Home > The Royal Palm Bank of Florida > Securities
The Royal Palm Bank of Florida, Securities
| 2012-06-30 | Rank | |
| Total securities | $1,796,000 | 6,758 |
| U.S. Government securities | $1,796,000 | 6,434 |
| U.S. Treasury securities | $1,100,000 | 735 |
| U.S. Government agency obligations | $696,000 | 6,580 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,100,000 | 5,669 |
| Mortgage-backed securities | $696,000 | 5,312 |
| Certificates of participation in pools of residential mortgages | $696,000 | 4,986 |
| Issued or guaranteed by U.S. | $696,000 | 4,983 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $1,796,000 | 6,348 |
| Total debt securities | $1,796,000 | 6,725 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $1,864,000 | 6,803 |
| U.S. Government securities | $1,864,000 | 6,499 |
| U.S. Treasury securities | $1,100,000 | 790 |
| U.S. Government agency obligations | $764,000 | 6,637 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,100,000 | 5,707 |
| Mortgage-backed securities | $764,000 | 5,306 |
| Certificates of participation in pools of residential mortgages | $764,000 | 4,967 |
| Issued or guaranteed by U.S. | $764,000 | 4,965 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $1,864,000 | 6,384 |
| Total debt securities | $1,864,000 | 6,768 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $2,006,000 | 6,828 |
| U.S. Government securities | $2,006,000 | 6,479 |
| U.S. Treasury securities | $1,005,000 | 794 |
| U.S. Government agency obligations | $1,001,000 | 6,613 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,005,000 | 5,483 |
| Mortgage-backed securities | $1,001,000 | 5,195 |
| Certificates of participation in pools of residential mortgages | $793,000 | 4,919 |
| Issued or guaranteed by U.S. | $793,000 | 4,912 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $208,000 | 3,567 |
| CMOs issued by government agencies or sponsored agencies | $208,000 | 3,303 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $2,006,000 | 6,390 |
| Total debt securities | $2,006,000 | 6,792 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $2,393,000 | 6,832 |
| U.S. Government securities | $2,393,000 | 6,459 |
| U.S. Treasury securities | $1,005,000 | 835 |
| U.S. Government agency obligations | $1,388,000 | 6,585 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,522,000 | 5,279 |
| Mortgage-backed securities | $1,388,000 | 5,083 |
| Certificates of participation in pools of residential mortgages | $879,000 | 4,880 |
| Issued or guaranteed by U.S. | $879,000 | 4,871 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $509,000 | 3,346 |
| CMOs issued by government agencies or sponsored agencies | $509,000 | 3,083 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $2,393,000 | 6,379 |
| Total debt securities | $2,393,000 | 6,797 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $1,943,000 | 6,997 |
| U.S. Government securities | $1,943,000 | 6,679 |
| U.S. Treasury securities | $1,025,000 | 873 |
| U.S. Government agency obligations | $918,000 | 6,806 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,025,000 | 5,522 |
| Mortgage-backed securities | $918,000 | 5,237 |
| Certificates of participation in pools of residential mortgages | $918,000 | 4,864 |
| Issued or guaranteed by U.S. | $918,000 | 4,856 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $1,943,000 | 6,535 |
| Total debt securities | $1,943,000 | 6,966 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $7,663,000 | 6,145 |
| U.S. Government securities | $7,663,000 | 5,465 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $7,663,000 | 5,355 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,086,000 | 5,165 |
| Mortgage-backed securities | $7,663,000 | 3,602 |
| Certificates of participation in pools of residential mortgages | $1,332,000 | 4,628 |
| Issued or guaranteed by U.S. | $1,332,000 | 4,620 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $6,331,000 | 1,836 |
| CMOs issued by government agencies or sponsored agencies | $6,331,000 | 1,652 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $7,663,000 | 5,675 |
| Total debt securities | $7,663,000 | 6,116 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $8,097,000 | 6,004 |
| U.S. Government securities | $8,097,000 | 5,227 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $8,097,000 | 5,119 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,144,000 | 5,161 |
| Mortgage-backed securities | $8,097,000 | 3,460 |
| Certificates of participation in pools of residential mortgages | $1,573,000 | 4,433 |
| Issued or guaranteed by U.S. | $1,573,000 | 4,428 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $6,524,000 | 1,796 |
| CMOs issued by government agencies or sponsored agencies | $6,524,000 | 1,603 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $8,097,000 | 5,551 |
| Total debt securities | $8,097,000 | 5,968 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $8,338,000 | 5,942 |
| U.S. Government securities | $8,338,000 | 5,145 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $8,338,000 | 5,028 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,074,000 | 5,252 |
| Mortgage-backed securities | $8,338,000 | 3,382 |
| Certificates of participation in pools of residential mortgages | $1,764,000 | 4,324 |
| Issued or guaranteed by U.S. | $1,764,000 | 4,317 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $6,574,000 | 1,770 |
| CMOs issued by government agencies or sponsored agencies | $6,574,000 | 1,553 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $8,338,000 | 5,482 |
| Total debt securities | $8,338,000 | 5,905 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $9,071,000 | 5,902 |
| U.S. Government securities | $9,071,000 | 5,114 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $9,071,000 | 5,000 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,123,000 | 5,279 |
| Mortgage-backed securities | $9,071,000 | 3,286 |
| Certificates of participation in pools of residential mortgages | $1,928,000 | 4,319 |
| Issued or guaranteed by U.S. | $1,928,000 | 4,311 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $7,143,000 | 1,659 |
| CMOs issued by government agencies or sponsored agencies | $7,143,000 | 1,438 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $9,071,000 | 5,419 |
| Total debt securities | $9,071,000 | 5,863 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $9,772,000 | 5,843 |
| U.S. Government securities | $9,772,000 | 5,061 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $9,772,000 | 4,958 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,122,000 | 5,357 |
| Mortgage-backed securities | $9,772,000 | 3,246 |
| Certificates of participation in pools of residential mortgages | $2,141,000 | 4,348 |
| Issued or guaranteed by U.S. | $2,141,000 | 4,341 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $7,631,000 | 1,561 |
| CMOs issued by government agencies or sponsored agencies | $7,631,000 | 1,328 |
| 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) | $9,772,000 | 5,354 |
| Total debt securities | $9,772,000 | 5,804 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $10,385,000 | 5,726 |
| U.S. Government securities | $10,385,000 | 4,910 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $10,385,000 | 4,806 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,119,000 | 5,390 |
| Mortgage-backed securities | $10,385,000 | 3,221 |
| Certificates of participation in pools of residential mortgages | $2,386,000 | 4,354 |
| Issued or guaranteed by U.S. | $2,386,000 | 4,348 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $7,999,000 | 1,520 |
| CMOs issued by government agencies or sponsored agencies | $7,999,000 | 1,284 |
| 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) | $10,385,000 | 5,250 |
| Total debt securities | $10,385,000 | 5,692 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $11,007,000 | 5,653 |
| U.S. Government securities | $11,007,000 | 4,803 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $11,007,000 | 4,710 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,116,000 | 5,437 |
| Mortgage-backed securities | $11,007,000 | 3,192 |
| Certificates of participation in pools of residential mortgages | $2,694,000 | 4,342 |
| Issued or guaranteed by U.S. | $2,694,000 | 4,335 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $8,313,000 | 1,498 |
| CMOs issued by government agencies or sponsored agencies | $8,313,000 | 1,234 |
| 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) | $11,007,000 | 5,176 |
| Total debt securities | $11,007,000 | 5,612 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $11,300,000 | 5,596 |
| U.S. Government securities | $11,300,000 | 4,750 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $11,300,000 | 4,655 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,067,000 | 5,469 |
| Mortgage-backed securities | $11,300,000 | 3,172 |
| Certificates of participation in pools of residential mortgages | $2,908,000 | 4,332 |
| Issued or guaranteed by U.S. | $2,908,000 | 4,319 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $8,392,000 | 1,491 |
| CMOs issued by government agencies or sponsored agencies | $8,392,000 | 1,198 |
| 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) | $11,300,000 | 5,117 |
| Total debt securities | $11,300,000 | 5,557 |
| 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 | $26,757,000 | 3,732 |
| U.S. Government securities | $26,757,000 | 2,900 |
| U.S. Treasury securities | $15,000,000 | 163 |
| U.S. Government agency obligations | $11,757,000 | 4,654 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,043,000 | 5,526 |
| Mortgage-backed securities | $11,757,000 | 3,181 |
| Certificates of participation in pools of residential mortgages | $3,246,000 | 4,288 |
| Issued or guaranteed by U.S. | $3,246,000 | 4,275 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $8,511,000 | 1,479 |
| CMOs issued by government agencies or sponsored agencies | $8,511,000 | 1,179 |
| 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) | $26,757,000 | 3,356 |
| Total debt securities | $26,757,000 | 3,702 |
| 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 | $12,976,000 | 5,417 |
| U.S. Government securities | $11,976,000 | 4,781 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $11,976,000 | 4,691 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $1,000,000 | 2,274 |
| 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 | $1,000,000 | 1,507 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,271,000 | 5,486 |
| Mortgage-backed securities | $11,976,000 | 3,101 |
| Certificates of participation in pools of residential mortgages | $3,394,000 | 4,223 |
| Issued or guaranteed by U.S. | $3,394,000 | 4,210 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $8,582,000 | 1,416 |
| CMOs issued by government agencies or sponsored agencies | $8,582,000 | 1,140 |
| 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) | $1,000,000 | 2,536 |
| Available-for-sale securities (fair market value) | $11,976,000 | 5,073 |
| Total debt securities | $12,976,000 | 5,376 |
| 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 | $13,099,000 | 5,342 |
| U.S. Government securities | $12,099,000 | 4,703 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $12,099,000 | 4,616 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $1,000,000 | 2,211 |
| 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 | $1,000,000 | 1,471 |
| 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 | $1,041,000 | 6,031 |
| Mortgage-backed securities | $12,099,000 | 2,973 |
| Certificates of participation in pools of residential mortgages | $3,459,000 | 4,133 |
| Issued or guaranteed by U.S. | $3,459,000 | 4,122 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $8,640,000 | 1,359 |
| CMOs issued by government agencies or sponsored agencies | $8,640,000 | 1,075 |
| 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) | $1,000,000 | 2,550 |
| Available-for-sale securities (fair market value) | $12,099,000 | 5,001 |
| Total debt securities | $13,099,000 | 5,306 |
| 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 | $13,344,000 | 5,348 |
| U.S. Government securities | $12,344,000 | 4,687 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $12,344,000 | 4,606 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $1,000,000 | 2,237 |
| 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 | $1,000,000 | 1,530 |
| 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 | $825,000 | 6,194 |
| Mortgage-backed securities | $12,344,000 | 2,921 |
| Certificates of participation in pools of residential mortgages | $3,579,000 | 4,100 |
| Issued or guaranteed by U.S. | $3,579,000 | 4,085 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $8,765,000 | 1,339 |
| CMOs issued by government agencies or sponsored agencies | $8,765,000 | 1,065 |
| 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) | $1,000,000 | 2,558 |
| Available-for-sale securities (fair market value) | $12,344,000 | 5,031 |
| Total debt securities | $13,344,000 | 5,295 |
| 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 | $13,828,000 | 5,279 |
| U.S. Government securities | $12,828,000 | 4,596 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $12,828,000 | 4,515 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $1,000,000 | 2,168 |
| 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 | $1,000,000 | 1,497 |
| 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 | $12,828,000 | 2,805 |
| Certificates of participation in pools of residential mortgages | $3,830,000 | 3,899 |
| Issued or guaranteed by U.S. | $3,830,000 | 3,885 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $8,998,000 | 1,307 |
| CMOs issued by government agencies or sponsored agencies | $8,998,000 | 1,040 |
| 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) | $1,000,000 | 2,590 |
| Available-for-sale securities (fair market value) | $12,828,000 | 4,966 |
| Total debt securities | $13,828,000 | 5,220 |
| 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 | $14,318,000 | 5,271 |
| U.S. Government securities | $13,318,000 | 4,611 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $13,318,000 | 4,517 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $1,000,000 | 1,990 |
| 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 | $1,000,000 | 1,383 |
| 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 | $12,819,000 | 2,549 |
| Certificates of participation in pools of residential mortgages | $3,955,000 | 3,544 |
| Issued or guaranteed by U.S. | $3,955,000 | 3,530 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $8,864,000 | 1,239 |
| CMOs issued by government agencies or sponsored agencies | $8,864,000 | 989 |
| 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) | $1,000,000 | 2,663 |
| Available-for-sale securities (fair market value) | $13,318,000 | 4,885 |
| Total debt securities | $14,317,000 | 5,215 |
| 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 | $14,353,000 | 5,304 |
| U.S. Government securities | $13,353,000 | 4,704 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $13,353,000 | 4,604 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $1,000,000 | 1,945 |
| 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 | $1,000,000 | 1,348 |
| 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 | $12,860,000 | 2,384 |
| Certificates of participation in pools of residential mortgages | $4,074,000 | 3,336 |
| Issued or guaranteed by U.S. | $4,074,000 | 3,323 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $8,786,000 | 1,198 |
| CMOs issued by government agencies or sponsored agencies | $8,786,000 | 967 |
| 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) | $1,000,000 | 2,722 |
| Available-for-sale securities (fair market value) | $13,353,000 | 4,904 |
| Total debt securities | $14,353,000 | 5,254 |
| 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 | $14,364,000 | 5,313 |
| U.S. Government securities | $13,364,000 | 4,719 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $13,364,000 | 4,607 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $1,000,000 | 1,896 |
| 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 | $1,000,000 | 1,320 |
| 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 | $12,880,000 | 2,313 |
| Certificates of participation in pools of residential mortgages | $4,168,000 | 3,259 |
| Issued or guaranteed by U.S. | $4,168,000 | 3,248 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $8,712,000 | 1,156 |
| CMOs issued by government agencies or sponsored agencies | $8,712,000 | 929 |
| 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) | $1,000,000 | 2,750 |
| Available-for-sale securities (fair market value) | $13,364,000 | 4,891 |
| Total debt securities | $14,363,000 | 5,269 |
| 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 | $14,856,000 | 5,281 |
| U.S. Government securities | $13,856,000 | 4,638 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $13,856,000 | 4,515 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $1,000,000 | 1,912 |
| 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 | $1,000,000 | 1,357 |
| 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 | $13,369,000 | 2,265 |
| Certificates of participation in pools of residential mortgages | $4,400,000 | 3,178 |
| Issued or guaranteed by U.S. | $4,400,000 | 3,162 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $8,969,000 | 1,126 |
| CMOs issued by government agencies or sponsored agencies | $8,969,000 | 912 |
| 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) | $1,000,000 | 2,791 |
| Available-for-sale securities (fair market value) | $13,856,000 | 4,830 |
| Total debt securities | $14,856,000 | 5,229 |
| 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 | $13,969,000 | 5,450 |
| U.S. Government securities | $12,969,000 | 4,865 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $12,969,000 | 4,736 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $1,000,000 | 1,918 |
| 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 | $1,000,000 | 1,374 |
| 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 | $11,485,000 | 2,452 |
| Certificates of participation in pools of residential mortgages | $4,545,000 | 3,144 |
| Issued or guaranteed by U.S. | $4,545,000 | 3,130 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $6,940,000 | 1,286 |
| CMOs issued by government agencies or sponsored agencies | $6,940,000 | 1,074 |
| 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) | $1,000,000 | 2,840 |
| Available-for-sale securities (fair market value) | $12,969,000 | 4,999 |
| Total debt securities | $13,969,000 | 5,401 |
| 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 | $7,845,000 | 6,688 |
| U.S. Government securities | $6,845,000 | 6,316 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $6,845,000 | 6,190 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $1,000,000 | 1,924 |
| 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 | $1,000,000 | 1,386 |
| 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 | $5,368,000 | 3,520 |
| Certificates of participation in pools of residential mortgages | $2,780,000 | 3,794 |
| Issued or guaranteed by U.S. | $2,780,000 | 3,772 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $2,588,000 | 1,934 |
| CMOs issued by government agencies or sponsored agencies | $2,588,000 | 1,689 |
| 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) | $1,000,000 | 2,908 |
| Available-for-sale securities (fair market value) | $6,845,000 | 6,196 |
| Total debt securities | $7,845,000 | 6,627 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $6,545,000 | 7,014 |
| U.S. Government securities | $5,545,000 | 6,726 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $5,545,000 | 6,589 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $1,000,000 | 1,948 |
| 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 | $1,000,000 | 1,424 |
| 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 | $0 | 6,970 |
| Mortgage-backed securities | $4,087,000 | 3,881 |
| Certificates of participation in pools of residential mortgages | $2,903,000 | 3,753 |
| Issued or guaranteed by U.S. | $2,903,000 | 3,738 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,184,000 | 2,383 |
| CMOs issued by government agencies or sponsored agencies | $1,184,000 | 2,110 |
| 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) | $1,000,000 | 2,942 |
| Available-for-sale securities (fair market value) | $5,545,000 | 6,496 |
| Total debt securities | $6,545,000 | 6,960 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $6,903,000 | 6,995 |
| U.S. Government securities | $5,903,000 | 6,654 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $5,903,000 | 6,506 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $1,000,000 | 2,001 |
| 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 | $1,000,000 | 1,488 |
| 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 | $0 | 6,996 |
| Mortgage-backed securities | $4,439,000 | 3,806 |
| Certificates of participation in pools of residential mortgages | $3,110,000 | 3,682 |
| Issued or guaranteed by U.S. | $3,110,000 | 3,666 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,329,000 | 2,322 |
| CMOs issued by government agencies or sponsored agencies | $1,329,000 | 2,054 |
| 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) | $1,000,000 | 2,998 |
| Available-for-sale securities (fair market value) | $5,903,000 | 6,468 |
| Total debt securities | $6,904,000 | 6,936 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $7,202,000 | 6,959 |
| U.S. Government securities | $6,202,000 | 6,582 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $6,202,000 | 6,439 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $1,000,000 | 2,085 |
| 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 | $1,000,000 | 1,600 |
| 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 | $0 | 7,036 |
| Mortgage-backed securities | $4,737,000 | 3,758 |
| Certificates of participation in pools of residential mortgages | $3,285,000 | 3,628 |
| Issued or guaranteed by U.S. | $3,285,000 | 3,613 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,452,000 | 2,271 |
| CMOs issued by government agencies or sponsored agencies | $1,452,000 | 2,010 |
| 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) | $1,000,000 | 3,060 |
| Available-for-sale securities (fair market value) | $6,202,000 | 6,437 |
| Total debt securities | $7,201,000 | 6,896 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $7,753,000 | 6,836 |
| U.S. Government securities | $6,753,000 | 6,414 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $6,753,000 | 6,291 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $1,000,000 | 2,131 |
| 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 | $1,000,000 | 1,672 |
| 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 | $0 | 7,079 |
| Mortgage-backed securities | $5,276,000 | 3,657 |
| Certificates of participation in pools of residential mortgages | $3,606,000 | 3,561 |
| Issued or guaranteed by U.S. | $3,606,000 | 3,547 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,670,000 | 2,189 |
| CMOs issued by government agencies or sponsored agencies | $1,670,000 | 1,947 |
| 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) | $1,000,000 | 3,094 |
| Available-for-sale securities (fair market value) | $6,753,000 | 6,306 |
| Total debt securities | $7,753,000 | 6,778 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $8,382,000 | 6,736 |
| U.S. Government securities | $7,382,000 | 6,292 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $7,382,000 | 6,163 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $1,000,000 | 2,197 |
| 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 | $1,000,000 | 1,752 |
| 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 | $0 | 7,094 |
| Mortgage-backed securities | $5,898,000 | 3,572 |
| Certificates of participation in pools of residential mortgages | $3,946,000 | 3,527 |
| Issued or guaranteed by U.S. | $3,946,000 | 3,510 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,952,000 | 2,135 |
| CMOs issued by government agencies or sponsored agencies | $1,952,000 | 1,896 |
| 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) | $1,000,000 | 3,148 |
| Available-for-sale securities (fair market value) | $7,382,000 | 6,201 |
| Total debt securities | $8,382,000 | 6,676 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $8,597,000 | 6,736 |
| U.S. Government securities | $7,597,000 | 6,296 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,597,000 | 6,154 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $1,000,000 | 2,253 |
| 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 | $1,000,000 | 1,837 |
| 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 | $0 | 7,151 |
| Mortgage-backed securities | $6,130,000 | 3,612 |
| Certificates of participation in pools of residential mortgages | $4,148,000 | 3,530 |
| Issued or guaranteed by U.S. | $4,148,000 | 3,520 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,982,000 | 2,155 |
| CMOs issued by government agencies or sponsored agencies | $1,982,000 | 1,929 |
| 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) | $1,000,000 | 3,197 |
| Available-for-sale securities (fair market value) | $7,597,000 | 6,199 |
| Total debt securities | $8,597,000 | 6,679 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $8,981,000 | 6,682 |
| U.S. Government securities | $7,981,000 | 6,174 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,981,000 | 6,032 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $1,000,000 | 2,324 |
| 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 | $1,000,000 | 1,922 |
| 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 | $0 | 7,176 |
| Mortgage-backed securities | $6,490,000 | 3,569 |
| Certificates of participation in pools of residential mortgages | $4,482,000 | 3,478 |
| Issued or guaranteed by U.S. | $4,482,000 | 3,468 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $2,008,000 | 2,179 |
| CMOs issued by government agencies or sponsored agencies | $2,008,000 | 1,944 |
| 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) | $1,000,000 | 3,229 |
| Available-for-sale securities (fair market value) | $7,981,000 | 6,112 |
| Total debt securities | $8,981,000 | 6,624 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $8,725,000 | 6,770 |
| U.S. Government securities | $6,225,000 | 6,726 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $6,225,000 | 6,576 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $2,500,000 | 1,637 |
| 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 | $2,500,000 | 1,295 |
| 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 | $0 | 7,214 |
| Mortgage-backed securities | $4,722,000 | 4,048 |
| Certificates of participation in pools of residential mortgages | $3,724,000 | 3,763 |
| Issued or guaranteed by U.S. | $3,724,000 | 3,757 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $998,000 | 2,669 |
| CMOs issued by government agencies or sponsored agencies | $998,000 | 2,429 |
| 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) | $2,500,000 | 2,639 |
| Available-for-sale securities (fair market value) | $6,225,000 | 6,570 |
| Total debt securities | $8,725,000 | 6,706 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $8,896,000 | 6,818 |
| U.S. Government securities | $6,396,000 | 6,776 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $6,396,000 | 6,607 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $2,500,000 | 1,709 |
| 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 | $2,500,000 | 1,366 |
| 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 | $0 | 7,245 |
| Mortgage-backed securities | $4,922,000 | 4,042 |
| Certificates of participation in pools of residential mortgages | $3,943,000 | 3,746 |
| Issued or guaranteed by U.S. | $3,943,000 | 3,737 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $979,000 | 2,722 |
| CMOs issued by government agencies or sponsored agencies | $979,000 | 2,480 |
| 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) | $2,500,000 | 2,649 |
| Available-for-sale securities (fair market value) | $6,396,000 | 6,597 |
| Total debt securities | $8,896,000 | 6,746 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $8,928,000 | 6,793 |
| U.S. Government securities | $6,428,000 | 6,700 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $6,428,000 | 6,541 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $2,500,000 | 1,803 |
| 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 | $2,500,000 | 1,455 |
| 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 | $0 | 7,252 |
| Mortgage-backed securities | $4,426,000 | 4,248 |
| Certificates of participation in pools of residential mortgages | $3,420,000 | 3,957 |
| Issued or guaranteed by U.S. | $3,420,000 | 3,949 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,006,000 | 2,786 |
| CMOs issued by government agencies or sponsored agencies | $1,006,000 | 2,533 |
| 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) | $2,500,000 | 2,635 |
| Available-for-sale securities (fair market value) | $6,428,000 | 6,589 |
| Total debt securities | $8,928,000 | 6,715 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $8,776,000 | 6,872 |
| U.S. Government securities | $7,276,000 | 6,509 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $7,276,000 | 6,337 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $1,500,000 | 2,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,500,000 | 1,966 |
| 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 | $0 | 7,280 |
| Mortgage-backed securities | $3,510,000 | 4,544 |
| Certificates of participation in pools of residential mortgages | $2,522,000 | 4,320 |
| Issued or guaranteed by U.S. | $2,522,000 | 4,302 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $988,000 | 2,815 |
| CMOs issued by government agencies or sponsored agencies | $988,000 | 2,676 |
| 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) | $1,500,000 | 3,072 |
| Available-for-sale securities (fair market value) | $7,276,000 | 6,432 |
| Total debt securities | $8,776,000 | 6,796 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $8,459,000 | 6,894 |
| U.S. Government securities | $7,459,000 | 6,328 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $7,459,000 | 6,150 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $1,000,000 | 2,711 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,000,000 | 2,415 |
| 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 | $0 | 7,307 |
| Mortgage-backed securities | $3,683,000 | 4,468 |
| Certificates of participation in pools of residential mortgages | $2,705,000 | 4,232 |
| Issued or guaranteed by U.S. | $2,705,000 | 4,215 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $978,000 | 2,858 |
| CMOs issued by government agencies or sponsored agencies | $978,000 | 2,707 |
| 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) | $1,000,000 | 3,400 |
| Available-for-sale securities (fair market value) | $7,459,000 | 6,337 |
| Total debt securities | $8,459,000 | 6,806 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $7,996,000 | 6,952 |
| U.S. Government securities | $7,996,000 | 6,124 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $7,996,000 | 5,941 |
| 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 | $0 | 7,339 |
| Mortgage-backed securities | $4,197,000 | 4,376 |
| Certificates of participation in pools of residential mortgages | $3,170,000 | 4,075 |
| Issued or guaranteed by U.S. | $3,170,000 | 4,063 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,027,000 | 2,976 |
| CMOs issued by government agencies or sponsored agencies | $1,027,000 | 2,826 |
| 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) | $7,996,000 | 6,181 |
| Total debt securities | $7,996,000 | 6,854 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $3,639,000 | 8,191 |
| U.S. Government securities | $3,639,000 | 7,666 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $3,639,000 | 7,469 |
| 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 | $0 | 7,369 |
| Mortgage-backed securities | $1,864,000 | 5,388 |
| Certificates of participation in pools of residential mortgages | $1,864,000 | 4,734 |
| Issued or guaranteed by U.S. | $1,864,000 | 4,718 |
| 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) | $3,639,000 | 7,320 |
| Total debt securities | $3,639,000 | 8,110 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $2,512,000 | 8,556 |
| U.S. Government securities | $2,512,000 | 8,123 |
| U.S. Treasury securities | $755,000 | 1,806 |
| U.S. Government agency obligations | $1,757,000 | 8,246 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $977,000 | 5,956 |
| Certificates of participation in pools of residential mortgages | $977,000 | 5,373 |
| Issued or guaranteed by U.S. | $977,000 | 5,355 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $2,512,000 | 7,669 |
| Total debt securities | $2,512,000 | 8,465 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $0 | 9,430 |
| U.S. Government securities | $0 | 9,306 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $0 | 9,193 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $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) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $0 | 9,380 |
| 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 |