Home > First Bank of Montana > Securities
First Bank of Montana, Securities
| 2012-03-31 | Rank | |
| Total securities | $142,672,000 | 1,100 |
| U.S. Government securities | $78,878,000 | 1,360 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $78,878,000 | 1,318 |
| Securities issued by states & political subdivisions | $49,347,000 | 625 |
| Other domestic debt securities | $14,447,000 | 571 |
| Privately issued residential mortgage-backed securities | $1,013,000 | 693 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $13,434,000 | 380 |
| 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 | $40,478,000 | 1,354 |
| Mortgage-backed securities | $78,245,000 | 945 |
| Certificates of participation in pools of residential mortgages | $0 | 5,796 |
| Issued or guaranteed by U.S. | $0 | 5,788 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $78,245,000 | 424 |
| CMOs issued by government agencies or sponsored agencies | $77,232,000 | 390 |
| Privately issued | $1,013,000 | 671 |
| 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) | $142,672,000 | 980 |
| Total debt securities | $142,671,000 | 1,089 |
| Structured notes | ||
| Amortized cost | $1,608,000 | 1,900 |
| Fair value | $1,646,000 | 1,893 |
| 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 | $130,064,000 | 1,154 |
| U.S. Government securities | $78,298,000 | 1,302 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $78,298,000 | 1,265 |
| Securities issued by states & political subdivisions | $46,781,000 | 661 |
| Other domestic debt securities | $4,985,000 | 1,039 |
| Privately issued residential mortgage-backed securities | $1,277,000 | 711 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $3,708,000 | 823 |
| 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 | $42,194,000 | 1,225 |
| Mortgage-backed securities | $77,765,000 | 920 |
| Certificates of participation in pools of residential mortgages | $0 | 5,792 |
| Issued or guaranteed by U.S. | $0 | 5,781 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $77,765,000 | 425 |
| CMOs issued by government agencies or sponsored agencies | $76,488,000 | 385 |
| Privately issued | $1,277,000 | 678 |
| 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) | $130,064,000 | 1,023 |
| Total debt securities | $130,063,000 | 1,140 |
| Structured notes | ||
| Amortized cost | $1,764,000 | 1,817 |
| Fair value | $1,810,000 | 1,814 |
| 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 | $106,596,000 | 1,344 |
| U.S. Government securities | $62,093,000 | 1,535 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $62,093,000 | 1,487 |
| Securities issued by states & political subdivisions | $39,254,000 | 759 |
| Other domestic debt securities | $5,249,000 | 1,003 |
| Privately issued residential mortgage-backed securities | $1,498,000 | 716 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $3,751,000 | 798 |
| 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 | $35,783,000 | 1,370 |
| Mortgage-backed securities | $61,619,000 | 1,087 |
| Certificates of participation in pools of residential mortgages | $0 | 5,817 |
| Issued or guaranteed by U.S. | $0 | 5,805 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $61,619,000 | 506 |
| CMOs issued by government agencies or sponsored agencies | $60,121,000 | 451 |
| Privately issued | $1,498,000 | 678 |
| 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) | $106,596,000 | 1,202 |
| Total debt securities | $106,596,000 | 1,327 |
| 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 | $97,374,000 | 1,461 |
| U.S. Government securities | $55,893,000 | 1,688 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $55,893,000 | 1,640 |
| Securities issued by states & political subdivisions | $36,054,000 | 782 |
| Other domestic debt securities | $5,427,000 | 974 |
| Privately issued residential mortgage-backed securities | $1,550,000 | 718 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $3,877,000 | 717 |
| 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 | $27,813,000 | 1,704 |
| Mortgage-backed securities | $55,352,000 | 1,167 |
| Certificates of participation in pools of residential mortgages | $0 | 5,842 |
| Issued or guaranteed by U.S. | $0 | 5,835 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $55,352,000 | 539 |
| CMOs issued by government agencies or sponsored agencies | $53,802,000 | 478 |
| Privately issued | $1,550,000 | 682 |
| 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) | $97,374,000 | 1,309 |
| Total debt securities | $97,375,000 | 1,442 |
| Structured notes | ||
| Amortized cost | $2,041,000 | 1,931 |
| Fair value | $2,091,000 | 1,918 |
| 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 | $93,617,000 | 1,490 |
| U.S. Government securities | $58,650,000 | 1,622 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $58,650,000 | 1,573 |
| Securities issued by states & political subdivisions | $29,385,000 | 982 |
| Other domestic debt securities | $5,582,000 | 994 |
| Privately issued residential mortgage-backed securities | $1,701,000 | 733 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $3,881,000 | 735 |
| 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 | $26,972,000 | 1,746 |
| Mortgage-backed securities | $58,173,000 | 1,083 |
| Certificates of participation in pools of residential mortgages | $0 | 5,856 |
| Issued or guaranteed by U.S. | $0 | 5,845 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $58,173,000 | 509 |
| CMOs issued by government agencies or sponsored agencies | $56,472,000 | 448 |
| Privately issued | $1,701,000 | 699 |
| 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) | $93,617,000 | 1,334 |
| Total debt securities | $93,617,000 | 1,469 |
| Structured notes | ||
| Amortized cost | $2,156,000 | 1,937 |
| Fair value | $2,178,000 | 1,932 |
| 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 | $77,278,000 | 1,665 |
| U.S. Government securities | $51,276,000 | 1,731 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $51,276,000 | 1,666 |
| Securities issued by states & political subdivisions | $23,893,000 | 1,183 |
| Other domestic debt securities | $2,109,000 | 1,638 |
| Privately issued residential mortgage-backed securities | $2,109,000 | 709 |
| 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 | $29,986,000 | 1,596 |
| Mortgage-backed securities | $50,982,000 | 1,154 |
| Certificates of participation in pools of residential mortgages | $0 | 5,868 |
| Issued or guaranteed by U.S. | $0 | 5,854 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $50,982,000 | 532 |
| CMOs issued by government agencies or sponsored agencies | $48,873,000 | 467 |
| Privately issued | $2,109,000 | 676 |
| 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) | $77,278,000 | 1,497 |
| Total debt securities | $77,278,000 | 1,646 |
| Structured notes | ||
| Amortized cost | $2,357,000 | 1,766 |
| Fair value | $2,403,000 | 1,754 |
| 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 | $48,136,000 | 2,450 |
| U.S. Government securities | $33,009,000 | 2,428 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $33,009,000 | 2,348 |
| Securities issued by states & political subdivisions | $12,475,000 | 2,049 |
| Other domestic debt securities | $2,652,000 | 1,530 |
| Privately issued residential mortgage-backed securities | $2,652,000 | 718 |
| 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 | $25,091,000 | 1,829 |
| Mortgage-backed securities | $32,972,000 | 1,600 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $32,972,000 | 726 |
| CMOs issued by government agencies or sponsored agencies | $30,320,000 | 651 |
| Privately issued | $2,652,000 | 686 |
| 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) | $48,136,000 | 2,210 |
| Total debt securities | $48,136,000 | 2,418 |
| Structured notes | ||
| Amortized cost | $2,623,000 | 1,676 |
| Fair value | $2,689,000 | 1,670 |
| 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 | $55,781,000 | 2,172 |
| U.S. Government securities | $37,473,000 | 2,234 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $37,473,000 | 2,160 |
| Securities issued by states & political subdivisions | $10,632,000 | 2,181 |
| Other domestic debt securities | $7,676,000 | 901 |
| Privately issued residential mortgage-backed securities | $7,676,000 | 486 |
| 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 | $45,838,000 | 1,136 |
| Mortgage-backed securities | $42,303,000 | 1,285 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $42,303,000 | 595 |
| CMOs issued by government agencies or sponsored agencies | $34,627,000 | 562 |
| Privately issued | $7,676,000 | 470 |
| 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) | $55,781,000 | 1,945 |
| Total debt securities | $55,780,000 | 2,146 |
| Structured notes | ||
| Amortized cost | $2,804,000 | 1,719 |
| Fair value | $2,846,000 | 1,717 |
| 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 | $42,318,000 | 2,749 |
| U.S. Government securities | $24,467,000 | 3,126 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $24,467,000 | 3,046 |
| Securities issued by states & political subdivisions | $9,847,000 | 2,250 |
| Other domestic debt securities | $8,004,000 | 920 |
| Privately issued residential mortgage-backed securities | $8,004,000 | 506 |
| 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 | $32,595,000 | 1,560 |
| Mortgage-backed securities | $32,471,000 | 1,633 |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $32,471,000 | 716 |
| CMOs issued by government agencies or sponsored agencies | $24,467,000 | 693 |
| Privately issued | $8,004,000 | 485 |
| 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) | $42,318,000 | 2,455 |
| Total debt securities | $42,319,000 | 2,722 |
| 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 | $44,686,000 | 2,616 |
| U.S. Government securities | $24,807,000 | 3,048 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $24,807,000 | 2,981 |
| Securities issued by states & political subdivisions | $9,789,000 | 2,268 |
| Other domestic debt securities | $8,190,000 | 951 |
| Privately issued residential mortgage-backed securities | $8,190,000 | 529 |
| 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 | $1,900,000 | 525 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,435,000 | 1,560 |
| Mortgage-backed securities | $32,997,000 | 1,633 |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $32,997,000 | 689 |
| CMOs issued by government agencies or sponsored agencies | $24,807,000 | 658 |
| Privately issued | $8,190,000 | 508 |
| 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) | $44,686,000 | 2,328 |
| Total debt securities | $42,787,000 | 2,694 |
| 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 | $34,925,000 | 3,158 |
| U.S. Government securities | $14,070,000 | 4,272 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $14,070,000 | 4,187 |
| Securities issued by states & political subdivisions | $9,979,000 | 2,263 |
| Other domestic debt securities | $8,976,000 | 953 |
| Privately issued residential mortgage-backed securities | $8,976,000 | 531 |
| 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 | $1,900,000 | 566 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,163,000 | 1,891 |
| Mortgage-backed securities | $23,046,000 | 2,135 |
| Certificates of participation in pools of residential mortgages | $0 | 6,212 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $23,046,000 | 846 |
| CMOs issued by government agencies or sponsored agencies | $14,070,000 | 920 |
| Privately issued | $8,976,000 | 506 |
| 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) | $34,925,000 | 2,831 |
| Total debt securities | $33,024,000 | 3,240 |
| 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 | $29,573,000 | 3,488 |
| U.S. Government securities | $9,512,000 | 5,077 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $9,512,000 | 4,983 |
| Securities issued by states & political subdivisions | $9,554,000 | 2,269 |
| Other domestic debt securities | $8,607,000 | 1,007 |
| Privately issued residential mortgage-backed securities | $8,607,000 | 563 |
| 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 | $1,900,000 | 615 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,874,000 | 2,941 |
| Mortgage-backed securities | $18,119,000 | 2,500 |
| 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 | $18,119,000 | 970 |
| CMOs issued by government agencies or sponsored agencies | $9,512,000 | 1,118 |
| Privately issued | $8,607,000 | 538 |
| 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) | $29,573,000 | 3,119 |
| Total debt securities | $27,672,000 | 3,590 |
| 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 | $22,957,000 | 4,087 |
| U.S. Government securities | $10,248,000 | 5,030 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $10,248,000 | 4,947 |
| Securities issued by states & political subdivisions | $7,354,000 | 2,588 |
| Other domestic debt securities | $3,455,000 | 1,487 |
| Privately issued residential mortgage-backed securities | $3,455,000 | 831 |
| 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 | $1,900,000 | 608 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,657,000 | 2,998 |
| Mortgage-backed securities | $13,703,000 | 2,949 |
| 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 | $13,703,000 | 1,146 |
| CMOs issued by government agencies or sponsored agencies | $10,248,000 | 1,056 |
| Privately issued | $3,455,000 | 797 |
| 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) | $22,957,000 | 3,671 |
| Total debt securities | $21,057,000 | 4,275 |
| 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 | $16,079,000 | 4,957 |
| U.S. Government securities | $10,299,000 | 5,067 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $10,299,000 | 4,980 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $3,880,000 | 1,373 |
| Privately issued residential mortgage-backed securities | $3,880,000 | 762 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $1,900,000 | 588 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,818,000 | 3,170 |
| Mortgage-backed securities | $14,179,000 | 2,853 |
| 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 | $14,179,000 | 1,077 |
| CMOs issued by government agencies or sponsored agencies | $10,299,000 | 1,027 |
| Privately issued | $3,880,000 | 730 |
| 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) | $16,079,000 | 4,474 |
| Total debt securities | $14,178,000 | 5,202 |
| 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 | $15,145,000 | 5,064 |
| U.S. Government securities | $9,301,000 | 5,241 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $9,301,000 | 5,157 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $3,944,000 | 1,345 |
| Privately issued residential mortgage-backed securities | $3,944,000 | 760 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $1,900,000 | 595 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,996,000 | 2,993 |
| Mortgage-backed securities | $12,995,000 | 2,878 |
| 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 | $12,995,000 | 1,092 |
| CMOs issued by government agencies or sponsored agencies | $9,051,000 | 1,039 |
| Privately issued | $3,944,000 | 727 |
| 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) | $15,145,000 | 4,554 |
| Total debt securities | $13,246,000 | 5,278 |
| 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 | $15,357,000 | 5,079 |
| U.S. Government securities | $9,274,000 | 5,282 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $9,274,000 | 5,199 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $4,183,000 | 1,344 |
| Privately issued residential mortgage-backed securities | $4,183,000 | 752 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $1,900,000 | 798 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,107,000 | 3,065 |
| Mortgage-backed securities | $13,208,000 | 2,831 |
| 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 | $13,208,000 | 1,066 |
| CMOs issued by government agencies or sponsored agencies | $9,025,000 | 1,053 |
| Privately issued | $4,183,000 | 717 |
| 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) | $15,357,000 | 4,581 |
| Total debt securities | $13,457,000 | 5,276 |
| 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 | $5,806,000 | 6,819 |
| U.S. Government securities | $818,000 | 7,744 |
| U.S. Treasury securities | $270,000 | 912 |
| U.S. Government agency obligations | $548,000 | 7,741 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $3,088,000 | 1,475 |
| Privately issued residential mortgage-backed securities | $3,088,000 | 790 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $1,900,000 | 831 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,906,000 | 4,867 |
| Mortgage-backed securities | $3,088,000 | 4,674 |
| 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 | $3,088,000 | 2,041 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $3,088,000 | 753 |
| 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) | $5,806,000 | 6,250 |
| Total debt securities | $3,906,000 | 7,227 |
| 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 | $5,909,000 | 6,871 |
| U.S. Government securities | $1,046,000 | 7,779 |
| U.S. Treasury securities | $249,000 | 1,044 |
| U.S. Government agency obligations | $797,000 | 7,760 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $3,113,000 | 1,366 |
| Privately issued residential mortgage-backed securities | $3,113,000 | 725 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $1,750,000 | 820 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,930,000 | 4,869 |
| Mortgage-backed securities | $3,113,000 | 4,431 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,113,000 | 1,938 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $3,113,000 | 688 |
| 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) | $5,909,000 | 6,257 |
| Total debt securities | $4,159,000 | 7,235 |
| 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 | $9,325,000 | 6,218 |
| U.S. Government securities | $4,499,000 | 6,823 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $4,499,000 | 6,715 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $3,076,000 | 1,334 |
| Privately issued residential mortgage-backed securities | $3,076,000 | 701 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $1,750,000 | 804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,576,000 | 3,877 |
| Mortgage-backed securities | $3,076,000 | 4,318 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $3,076,000 | 1,888 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $3,076,000 | 663 |
| 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) | $9,325,000 | 5,618 |
| Total debt securities | $7,575,000 | 6,527 |
| 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 | $6,242,000 | 6,914 |
| U.S. Government securities | $4,492,000 | 6,860 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $4,492,000 | 6,740 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $1,750,000 | 806 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,144,000 | 5,225 |
| Mortgage-backed securities | $0 | 6,667 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $6,242,000 | 6,253 |
| Total debt securities | $4,492,000 | 7,249 |
| 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 | $4,489,000 | 7,347 |
| U.S. Government securities | $4,489,000 | 6,907 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $4,489,000 | 6,772 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,142,000 | 5,243 |
| Mortgage-backed securities | $0 | 6,691 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $4,489,000 | 6,659 |
| Total debt securities | $4,489,000 | 7,296 |
| 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 | $4,802,000 | 7,312 |
| U.S. Government securities | $4,488,000 | 6,934 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $4,488,000 | 6,813 |
| Securities issued by states & political subdivisions | $314,000 | 5,693 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,488,000 | 4,752 |
| Mortgage-backed securities | $0 | 6,730 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| 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) | $314,000 | 3,329 |
| Available-for-sale securities (fair market value) | $4,488,000 | 6,682 |
| Total debt securities | $4,802,000 | 7,262 |
| 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 | $4,799,000 | 7,390 |
| U.S. Government securities | $4,488,000 | 7,016 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $4,488,000 | 6,882 |
| Securities issued by states & political subdivisions | $311,000 | 5,760 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,487,000 | 4,768 |
| Mortgage-backed securities | $0 | 6,779 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| 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) | $311,000 | 3,411 |
| Available-for-sale securities (fair market value) | $4,488,000 | 6,718 |
| Total debt securities | $4,799,000 | 7,338 |
| 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 | $12,702,000 | 5,732 |
| U.S. Government securities | $11,830,000 | 5,152 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $11,830,000 | 5,018 |
| Securities issued by states & political subdivisions | $872,000 | 5,152 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,170,000 | 3,384 |
| Mortgage-backed securities | $3,000 | 6,748 |
| Certificates of participation in pools of residential mortgages | $3,000 | 6,482 |
| Issued or guaranteed by U.S. | $3,000 | 6,460 |
| 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) | $875,000 | 3,022 |
| Available-for-sale securities (fair market value) | $11,827,000 | 5,227 |
| Total debt securities | $12,701,000 | 5,681 |
| 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 | $13,770,000 | 5,580 |
| U.S. Government securities | $12,898,000 | 4,960 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $12,898,000 | 4,820 |
| Securities issued by states & political subdivisions | $872,000 | 5,175 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,514,000 | 4,460 |
| Mortgage-backed securities | $3,000 | 6,789 |
| Certificates of participation in pools of residential mortgages | $3,000 | 6,518 |
| Issued or guaranteed by U.S. | $3,000 | 6,499 |
| 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) | $875,000 | 3,082 |
| Available-for-sale securities (fair market value) | $12,895,000 | 5,065 |
| Total debt securities | $13,770,000 | 5,528 |
| 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 | $19,496,000 | 4,692 |
| U.S. Government securities | $18,624,000 | 4,000 |
| U.S. Treasury securities | $10,997,000 | 320 |
| U.S. Government agency obligations | $7,627,000 | 6,025 |
| Securities issued by states & political subdivisions | $872,000 | 5,203 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,154,000 | 4,250 |
| Mortgage-backed securities | $3,000 | 6,862 |
| Certificates of participation in pools of residential mortgages | $3,000 | 6,582 |
| Issued or guaranteed by U.S. | $3,000 | 6,565 |
| 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) | $11,872,000 | 1,303 |
| Available-for-sale securities (fair market value) | $7,624,000 | 6,115 |
| Total debt securities | $19,496,000 | 4,631 |
| 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 | $6,243,000 | 7,177 |
| U.S. Government securities | $5,371,000 | 6,847 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $5,371,000 | 6,705 |
| Securities issued by states & political subdivisions | $872,000 | 5,219 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,898,000 | 4,335 |
| Mortgage-backed securities | $3,000 | 6,899 |
| Certificates of participation in pools of residential mortgages | $3,000 | 6,624 |
| Issued or guaranteed by U.S. | $3,000 | 6,606 |
| 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) | $875,000 | 3,196 |
| Available-for-sale securities (fair market value) | $5,368,000 | 6,627 |
| Total debt securities | $6,243,000 | 7,118 |
| 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 | $6,239,000 | 7,227 |
| U.S. Government securities | $5,367,000 | 6,887 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $5,367,000 | 6,738 |
| Securities issued by states & political subdivisions | $872,000 | 5,199 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,893,000 | 4,299 |
| Mortgage-backed securities | $4,000 | 6,922 |
| Certificates of participation in pools of residential mortgages | $4,000 | 6,653 |
| Issued or guaranteed by U.S. | $4,000 | 6,634 |
| 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) | $876,000 | 3,247 |
| Available-for-sale securities (fair market value) | $5,363,000 | 6,653 |
| Total debt securities | $6,239,000 | 7,158 |
| 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 | $6,227,000 | 7,320 |
| U.S. Government securities | $5,354,000 | 6,967 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,354,000 | 6,813 |
| Securities issued by states & political subdivisions | $873,000 | 5,215 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,880,000 | 4,344 |
| Mortgage-backed securities | $4,000 | 7,011 |
| Certificates of participation in pools of residential mortgages | $4,000 | 6,742 |
| Issued or guaranteed by U.S. | $4,000 | 6,725 |
| 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) | $877,000 | 3,296 |
| Available-for-sale securities (fair market value) | $5,350,000 | 6,720 |
| Total debt securities | $6,227,000 | 7,252 |
| 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 | $6,284,000 | 7,325 |
| U.S. Government securities | $5,356,000 | 6,985 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,356,000 | 6,834 |
| Securities issued by states & political subdivisions | $928,000 | 5,179 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,882,000 | 4,330 |
| Mortgage-backed securities | $4,000 | 7,060 |
| Certificates of participation in pools of residential mortgages | $4,000 | 6,786 |
| Issued or guaranteed by U.S. | $4,000 | 6,774 |
| 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) | $932,000 | 3,288 |
| Available-for-sale securities (fair market value) | $5,352,000 | 6,737 |
| Total debt securities | $6,284,000 | 7,253 |
| 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 | $6,242,000 | 7,382 |
| U.S. Government securities | $5,314,000 | 7,034 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $5,314,000 | 6,874 |
| Securities issued by states & political subdivisions | $928,000 | 5,207 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,310,000 | 4,495 |
| Mortgage-backed securities | $4,000 | 7,111 |
| Certificates of participation in pools of residential mortgages | $4,000 | 6,829 |
| Issued or guaranteed by U.S. | $4,000 | 6,817 |
| 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) | $932,000 | 3,353 |
| Available-for-sale securities (fair market value) | $5,310,000 | 6,785 |
| Total debt securities | $6,242,000 | 7,307 |
| 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 | $6,231,000 | 7,458 |
| U.S. Government securities | $5,298,000 | 7,114 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $5,298,000 | 6,952 |
| Securities issued by states & political subdivisions | $933,000 | 5,244 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,277,000 | 5,760 |
| Mortgage-backed securities | $5,000 | 7,177 |
| Certificates of participation in pools of residential mortgages | $5,000 | 6,887 |
| Issued or guaranteed by U.S. | $5,000 | 6,874 |
| 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) | $938,000 | 3,373 |
| Available-for-sale securities (fair market value) | $5,293,000 | 6,874 |
| Total debt securities | $6,231,000 | 7,378 |
| 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 | $4,479,000 | 7,869 |
| U.S. Government securities | $3,546,000 | 7,634 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $3,546,000 | 7,480 |
| Securities issued by states & political subdivisions | $933,000 | 5,245 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,529,000 | 5,597 |
| Mortgage-backed securities | $5,000 | 7,193 |
| Certificates of participation in pools of residential mortgages | $5,000 | 6,902 |
| Issued or guaranteed by U.S. | $5,000 | 6,886 |
| 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) | $938,000 | 3,391 |
| Available-for-sale securities (fair market value) | $3,541,000 | 7,288 |
| Total debt securities | $4,479,000 | 7,793 |
| 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 | $2,975,000 | 8,320 |
| U.S. Government securities | $2,041,000 | 8,214 |
| U.S. Treasury securities | $499,000 | 1,858 |
| U.S. Government agency obligations | $1,542,000 | 8,223 |
| Securities issued by states & political subdivisions | $934,000 | 5,294 |
| 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 | $2,561,000 | 5,545 |
| Mortgage-backed securities | $10,000 | 7,176 |
| Certificates of participation in pools of residential mortgages | $10,000 | 6,898 |
| Issued or guaranteed by U.S. | $10,000 | 6,874 |
| 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) | $944,000 | 3,428 |
| Available-for-sale securities (fair market value) | $2,031,000 | 7,726 |
| Total debt securities | $2,975,000 | 8,245 |
| 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 | $2,870,000 | 8,349 |
| U.S. Government securities | $1,936,000 | 8,234 |
| U.S. Treasury securities | $1,746,000 | 1,208 |
| U.S. Government agency obligations | $190,000 | 8,709 |
| Securities issued by states & political subdivisions | $934,000 | 5,316 |
| 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 | $2,276,000 | 5,652 |
| Mortgage-backed securities | $190,000 | 6,653 |
| Certificates of participation in pools of residential mortgages | $10,000 | 6,947 |
| Issued or guaranteed by U.S. | $10,000 | 6,923 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $180,000 | 3,660 |
| CMOs issued by government agencies or sponsored agencies | $180,000 | 3,475 |
| 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) | $944,000 | 3,464 |
| Available-for-sale securities (fair market value) | $1,926,000 | 7,773 |
| Total debt securities | $2,870,000 | 8,272 |
| 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 | $3,961,000 | 8,040 |
| U.S. Government securities | $2,997,000 | 7,846 |
| U.S. Treasury securities | $1,747,000 | 1,225 |
| U.S. Government agency obligations | $1,250,000 | 8,325 |
| Securities issued by states & political subdivisions | $964,000 | 5,261 |
| 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 | $2,277,000 | 5,660 |
| Mortgage-backed securities | $1,250,000 | 5,736 |
| Certificates of participation in pools of residential mortgages | $12,000 | 6,946 |
| Issued or guaranteed by U.S. | $12,000 | 6,926 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,238,000 | 2,858 |
| CMOs issued by government agencies or sponsored agencies | $1,238,000 | 2,710 |
| 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) | $976,000 | 3,486 |
| Available-for-sale securities (fair market value) | $2,985,000 | 7,495 |
| Total debt securities | $3,961,000 | 7,953 |
| 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 | $4,541,000 | 7,939 |
| U.S. Government securities | $3,577,000 | 7,683 |
| U.S. Treasury securities | $1,748,000 | 1,252 |
| U.S. Government agency obligations | $1,829,000 | 8,177 |
| Securities issued by states & political subdivisions | $964,000 | 5,213 |
| 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 | $2,278,000 | 5,697 |
| Mortgage-backed securities | $1,829,000 | 5,406 |
| Certificates of participation in pools of residential mortgages | $19,000 | 6,901 |
| Issued or guaranteed by U.S. | $19,000 | 6,882 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,810,000 | 2,700 |
| CMOs issued by government agencies or sponsored agencies | $1,810,000 | 2,571 |
| 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) | $983,000 | 3,541 |
| Available-for-sale securities (fair market value) | $3,558,000 | 7,342 |
| Total debt securities | $4,541,000 | 7,860 |
| 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 | $8,726,000 | 6,827 |
| U.S. Government securities | $7,761,000 | 6,231 |
| U.S. Treasury securities | $6,748,000 | 569 |
| U.S. Government agency obligations | $1,013,000 | 8,529 |
| Securities issued by states & political subdivisions | $965,000 | 5,217 |
| 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 | $2,279,000 | 5,712 |
| Mortgage-backed securities | $1,013,000 | 5,923 |
| Certificates of participation in pools of residential mortgages | $25,000 | 6,857 |
| Issued or guaranteed by U.S. | $25,000 | 6,836 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $988,000 | 3,184 |
| CMOs issued by government agencies or sponsored agencies | $988,000 | 3,047 |
| 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) | $990,000 | 3,605 |
| Available-for-sale securities (fair market value) | $7,736,000 | 6,263 |
| Total debt securities | $8,726,000 | 6,726 |
| 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 | $6,328,000 | 7,527 |
| U.S. Government securities | $5,363,000 | 7,075 |
| U.S. Treasury securities | $3,000,000 | 1,135 |
| U.S. Government agency obligations | $2,363,000 | 8,127 |
| Securities issued by states & political subdivisions | $965,000 | 5,306 |
| 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 | $2,332,000 | 5,737 |
| Mortgage-backed securities | $39,000 | 7,201 |
| Certificates of participation in pools of residential mortgages | $39,000 | 6,782 |
| Issued or guaranteed by U.S. | $39,000 | 6,760 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,004,000 | 3,823 |
| Available-for-sale securities (fair market value) | $5,324,000 | 6,884 |
| Total debt securities | $6,328,000 | 7,425 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $17,171,000 | 5,130 |
| U.S. Government securities | $14,760,000 | 4,590 |
| U.S. Treasury securities | $6,997,000 | 840 |
| U.S. Government agency obligations | $7,763,000 | 6,252 |
| Securities issued by states & political subdivisions | $763,000 | 5,669 |
| Other domestic debt securities | $1,297,000 | 2,270 |
| Privately issued residential mortgage-backed securities | $395,000 | 961 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $902,000 | 2,269 |
| Foreign debt securities | NA | NA |
| Equity securities | $351,000 | 4,631 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,030,000 | 3,905 |
| Mortgage-backed securities | $1,456,000 | 5,149 |
| Certificates of participation in pools of residential mortgages | $1,456,000 | 4,378 |
| Issued or guaranteed by U.S. | $1,061,000 | 4,707 |
| Privately issued | $395,000 | 196 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,235,000 | 4,299 |
| Available-for-sale securities (fair market value) | $15,936,000 | 4,434 |
| Total debt securities | $16,820,000 | 5,080 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $13,916,000 | 6,050 |
| U.S. Government securities | $9,099,000 | 6,420 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $9,099,000 | 5,881 |
| Securities issued by states & political subdivisions | $764,000 | 5,971 |
| Other domestic debt securities | $3,717,000 | 1,401 |
| Privately issued residential mortgage-backed securities | $1,587,000 | 655 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,130,000 | 1,469 |
| Foreign debt securities | NA | NA |
| Equity securities | $336,000 | 4,597 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,901,000 | 3,696 |
| Mortgage-backed securities | $2,524,000 | 4,749 |
| Certificates of participation in pools of residential mortgages | $1,434,000 | 4,632 |
| Issued or guaranteed by U.S. | $937,000 | 5,099 |
| Privately issued | $497,000 | 179 |
| Collaterized mortgage obligations | $1,090,000 | 2,932 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $1,090,000 | 641 |
| 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) | $1,363,000 | 4,626 |
| Available-for-sale securities (fair market value) | $12,553,000 | 5,242 |
| Total debt securities | $13,580,000 | 6,019 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $11,690,000 | 6,613 |
| U.S. Government securities | $9,518,000 | 6,268 |
| U.S. Treasury securities | $1,005,000 | 5,134 |
| U.S. Government agency obligations | $8,513,000 | 5,727 |
| Securities issued by states & political subdivisions | $865,000 | 5,962 |
| Other domestic debt securities | $982,000 | 2,269 |
| Privately issued residential mortgage-backed securities | $982,000 | 741 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $325,000 | 4,456 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,434,000 | 5,124 |
| Mortgage-backed securities | $1,126,000 | 5,971 |
| Certificates of participation in pools of residential mortgages | $1,124,000 | 5,113 |
| Issued or guaranteed by U.S. | $144,000 | 6,797 |
| Privately issued | $980,000 | 170 |
| Collaterized mortgage obligations | $2,000 | 4,858 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $2,000 | 1,468 |
| 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) | $2,164,000 | 4,646 |
| Available-for-sale securities (fair market value) | $9,526,000 | 5,902 |
| Total debt securities | $11,365,000 | 6,565 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $14,040,000 | 6,221 |
| U.S. Government securities | $8,954,000 | 6,885 |
| U.S. Treasury securities | $3,504,000 | 3,986 |
| U.S. Government agency obligations | $5,450,000 | 7,075 |
| Securities issued by states & political subdivisions | $866,000 | 6,058 |
| Other domestic debt securities | $2,884,000 | 1,136 |
| Privately issued residential mortgage-backed securities | $2,383,000 | 422 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $501,000 | 1,854 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,336,000 | 1,914 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,720,000 | 5,192 |
| Mortgage-backed securities | $4,675,000 | 3,948 |
| Certificates of participation in pools of residential mortgages | $1,983,000 | 4,404 |
| Issued or guaranteed by U.S. | $363,000 | 6,441 |
| Privately issued | $1,620,000 | 173 |
| Collaterized mortgage obligations | $2,692,000 | 2,376 |
| CMOs issued by government agencies or sponsored agencies | $1,929,000 | 2,649 |
| Privately issued | $763,000 | 523 |
| 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) | $3,058,000 | 4,993 |
| Available-for-sale securities (fair market value) | $10,982,000 | 5,453 |
| Total debt securities | $12,704,000 | 6,490 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $12,110,000 | 7,244 |
| U.S. Government securities | $6,205,000 | 8,579 |
| U.S. Treasury securities | $3,510,000 | 4,668 |
| U.S. Government agency obligations | $2,695,000 | 9,018 |
| Securities issued by states & political subdivisions | $630,000 | 6,780 |
| Other domestic debt securities | $3,475,000 | 1,105 |
| Privately issued residential mortgage-backed securities | $2,338,000 | 509 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,137,000 | 1,441 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,800,000 | 1,604 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,261,000 | 5,002 |
| Mortgage-backed securities | $3,858,000 | 4,764 |
| Certificates of participation in pools of residential mortgages | $3,529,000 | 3,808 |
| Issued or guaranteed by U.S. | $1,520,000 | 5,166 |
| Privately issued | $2,009,000 | 202 |
| Collaterized mortgage obligations | $329,000 | 4,756 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $329,000 | 900 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,470,000 | 4,490 |
| Available-for-sale securities (fair market value) | $6,640,000 | 7,115 |
| Total debt securities | $10,310,000 | 7,694 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $12,749,000 | 7,354 |
| U.S. Government securities | $6,952,000 | 8,653 |
| U.S. Treasury securities | $3,548,000 | 5,571 |
| U.S. Government agency obligations | $3,404,000 | 8,723 |
| Securities issued by states & political subdivisions | $1,110,000 | 6,144 |
| Other domestic debt securities | $4,567,000 | 1,121 |
| Privately issued residential mortgage-backed securities | $3,068,000 | 494 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,499,000 | 1,595 |
| Foreign debt securities | NA | NA |
| Equity securities | $120,000 | 5,914 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $650,000 | 8,608 |
| Mortgage-backed securities | $6,472,000 | 3,979 |
| Certificates of participation in pools of residential mortgages | $5,319,000 | 3,191 |
| Issued or guaranteed by U.S. | $2,789,000 | 4,279 |
| Privately issued | $2,530,000 | 211 |
| Collaterized mortgage obligations | $1,153,000 | 4,070 |
| CMOs issued by government agencies or sponsored agencies | $615,000 | 4,524 |
| Privately issued | $538,000 | 881 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,423,000 | 4,428 |
| Available-for-sale securities (fair market value) | $6,326,000 | 7,412 |
| Total debt securities | $12,629,000 | 7,253 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $21,652,000 | 5,559 |
| U.S. Government securities | $15,443,000 | 5,934 |
| U.S. Treasury securities | $9,760,000 | 3,488 |
| U.S. Government agency obligations | $5,683,000 | 7,332 |
| Securities issued by states & political subdivisions | $933,000 | 6,788 |
| Other domestic debt securities | $5,156,000 | 1,152 |
| Privately issued residential mortgage-backed securities | $4,653,000 | 429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $503,000 | 2,821 |
| Foreign debt securities | NA | NA |
| Equity securities | $120,000 | 5,674 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,529,000 | 7,600 |
| Mortgage-backed securities | $7,533,000 | 3,837 |
| Certificates of participation in pools of residential mortgages | $5,891,000 | 3,107 |
| Issued or guaranteed by U.S. | $2,880,000 | 4,428 |
| Privately issued | $3,011,000 | 192 |
| Collaterized mortgage obligations | $1,642,000 | 3,928 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $1,642,000 | 548 |
| 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) | $16,551,000 | 3,982 |
| Available-for-sale securities (fair market value) | $5,101,000 | 6,809 |
| Total debt securities | $21,532,000 | 5,484 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $30,019,000 | 4,477 |
| U.S. Government securities | $22,372,000 | 4,673 |
| U.S. Treasury securities | $19,759,000 | 1,890 |
| U.S. Government agency obligations | $2,613,000 | 9,699 |
| Securities issued by states & political subdivisions | $1,817,000 | 5,555 |
| Other domestic debt securities | $5,710,000 | 1,276 |
| Privately issued residential mortgage-backed securities | $4,685,000 | 525 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,025,000 | 2,503 |
| Foreign debt securities | NA | NA |
| Equity securities | $120,000 | 5,346 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,000 | 10,567 |
| Mortgage-backed securities | $6,948,000 | 4,461 |
| Certificates of participation in pools of residential mortgages | $4,710,000 | 3,922 |
| Issued or guaranteed by U.S. | $905,000 | 7,217 |
| Privately issued | $3,805,000 | 242 |
| Collaterized mortgage obligations | $2,238,000 | 3,870 |
| CMOs issued by government agencies or sponsored agencies | $1,358,000 | 4,388 |
| Privately issued | $880,000 | 1,010 |
| 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) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $29,899,000 | 4,374 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $29,684,000 | 4,503 |
| U.S. Government securities | $16,753,000 | 5,789 |
| U.S. Treasury securities | $13,173,000 | 2,799 |
| U.S. Government agency obligations | $3,580,000 | 9,040 |
| Securities issued by states & political subdivisions | $4,870,000 | 2,818 |
| Other domestic debt securities | $7,321,000 | 1,290 |
| Privately issued residential mortgage-backed securities | $6,278,000 | 589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,043,000 | 2,858 |
| Foreign debt securities | NA | NA |
| Equity securities | $740,000 | 2,196 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,178,000 | 8,369 |
| Mortgage-backed securities | $7,202,000 | 4,520 |
| Certificates of participation in pools of residential mortgages | $4,824,000 | 4,058 |
| Issued or guaranteed by U.S. | $423,000 | 8,730 |
| Privately issued | $4,401,000 | 255 |
| Collaterized mortgage obligations | $2,378,000 | 3,825 |
| CMOs issued by government agencies or sponsored agencies | $501,000 | 5,422 |
| Privately issued | $1,877,000 | 962 |
| 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) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $28,944,000 | 4,499 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |