Home > New Century Bank > Securities
New Century Bank, Securities
| 2010-03-31 | Rank | |
| Total securities | $21,989,000 | 4,221 |
| U.S. Government securities | $21,989,000 | 3,348 |
| U.S. Treasury securities | $3,008,000 | 571 |
| U.S. Government agency obligations | $18,981,000 | 3,585 |
| 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 | $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 | $0 | 6,343 |
| Mortgage-backed securities | $15,864,000 | 2,579 |
| Certificates of participation in pools of residential mortgages | $15,077,000 | 1,983 |
| Issued or guaranteed by U.S. | $15,077,000 | 1,979 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $787,000 | 3,003 |
| CMOs issued by government agencies or sponsored agencies | $787,000 | 2,677 |
| 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) | $21,989,000 | 3,828 |
| Total debt securities | $21,989,000 | 4,186 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| 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 | $20,907,000 | 4,316 |
| U.S. Government securities | $20,907,000 | 3,422 |
| U.S. Treasury securities | $3,499,000 | 484 |
| U.S. Government agency obligations | $17,408,000 | 3,736 |
| 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 | $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 | $0 | 6,398 |
| Mortgage-backed securities | $14,312,000 | 2,792 |
| Certificates of participation in pools of residential mortgages | $13,390,000 | 2,207 |
| Issued or guaranteed by U.S. | $13,390,000 | 2,199 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $922,000 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $922,000 | 2,583 |
| 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) | $20,907,000 | 3,914 |
| Total debt securities | $20,907,000 | 4,282 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| 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 | $10,510,000 | 5,742 |
| U.S. Government securities | $10,510,000 | 4,906 |
| U.S. Treasury securities | $10,510,000 | 228 |
| U.S. Government agency obligations | $0 | 7,608 |
| 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 | $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 | $0 | 6,412 |
| Mortgage-backed securities | $0 | 6,466 |
| 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 | $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) | $10,510,000 | 5,259 |
| Total debt securities | $10,510,000 | 5,703 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| 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 | $499,000 | 7,750 |
| U.S. Government securities | $499,000 | 7,511 |
| U.S. Treasury securities | $499,000 | 863 |
| U.S. Government agency obligations | $0 | 7,687 |
| 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 | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $499,000 | 6,226 |
| Mortgage-backed securities | $0 | 6,522 |
| 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 | $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) | $499,000 | 7,189 |
| Total debt securities | $499,000 | 7,719 |
| 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 | $497,000 | 7,834 |
| U.S. Government securities | $497,000 | 7,610 |
| U.S. Treasury securities | $497,000 | 817 |
| U.S. Government agency obligations | $0 | 7,762 |
| 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 | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $497,000 | 6,276 |
| Mortgage-backed securities | $0 | 6,573 |
| 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 | $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) | $497,000 | 7,264 |
| Total debt securities | $497,000 | 7,805 |
| 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 | $6,554,000 | 6,603 |
| U.S. Government securities | $4,398,000 | 6,575 |
| U.S. Treasury securities | $2,199,000 | 435 |
| U.S. Government agency obligations | $2,199,000 | 7,122 |
| Securities issued by states & political subdivisions | $2,156,000 | 4,129 |
| 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 | $2,199,000 | 5,512 |
| Mortgage-backed securities | $2,199,000 | 5,132 |
| Certificates of participation in pools of residential mortgages | $544,000 | 5,462 |
| Issued or guaranteed by U.S. | $544,000 | 5,446 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,655,000 | 2,547 |
| CMOs issued by government agencies or sponsored agencies | $1,655,000 | 2,220 |
| 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) | $6,554,000 | 6,050 |
| Total debt securities | $6,553,000 | 6,562 |
| 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 | $41,430,000 | 2,643 |
| U.S. Government securities | $38,700,000 | 2,084 |
| U.S. Treasury securities | $34,998,000 | 70 |
| U.S. Government agency obligations | $3,702,000 | 6,691 |
| Securities issued by states & political subdivisions | $2,730,000 | 3,873 |
| 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 | $3,698,000 | 4,964 |
| Mortgage-backed securities | $3,702,000 | 4,579 |
| Certificates of participation in pools of residential mortgages | $848,000 | 5,274 |
| Issued or guaranteed by U.S. | $848,000 | 5,257 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $2,854,000 | 2,129 |
| CMOs issued by government agencies or sponsored agencies | $2,854,000 | 1,785 |
| 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) | $41,430,000 | 2,331 |
| Total debt securities | $41,432,000 | 2,615 |
| 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 | $6,899,000 | 6,563 |
| U.S. Government securities | $4,038,000 | 6,706 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $4,038,000 | 6,612 |
| Securities issued by states & political subdivisions | $2,861,000 | 3,842 |
| 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 | $4,029,000 | 4,825 |
| Mortgage-backed securities | $4,038,000 | 4,479 |
| Certificates of participation in pools of residential mortgages | $1,171,000 | 5,082 |
| Issued or guaranteed by U.S. | $1,171,000 | 5,062 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $2,867,000 | 2,115 |
| CMOs issued by government agencies or sponsored agencies | $2,867,000 | 1,778 |
| 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) | $6,899,000 | 5,988 |
| Total debt securities | $6,898,000 | 6,501 |
| 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 | $7,210,000 | 6,522 |
| U.S. Government securities | $4,311,000 | 6,681 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $4,311,000 | 6,576 |
| Securities issued by states & political subdivisions | $2,899,000 | 3,844 |
| 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 | $4,308,000 | 4,699 |
| Mortgage-backed securities | $4,311,000 | 4,310 |
| Certificates of participation in pools of residential mortgages | $1,273,000 | 4,970 |
| Issued or guaranteed by U.S. | $1,273,000 | 4,947 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,038,000 | 2,056 |
| CMOs issued by government agencies or sponsored agencies | $3,038,000 | 1,727 |
| 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) | $7,210,000 | 5,955 |
| Total debt securities | $7,210,000 | 6,450 |
| 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 | $7,334,000 | 6,574 |
| U.S. Government securities | $4,433,000 | 6,771 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $4,433,000 | 6,662 |
| Securities issued by states & political subdivisions | $2,901,000 | 3,837 |
| 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 | $4,426,000 | 4,688 |
| Mortgage-backed securities | $4,433,000 | 4,001 |
| Certificates of participation in pools of residential mortgages | $1,463,000 | 4,663 |
| Issued or guaranteed by U.S. | $1,463,000 | 4,644 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,970,000 | 1,969 |
| CMOs issued by government agencies or sponsored agencies | $2,970,000 | 1,670 |
| 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) | $7,334,000 | 5,962 |
| Total debt securities | $7,334,000 | 6,514 |
| 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 | $8,134,000 | 6,451 |
| U.S. Government securities | $5,225,000 | 6,630 |
| U.S. Treasury securities | $599,000 | 920 |
| U.S. Government agency obligations | $4,626,000 | 6,670 |
| Securities issued by states & political subdivisions | $2,909,000 | 3,836 |
| 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 | $5,213,000 | 4,472 |
| Mortgage-backed securities | $4,626,000 | 3,794 |
| Certificates of participation in pools of residential mortgages | $1,613,000 | 4,431 |
| Issued or guaranteed by U.S. | $1,613,000 | 4,418 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $3,013,000 | 1,900 |
| CMOs issued by government agencies or sponsored agencies | $3,013,000 | 1,617 |
| 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) | $8,134,000 | 5,842 |
| Total debt securities | $8,132,000 | 6,392 |
| 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 | $8,295,000 | 6,442 |
| U.S. Government securities | $5,428,000 | 6,607 |
| U.S. Treasury securities | $595,000 | 1,027 |
| U.S. Government agency obligations | $4,833,000 | 6,655 |
| Securities issued by states & political subdivisions | $2,867,000 | 3,861 |
| 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 | $5,419,000 | 4,425 |
| Mortgage-backed securities | $4,833,000 | 3,683 |
| Certificates of participation in pools of residential mortgages | $1,683,000 | 4,376 |
| Issued or guaranteed by U.S. | $1,683,000 | 4,363 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,150,000 | 1,848 |
| CMOs issued by government agencies or sponsored agencies | $3,150,000 | 1,576 |
| 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) | $8,295,000 | 5,812 |
| Total debt securities | $8,294,000 | 6,391 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $15,109,000 | 118 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $9,013,000 | 6,336 |
| U.S. Government securities | $6,064,000 | 6,440 |
| U.S. Treasury securities | $593,000 | 1,111 |
| U.S. Government agency obligations | $5,471,000 | 6,507 |
| Securities issued by states & political subdivisions | $2,949,000 | 3,829 |
| 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 | $9,013,000 | 3,599 |
| Mortgage-backed securities | $5,471,000 | 3,501 |
| Certificates of participation in pools of residential mortgages | $1,949,000 | 4,204 |
| Issued or guaranteed by U.S. | $1,949,000 | 4,186 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $3,522,000 | 1,767 |
| CMOs issued by government agencies or sponsored agencies | $3,522,000 | 1,500 |
| 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) | $9,013,000 | 5,700 |
| Total debt securities | $9,012,000 | 6,274 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $15,973,000 | 134 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $25,833,000 | 3,849 |
| U.S. Government securities | $21,096,000 | 3,582 |
| U.S. Treasury securities | $590,000 | 1,155 |
| U.S. Government agency obligations | $20,506,000 | 3,550 |
| Securities issued by states & political subdivisions | $2,924,000 | 3,847 |
| Other domestic debt securities | $1,813,000 | 1,590 |
| Privately issued residential mortgage-backed securities | $1,813,000 | 753 |
| 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 | $21,084,000 | 2,109 |
| Mortgage-backed securities | $19,873,000 | 1,760 |
| Certificates of participation in pools of residential mortgages | $7,550,000 | 2,431 |
| Issued or guaranteed by U.S. | $7,550,000 | 2,419 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $12,323,000 | 931 |
| CMOs issued by government agencies or sponsored agencies | $10,510,000 | 835 |
| Privately issued | $1,813,000 | 712 |
| 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) | $25,833,000 | 3,371 |
| Total debt securities | $25,833,000 | 3,796 |
| 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 | $26,985,000 | 3,766 |
| U.S. Government securities | $22,115,000 | 3,496 |
| U.S. Treasury securities | $587,000 | 1,221 |
| U.S. Government agency obligations | $21,528,000 | 3,459 |
| Securities issued by states & political subdivisions | $2,949,000 | 3,803 |
| Other domestic debt securities | $1,921,000 | 1,562 |
| Privately issued residential mortgage-backed securities | $1,921,000 | 730 |
| 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 | $22,100,000 | 2,019 |
| Mortgage-backed securities | $21,014,000 | 1,687 |
| Certificates of participation in pools of residential mortgages | $8,047,000 | 2,373 |
| Issued or guaranteed by U.S. | $8,047,000 | 2,360 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $12,967,000 | 895 |
| CMOs issued by government agencies or sponsored agencies | $11,046,000 | 799 |
| Privately issued | $1,921,000 | 683 |
| 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) | $26,985,000 | 3,285 |
| Total debt securities | $26,985,000 | 3,707 |
| 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 | $27,741,000 | 3,687 |
| U.S. Government securities | $22,952,000 | 3,412 |
| U.S. Treasury securities | $581,000 | 1,260 |
| U.S. Government agency obligations | $22,371,000 | 3,359 |
| Securities issued by states & political subdivisions | $2,848,000 | 3,844 |
| Other domestic debt securities | $1,941,000 | 1,563 |
| Privately issued residential mortgage-backed securities | $1,941,000 | 699 |
| 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 | $22,939,000 | 1,941 |
| Mortgage-backed securities | $21,904,000 | 1,648 |
| Certificates of participation in pools of residential mortgages | $8,330,000 | 2,349 |
| Issued or guaranteed by U.S. | $8,330,000 | 2,338 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $13,574,000 | 872 |
| CMOs issued by government agencies or sponsored agencies | $11,633,000 | 770 |
| Privately issued | $1,941,000 | 654 |
| 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) | $27,741,000 | 3,210 |
| Total debt securities | $27,741,000 | 3,632 |
| 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 | $29,256,000 | 3,623 |
| U.S. Government securities | $24,300,000 | 3,311 |
| U.S. Treasury securities | $583,000 | 1,334 |
| U.S. Government agency obligations | $23,717,000 | 3,261 |
| Securities issued by states & political subdivisions | $2,941,000 | 3,836 |
| Other domestic debt securities | $2,015,000 | 1,565 |
| Privately issued residential mortgage-backed securities | $2,015,000 | 696 |
| 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 | $7,601,000 | 3,891 |
| Mortgage-backed securities | $23,315,000 | 1,604 |
| Certificates of participation in pools of residential mortgages | $8,794,000 | 2,323 |
| Issued or guaranteed by U.S. | $8,794,000 | 2,311 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $14,521,000 | 838 |
| CMOs issued by government agencies or sponsored agencies | $12,506,000 | 750 |
| Privately issued | $2,015,000 | 649 |
| 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) | $29,256,000 | 3,147 |
| Total debt securities | $29,256,000 | 3,568 |
| 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 | $26,570,000 | 3,886 |
| U.S. Government securities | $24,498,000 | 3,284 |
| U.S. Treasury securities | $584,000 | 1,345 |
| U.S. Government agency obligations | $23,914,000 | 3,229 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $2,072,000 | 1,599 |
| Privately issued residential mortgage-backed securities | $2,072,000 | 669 |
| 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 | $8,154,000 | 3,749 |
| Mortgage-backed securities | $23,567,000 | 1,612 |
| Certificates of participation in pools of residential mortgages | $9,233,000 | 2,266 |
| Issued or guaranteed by U.S. | $9,233,000 | 2,254 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $14,334,000 | 842 |
| CMOs issued by government agencies or sponsored agencies | $12,262,000 | 755 |
| Privately issued | $2,072,000 | 625 |
| 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) | $26,570,000 | 3,360 |
| Total debt securities | $26,570,000 | 3,820 |
| 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 | $28,482,000 | 3,673 |
| U.S. Government securities | $26,282,000 | 3,062 |
| U.S. Treasury securities | $589,000 | 1,338 |
| U.S. Government agency obligations | $25,693,000 | 3,015 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $2,200,000 | 1,585 |
| Privately issued residential mortgage-backed securities | $2,200,000 | 649 |
| 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 | $9,027,000 | 3,557 |
| Mortgage-backed securities | $25,457,000 | 1,553 |
| Certificates of participation in pools of residential mortgages | $9,775,000 | 2,222 |
| Issued or guaranteed by U.S. | $9,775,000 | 2,211 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $15,682,000 | 799 |
| CMOs issued by government agencies or sponsored agencies | $13,482,000 | 727 |
| Privately issued | $2,200,000 | 606 |
| 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) | $28,482,000 | 3,180 |
| Total debt securities | $28,482,000 | 3,618 |
| 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 | $13,112,000 | 5,739 |
| U.S. Government securities | $13,112,000 | 4,926 |
| U.S. Treasury securities | $592,000 | 1,391 |
| U.S. Government agency obligations | $12,520,000 | 4,890 |
| 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 | $9,931,000 | 3,368 |
| Mortgage-backed securities | $10,075,000 | 2,809 |
| Certificates of participation in pools of residential mortgages | $7,239,000 | 2,678 |
| Issued or guaranteed by U.S. | $7,239,000 | 2,667 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $2,836,000 | 1,899 |
| CMOs issued by government agencies or sponsored agencies | $2,836,000 | 1,673 |
| 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) | $13,112,000 | 5,043 |
| Total debt securities | $13,112,000 | 5,670 |
| 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 | $10,338,000 | 6,378 |
| U.S. Government securities | $10,338,000 | 5,601 |
| U.S. Treasury securities | $585,000 | 1,491 |
| U.S. Government agency obligations | $9,753,000 | 5,593 |
| 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 | $10,316,000 | 3,312 |
| Mortgage-backed securities | $7,342,000 | 3,332 |
| Certificates of participation in pools of residential mortgages | $4,450,000 | 3,428 |
| Issued or guaranteed by U.S. | $4,450,000 | 3,419 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,892,000 | 1,919 |
| CMOs issued by government agencies or sponsored agencies | $2,892,000 | 1,702 |
| 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) | $10,338,000 | 5,637 |
| Total debt securities | $10,338,000 | 6,316 |
| 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 | $10,874,000 | 6,295 |
| U.S. Government securities | $10,874,000 | 5,511 |
| U.S. Treasury securities | $597,000 | 1,504 |
| U.S. Government agency obligations | $10,277,000 | 5,476 |
| 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 | $10,874,000 | 3,196 |
| Mortgage-backed securities | $7,815,000 | 3,308 |
| Certificates of participation in pools of residential mortgages | $4,856,000 | 3,347 |
| Issued or guaranteed by U.S. | $4,856,000 | 3,335 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $2,959,000 | 1,922 |
| CMOs issued by government agencies or sponsored agencies | $2,959,000 | 1,705 |
| 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) | $10,874,000 | 5,541 |
| Total debt securities | $10,874,000 | 6,227 |
| 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 | $11,289,000 | 6,242 |
| U.S. Government securities | $11,289,000 | 5,410 |
| U.S. Treasury securities | $604,000 | 1,494 |
| U.S. Government agency obligations | $10,685,000 | 5,386 |
| 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 | $11,289,000 | 3,066 |
| Mortgage-backed securities | $8,203,000 | 3,243 |
| Certificates of participation in pools of residential mortgages | $5,182,000 | 3,267 |
| Issued or guaranteed by U.S. | $5,182,000 | 3,261 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,021,000 | 1,889 |
| CMOs issued by government agencies or sponsored agencies | $3,021,000 | 1,685 |
| 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) | $11,289,000 | 5,475 |
| Total debt securities | $11,289,000 | 6,172 |
| 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 | $13,375,000 | 5,881 |
| U.S. Government securities | $11,563,000 | 5,418 |
| U.S. Treasury securities | $592,000 | 1,590 |
| U.S. Government agency obligations | $10,971,000 | 5,392 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $1,812,000 | 1,968 |
| Privately issued residential mortgage-backed securities | $1,812,000 | 599 |
| 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 | $10,945,000 | 3,104 |
| Mortgage-backed securities | $10,364,000 | 2,934 |
| Certificates of participation in pools of residential mortgages | $5,527,000 | 3,255 |
| Issued or guaranteed by U.S. | $5,527,000 | 3,247 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,837,000 | 1,586 |
| CMOs issued by government agencies or sponsored agencies | $3,025,000 | 1,717 |
| Privately issued | $1,812,000 | 560 |
| 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) | $13,375,000 | 5,157 |
| Total debt securities | $13,375,000 | 5,805 |
| 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 | $14,413,000 | 5,676 |
| U.S. Government securities | $12,427,000 | 5,139 |
| U.S. Treasury securities | $618,000 | 1,542 |
| U.S. Government agency obligations | $11,809,000 | 5,146 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $1,986,000 | 2,003 |
| Privately issued residential mortgage-backed securities | $1,986,000 | 607 |
| 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 | $11,883,000 | 2,946 |
| Mortgage-backed securities | $11,272,000 | 2,840 |
| Certificates of participation in pools of residential mortgages | $6,243,000 | 3,098 |
| Issued or guaranteed by U.S. | $6,243,000 | 3,087 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $5,029,000 | 1,590 |
| CMOs issued by government agencies or sponsored agencies | $3,043,000 | 1,757 |
| Privately issued | $1,986,000 | 567 |
| 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) | $14,413,000 | 4,984 |
| Total debt securities | $14,413,000 | 5,592 |
| 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 | $14,557,000 | 5,705 |
| U.S. Government securities | $12,551,000 | 5,179 |
| U.S. Treasury securities | $606,000 | 1,650 |
| U.S. Government agency obligations | $11,945,000 | 5,158 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $2,006,000 | 2,024 |
| Privately issued residential mortgage-backed securities | $2,006,000 | 508 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,053,000 | 2,819 |
| Mortgage-backed securities | $11,465,000 | 2,794 |
| Certificates of participation in pools of residential mortgages | $6,422,000 | 3,071 |
| Issued or guaranteed by U.S. | $6,422,000 | 3,057 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $5,043,000 | 1,588 |
| CMOs issued by government agencies or sponsored agencies | $3,037,000 | 1,852 |
| Privately issued | $2,006,000 | 443 |
| 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) | $14,557,000 | 4,974 |
| Total debt securities | $14,557,000 | 5,620 |
| 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 | $15,359,000 | 5,482 |
| U.S. Government securities | $13,361,000 | 4,848 |
| U.S. Treasury securities | $605,000 | 1,713 |
| U.S. Government agency obligations | $12,756,000 | 4,832 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $1,998,000 | 2,136 |
| Privately issued residential mortgage-backed securities | $1,998,000 | 519 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,384,000 | 3,430 |
| Mortgage-backed securities | $11,232,000 | 2,811 |
| Certificates of participation in pools of residential mortgages | $6,712,000 | 2,988 |
| Issued or guaranteed by U.S. | $6,712,000 | 2,974 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $4,520,000 | 1,703 |
| CMOs issued by government agencies or sponsored agencies | $2,522,000 | 2,024 |
| Privately issued | $1,998,000 | 455 |
| 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) | $15,359,000 | 4,789 |
| Total debt securities | $15,359,000 | 5,396 |
| 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 | $9,240,000 | 6,670 |
| U.S. Government securities | $9,240,000 | 5,742 |
| U.S. Treasury securities | $622,000 | 1,717 |
| U.S. Government agency obligations | $8,618,000 | 5,744 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,585,000 | 3,861 |
| Mortgage-backed securities | $5,003,000 | 4,126 |
| Certificates of participation in pools of residential mortgages | $5,003,000 | 3,437 |
| Issued or guaranteed by U.S. | $5,003,000 | 3,426 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $9,240,000 | 5,907 |
| Total debt securities | $9,240,000 | 6,564 |
| 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 | $12,570,000 | 5,961 |
| U.S. Government securities | $12,570,000 | 4,972 |
| U.S. Treasury securities | $599,000 | 1,780 |
| U.S. Government agency obligations | $11,971,000 | 4,935 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,092,000 | 3,066 |
| Mortgage-backed securities | $8,419,000 | 3,340 |
| Certificates of participation in pools of residential mortgages | $8,419,000 | 2,628 |
| Issued or guaranteed by U.S. | $8,419,000 | 2,613 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $12,570,000 | 5,212 |
| Total debt securities | $12,570,000 | 5,862 |
| 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 | $13,086,000 | 5,836 |
| U.S. Government securities | $13,086,000 | 4,854 |
| U.S. Treasury securities | $603,000 | 1,873 |
| U.S. Government agency obligations | $12,483,000 | 4,804 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $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 | $4,989,000 | 4,433 |
| Mortgage-backed securities | $8,911,000 | 3,198 |
| Certificates of participation in pools of residential mortgages | $7,740,000 | 2,699 |
| Issued or guaranteed by U.S. | $7,740,000 | 2,690 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,171,000 | 3,011 |
| CMOs issued by government agencies or sponsored agencies | $1,171,000 | 2,877 |
| 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) | $13,086,000 | 5,057 |
| Total debt securities | $13,086,000 | 5,742 |
| 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 | $23,002,000 | 4,102 |
| U.S. Government securities | $19,993,000 | 3,517 |
| U.S. Treasury securities | $652,000 | 2,272 |
| U.S. Government agency obligations | $19,341,000 | 3,436 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $3,009,000 | 1,893 |
| Privately issued residential mortgage-backed securities | $1,019,000 | 794 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,990,000 | 220 |
| 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 | $9,166,000 | 3,152 |
| Mortgage-backed securities | $19,853,000 | 1,849 |
| Certificates of participation in pools of residential mortgages | $3,868,000 | 3,515 |
| Issued or guaranteed by U.S. | $3,868,000 | 3,501 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $15,985,000 | 965 |
| CMOs issued by government agencies or sponsored agencies | $14,966,000 | 917 |
| Privately issued | $1,019,000 | 715 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $23,002,000 | 3,466 |
| Total debt securities | $23,002,000 | 4,022 |
| 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 | $10,525,000 | 6,636 |
| U.S. Government securities | $8,517,000 | 6,325 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $8,517,000 | 5,988 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $1,889,000 | 1,992 |
| Privately issued residential mortgage-backed securities | $903,000 | 772 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $986,000 | 2,207 |
| Foreign debt securities | NA | NA |
| Equity securities | $119,000 | 6,615 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $6,419,000 | 2,983 |
| Certificates of participation in pools of residential mortgages | $2,690,000 | 3,524 |
| Issued or guaranteed by U.S. | $2,690,000 | 3,508 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $3,729,000 | 1,758 |
| CMOs issued by government agencies or sponsored agencies | $2,826,000 | 1,848 |
| Privately issued | $903,000 | 679 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $10,525,000 | 5,580 |
| Total debt securities | $10,406,000 | 6,546 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $3,802,000 | 9,087 |
| U.S. Government securities | $3,802,000 | 8,585 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $3,802,000 | 8,087 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $1,862,000 | 5,176 |
| Certificates of participation in pools of residential mortgages | $721,000 | 5,387 |
| Issued or guaranteed by U.S. | $721,000 | 5,378 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,141,000 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $1,141,000 | 2,761 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $3,802,000 | 7,824 |
| Total debt securities | $3,802,000 | 8,987 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |