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Millennium BCP Bank, Securities
| 2010-09-30 | Rank | |
| Total securities | $28,988,000 | 3,557 |
| U.S. Government securities | $28,397,000 | 2,733 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $28,397,000 | 2,650 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| 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 | $591,000 | 758 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,999,000 | 3,562 |
| Mortgage-backed securities | $15,395,000 | 2,557 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $15,395,000 | 1,168 |
| CMOs issued by government agencies or sponsored agencies | $15,395,000 | 995 |
| 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) | $28,988,000 | 3,250 |
| Total debt securities | $28,397,000 | 3,566 |
| Structured notes | ||
| Amortized cost | $4,998,000 | 1,151 |
| Fair value | $5,003,000 | 1,152 |
| 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 | $48,465,000 | 2,431 |
| U.S. Government securities | $47,874,000 | 1,825 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $47,874,000 | 1,762 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| 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 | $591,000 | 784 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,638,000 | 2,986 |
| Mortgage-backed securities | $18,114,000 | 2,334 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $18,114,000 | 1,025 |
| CMOs issued by government agencies or sponsored agencies | $18,114,000 | 858 |
| 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) | $3,950,000 | 1,630 |
| Available-for-sale securities (fair market value) | $44,515,000 | 2,341 |
| Total debt securities | $47,873,000 | 2,438 |
| Structured notes | ||
| Amortized cost | $4,998,000 | 1,185 |
| Fair value | $5,011,000 | 1,192 |
| 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 | $76,626,000 | 1,674 |
| U.S. Government securities | $76,035,000 | 1,236 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $76,035,000 | 1,185 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| 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 | $591,000 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,434,000 | 2,848 |
| Mortgage-backed securities | $21,103,000 | 2,192 |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $21,103,000 | 903 |
| CMOs issued by government agencies or sponsored agencies | $21,103,000 | 748 |
| 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) | $4,024,000 | 1,658 |
| Available-for-sale securities (fair market value) | $72,602,000 | 1,559 |
| Total debt securities | $76,036,000 | 1,662 |
| Structured notes | ||
| Amortized cost | $24,988,000 | 197 |
| Fair value | $25,064,000 | 193 |
| 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 | $80,840,000 | 1,567 |
| U.S. Government securities | $80,249,000 | 1,135 |
| U.S. Treasury securities | $19,979,000 | 169 |
| U.S. Government agency obligations | $60,270,000 | 1,436 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| 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 | $591,000 | 808 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,153,000 | 1,276 |
| Mortgage-backed securities | $25,425,000 | 1,973 |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $25,425,000 | 805 |
| CMOs issued by government agencies or sponsored agencies | $25,425,000 | 645 |
| 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) | $24,076,000 | 632 |
| Available-for-sale securities (fair market value) | $56,764,000 | 1,910 |
| Total debt securities | $80,249,000 | 1,557 |
| Structured notes | ||
| Amortized cost | $24,988,000 | 128 |
| Fair value | $24,648,000 | 130 |
| 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 | $99,486,000 | 1,281 |
| U.S. Government securities | $98,895,000 | 900 |
| U.S. Treasury securities | $19,951,000 | 160 |
| U.S. Government agency obligations | $78,944,000 | 1,087 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| 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 | $591,000 | 861 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,102,000 | 1,243 |
| Mortgage-backed securities | $27,976,000 | 1,873 |
| Certificates of participation in pools of residential mortgages | $0 | 6,212 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $27,976,000 | 753 |
| CMOs issued by government agencies or sponsored agencies | $27,976,000 | 589 |
| 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) | $24,122,000 | 650 |
| Available-for-sale securities (fair market value) | $75,364,000 | 1,459 |
| Total debt securities | $98,894,000 | 1,271 |
| Structured notes | ||
| Amortized cost | $14,995,000 | 168 |
| Fair value | $15,023,000 | 165 |
| 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 | $85,199,000 | 1,464 |
| U.S. Government securities | $84,608,000 | 1,022 |
| U.S. Treasury securities | $19,923,000 | 157 |
| U.S. Government agency obligations | $64,685,000 | 1,295 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| 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 | $591,000 | 901 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,864,000 | 1,167 |
| Mortgage-backed securities | $33,240,000 | 1,674 |
| Certificates of participation in pools of residential mortgages | $0 | 6,269 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $33,240,000 | 656 |
| CMOs issued by government agencies or sponsored agencies | $33,240,000 | 491 |
| 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) | $24,518,000 | 646 |
| Available-for-sale securities (fair market value) | $60,681,000 | 1,753 |
| Total debt securities | $84,607,000 | 1,451 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $75,677,000 | 1,637 |
| U.S. Government securities | $75,086,000 | 1,161 |
| U.S. Treasury securities | $19,895,000 | 138 |
| U.S. Government agency obligations | $55,191,000 | 1,507 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| 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 | $591,000 | 901 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,448,000 | 1,166 |
| Mortgage-backed securities | $37,986,000 | 1,530 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $37,986,000 | 593 |
| CMOs issued by government agencies or sponsored agencies | $37,986,000 | 427 |
| 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) | $25,126,000 | 631 |
| Available-for-sale securities (fair market value) | $50,551,000 | 2,031 |
| Total debt securities | $75,090,000 | 1,621 |
| 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 | $101,278,000 | 1,206 |
| U.S. Government securities | $100,687,000 | 839 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $100,687,000 | 817 |
| 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 | $591,000 | 881 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,204,000 | 1,169 |
| Mortgage-backed securities | $72,376,000 | 868 |
| Certificates of participation in pools of residential mortgages | $34,690,000 | 1,137 |
| Issued or guaranteed by U.S. | $34,690,000 | 1,128 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $37,686,000 | 583 |
| CMOs issued by government agencies or sponsored agencies | $37,686,000 | 426 |
| 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) | $5,843,000 | 1,520 |
| Available-for-sale securities (fair market value) | $95,435,000 | 1,115 |
| Total debt securities | $100,687,000 | 1,195 |
| 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 | $95,091,000 | 1,258 |
| U.S. Government securities | $94,500,000 | 873 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $94,500,000 | 853 |
| 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 | $591,000 | 889 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,484,000 | 1,115 |
| Mortgage-backed securities | $71,698,000 | 831 |
| Certificates of participation in pools of residential mortgages | $33,994,000 | 1,110 |
| Issued or guaranteed by U.S. | $33,994,000 | 1,100 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $37,704,000 | 550 |
| CMOs issued by government agencies or sponsored agencies | $37,704,000 | 395 |
| 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) | $5,927,000 | 1,517 |
| Available-for-sale securities (fair market value) | $89,164,000 | 1,149 |
| Total debt securities | $94,500,000 | 1,243 |
| 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 | $129,705,000 | 931 |
| U.S. Government securities | $129,114,000 | 650 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $129,114,000 | 631 |
| 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 | $591,000 | 1,197 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,718,000 | 860 |
| Mortgage-backed securities | $72,464,000 | 810 |
| Certificates of participation in pools of residential mortgages | $34,093,000 | 1,095 |
| Issued or guaranteed by U.S. | $34,093,000 | 1,082 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $38,371,000 | 535 |
| CMOs issued by government agencies or sponsored agencies | $38,371,000 | 381 |
| 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) | $6,010,000 | 1,503 |
| Available-for-sale securities (fair market value) | $123,695,000 | 852 |
| Total debt securities | $129,116,000 | 914 |
| 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 | $146,659,000 | 813 |
| U.S. Government securities | $146,659,000 | 568 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $146,659,000 | 558 |
| 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 | $72,340,000 | 747 |
| Mortgage-backed securities | $75,479,000 | 762 |
| Certificates of participation in pools of residential mortgages | $35,933,000 | 1,003 |
| Issued or guaranteed by U.S. | $35,933,000 | 991 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $39,546,000 | 512 |
| CMOs issued by government agencies or sponsored agencies | $39,546,000 | 361 |
| 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) | $6,154,000 | 1,500 |
| Available-for-sale securities (fair market value) | $140,505,000 | 746 |
| Total debt securities | $146,659,000 | 788 |
| 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 | $107,372,000 | 1,123 |
| U.S. Government securities | $107,372,000 | 781 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $107,372,000 | 762 |
| 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 | $88,605,000 | 614 |
| Mortgage-backed securities | $55,307,000 | 910 |
| Certificates of participation in pools of residential mortgages | $14,519,000 | 1,806 |
| Issued or guaranteed by U.S. | $14,519,000 | 1,796 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $40,788,000 | 487 |
| CMOs issued by government agencies or sponsored agencies | $40,788,000 | 354 |
| 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) | $8,450,000 | 1,322 |
| Available-for-sale securities (fair market value) | $98,922,000 | 1,064 |
| Total debt securities | $107,372,000 | 1,103 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 765 |
| Fair value | $3,003,000 | 771 |
| 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 | $112,421,000 | 1,072 |
| U.S. Government securities | $112,421,000 | 755 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $112,421,000 | 737 |
| 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 | $44,561,000 | 1,102 |
| Mortgage-backed securities | $41,954,000 | 1,057 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $41,954,000 | 458 |
| CMOs issued by government agencies or sponsored agencies | $41,954,000 | 339 |
| 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) | $9,168,000 | 1,313 |
| Available-for-sale securities (fair market value) | $103,253,000 | 1,026 |
| Total debt securities | $112,421,000 | 1,049 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 925 |
| Fair value | $2,998,000 | 935 |
| 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 | $146,065,000 | 807 |
| U.S. Government securities | $146,065,000 | 591 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $146,065,000 | 582 |
| 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 | $27,586,000 | 1,671 |
| Mortgage-backed securities | $43,311,000 | 1,007 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $43,311,000 | 439 |
| CMOs issued by government agencies or sponsored agencies | $43,311,000 | 337 |
| 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) | $9,800,000 | 1,266 |
| Available-for-sale securities (fair market value) | $136,265,000 | 738 |
| Total debt securities | $146,065,000 | 792 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 982 |
| Fair value | $2,969,000 | 1,017 |
| 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 | $198,369,000 | 631 |
| U.S. Government securities | $198,369,000 | 458 |
| U.S. Treasury securities | $9,952,000 | 272 |
| U.S. Government agency obligations | $188,417,000 | 462 |
| 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 | $27,664,000 | 1,686 |
| Mortgage-backed securities | $45,057,000 | 980 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $45,057,000 | 428 |
| CMOs issued by government agencies or sponsored agencies | $45,057,000 | 328 |
| 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) | $11,141,000 | 1,204 |
| Available-for-sale securities (fair market value) | $187,228,000 | 547 |
| Total debt securities | $198,369,000 | 611 |
| Structured notes | ||
| Amortized cost | $8,000,000 | 435 |
| Fair value | $7,962,000 | 438 |
| 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 | $166,605,000 | 746 |
| U.S. Government securities | $166,605,000 | 549 |
| U.S. Treasury securities | $9,834,000 | 297 |
| U.S. Government agency obligations | $156,771,000 | 566 |
| 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 | $23,297,000 | 1,943 |
| Mortgage-backed securities | $51,521,000 | 903 |
| Certificates of participation in pools of residential mortgages | $2,714,000 | 3,835 |
| Issued or guaranteed by U.S. | $2,714,000 | 3,823 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $48,807,000 | 416 |
| CMOs issued by government agencies or sponsored agencies | $48,807,000 | 313 |
| 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) | $11,459,000 | 1,210 |
| Available-for-sale securities (fair market value) | $155,146,000 | 669 |
| Total debt securities | $166,605,000 | 731 |
| Structured notes | ||
| Amortized cost | $12,973,000 | 265 |
| Fair value | $12,945,000 | 261 |
| 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 | $140,842,000 | 886 |
| U.S. Government securities | $140,842,000 | 669 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $140,842,000 | 653 |
| 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 | $23,406,000 | 1,922 |
| Mortgage-backed securities | $52,391,000 | 897 |
| Certificates of participation in pools of residential mortgages | $2,715,000 | 3,822 |
| Issued or guaranteed by U.S. | $2,715,000 | 3,800 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $49,676,000 | 408 |
| CMOs issued by government agencies or sponsored agencies | $49,676,000 | 310 |
| 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) | $12,106,000 | 1,222 |
| Available-for-sale securities (fair market value) | $128,736,000 | 815 |
| Total debt securities | $140,842,000 | 867 |
| Structured notes | ||
| Amortized cost | $12,967,000 | 294 |
| Fair value | $12,915,000 | 292 |
| 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 | $138,590,000 | 894 |
| U.S. Government securities | $138,590,000 | 677 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $138,590,000 | 659 |
| 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 | $12,643,000 | 2,992 |
| Mortgage-backed securities | $51,578,000 | 910 |
| Certificates of participation in pools of residential mortgages | $51,578,000 | 668 |
| Issued or guaranteed by U.S. | $51,578,000 | 662 |
| 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) | $12,838,000 | 1,197 |
| Available-for-sale securities (fair market value) | $125,752,000 | 820 |
| Total debt securities | $138,590,000 | 878 |
| Structured notes | ||
| Amortized cost | $12,961,000 | 317 |
| Fair value | $12,804,000 | 313 |
| 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 | $123,556,000 | 1,013 |
| U.S. Government securities | $123,556,000 | 752 |
| U.S. Treasury securities | $1,504,000 | 974 |
| U.S. Government agency obligations | $122,052,000 | 738 |
| 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 | $14,474,000 | 2,741 |
| Mortgage-backed securities | $49,174,000 | 954 |
| Certificates of participation in pools of residential mortgages | $49,174,000 | 701 |
| Issued or guaranteed by U.S. | $49,174,000 | 690 |
| 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) | $14,826,000 | 1,104 |
| Available-for-sale securities (fair market value) | $108,730,000 | 980 |
| Total debt securities | $123,556,000 | 992 |
| Structured notes | ||
| Amortized cost | $12,955,000 | 333 |
| Fair value | $12,859,000 | 330 |
| 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 | $133,558,000 | 932 |
| U.S. Government securities | $133,558,000 | 702 |
| U.S. Treasury securities | $1,512,000 | 992 |
| U.S. Government agency obligations | $132,046,000 | 693 |
| 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 | $15,913,000 | 2,544 |
| Mortgage-backed securities | $55,167,000 | 877 |
| Certificates of participation in pools of residential mortgages | $55,167,000 | 644 |
| Issued or guaranteed by U.S. | $55,167,000 | 637 |
| 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) | $15,665,000 | 1,093 |
| Available-for-sale securities (fair market value) | $117,893,000 | 889 |
| Total debt securities | $133,558,000 | 917 |
| Structured notes | ||
| Amortized cost | $17,960,000 | 217 |
| Fair value | $17,868,000 | 210 |
| 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 | $82,206,000 | 1,484 |
| U.S. Government securities | $82,206,000 | 1,097 |
| U.S. Treasury securities | $3,027,000 | 720 |
| U.S. Government agency obligations | $79,179,000 | 1,093 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $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 | $28,391,000 | 1,554 |
| Mortgage-backed securities | $23,219,000 | 1,651 |
| Certificates of participation in pools of residential mortgages | $23,219,000 | 1,267 |
| Issued or guaranteed by U.S. | $23,219,000 | 1,257 |
| 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) | $19,846,000 | 924 |
| Available-for-sale securities (fair market value) | $62,360,000 | 1,631 |
| Total debt securities | $82,206,000 | 1,452 |
| Structured notes | ||
| Amortized cost | $8,000,000 | 535 |
| Fair value | $7,949,000 | 537 |
| 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 | $77,598,000 | 1,580 |
| U.S. Government securities | $77,598,000 | 1,154 |
| U.S. Treasury securities | $3,049,000 | 740 |
| U.S. Government agency obligations | $74,549,000 | 1,159 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $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 | $25,456,000 | 1,699 |
| Mortgage-backed securities | $25,511,000 | 1,594 |
| Certificates of participation in pools of residential mortgages | $25,511,000 | 1,203 |
| Issued or guaranteed by U.S. | $25,511,000 | 1,194 |
| 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) | $20,102,000 | 912 |
| Available-for-sale securities (fair market value) | $57,496,000 | 1,760 |
| Total debt securities | $77,597,000 | 1,540 |
| Structured notes | ||
| Amortized cost | $8,000,000 | 536 |
| Fair value | $7,985,000 | 537 |
| 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 | $70,720,000 | 1,740 |
| U.S. Government securities | $70,720,000 | 1,307 |
| U.S. Treasury securities | $6,527,000 | 506 |
| U.S. Government agency obligations | $64,193,000 | 1,388 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $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 | $18,357,000 | 2,243 |
| Mortgage-backed securities | $18,155,000 | 2,029 |
| Certificates of participation in pools of residential mortgages | $18,155,000 | 1,581 |
| Issued or guaranteed by U.S. | $18,155,000 | 1,569 |
| 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) | $21,049,000 | 912 |
| Available-for-sale securities (fair market value) | $49,671,000 | 2,022 |
| Total debt securities | $70,722,000 | 1,703 |
| Structured notes | ||
| Amortized cost | $8,000,000 | 521 |
| Fair value | $7,922,000 | 522 |
| 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 | $63,406,000 | 1,961 |
| U.S. Government securities | $63,406,000 | 1,474 |
| U.S. Treasury securities | $3,591,000 | 785 |
| U.S. Government agency obligations | $59,815,000 | 1,493 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $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 | $3,591,000 | 5,125 |
| Mortgage-backed securities | $11,934,000 | 2,681 |
| Certificates of participation in pools of residential mortgages | $11,934,000 | 2,128 |
| Issued or guaranteed by U.S. | $11,934,000 | 2,119 |
| 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) | $22,494,000 | 876 |
| Available-for-sale securities (fair market value) | $40,912,000 | 2,443 |
| Total debt securities | $63,406,000 | 1,911 |
| Structured notes | ||
| Amortized cost | $8,000,000 | 507 |
| Fair value | $7,988,000 | 508 |
| 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 | $28,920,000 | 3,725 |
| U.S. Government securities | $28,920,000 | 2,926 |
| U.S. Treasury securities | $3,613,000 | 752 |
| U.S. Government agency obligations | $25,307,000 | 3,107 |
| 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 | $3,613,000 | 5,134 |
| Mortgage-backed securities | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| 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) | $22,913,000 | 863 |
| Available-for-sale securities (fair market value) | $6,007,000 | 6,623 |
| Total debt securities | $28,920,000 | 3,660 |
| 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 | $39,153,000 | 3,007 |
| U.S. Government securities | $39,153,000 | 2,303 |
| U.S. Treasury securities | $6,530,000 | 525 |
| U.S. Government agency obligations | $32,623,000 | 2,571 |
| 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 | $3,634,000 | 5,109 |
| Mortgage-backed securities | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| 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) | $25,311,000 | 808 |
| Available-for-sale securities (fair market value) | $13,842,000 | 5,088 |
| Total debt securities | $39,154,000 | 2,941 |
| 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 | $31,335,000 | 3,542 |
| U.S. Government securities | $31,335,000 | 2,718 |
| U.S. Treasury securities | $3,656,000 | 765 |
| U.S. Government agency obligations | $27,679,000 | 2,909 |
| 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 | $3,656,000 | 5,045 |
| Mortgage-backed securities | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| 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) | $26,312,000 | 775 |
| Available-for-sale securities (fair market value) | $5,023,000 | 6,938 |
| Total debt securities | $31,335,000 | 3,474 |
| 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 | $44,461,000 | 2,742 |
| U.S. Government securities | $41,285,000 | 2,251 |
| U.S. Treasury securities | $6,646,000 | 539 |
| U.S. Government agency obligations | $34,639,000 | 2,509 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $3,176,000 | 1,627 |
| 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 | $3,176,000 | 1,357 |
| 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 | $3,677,000 | 4,980 |
| Mortgage-backed securities | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| 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) | $36,377,000 | 613 |
| Available-for-sale securities (fair market value) | $8,084,000 | 6,241 |
| Total debt securities | $44,461,000 | 2,678 |
| 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 | $28,599,000 | 3,757 |
| U.S. Government securities | $25,407,000 | 3,204 |
| U.S. Treasury securities | $3,698,000 | 811 |
| U.S. Government agency obligations | $21,709,000 | 3,463 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $3,192,000 | 1,719 |
| 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 | $3,192,000 | 1,443 |
| 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 | $3,698,000 | 4,955 |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| 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) | $28,599,000 | 717 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $28,599,000 | 3,686 |
| 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 | $17,971,000 | 4,982 |
| U.S. Government securities | $12,763,000 | 4,931 |
| U.S. Treasury securities | $3,719,000 | 804 |
| U.S. Government agency obligations | $9,044,000 | 5,610 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $5,208,000 | 1,351 |
| 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 | $5,208,000 | 1,095 |
| 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 | $3,719,000 | 4,927 |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,971,000 | 972 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $17,971,000 | 4,887 |
| 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 | $17,247,000 | 5,109 |
| U.S. Government securities | $12,023,000 | 5,100 |
| U.S. Treasury securities | $3,741,000 | 822 |
| U.S. Government agency obligations | $8,282,000 | 5,859 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $5,224,000 | 1,360 |
| 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 | $5,224,000 | 1,105 |
| 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 | $3,741,000 | 4,936 |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,247,000 | 1,031 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $17,247,000 | 5,010 |
| 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 | $3,000,000 | 8,434 |
| U.S. Government securities | $1,000,000 | 8,692 |
| U.S. Treasury securities | $1,000,000 | 1,702 |
| U.S. Government agency obligations | $0 | 8,949 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $2,000,000 | 2,213 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000,000 | 1,926 |
| 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 | $1,000,000 | 6,620 |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,000,000 | 2,644 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $3,000,000 | 8,344 |
| 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 | $502,000 | 9,279 |
| U.S. Government securities | $502,000 | 9,083 |
| U.S. Treasury securities | $502,000 | 2,576 |
| U.S. Government agency obligations | $0 | 9,193 |
| 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 | $502,000 | 7,196 |
| 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) | $502,000 | 4,276 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $502,000 | 9,205 |
| 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 | $1,386,000 | 9,433 |
| U.S. Government securities | $486,000 | 9,474 |
| U.S. Treasury securities | $486,000 | 3,583 |
| U.S. Government agency obligations | $0 | 9,486 |
| 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 | $900,000 | 2,695 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $486,000 | 7,573 |
| 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) | $486,000 | 4,961 |
| Available-for-sale securities (fair market value) | $900,000 | 8,569 |
| Total debt securities | $486,000 | 9,545 |
| 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 |