 |
| Issued or guaranteed by U.S. | $564,000 | 5,191 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $15,174,000 | 4,651 |
| Total debt securities | $15,174,000 | 5,224 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $15,155,000 | 5,298 |
| U.S. Government securities | $15,155,000 | 4,515 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $15,155,000 | 4,388 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $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 | $6,000,000 | 4,310 |
| Mortgage-backed securities | $645,000 | 5,584 |
| Certificates of participation in pools of residential mortgages | $645,000 | 5,142 |
| Issued or guaranteed by U.S. | $645,000 | 5,118 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $15,155,000 | 4,669 |
| Total debt securities | $15,155,000 | 5,253 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $15,059,000 | 5,323 |
| U.S. Government securities | $15,059,000 | 4,504 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $15,059,000 | 4,372 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,750,000 | 3,864 |
| Mortgage-backed securities | $725,000 | 5,542 |
| Certificates of participation in pools of residential mortgages | $725,000 | 5,097 |
| Issued or guaranteed by U.S. | $725,000 | 5,074 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $15,059,000 | 4,664 |
| Total debt securities | $15,059,000 | 5,265 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $15,205,000 | 5,337 |
| U.S. Government securities | $15,205,000 | 4,521 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $15,205,000 | 4,386 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $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 | $7,750,000 | 3,862 |
| Mortgage-backed securities | $836,000 | 5,487 |
| Certificates of participation in pools of residential mortgages | $836,000 | 5,025 |
| Issued or guaranteed by U.S. | $836,000 | 5,006 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $15,205,000 | 4,683 |
| Total debt securities | $15,205,000 | 5,283 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $15,332,000 | 5,316 |
| U.S. Government securities | $15,332,000 | 4,470 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $15,332,000 | 4,339 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $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 | $7,750,000 | 3,836 |
| Mortgage-backed securities | $931,000 | 5,472 |
| Certificates of participation in pools of residential mortgages | $931,000 | 4,991 |
| Issued or guaranteed by U.S. | $931,000 | 4,972 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $15,332,000 | 4,640 |
| Total debt securities | $15,333,000 | 5,266 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $15,662,000 | 5,269 |
| U.S. Government securities | $15,563,000 | 4,397 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $15,563,000 | 4,266 |
| Securities issued by states & political subdivisions | $99,000 | 6,298 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,478,000 | 3,888 |
| Mortgage-backed securities | $1,066,000 | 5,403 |
| Certificates of participation in pools of residential mortgages | $1,066,000 | 4,910 |
| Issued or guaranteed by U.S. | $1,066,000 | 4,892 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $15,662,000 | 4,598 |
| Total debt securities | $15,662,000 | 5,213 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $15,901,000 | 5,258 |
| U.S. Government securities | $15,802,000 | 4,427 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $15,802,000 | 4,297 |
| Securities issued by states & political subdivisions | $99,000 | 6,312 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,556,000 | 4,406 |
| Mortgage-backed securities | $1,266,000 | 5,344 |
| Certificates of participation in pools of residential mortgages | $1,266,000 | 4,827 |
| Issued or guaranteed by U.S. | $1,266,000 | 4,807 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $15,901,000 | 4,594 |
| Total debt securities | $15,901,000 | 5,205 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $16,077,000 | 5,296 |
| U.S. Government securities | $15,978,000 | 4,464 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $15,978,000 | 4,323 |
| Securities issued by states & political subdivisions | $99,000 | 6,356 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,557,000 | 4,435 |
| Mortgage-backed securities | $1,442,000 | 5,313 |
| Certificates of participation in pools of residential mortgages | $1,442,000 | 4,785 |
| Issued or guaranteed by U.S. | $1,442,000 | 4,771 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $16,077,000 | 4,637 |
| Total debt securities | $16,078,000 | 5,236 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $17,024,000 | 5,162 |
| U.S. Government securities | $16,925,000 | 4,301 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $16,925,000 | 4,165 |
| Securities issued by states & political subdivisions | $99,000 | 6,402 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,951,000 | 4,313 |
| Mortgage-backed securities | $1,579,000 | 5,288 |
| Certificates of participation in pools of residential mortgages | $1,579,000 | 4,725 |
| Issued or guaranteed by U.S. | $1,579,000 | 4,709 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $17,024,000 | 4,516 |
| Total debt securities | $17,024,000 | 5,091 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $17,696,000 | 5,064 |
| U.S. Government securities | $17,467,000 | 4,170 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $17,467,000 | 4,034 |
| Securities issued by states & political subdivisions | $229,000 | 6,153 |
| 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 | $6,001,000 | 4,267 |
| Mortgage-backed securities | $1,743,000 | 5,218 |
| Certificates of participation in pools of residential mortgages | $1,743,000 | 4,661 |
| Issued or guaranteed by U.S. | $1,743,000 | 4,647 |
| 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) | $17,696,000 | 4,412 |
| Total debt securities | $17,696,000 | 4,990 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $17,467,000 | 5,175 |
| U.S. Government securities | $17,238,000 | 4,287 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $17,238,000 | 4,145 |
| Securities issued by states & political subdivisions | $229,000 | 6,187 |
| 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 | $3,870,000 | 5,027 |
| Mortgage-backed securities | $1,896,000 | 5,198 |
| Certificates of participation in pools of residential mortgages | $1,896,000 | 4,637 |
| Issued or guaranteed by U.S. | $1,896,000 | 4,622 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $17,467,000 | 4,517 |
| Total debt securities | $17,468,000 | 5,104 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $3,174,000 | 8,182 |
| U.S. Government securities | $2,675,000 | 7,936 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $2,675,000 | 7,770 |
| Securities issued by states & political subdivisions | $230,000 | 6,185 |
| Other domestic debt securities | $269,000 | 3,287 |
| Privately issued residential mortgage-backed securities | $269,000 | 960 |
| 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 | $2,675,000 | 5,531 |
| Mortgage-backed securities | $2,944,000 | 4,787 |
| Certificates of participation in pools of residential mortgages | $2,944,000 | 4,152 |
| Issued or guaranteed by U.S. | $2,675,000 | 4,263 |
| Privately issued | $269,000 | 160 |
| 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) | $3,174,000 | 7,367 |
| Total debt securities | $3,174,000 | 8,113 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $19,142,000 | 4,941 |
| U.S. Government securities | $17,341,000 | 4,288 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $17,341,000 | 4,140 |
| Securities issued by states & political subdivisions | $230,000 | 6,249 |
| Other domestic debt securities | $1,571,000 | 2,200 |
| 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 | $1,571,000 | 1,912 |
| 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 | $3,358,000 | 5,143 |
| Mortgage-backed securities | $12,161,000 | 2,715 |
| Certificates of participation in pools of residential mortgages | $11,305,000 | 2,261 |
| Issued or guaranteed by U.S. | $11,305,000 | 2,247 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $856,000 | 2,903 |
| CMOs issued by government agencies or sponsored agencies | $856,000 | 2,762 |
| 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) | $19,142,000 | 4,315 |
| Total debt securities | $19,142,000 | 4,863 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $21,814,000 | 4,514 |
| U.S. Government securities | $20,006,000 | 3,790 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $20,006,000 | 3,655 |
| Securities issued by states & political subdivisions | $230,000 | 6,287 |
| Other domestic debt securities | $1,578,000 | 2,317 |
| 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 | $1,578,000 | 2,033 |
| 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 | $3,301,000 | 5,138 |
| Mortgage-backed securities | $15,320,000 | 2,376 |
| Certificates of participation in pools of residential mortgages | $13,028,000 | 2,057 |
| Issued or guaranteed by U.S. | $13,028,000 | 2,047 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $2,292,000 | 2,220 |
| CMOs issued by government agencies or sponsored agencies | $2,292,000 | 2,092 |
| 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) | $21,814,000 | 3,910 |
| Total debt securities | $21,813,000 | 4,441 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $20,367,000 | 4,640 |
| U.S. Government securities | $18,745,000 | 3,858 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $18,745,000 | 3,708 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $1,622,000 | 2,355 |
| 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 | $1,622,000 | 2,055 |
| 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 | $2,645,000 | 5,466 |
| Mortgage-backed securities | $17,726,000 | 2,198 |
| Certificates of participation in pools of residential mortgages | $15,116,000 | 1,842 |
| Issued or guaranteed by U.S. | $15,116,000 | 1,831 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $2,610,000 | 2,279 |
| CMOs issued by government agencies or sponsored agencies | $2,610,000 | 2,152 |
| 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) | $20,367,000 | 4,040 |
| Total debt securities | $20,369,000 | 4,547 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $13,991,000 | 5,679 |
| U.S. Government securities | $12,413,000 | 5,012 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $12,413,000 | 4,833 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $1,578,000 | 2,394 |
| 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 | $1,578,000 | 2,093 |
| 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 | $0 | 7,369 |
| Mortgage-backed securities | $11,101,000 | 2,903 |
| Certificates of participation in pools of residential mortgages | $9,785,000 | 2,406 |
| Issued or guaranteed by U.S. | $9,785,000 | 2,393 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,316,000 | 2,920 |
| CMOs issued by government agencies or sponsored agencies | $1,316,000 | 2,784 |
| 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) | $13,991,000 | 4,953 |
| Total debt securities | $13,985,000 | 5,587 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $12,865,000 | 5,880 |
| U.S. Government securities | $11,284,000 | 5,280 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $11,284,000 | 5,097 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $1,581,000 | 2,406 |
| 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 | $1,581,000 | 2,108 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $7,000,000 | 3,612 |
| Certificates of participation in pools of residential mortgages | $7,000,000 | 2,848 |
| Issued or guaranteed by U.S. | $7,000,000 | 2,838 |
| 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) | $12,865,000 | 5,102 |
| Total debt securities | $12,865,000 | 5,787 |
| 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 | $1,504,000 | 9,000 |
| U.S. Government securities | $1,504,000 | 8,691 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $1,504,000 | 8,504 |
| 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 | $0 | 7,583 |
| Mortgage-backed securities | $520,000 | 6,317 |
| Certificates of participation in pools of residential mortgages | $520,000 | 5,686 |
| Issued or guaranteed by U.S. | $520,000 | 5,666 |
| 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) | $1,504,000 | 8,092 |
| Total debt securities | $1,504,000 | 8,920 |
| 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 |