Home > Satilla Community Bank > Securities
Satilla Community Bank, Securities
| 2010-03-31 | Rank | |
| Total securities | $15,473,000 | 4,968 |
| U.S. Government securities | $14,996,000 | 4,150 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $14,996,000 | 4,048 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $477,000 | 2,663 |
| 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 | $477,000 | 1,739 |
| 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 | $9,037,000 | 3,490 |
| Mortgage-backed securities | $616,000 | 5,540 |
| Certificates of participation in pools of residential mortgages | $616,000 | 5,133 |
| Issued or guaranteed by U.S. | $616,000 | 5,123 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $15,473,000 | 4,528 |
| Total debt securities | $15,473,000 | 4,934 |
| Structured notes | ||
| Amortized cost | $1,249,000 | 2,173 |
| Fair value | $1,230,000 | 2,182 |
| 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 | $25,887,000 | 3,798 |
| U.S. Government securities | $25,410,000 | 3,004 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $25,410,000 | 2,936 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $477,000 | 2,716 |
| 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 | $477,000 | 1,775 |
| 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 | $8,011,000 | 3,701 |
| Mortgage-backed securities | $3,557,000 | 4,514 |
| Certificates of participation in pools of residential mortgages | $3,557,000 | 3,947 |
| Issued or guaranteed by U.S. | $3,557,000 | 3,939 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $25,887,000 | 3,440 |
| Total debt securities | $25,886,000 | 3,763 |
| Structured notes | ||
| Amortized cost | $4,749,000 | 848 |
| Fair value | $4,698,000 | 850 |
| 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 | $37,081,000 | 3,022 |
| U.S. Government securities | $36,603,000 | 2,275 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $36,603,000 | 2,212 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $478,000 | 2,818 |
| 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 | $478,000 | 1,868 |
| 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 | $12,439,000 | 2,971 |
| Mortgage-backed securities | $7,125,000 | 3,793 |
| Certificates of participation in pools of residential mortgages | $7,125,000 | 3,133 |
| Issued or guaranteed by U.S. | $7,125,000 | 3,123 |
| 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) | $37,081,000 | 2,700 |
| Total debt securities | $37,081,000 | 2,996 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 455 |
| Fair value | $5,993,000 | 466 |
| 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 | $36,576,000 | 2,991 |
| U.S. Government securities | $36,112,000 | 2,245 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $36,112,000 | 2,194 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $464,000 | 2,878 |
| 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 | $464,000 | 1,924 |
| 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 | $24,779,000 | 1,922 |
| Mortgage-backed securities | $7,653,000 | 3,728 |
| Certificates of participation in pools of residential mortgages | $7,653,000 | 3,090 |
| Issued or guaranteed by U.S. | $7,653,000 | 3,078 |
| 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) | $36,576,000 | 2,674 |
| Total debt securities | $36,575,000 | 2,959 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,832 |
| Fair value | $227,000 | 1,885 |
| 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 | $21,884,000 | 4,214 |
| U.S. Government securities | $20,977,000 | 3,425 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $20,977,000 | 3,360 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $907,000 | 2,434 |
| 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 | $907,000 | 1,644 |
| 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 | $18,056,000 | 2,442 |
| Mortgage-backed securities | $8,409,000 | 3,671 |
| Certificates of participation in pools of residential mortgages | $8,409,000 | 3,012 |
| Issued or guaranteed by U.S. | $8,409,000 | 2,999 |
| 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) | $21,884,000 | 3,781 |
| Total debt securities | $21,884,000 | 4,179 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,135 |
| Fair value | $670,000 | 1,186 |
| 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 | $24,323,000 | 3,966 |
| U.S. Government securities | $23,336,000 | 3,177 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $23,336,000 | 3,109 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $987,000 | 2,305 |
| 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 | $987,000 | 1,536 |
| 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 | $19,288,000 | 2,345 |
| Mortgage-backed securities | $3,890,000 | 4,600 |
| Certificates of participation in pools of residential mortgages | $3,890,000 | 4,047 |
| Issued or guaranteed by U.S. | $3,890,000 | 4,035 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $24,323,000 | 3,550 |
| Total debt securities | $24,322,000 | 3,923 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,192 |
| Fair value | $745,000 | 1,206 |
| 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 | $24,488,000 | 3,856 |
| U.S. Government securities | $23,501,000 | 3,102 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $23,501,000 | 3,040 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $987,000 | 2,245 |
| 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 | $987,000 | 1,501 |
| 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 | $16,605,000 | 2,567 |
| Mortgage-backed securities | $2,918,000 | 4,820 |
| Certificates of participation in pools of residential mortgages | $2,918,000 | 4,310 |
| Issued or guaranteed by U.S. | $2,918,000 | 4,299 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $24,488,000 | 3,441 |
| Total debt securities | $24,486,000 | 3,830 |
| Structured notes | ||
| Amortized cost | $752,000 | 1,163 |
| Fair value | $745,000 | 1,165 |
| 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 | $23,825,000 | 3,988 |
| U.S. Government securities | $23,320,000 | 3,182 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $23,320,000 | 3,124 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $505,000 | 2,578 |
| 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 | $505,000 | 1,843 |
| 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 | $10,692,000 | 3,272 |
| Mortgage-backed securities | $1,902,000 | 5,194 |
| Certificates of participation in pools of residential mortgages | $1,902,000 | 4,746 |
| Issued or guaranteed by U.S. | $1,902,000 | 4,727 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $23,825,000 | 3,557 |
| Total debt securities | $23,825,000 | 3,940 |
| Structured notes | ||
| Amortized cost | $251,000 | 1,639 |
| Fair value | $252,000 | 1,641 |
| 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 | $23,104,000 | 4,049 |
| U.S. Government securities | $22,599,000 | 3,234 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $22,599,000 | 3,181 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $505,000 | 2,545 |
| 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 | $505,000 | 1,829 |
| 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 | $14,977,000 | 2,648 |
| Mortgage-backed securities | $537,000 | 5,824 |
| Certificates of participation in pools of residential mortgages | $537,000 | 5,451 |
| Issued or guaranteed by U.S. | $537,000 | 5,425 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $23,104,000 | 3,613 |
| Total debt securities | $23,104,000 | 3,997 |
| Structured notes | ||
| Amortized cost | $251,000 | 1,794 |
| Fair value | $253,000 | 1,799 |
| 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 | $24,801,000 | 3,896 |
| U.S. Government securities | $24,295,000 | 3,122 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $24,295,000 | 3,055 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $506,000 | 2,369 |
| 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 | $506,000 | 1,696 |
| 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 | $13,880,000 | 2,805 |
| Mortgage-backed securities | $555,000 | 5,677 |
| Certificates of participation in pools of residential mortgages | $555,000 | 5,274 |
| Issued or guaranteed by U.S. | $555,000 | 5,254 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $24,801,000 | 3,465 |
| Total debt securities | $24,801,000 | 3,848 |
| Structured notes | ||
| Amortized cost | $1,001,000 | 1,498 |
| Fair value | $1,003,000 | 1,534 |
| 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 | $25,208,000 | 3,866 |
| U.S. Government securities | $24,705,000 | 3,136 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $24,705,000 | 3,069 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $503,000 | 2,316 |
| 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 | $503,000 | 1,670 |
| 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 | $14,930,000 | 2,683 |
| Mortgage-backed securities | $578,000 | 5,596 |
| Certificates of participation in pools of residential mortgages | $578,000 | 5,160 |
| Issued or guaranteed by U.S. | $578,000 | 5,141 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $25,208,000 | 3,414 |
| Total debt securities | $25,208,000 | 3,816 |
| Structured notes | ||
| Amortized cost | $1,001,000 | 1,696 |
| Fair value | $992,000 | 1,876 |
| 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 | $19,982,000 | 4,500 |
| U.S. Government securities | $19,471,000 | 3,713 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $19,471,000 | 3,624 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $511,000 | 2,236 |
| 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 | $511,000 | 1,610 |
| 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 | $14,603,000 | 2,715 |
| Mortgage-backed securities | $609,000 | 5,571 |
| Certificates of participation in pools of residential mortgages | $609,000 | 5,132 |
| Issued or guaranteed by U.S. | $609,000 | 5,115 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $19,982,000 | 3,959 |
| Total debt securities | $19,982,000 | 4,453 |
| Structured notes | ||
| Amortized cost | $1,001,000 | 1,773 |
| Fair value | $982,000 | 1,953 |
| 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 | $21,410,000 | 4,320 |
| U.S. Government securities | $20,892,000 | 3,558 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $20,892,000 | 3,469 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $518,000 | 2,232 |
| 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 | $518,000 | 1,633 |
| 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 | $11,795,000 | 3,135 |
| Mortgage-backed securities | $648,000 | 5,552 |
| Certificates of participation in pools of residential mortgages | $648,000 | 5,115 |
| Issued or guaranteed by U.S. | $648,000 | 5,095 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $21,410,000 | 3,796 |
| Total debt securities | $21,410,000 | 4,271 |
| Structured notes | ||
| Amortized cost | $1,001,000 | 1,846 |
| Fair value | $991,000 | 1,976 |
| 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 | $18,375,000 | 4,780 |
| U.S. Government securities | $17,872,000 | 4,015 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $17,872,000 | 3,917 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $503,000 | 2,286 |
| 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 | $503,000 | 1,709 |
| 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 | $9,610,000 | 3,493 |
| Mortgage-backed securities | $678,000 | 5,546 |
| Certificates of participation in pools of residential mortgages | $678,000 | 5,104 |
| Issued or guaranteed by U.S. | $678,000 | 5,085 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $18,375,000 | 4,207 |
| Total debt securities | $18,375,000 | 4,730 |
| Structured notes | ||
| Amortized cost | $1,001,000 | 1,948 |
| Fair value | $981,000 | 2,136 |
| 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 | $16,845,000 | 5,044 |
| U.S. Government securities | $16,358,000 | 4,317 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $16,358,000 | 4,192 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $487,000 | 2,424 |
| 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 | $487,000 | 1,854 |
| 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 | $10,246,000 | 3,374 |
| Mortgage-backed securities | $706,000 | 5,525 |
| Certificates of participation in pools of residential mortgages | $706,000 | 5,080 |
| Issued or guaranteed by U.S. | $706,000 | 5,056 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $16,845,000 | 4,428 |
| Total debt securities | $16,845,000 | 4,996 |
| Structured notes | ||
| Amortized cost | $1,001,000 | 2,053 |
| Fair value | $971,000 | 2,275 |
| 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 | $11,482,000 | 5,938 |
| U.S. Government securities | $10,991,000 | 5,329 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $10,991,000 | 5,193 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $491,000 | 2,427 |
| 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 | $491,000 | 1,874 |
| 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 | $9,579,000 | 3,503 |
| Mortgage-backed securities | $738,000 | 5,525 |
| Certificates of participation in pools of residential mortgages | $738,000 | 5,083 |
| Issued or guaranteed by U.S. | $738,000 | 5,061 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $11,482,000 | 5,286 |
| Total debt securities | $11,481,000 | 5,884 |
| Structured notes | ||
| Amortized cost | $1,001,000 | 2,119 |
| Fair value | $962,000 | 2,334 |
| 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 | $10,562,000 | 6,169 |
| U.S. Government securities | $10,064,000 | 5,551 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $10,064,000 | 5,415 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $498,000 | 2,478 |
| 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 | $498,000 | 1,949 |
| 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 | $9,310,000 | 3,538 |
| Mortgage-backed securities | $787,000 | 5,535 |
| Certificates of participation in pools of residential mortgages | $787,000 | 5,065 |
| Issued or guaranteed by U.S. | $787,000 | 5,046 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $10,562,000 | 5,469 |
| Total debt securities | $10,562,000 | 6,112 |
| Structured notes | ||
| Amortized cost | $1,001,000 | 2,106 |
| Fair value | $969,000 | 2,342 |
| 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 | $9,642,000 | 6,416 |
| U.S. Government securities | $9,138,000 | 5,789 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $9,138,000 | 5,639 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $504,000 | 2,484 |
| 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 | $504,000 | 1,971 |
| 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 | $8,871,000 | 3,599 |
| Mortgage-backed securities | $827,000 | 5,555 |
| Certificates of participation in pools of residential mortgages | $827,000 | 5,071 |
| Issued or guaranteed by U.S. | $827,000 | 5,052 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $9,642,000 | 5,696 |
| Total debt securities | $9,641,000 | 6,358 |
| Structured notes | ||
| Amortized cost | $1,001,000 | 2,096 |
| Fair value | $977,000 | 2,310 |
| 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 | $9,679,000 | 6,402 |
| U.S. Government securities | $9,175,000 | 5,756 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $9,175,000 | 5,615 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $504,000 | 2,535 |
| 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 | $504,000 | 2,055 |
| 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 | $6,461,000 | 4,157 |
| Mortgage-backed securities | $896,000 | 5,538 |
| Certificates of participation in pools of residential mortgages | $896,000 | 5,056 |
| Issued or guaranteed by U.S. | $896,000 | 5,037 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $9,679,000 | 5,671 |
| Total debt securities | $9,678,000 | 6,342 |
| Structured notes | ||
| Amortized cost | $1,001,000 | 2,036 |
| Fair value | $988,000 | 2,204 |
| 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 | $9,765,000 | 6,419 |
| U.S. Government securities | $9,267,000 | 5,776 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $9,267,000 | 5,629 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $498,000 | 2,709 |
| 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 | $498,000 | 2,246 |
| 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 | $6,277,000 | 4,171 |
| Mortgage-backed securities | $974,000 | 5,546 |
| Certificates of participation in pools of residential mortgages | $974,000 | 5,052 |
| Issued or guaranteed by U.S. | $974,000 | 5,033 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $9,765,000 | 5,689 |
| Total debt securities | $9,765,000 | 6,357 |
| Structured notes | ||
| Amortized cost | $1,001,000 | 2,029 |
| Fair value | $985,000 | 2,280 |
| 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 | $9,774,000 | 6,483 |
| U.S. Government securities | $9,276,000 | 5,860 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $9,276,000 | 5,717 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $498,000 | 2,762 |
| 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 | $498,000 | 2,329 |
| 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 | $7,953,000 | 3,800 |
| Mortgage-backed securities | $1,037,000 | 5,560 |
| Certificates of participation in pools of residential mortgages | $1,037,000 | 5,054 |
| Issued or guaranteed by U.S. | $1,037,000 | 5,040 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $9,774,000 | 5,745 |
| Total debt securities | $9,774,000 | 6,425 |
| Structured notes | ||
| Amortized cost | $1,002,000 | 2,027 |
| Fair value | $974,000 | 2,265 |
| 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 | $9,969,000 | 6,470 |
| U.S. Government securities | $9,463,000 | 5,811 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $9,463,000 | 5,658 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $506,000 | 2,729 |
| 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 | $506,000 | 2,309 |
| 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 | $7,234,000 | 3,954 |
| Mortgage-backed securities | $1,106,000 | 5,567 |
| Certificates of participation in pools of residential mortgages | $1,106,000 | 5,046 |
| Issued or guaranteed by U.S. | $1,106,000 | 5,033 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $9,969,000 | 5,710 |
| Total debt securities | $9,969,000 | 6,408 |
| Structured notes | ||
| Amortized cost | $1,002,000 | 1,976 |
| Fair value | $985,000 | 2,213 |
| 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 | $10,066,000 | 6,486 |
| U.S. Government securities | $9,566,000 | 5,802 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $9,566,000 | 5,644 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $500,000 | 2,813 |
| 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 | $500,000 | 2,410 |
| 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 | $5,195,000 | 4,533 |
| Mortgage-backed securities | $1,166,000 | 5,525 |
| Certificates of participation in pools of residential mortgages | $1,166,000 | 5,007 |
| Issued or guaranteed by U.S. | $1,166,000 | 4,997 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $10,066,000 | 5,733 |
| Total debt securities | $10,066,000 | 6,414 |
| Structured notes | ||
| Amortized cost | $1,502,000 | 1,714 |
| Fair value | $1,498,000 | 1,764 |
| 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 | $10,290,000 | 6,514 |
| U.S. Government securities | $9,797,000 | 5,824 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $9,797,000 | 5,671 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $493,000 | 2,963 |
| 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 | $493,000 | 2,572 |
| 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 | $4,241,000 | 4,874 |
| Mortgage-backed securities | $1,569,000 | 5,363 |
| Certificates of participation in pools of residential mortgages | $1,569,000 | 4,824 |
| Issued or guaranteed by U.S. | $1,569,000 | 4,811 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $10,290,000 | 5,758 |
| Total debt securities | $10,290,000 | 6,442 |
| Structured notes | ||
| Amortized cost | $1,502,000 | 1,698 |
| Fair value | $1,455,000 | 1,776 |
| 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 | $9,520,000 | 6,673 |
| U.S. Government securities | $9,258,000 | 5,913 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $9,258,000 | 5,757 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $262,000 | 3,312 |
| 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 | $262,000 | 2,862 |
| 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 | $4,568,000 | 4,705 |
| Mortgage-backed securities | $2,075,000 | 5,147 |
| Certificates of participation in pools of residential mortgages | $2,075,000 | 4,563 |
| Issued or guaranteed by U.S. | $2,075,000 | 4,544 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $9,520,000 | 5,931 |
| Total debt securities | $9,520,000 | 6,590 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 1,641 |
| Fair value | $1,260,000 | 1,647 |
| 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 | $8,630,000 | 6,917 |
| U.S. Government securities | $8,373,000 | 6,215 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $8,373,000 | 6,040 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $257,000 | 3,371 |
| 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 | $257,000 | 3,007 |
| 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 | $3,914,000 | 4,897 |
| Mortgage-backed securities | $2,505,000 | 4,922 |
| Certificates of participation in pools of residential mortgages | $2,505,000 | 4,325 |
| Issued or guaranteed by U.S. | $2,505,000 | 4,306 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $8,630,000 | 6,152 |
| Total debt securities | $8,630,000 | 6,834 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,031 |
| Fair value | $510,000 | 2,031 |
| 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 | $6,313,000 | 7,443 |
| U.S. Government securities | $6,063,000 | 6,788 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $6,063,000 | 6,608 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $250,000 | 3,504 |
| 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 | $250,000 | 3,134 |
| 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 | $2,521,000 | 5,526 |
| Mortgage-backed securities | $3,239,000 | 4,639 |
| Certificates of participation in pools of residential mortgages | $3,239,000 | 4,001 |
| Issued or guaranteed by U.S. | $3,239,000 | 3,987 |
| 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) | $6,313,000 | 1,878 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $6,313,000 | 7,357 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,773 |
| Fair value | $510,000 | 1,780 |
| 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 | $5,782,000 | 7,553 |
| U.S. Government securities | $5,532,000 | 6,904 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $5,532,000 | 6,722 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $250,000 | 3,562 |
| 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 | $250,000 | 3,175 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,440,000 | 5,574 |
| Mortgage-backed securities | $3,199,000 | 4,735 |
| Certificates of participation in pools of residential mortgages | $3,199,000 | 4,065 |
| Issued or guaranteed by U.S. | $3,199,000 | 4,053 |
| 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) | $5,782,000 | 1,946 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $5,782,000 | 7,455 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,576 |
| Fair value | $520,000 | 1,567 |
| 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 | $5,026,000 | 7,811 |
| U.S. Government securities | $4,776,000 | 7,230 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $4,776,000 | 7,034 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $250,000 | 3,611 |
| 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 | $250,000 | 3,207 |
| 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 | $2,452,000 | 5,613 |
| Mortgage-backed securities | $1,932,000 | 5,353 |
| Certificates of participation in pools of residential mortgages | $1,932,000 | 4,698 |
| Issued or guaranteed by U.S. | $1,932,000 | 4,682 |
| 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) | $5,026,000 | 2,119 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $5,026,000 | 7,732 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,190 |
| Fair value | $762,000 | 1,199 |
| 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 | $5,126,000 | 7,801 |
| U.S. Government securities | $4,876,000 | 7,214 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $4,876,000 | 7,011 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $250,000 | 3,653 |
| 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 | $250,000 | 3,232 |
| 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 | $1,500,000 | 6,221 |
| Mortgage-backed securities | $1,522,000 | 5,594 |
| Certificates of participation in pools of residential mortgages | $1,522,000 | 4,967 |
| Issued or guaranteed by U.S. | $1,522,000 | 4,950 |
| 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) | $5,126,000 | 2,151 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $5,125,000 | 7,720 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,148 |
| Fair value | $506,000 | 1,239 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $1,898,000 | 8,885 |
| U.S. Government securities | $1,898,000 | 8,549 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $1,898,000 | 8,349 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $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) | $1,898,000 | 3,265 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $1,898,000 | 8,811 |
| 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 |