Home > Security Bank of Gwinnett County > Securities
Security Bank of Gwinnett County, Securities
| 2009-06-30 | Rank | |
| Total securities | $28,186,000 | 3,589 |
| U.S. Government securities | $27,936,000 | 2,772 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $27,936,000 | 2,705 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $250,000 | 3,082 |
| 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 | $250,000 | 2,108 |
| 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 | $27,936,000 | 1,761 |
| Mortgage-backed securities | $27,936,000 | 1,887 |
| 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 | $27,936,000 | 723 |
| CMOs issued by government agencies or sponsored agencies | $27,936,000 | 548 |
| 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) | $28,186,000 | 3,226 |
| Total debt securities | $28,186,000 | 3,543 |
| 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 | $54,027,000 | 2,175 |
| U.S. Government securities | $53,714,000 | 1,583 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $53,714,000 | 1,545 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $313,000 | 2,935 |
| 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 | $313,000 | 2,140 |
| 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 | $44,654,000 | 1,201 |
| Mortgage-backed securities | $53,714,000 | 1,160 |
| 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 | $53,714,000 | 468 |
| CMOs issued by government agencies or sponsored agencies | $53,714,000 | 331 |
| 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) | $54,027,000 | 1,911 |
| Total debt securities | $54,027,000 | 2,153 |
| 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 | $47,173,000 | 2,433 |
| U.S. Government securities | $46,558,000 | 1,813 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $46,558,000 | 1,784 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $615,000 | 2,567 |
| 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 | $615,000 | 1,785 |
| 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 | $31,134,000 | 1,644 |
| Mortgage-backed securities | $46,558,000 | 1,267 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $46,558,000 | 501 |
| CMOs issued by government agencies or sponsored agencies | $46,558,000 | 355 |
| 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) | $47,173,000 | 2,147 |
| Total debt securities | $47,173,000 | 2,401 |
| 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 | $46,474,000 | 2,407 |
| U.S. Government securities | $45,951,000 | 1,788 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $45,951,000 | 1,756 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $523,000 | 2,602 |
| 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 | $523,000 | 1,820 |
| 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 | $44,665,000 | 1,174 |
| Mortgage-backed securities | $45,951,000 | 1,205 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $45,951,000 | 487 |
| CMOs issued by government agencies or sponsored agencies | $45,951,000 | 335 |
| 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) | $46,474,000 | 2,106 |
| Total debt securities | $46,474,000 | 2,377 |
| 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 | $45,922,000 | 2,491 |
| U.S. Government securities | $45,721,000 | 1,808 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $45,721,000 | 1,777 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $201,000 | 2,938 |
| 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 | $201,000 | 2,201 |
| 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 | $31,708,000 | 1,559 |
| Mortgage-backed securities | $45,721,000 | 1,196 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $45,721,000 | 481 |
| CMOs issued by government agencies or sponsored agencies | $45,721,000 | 325 |
| 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) | $45,922,000 | 2,196 |
| Total debt securities | $45,922,000 | 2,439 |
| 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 | $31,751,000 | 3,313 |
| U.S. Government securities | $30,752,000 | 2,567 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $30,752,000 | 2,514 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $999,000 | 2,192 |
| 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 | $999,000 | 1,520 |
| 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 | $0 | 6,633 |
| Mortgage-backed securities | $30,752,000 | 1,580 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $30,752,000 | 609 |
| CMOs issued by government agencies or sponsored agencies | $30,752,000 | 438 |
| 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) | $31,751,000 | 2,942 |
| Total debt securities | $31,751,000 | 3,264 |
| 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 | $34,078,000 | 3,150 |
| U.S. Government securities | $31,874,000 | 2,537 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $31,874,000 | 2,480 |
| Securities issued by states & political subdivisions | $1,073,000 | 4,831 |
| Other domestic debt securities | $1,131,000 | 1,923 |
| 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 | $1,131,000 | 1,327 |
| 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 | $0 | 6,689 |
| Mortgage-backed securities | $28,874,000 | 1,493 |
| Certificates of participation in pools of residential mortgages | $10,802,000 | 2,185 |
| Issued or guaranteed by U.S. | $10,802,000 | 2,172 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $18,072,000 | 780 |
| CMOs issued by government agencies or sponsored agencies | $18,072,000 | 594 |
| 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) | $34,078,000 | 2,766 |
| Total debt securities | $34,078,000 | 3,103 |
| 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 | $20,363,000 | 4,440 |
| U.S. Government securities | $18,044,000 | 3,904 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $18,044,000 | 3,823 |
| Securities issued by states & political subdivisions | $1,068,000 | 4,832 |
| Other domestic debt securities | $1,251,000 | 1,837 |
| 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 | $1,251,000 | 1,265 |
| 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 | $0 | 6,710 |
| Mortgage-backed securities | $13,071,000 | 2,359 |
| Certificates of participation in pools of residential mortgages | $11,072,000 | 2,002 |
| Issued or guaranteed by U.S. | $11,072,000 | 1,992 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,999,000 | 2,184 |
| CMOs issued by government agencies or sponsored agencies | $1,999,000 | 1,890 |
| 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) | $20,363,000 | 3,920 |
| Total debt securities | $20,363,000 | 4,385 |
| 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 | $20,704,000 | 4,395 |
| U.S. Government securities | $18,357,000 | 3,875 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $18,357,000 | 3,782 |
| Securities issued by states & political subdivisions | $1,044,000 | 4,875 |
| Other domestic debt securities | $1,303,000 | 1,756 |
| 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 | $1,303,000 | 1,211 |
| 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 | $0 | 6,778 |
| Mortgage-backed securities | $13,453,000 | 2,255 |
| Certificates of participation in pools of residential mortgages | $11,478,000 | 1,901 |
| Issued or guaranteed by U.S. | $11,478,000 | 1,895 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,975,000 | 2,163 |
| CMOs issued by government agencies or sponsored agencies | $1,975,000 | 1,884 |
| 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) | $20,704,000 | 3,870 |
| Total debt securities | $20,704,000 | 4,347 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $16,460,000 | 5,010 |
| U.S. Government securities | $14,077,000 | 4,582 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $14,077,000 | 4,462 |
| Securities issued by states & political subdivisions | $1,078,000 | 4,888 |
| Other domestic debt securities | $1,305,000 | 1,764 |
| 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 | $1,305,000 | 1,229 |
| 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 | $0 | 6,814 |
| Mortgage-backed securities | $9,120,000 | 2,784 |
| Certificates of participation in pools of residential mortgages | $7,075,000 | 2,529 |
| Issued or guaranteed by U.S. | $7,075,000 | 2,519 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $2,045,000 | 2,100 |
| CMOs issued by government agencies or sponsored agencies | $2,045,000 | 1,831 |
| 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) | $16,460,000 | 4,417 |
| Total debt securities | $16,460,000 | 4,962 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $16,577,000 | 5,051 |
| U.S. Government securities | $14,192,000 | 4,626 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $14,192,000 | 4,502 |
| Securities issued by states & political subdivisions | $1,082,000 | 4,911 |
| Other domestic debt securities | $1,303,000 | 1,778 |
| 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 | $1,303,000 | 1,257 |
| 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 | $0 | 6,854 |
| Mortgage-backed securities | $9,245,000 | 2,748 |
| Certificates of participation in pools of residential mortgages | $9,245,000 | 2,177 |
| Issued or guaranteed by U.S. | $9,245,000 | 2,165 |
| 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) | $16,577,000 | 4,447 |
| Total debt securities | $16,577,000 | 5,006 |
| 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 | $28,365,000 | 3,640 |
| U.S. Government securities | $25,992,000 | 3,093 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $25,992,000 | 3,007 |
| Securities issued by states & political subdivisions | $1,079,000 | 4,937 |
| Other domestic debt securities | $1,294,000 | 1,791 |
| 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 | $1,294,000 | 1,279 |
| 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 | $0 | 6,913 |
| Mortgage-backed securities | $9,211,000 | 2,749 |
| Certificates of participation in pools of residential mortgages | $9,211,000 | 2,205 |
| Issued or guaranteed by U.S. | $9,211,000 | 2,189 |
| 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) | $28,365,000 | 3,169 |
| Total debt securities | $28,365,000 | 3,591 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,191 |
| Fair value | $3,012,000 | 1,184 |
| 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 | $28,760,000 | 3,592 |
| U.S. Government securities | $26,392,000 | 3,059 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $26,392,000 | 2,972 |
| Securities issued by states & political subdivisions | $1,067,000 | 4,974 |
| Other domestic debt securities | $1,301,000 | 1,814 |
| 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 | $1,301,000 | 1,308 |
| 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 | $300,000 | 6,783 |
| Mortgage-backed securities | $9,465,000 | 2,697 |
| Certificates of participation in pools of residential mortgages | $9,465,000 | 2,177 |
| Issued or guaranteed by U.S. | $9,465,000 | 2,164 |
| 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) | $19,295,000 | 910 |
| Available-for-sale securities (fair market value) | $9,465,000 | 5,657 |
| Total debt securities | $28,770,000 | 3,539 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,234 |
| Fair value | $2,918,000 | 1,277 |
| 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 | $27,189,000 | 3,802 |
| U.S. Government securities | $25,883,000 | 3,143 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $25,883,000 | 3,045 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $1,306,000 | 1,845 |
| 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 | $1,306,000 | 1,355 |
| 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 | $1,900,000 | 5,903 |
| Mortgage-backed securities | $9,960,000 | 2,671 |
| Certificates of participation in pools of residential mortgages | $9,960,000 | 2,158 |
| Issued or guaranteed by U.S. | $9,960,000 | 2,146 |
| 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) | $17,229,000 | 994 |
| Available-for-sale securities (fair market value) | $9,960,000 | 5,594 |
| Total debt securities | $27,190,000 | 3,752 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,248 |
| Fair value | $2,974,000 | 1,257 |
| 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 | $25,636,000 | 3,992 |
| U.S. Government securities | $24,325,000 | 3,293 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $24,325,000 | 3,187 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $1,311,000 | 1,914 |
| 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 | $1,311,000 | 1,431 |
| 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 | $3,059,000 | 5,345 |
| Mortgage-backed securities | $9,387,000 | 2,790 |
| Certificates of participation in pools of residential mortgages | $9,387,000 | 2,245 |
| Issued or guaranteed by U.S. | $9,387,000 | 2,233 |
| 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) | $16,249,000 | 1,061 |
| Available-for-sale securities (fair market value) | $9,387,000 | 5,747 |
| Total debt securities | $25,637,000 | 3,923 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,245 |
| Fair value | $2,955,000 | 1,280 |
| 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 | $22,098,000 | 4,337 |
| U.S. Government securities | $20,782,000 | 3,667 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $20,782,000 | 3,535 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $1,316,000 | 1,945 |
| 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 | $1,316,000 | 1,486 |
| 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 | $2,900,000 | 5,448 |
| Mortgage-backed securities | $9,837,000 | 2,760 |
| Certificates of participation in pools of residential mortgages | $9,837,000 | 2,214 |
| Issued or guaranteed by U.S. | $9,837,000 | 2,203 |
| 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) | $12,261,000 | 1,279 |
| Available-for-sale securities (fair market value) | $9,837,000 | 5,627 |
| Total debt securities | $22,098,000 | 4,282 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,208 |
| Fair value | $2,969,000 | 1,244 |
| 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 | $17,175,000 | 5,080 |
| U.S. Government securities | $15,854,000 | 4,421 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $15,854,000 | 4,290 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $1,321,000 | 1,979 |
| 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 | $1,321,000 | 1,552 |
| 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 | $2,900,000 | 5,420 |
| Mortgage-backed securities | $8,905,000 | 2,962 |
| Certificates of participation in pools of residential mortgages | $8,905,000 | 2,411 |
| Issued or guaranteed by U.S. | $8,905,000 | 2,402 |
| 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) | $8,270,000 | 1,595 |
| Available-for-sale securities (fair market value) | $8,905,000 | 5,874 |
| Total debt securities | $17,175,000 | 5,029 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,218 |
| Fair value | $2,981,000 | 1,255 |
| 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 | $17,531,000 | 5,064 |
| U.S. Government securities | $16,205,000 | 4,425 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $16,205,000 | 4,286 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $1,326,000 | 2,015 |
| 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 | $1,326,000 | 1,617 |
| 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 | $4,847,000 | 4,671 |
| Mortgage-backed securities | $6,259,000 | 3,585 |
| Certificates of participation in pools of residential mortgages | $6,259,000 | 2,976 |
| Issued or guaranteed by U.S. | $6,259,000 | 2,965 |
| 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) | $11,272,000 | 1,379 |
| Available-for-sale securities (fair market value) | $6,259,000 | 6,507 |
| Total debt securities | $17,531,000 | 5,006 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,209 |
| Fair value | $2,936,000 | 1,270 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $17,886,000 | 5,033 |
| U.S. Government securities | $16,555,000 | 4,347 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $16,555,000 | 4,215 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $1,331,000 | 2,094 |
| 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 | $1,331,000 | 1,695 |
| 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 | $6,715,000 | 4,089 |
| Mortgage-backed securities | $6,587,000 | 3,551 |
| Certificates of participation in pools of residential mortgages | $6,587,000 | 2,930 |
| Issued or guaranteed by U.S. | $6,587,000 | 2,921 |
| 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) | $11,299,000 | 1,390 |
| Available-for-sale securities (fair market value) | $6,587,000 | 6,437 |
| Total debt securities | $17,882,000 | 4,975 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,181 |
| Fair value | $2,965,000 | 1,252 |
| 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 | $18,237,000 | 4,970 |
| U.S. Government securities | $16,901,000 | 4,261 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $16,901,000 | 4,133 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $1,336,000 | 2,102 |
| 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 | $1,336,000 | 1,736 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,524,000 | 4,120 |
| Mortgage-backed securities | $6,960,000 | 3,496 |
| Certificates of participation in pools of residential mortgages | $6,960,000 | 2,895 |
| Issued or guaranteed by U.S. | $6,960,000 | 2,889 |
| 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) | $11,277,000 | 1,399 |
| Available-for-sale securities (fair market value) | $6,960,000 | 6,391 |
| Total debt securities | $18,237,000 | 4,901 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,212 |
| Fair value | $2,975,000 | 1,293 |
| 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 | $18,423,000 | 5,016 |
| U.S. Government securities | $17,135,000 | 4,309 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $17,135,000 | 4,163 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $1,288,000 | 2,227 |
| 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 | $1,288,000 | 1,863 |
| 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 | $11,640,000 | 2,991 |
| Mortgage-backed securities | $7,198,000 | 3,499 |
| Certificates of participation in pools of residential mortgages | $7,198,000 | 2,883 |
| Issued or guaranteed by U.S. | $7,198,000 | 2,874 |
| 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) | $11,225,000 | 1,399 |
| Available-for-sale securities (fair market value) | $7,198,000 | 6,416 |
| Total debt securities | $18,423,000 | 4,947 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,185 |
| Fair value | $2,938,000 | 1,232 |
| 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 | $18,858,000 | 4,938 |
| U.S. Government securities | $17,774,000 | 4,155 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $17,774,000 | 4,009 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $1,084,000 | 2,428 |
| 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 | $1,084,000 | 2,051 |
| 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 | $16,950,000 | 2,283 |
| Mortgage-backed securities | $6,728,000 | 3,633 |
| Certificates of participation in pools of residential mortgages | $6,728,000 | 2,981 |
| Issued or guaranteed by U.S. | $6,728,000 | 2,971 |
| 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) | $4,084,000 | 2,199 |
| Available-for-sale securities (fair market value) | $14,774,000 | 4,925 |
| Total debt securities | $18,855,000 | 4,863 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,034 |
| Fair value | $3,004,000 | 1,090 |
| 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 | $20,826,000 | 4,700 |
| U.S. Government securities | $20,826,000 | 3,805 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $20,826,000 | 3,675 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,902,000 | 5,384 |
| Mortgage-backed securities | $6,825,000 | 3,589 |
| Certificates of participation in pools of residential mortgages | $6,825,000 | 2,986 |
| Issued or guaranteed by U.S. | $6,825,000 | 2,972 |
| 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) | $3,000,000 | 2,514 |
| Available-for-sale securities (fair market value) | $17,826,000 | 4,484 |
| Total debt securities | $20,826,000 | 4,623 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 912 |
| Fair value | $2,938,000 | 995 |
| 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 | $17,907,000 | 5,049 |
| U.S. Government securities | $17,907,000 | 4,088 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $17,907,000 | 3,928 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,911,000 | 5,349 |
| Mortgage-backed securities | $4,957,000 | 4,067 |
| Certificates of participation in pools of residential mortgages | $4,957,000 | 3,430 |
| Issued or guaranteed by U.S. | $4,957,000 | 3,416 |
| 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) | $3,000,000 | 2,521 |
| Available-for-sale securities (fair market value) | $14,907,000 | 4,854 |
| Total debt securities | $17,907,000 | 4,960 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 780 |
| Fair value | $2,913,000 | 849 |
| 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 | $9,124,000 | 6,704 |
| U.S. Government securities | $9,124,000 | 5,779 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $9,124,000 | 5,592 |
| 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 | $1,722,000 | 6,019 |
| Mortgage-backed securities | $2,070,000 | 5,272 |
| Certificates of participation in pools of residential mortgages | $2,070,000 | 4,635 |
| Issued or guaranteed by U.S. | $2,070,000 | 4,618 |
| 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) | $9,124,000 | 5,935 |
| Total debt securities | $9,124,000 | 6,599 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 481 |
| Fair value | $4,008,000 | 512 |
| 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 | $2,016,000 | 8,636 |
| U.S. Government securities | $2,016,000 | 8,279 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $2,016,000 | 8,104 |
| 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 | $2,016,000 | 5,850 |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $2,016,000 | 7,794 |
| Total debt securities | $2,016,000 | 8,556 |
| 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 |