Home > First Security Bank of Missoula > Securities
First Security Bank of Missoula, Securities
| 2012-03-31 | Rank | |
| Total securities | $481,829,000 | 329 |
| U.S. Government securities | $257,318,000 | 450 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $257,318,000 | 432 |
| Securities issued by states & political subdivisions | $209,370,000 | 83 |
| Other domestic debt securities | $15,141,000 | 555 |
| Privately issued residential mortgage-backed securities | $4,285,000 | 383 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $715,000 | 205 |
| Other domestic debt securities - All other | $10,141,000 | 471 |
| 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 | $175,379,000 | 379 |
| Mortgage-backed securities | $261,603,000 | 347 |
| Certificates of participation in pools of residential mortgages | $401,000 | 5,170 |
| Issued or guaranteed by U.S. | $401,000 | 5,164 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $261,202,000 | 177 |
| CMOs issued by government agencies or sponsored agencies | $256,917,000 | 166 |
| Privately issued | $4,285,000 | 371 |
| 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) | $481,829,000 | 291 |
| Total debt securities | $481,829,000 | 321 |
| 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 | $456,246,000 | 341 |
| U.S. Government securities | $244,250,000 | 455 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $244,250,000 | 438 |
| Securities issued by states & political subdivisions | $196,896,000 | 92 |
| Other domestic debt securities | $15,100,000 | 581 |
| Privately issued residential mortgage-backed securities | $4,492,000 | 440 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $715,000 | 191 |
| Other domestic debt securities - All other | $9,893,000 | 454 |
| 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 | $164,701,000 | 372 |
| Mortgage-backed securities | $248,742,000 | 351 |
| Certificates of participation in pools of residential mortgages | $467,000 | 5,101 |
| Issued or guaranteed by U.S. | $467,000 | 5,087 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $248,275,000 | 175 |
| CMOs issued by government agencies or sponsored agencies | $243,783,000 | 154 |
| Privately issued | $4,492,000 | 421 |
| 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) | $456,246,000 | 301 |
| Total debt securities | $456,246,000 | 335 |
| 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 | $440,445,000 | 340 |
| U.S. Government securities | $247,678,000 | 434 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $247,678,000 | 422 |
| Securities issued by states & political subdivisions | $178,290,000 | 101 |
| Other domestic debt securities | $14,477,000 | 584 |
| Privately issued residential mortgage-backed securities | $4,637,000 | 452 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $860,000 | 177 |
| Other domestic debt securities - All other | $8,980,000 | 457 |
| 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 | $154,964,000 | 391 |
| Mortgage-backed securities | $252,315,000 | 337 |
| Certificates of participation in pools of residential mortgages | $542,000 | 5,042 |
| Issued or guaranteed by U.S. | $542,000 | 5,029 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $251,773,000 | 174 |
| CMOs issued by government agencies or sponsored agencies | $247,136,000 | 152 |
| Privately issued | $4,637,000 | 431 |
| 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) | $440,445,000 | 295 |
| Total debt securities | $440,445,000 | 329 |
| 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 | $434,473,000 | 339 |
| U.S. Government securities | $243,512,000 | 443 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $243,512,000 | 426 |
| Securities issued by states & political subdivisions | $176,106,000 | 98 |
| Other domestic debt securities | $14,855,000 | 559 |
| Privately issued residential mortgage-backed securities | $4,767,000 | 457 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $794,000 | 200 |
| Other domestic debt securities - All other | $9,294,000 | 406 |
| 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 | $148,762,000 | 419 |
| Mortgage-backed securities | $248,279,000 | 327 |
| Certificates of participation in pools of residential mortgages | $625,000 | 5,010 |
| Issued or guaranteed by U.S. | $625,000 | 4,998 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $247,654,000 | 169 |
| CMOs issued by government agencies or sponsored agencies | $242,887,000 | 152 |
| Privately issued | $4,767,000 | 436 |
| 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) | $434,473,000 | 299 |
| Total debt securities | $434,473,000 | 333 |
| 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 | $431,649,000 | 340 |
| U.S. Government securities | $255,266,000 | 413 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $255,266,000 | 398 |
| Securities issued by states & political subdivisions | $161,068,000 | 100 |
| Other domestic debt securities | $15,315,000 | 558 |
| Privately issued residential mortgage-backed securities | $5,117,000 | 471 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $943,000 | 180 |
| Other domestic debt securities - All other | $9,255,000 | 403 |
| 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 | $124,275,000 | 487 |
| Mortgage-backed securities | $260,383,000 | 314 |
| Certificates of participation in pools of residential mortgages | $708,000 | 4,938 |
| Issued or guaranteed by U.S. | $708,000 | 4,931 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $259,675,000 | 158 |
| CMOs issued by government agencies or sponsored agencies | $254,558,000 | 141 |
| Privately issued | $5,117,000 | 455 |
| 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) | $431,649,000 | 303 |
| Total debt securities | $431,649,000 | 332 |
| 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 | $371,025,000 | 378 |
| U.S. Government securities | $239,406,000 | 432 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $239,406,000 | 410 |
| Securities issued by states & political subdivisions | $125,315,000 | 143 |
| Other domestic debt securities | $6,304,000 | 995 |
| Privately issued residential mortgage-backed securities | $5,425,000 | 493 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $879,000 | 186 |
| 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 | $119,888,000 | 494 |
| Mortgage-backed securities | $244,831,000 | 320 |
| Certificates of participation in pools of residential mortgages | $796,000 | 4,825 |
| Issued or guaranteed by U.S. | $796,000 | 4,817 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $244,035,000 | 168 |
| CMOs issued by government agencies or sponsored agencies | $238,610,000 | 140 |
| Privately issued | $5,425,000 | 473 |
| 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) | $371,025,000 | 340 |
| Total debt securities | $371,025,000 | 371 |
| 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 | $289,471,000 | 460 |
| U.S. Government securities | $168,176,000 | 578 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $168,176,000 | 546 |
| Securities issued by states & political subdivisions | $114,731,000 | 156 |
| Other domestic debt securities | $6,564,000 | 997 |
| Privately issued residential mortgage-backed securities | $5,592,000 | 535 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $972,000 | 193 |
| 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 | $104,386,000 | 554 |
| Mortgage-backed securities | $173,768,000 | 398 |
| Certificates of participation in pools of residential mortgages | $875,000 | 4,792 |
| Issued or guaranteed by U.S. | $875,000 | 4,784 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $172,893,000 | 214 |
| CMOs issued by government agencies or sponsored agencies | $167,301,000 | 183 |
| Privately issued | $5,592,000 | 512 |
| 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) | $289,471,000 | 407 |
| Total debt securities | $289,471,000 | 451 |
| 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 | $270,718,000 | 482 |
| U.S. Government securities | $153,886,000 | 632 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $153,886,000 | 607 |
| Securities issued by states & political subdivisions | $110,397,000 | 146 |
| Other domestic debt securities | $6,435,000 | 1,002 |
| Privately issued residential mortgage-backed securities | $5,516,000 | 571 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $919,000 | 205 |
| 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 | $107,595,000 | 540 |
| Mortgage-backed securities | $159,402,000 | 417 |
| Certificates of participation in pools of residential mortgages | $968,000 | 4,773 |
| Issued or guaranteed by U.S. | $968,000 | 4,766 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $158,434,000 | 229 |
| CMOs issued by government agencies or sponsored agencies | $152,918,000 | 190 |
| Privately issued | $5,516,000 | 549 |
| 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) | $270,718,000 | 429 |
| Total debt securities | $270,718,000 | 475 |
| 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 | $269,134,000 | 488 |
| U.S. Government securities | $152,997,000 | 632 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $152,997,000 | 600 |
| Securities issued by states & political subdivisions | $106,386,000 | 147 |
| Other domestic debt securities | $9,751,000 | 832 |
| Privately issued residential mortgage-backed securities | $8,789,000 | 488 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $962,000 | 207 |
| 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 | $200,802,000 | 313 |
| Mortgage-backed securities | $161,786,000 | 435 |
| Certificates of participation in pools of residential mortgages | $1,078,000 | 4,832 |
| Issued or guaranteed by U.S. | $1,078,000 | 4,823 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $160,708,000 | 225 |
| CMOs issued by government agencies or sponsored agencies | $151,919,000 | 185 |
| Privately issued | $8,789,000 | 469 |
| 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) | $269,134,000 | 426 |
| Total debt securities | $269,134,000 | 483 |
| 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 | $252,864,000 | 516 |
| U.S. Government securities | $139,142,000 | 663 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $139,142,000 | 636 |
| Securities issued by states & political subdivisions | $104,233,000 | 153 |
| Other domestic debt securities | $9,489,000 | 882 |
| Privately issued residential mortgage-backed securities | $8,845,000 | 506 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $644,000 | 250 |
| 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 | $189,051,000 | 334 |
| Mortgage-backed securities | $147,987,000 | 476 |
| Certificates of participation in pools of residential mortgages | $1,162,000 | 4,877 |
| Issued or guaranteed by U.S. | $1,162,000 | 4,867 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $146,825,000 | 231 |
| CMOs issued by government agencies or sponsored agencies | $137,980,000 | 189 |
| Privately issued | $8,845,000 | 487 |
| 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) | $252,864,000 | 450 |
| Total debt securities | $252,864,000 | 508 |
| 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 | $207,332,000 | 624 |
| U.S. Government securities | $95,873,000 | 924 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $95,873,000 | 893 |
| Securities issued by states & political subdivisions | $100,253,000 | 167 |
| Other domestic debt securities | $11,206,000 | 826 |
| Privately issued residential mortgage-backed securities | $10,593,000 | 502 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $613,000 | 266 |
| 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 | $148,412,000 | 403 |
| Mortgage-backed securities | $106,466,000 | 618 |
| Certificates of participation in pools of residential mortgages | $1,281,000 | 4,919 |
| Issued or guaranteed by U.S. | $1,281,000 | 4,906 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $105,185,000 | 297 |
| CMOs issued by government agencies or sponsored agencies | $94,592,000 | 247 |
| Privately issued | $10,593,000 | 481 |
| 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) | $207,332,000 | 536 |
| Total debt securities | $207,332,000 | 609 |
| 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 | $172,367,000 | 736 |
| U.S. Government securities | $62,663,000 | 1,377 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $62,663,000 | 1,339 |
| Securities issued by states & political subdivisions | $102,174,000 | 161 |
| Other domestic debt securities | $7,530,000 | 1,074 |
| Privately issued residential mortgage-backed securities | $6,467,000 | 631 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $1,063,000 | 239 |
| 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 | $142,314,000 | 410 |
| Mortgage-backed securities | $69,130,000 | 917 |
| Certificates of participation in pools of residential mortgages | $1,399,000 | 4,913 |
| Issued or guaranteed by U.S. | $1,399,000 | 4,899 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $67,731,000 | 386 |
| CMOs issued by government agencies or sponsored agencies | $61,264,000 | 311 |
| Privately issued | $6,467,000 | 608 |
| 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) | $172,367,000 | 632 |
| Total debt securities | $172,367,000 | 720 |
| 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 | $171,933,000 | 735 |
| U.S. Government securities | $71,398,000 | 1,217 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $71,398,000 | 1,179 |
| Securities issued by states & political subdivisions | $95,411,000 | 172 |
| Other domestic debt securities | $5,124,000 | 1,226 |
| Privately issued residential mortgage-backed securities | $4,038,000 | 774 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,086,000 | 205 |
| 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 | $146,303,000 | 407 |
| Mortgage-backed securities | $75,436,000 | 856 |
| Certificates of participation in pools of residential mortgages | $1,519,000 | 4,938 |
| Issued or guaranteed by U.S. | $1,519,000 | 4,923 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $73,917,000 | 378 |
| CMOs issued by government agencies or sponsored agencies | $69,879,000 | 276 |
| Privately issued | $4,038,000 | 744 |
| 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) | $171,933,000 | 620 |
| Total debt securities | $171,933,000 | 718 |
| 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 | $179,244,000 | 680 |
| U.S. Government securities | $78,358,000 | 1,094 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $78,358,000 | 1,068 |
| Securities issued by states & political subdivisions | $94,382,000 | 171 |
| Other domestic debt securities | $6,504,000 | 1,062 |
| Privately issued residential mortgage-backed securities | $4,707,000 | 700 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,797,000 | 1,194 |
| 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 | $148,845,000 | 406 |
| Mortgage-backed securities | $83,065,000 | 771 |
| Certificates of participation in pools of residential mortgages | $1,643,000 | 4,887 |
| Issued or guaranteed by U.S. | $1,643,000 | 4,874 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $81,422,000 | 344 |
| CMOs issued by government agencies or sponsored agencies | $76,715,000 | 255 |
| Privately issued | $4,707,000 | 670 |
| 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) | $179,244,000 | 575 |
| Total debt securities | $179,244,000 | 670 |
| 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 | $165,282,000 | 714 |
| U.S. Government securities | $78,378,000 | 1,054 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $78,378,000 | 1,031 |
| Securities issued by states & political subdivisions | $80,227,000 | 190 |
| Other domestic debt securities | $6,677,000 | 1,026 |
| Privately issued residential mortgage-backed securities | $4,857,000 | 698 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,820,000 | 1,162 |
| 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 | $131,774,000 | 438 |
| Mortgage-backed securities | $83,235,000 | 726 |
| Certificates of participation in pools of residential mortgages | $1,702,000 | 4,830 |
| Issued or guaranteed by U.S. | $1,702,000 | 4,815 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $81,533,000 | 327 |
| CMOs issued by government agencies or sponsored agencies | $76,676,000 | 229 |
| Privately issued | $4,857,000 | 669 |
| 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) | $165,282,000 | 607 |
| Total debt securities | $165,282,000 | 701 |
| 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 | $139,095,000 | 873 |
| U.S. Government securities | $63,837,000 | 1,329 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $63,837,000 | 1,298 |
| Securities issued by states & political subdivisions | $68,186,000 | 236 |
| Other domestic debt securities | $7,072,000 | 1,042 |
| Privately issued residential mortgage-backed securities | $5,108,000 | 682 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,964,000 | 1,216 |
| 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 | $135,746,000 | 414 |
| Mortgage-backed securities | $68,945,000 | 854 |
| Certificates of participation in pools of residential mortgages | $1,793,000 | 4,798 |
| Issued or guaranteed by U.S. | $1,793,000 | 4,779 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $67,152,000 | 367 |
| CMOs issued by government agencies or sponsored agencies | $62,044,000 | 267 |
| Privately issued | $5,108,000 | 650 |
| 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) | $139,095,000 | 750 |
| Total debt securities | $139,095,000 | 848 |
| 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 | $135,897,000 | 883 |
| U.S. Government securities | $64,833,000 | 1,292 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $64,833,000 | 1,267 |
| Securities issued by states & political subdivisions | $69,234,000 | 231 |
| Other domestic debt securities | $1,830,000 | 1,822 |
| 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 | $1,830,000 | 1,201 |
| 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 | $133,090,000 | 417 |
| Mortgage-backed securities | $64,833,000 | 874 |
| Certificates of participation in pools of residential mortgages | $1,977,000 | 4,635 |
| Issued or guaranteed by U.S. | $1,977,000 | 4,613 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $62,856,000 | 395 |
| CMOs issued by government agencies or sponsored agencies | $62,856,000 | 268 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $135,897,000 | 769 |
| Total debt securities | $135,897,000 | 859 |
| 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 | $136,634,000 | 864 |
| U.S. Government securities | $65,492,000 | 1,287 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $65,492,000 | 1,262 |
| Securities issued by states & political subdivisions | $69,187,000 | 230 |
| Other domestic debt securities | $1,955,000 | 1,643 |
| 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 | $1,955,000 | 1,091 |
| 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 | $134,233,000 | 406 |
| Mortgage-backed securities | $65,492,000 | 782 |
| Certificates of participation in pools of residential mortgages | $2,062,000 | 4,325 |
| Issued or guaranteed by U.S. | $2,062,000 | 4,310 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $63,430,000 | 385 |
| CMOs issued by government agencies or sponsored agencies | $63,430,000 | 262 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $136,634,000 | 747 |
| Total debt securities | $136,634,000 | 839 |
| 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 | $142,962,000 | 831 |
| U.S. Government securities | $71,755,000 | 1,200 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $71,755,000 | 1,174 |
| Securities issued by states & political subdivisions | $69,221,000 | 229 |
| Other domestic debt securities | $1,986,000 | 1,578 |
| 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 | $1,986,000 | 1,048 |
| 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 | $140,891,000 | 383 |
| Mortgage-backed securities | $71,755,000 | 687 |
| Certificates of participation in pools of residential mortgages | $2,183,000 | 4,110 |
| Issued or guaranteed by U.S. | $2,183,000 | 4,097 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $69,572,000 | 341 |
| CMOs issued by government agencies or sponsored agencies | $69,572,000 | 234 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $142,962,000 | 701 |
| Total debt securities | $142,961,000 | 809 |
| 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 | $151,166,000 | 778 |
| U.S. Government securities | $78,252,000 | 1,120 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $78,252,000 | 1,090 |
| Securities issued by states & political subdivisions | $70,906,000 | 221 |
| Other domestic debt securities | $2,008,000 | 1,500 |
| 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 | $2,008,000 | 989 |
| 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 | $148,952,000 | 370 |
| Mortgage-backed securities | $78,252,000 | 642 |
| Certificates of participation in pools of residential mortgages | $2,290,000 | 4,023 |
| Issued or guaranteed by U.S. | $2,290,000 | 4,011 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $75,962,000 | 317 |
| CMOs issued by government agencies or sponsored agencies | $75,962,000 | 229 |
| 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) | $151,166,000 | 653 |
| Total debt securities | $151,166,000 | 764 |
| 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 | $162,584,000 | 743 |
| U.S. Government securities | $86,856,000 | 1,014 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $86,856,000 | 977 |
| Securities issued by states & political subdivisions | $73,626,000 | 206 |
| Other domestic debt securities | $2,102,000 | 1,476 |
| 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 | $2,102,000 | 979 |
| 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 | $160,480,000 | 354 |
| Mortgage-backed securities | $86,856,000 | 595 |
| Certificates of participation in pools of residential mortgages | $2,552,000 | 3,898 |
| Issued or guaranteed by U.S. | $2,552,000 | 3,881 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $84,304,000 | 289 |
| CMOs issued by government agencies or sponsored agencies | $84,304,000 | 207 |
| 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) | $162,584,000 | 620 |
| Total debt securities | $162,584,000 | 727 |
| 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 | $172,524,000 | 722 |
| U.S. Government securities | $95,635,000 | 929 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $95,635,000 | 901 |
| Securities issued by states & political subdivisions | $74,788,000 | 205 |
| Other domestic debt securities | $2,101,000 | 1,479 |
| 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 | $2,101,000 | 1,013 |
| 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 | $170,420,000 | 340 |
| Mortgage-backed securities | $95,635,000 | 564 |
| Certificates of participation in pools of residential mortgages | $2,718,000 | 3,833 |
| Issued or guaranteed by U.S. | $2,718,000 | 3,821 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $92,917,000 | 270 |
| CMOs issued by government agencies or sponsored agencies | $92,917,000 | 202 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $172,524,000 | 595 |
| Total debt securities | $172,524,000 | 708 |
| 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 | $181,726,000 | 703 |
| U.S. Government securities | $104,204,000 | 872 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $104,204,000 | 841 |
| Securities issued by states & political subdivisions | $75,390,000 | 200 |
| Other domestic debt securities | $2,132,000 | 1,475 |
| 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 | $2,132,000 | 1,009 |
| 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 | $177,512,000 | 344 |
| Mortgage-backed securities | $103,707,000 | 544 |
| Certificates of participation in pools of residential mortgages | $2,875,000 | 3,754 |
| Issued or guaranteed by U.S. | $2,875,000 | 3,732 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $100,832,000 | 258 |
| CMOs issued by government agencies or sponsored agencies | $100,832,000 | 199 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $181,726,000 | 581 |
| Total debt securities | $181,726,000 | 682 |
| 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 | $188,553,000 | 680 |
| U.S. Government securities | $111,476,000 | 812 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $111,476,000 | 785 |
| Securities issued by states & political subdivisions | $74,489,000 | 200 |
| Other domestic debt securities | $2,588,000 | 1,376 |
| 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 | $2,588,000 | 935 |
| 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 | $186,420,000 | 324 |
| Mortgage-backed securities | $110,981,000 | 516 |
| Certificates of participation in pools of residential mortgages | $3,036,000 | 3,693 |
| Issued or guaranteed by U.S. | $3,036,000 | 3,678 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $107,945,000 | 247 |
| CMOs issued by government agencies or sponsored agencies | $107,945,000 | 187 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $188,553,000 | 564 |
| Total debt securities | $188,553,000 | 662 |
| 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 | $199,692,000 | 657 |
| U.S. Government securities | $121,346,000 | 764 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $121,346,000 | 743 |
| Securities issued by states & political subdivisions | $75,469,000 | 195 |
| Other domestic debt securities | $2,877,000 | 1,351 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $321,000 | 239 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,556,000 | 975 |
| 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 | $191,541,000 | 314 |
| Mortgage-backed securities | $120,107,000 | 489 |
| Certificates of participation in pools of residential mortgages | $3,284,000 | 3,618 |
| Issued or guaranteed by U.S. | $3,284,000 | 3,602 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $116,823,000 | 239 |
| CMOs issued by government agencies or sponsored agencies | $116,823,000 | 183 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $199,692,000 | 548 |
| Total debt securities | $199,692,000 | 642 |
| 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 | $209,426,000 | 622 |
| U.S. Government securities | $130,281,000 | 722 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $130,281,000 | 700 |
| Securities issued by states & political subdivisions | $76,129,000 | 197 |
| Other domestic debt securities | $3,016,000 | 1,342 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $510,000 | 213 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,506,000 | 1,043 |
| 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 | $201,034,000 | 312 |
| Mortgage-backed securities | $129,047,000 | 476 |
| Certificates of participation in pools of residential mortgages | $3,495,000 | 3,551 |
| Issued or guaranteed by U.S. | $3,495,000 | 3,535 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $125,552,000 | 230 |
| CMOs issued by government agencies or sponsored agencies | $125,552,000 | 179 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $209,426,000 | 522 |
| Total debt securities | $209,426,000 | 606 |
| 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 | $217,100,000 | 605 |
| U.S. Government securities | $141,603,000 | 665 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $141,603,000 | 643 |
| Securities issued by states & political subdivisions | $72,641,000 | 204 |
| Other domestic debt securities | $2,856,000 | 1,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $725,000 | 196 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,131,000 | 1,181 |
| 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 | $213,744,000 | 291 |
| Mortgage-backed securities | $141,603,000 | 449 |
| Certificates of participation in pools of residential mortgages | $3,797,000 | 3,499 |
| Issued or guaranteed by U.S. | $3,797,000 | 3,484 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $137,806,000 | 224 |
| CMOs issued by government agencies or sponsored agencies | $137,806,000 | 176 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $217,100,000 | 507 |
| Total debt securities | $217,100,000 | 588 |
| 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 | $231,439,000 | 571 |
| U.S. Government securities | $155,052,000 | 620 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $155,052,000 | 596 |
| Securities issued by states & political subdivisions | $73,322,000 | 197 |
| Other domestic debt securities | $3,065,000 | 1,381 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $930,000 | 188 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,135,000 | 1,219 |
| 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 | $227,335,000 | 274 |
| Mortgage-backed securities | $155,052,000 | 434 |
| Certificates of participation in pools of residential mortgages | $4,157,000 | 3,451 |
| Issued or guaranteed by U.S. | $4,157,000 | 3,435 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $150,895,000 | 219 |
| CMOs issued by government agencies or sponsored agencies | $150,895,000 | 172 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $231,439,000 | 480 |
| Total debt securities | $231,439,000 | 556 |
| 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 | $241,782,000 | 559 |
| U.S. Government securities | $166,471,000 | 607 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $166,471,000 | 576 |
| Securities issued by states & political subdivisions | $71,831,000 | 198 |
| Other domestic debt securities | $3,480,000 | 1,353 |
| Privately issued residential mortgage-backed securities | $65,000 | 1,106 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,265,000 | 160 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,150,000 | 1,284 |
| 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 | $237,197,000 | 257 |
| Mortgage-backed securities | $166,536,000 | 420 |
| Certificates of participation in pools of residential mortgages | $4,700,000 | 3,353 |
| Issued or guaranteed by U.S. | $4,700,000 | 3,345 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $161,836,000 | 216 |
| CMOs issued by government agencies or sponsored agencies | $161,771,000 | 166 |
| Privately issued | $65,000 | 1,017 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $241,782,000 | 469 |
| Total debt securities | $241,782,000 | 546 |
| 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 | $248,842,000 | 556 |
| U.S. Government securities | $172,651,000 | 598 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $172,651,000 | 574 |
| Securities issued by states & political subdivisions | $72,325,000 | 200 |
| Other domestic debt securities | $3,866,000 | 1,317 |
| Privately issued residential mortgage-backed securities | $173,000 | 1,008 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,693,000 | 986 |
| 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 | $243,876,000 | 253 |
| Mortgage-backed securities | $172,824,000 | 415 |
| Certificates of participation in pools of residential mortgages | $1,903,000 | 4,532 |
| Issued or guaranteed by U.S. | $1,903,000 | 4,516 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $170,921,000 | 216 |
| CMOs issued by government agencies or sponsored agencies | $170,748,000 | 164 |
| Privately issued | $173,000 | 930 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $248,842,000 | 468 |
| Total debt securities | $248,842,000 | 540 |
| 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 | $251,451,000 | 549 |
| U.S. Government securities | $176,811,000 | 588 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $176,811,000 | 563 |
| Securities issued by states & political subdivisions | $72,210,000 | 198 |
| Other domestic debt securities | $2,430,000 | 1,654 |
| Privately issued residential mortgage-backed securities | $271,000 | 912 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,159,000 | 1,390 |
| 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 | $245,709,000 | 250 |
| Mortgage-backed securities | $161,632,000 | 440 |
| Certificates of participation in pools of residential mortgages | $2,239,000 | 4,385 |
| Issued or guaranteed by U.S. | $2,239,000 | 4,372 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $159,393,000 | 215 |
| CMOs issued by government agencies or sponsored agencies | $159,122,000 | 172 |
| Privately issued | $271,000 | 838 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $251,451,000 | 465 |
| Total debt securities | $251,451,000 | 537 |
| 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 | $245,887,000 | 565 |
| U.S. Government securities | $174,816,000 | 605 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $174,816,000 | 582 |
| Securities issued by states & political subdivisions | $68,768,000 | 202 |
| Other domestic debt securities | $2,303,000 | 1,763 |
| Privately issued residential mortgage-backed securities | $336,000 | 872 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,967,000 | 1,577 |
| 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 | $195,455,000 | 290 |
| Mortgage-backed securities | $168,918,000 | 429 |
| Certificates of participation in pools of residential mortgages | $2,731,000 | 4,206 |
| Issued or guaranteed by U.S. | $2,731,000 | 4,195 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $166,187,000 | 211 |
| CMOs issued by government agencies or sponsored agencies | $165,851,000 | 164 |
| Privately issued | $336,000 | 810 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $245,887,000 | 477 |
| Total debt securities | $245,887,000 | 547 |
| 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 | $253,709,000 | 563 |
| U.S. Government securities | $177,807,000 | 601 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $177,807,000 | 578 |
| Securities issued by states & political subdivisions | $73,547,000 | 191 |
| Other domestic debt securities | $2,355,000 | 1,840 |
| Privately issued residential mortgage-backed securities | $387,000 | 902 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,968,000 | 1,673 |
| 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 | $39,500,000 | 1,116 |
| Mortgage-backed securities | $178,194,000 | 431 |
| Certificates of participation in pools of residential mortgages | $3,175,000 | 4,068 |
| Issued or guaranteed by U.S. | $3,175,000 | 4,059 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $175,019,000 | 212 |
| CMOs issued by government agencies or sponsored agencies | $174,632,000 | 163 |
| Privately issued | $387,000 | 832 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $253,709,000 | 489 |
| Total debt securities | $253,709,000 | 540 |
| 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 | $242,902,000 | 593 |
| U.S. Government securities | $170,325,000 | 635 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $170,325,000 | 614 |
| Securities issued by states & political subdivisions | $70,176,000 | 194 |
| Other domestic debt securities | $2,401,000 | 1,874 |
| Privately issued residential mortgage-backed securities | $433,000 | 758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,968,000 | 1,777 |
| 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 | $42,050,000 | 1,041 |
| Mortgage-backed securities | $170,758,000 | 455 |
| Certificates of participation in pools of residential mortgages | $3,519,000 | 3,911 |
| Issued or guaranteed by U.S. | $3,519,000 | 3,900 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $167,239,000 | 211 |
| CMOs issued by government agencies or sponsored agencies | $166,806,000 | 185 |
| Privately issued | $433,000 | 658 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $242,902,000 | 514 |
| Total debt securities | $242,902,000 | 574 |
| 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 | $224,156,000 | 628 |
| U.S. Government securities | $160,879,000 | 652 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $160,879,000 | 626 |
| Securities issued by states & political subdivisions | $60,645,000 | 244 |
| Other domestic debt securities | $2,632,000 | 1,872 |
| Privately issued residential mortgage-backed securities | $665,000 | 726 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,967,000 | 1,877 |
| 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 | $39,433,000 | 1,052 |
| Mortgage-backed securities | $161,544,000 | 465 |
| Certificates of participation in pools of residential mortgages | $4,281,000 | 3,640 |
| Issued or guaranteed by U.S. | $4,281,000 | 3,628 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $157,263,000 | 215 |
| CMOs issued by government agencies or sponsored agencies | $156,598,000 | 196 |
| Privately issued | $665,000 | 640 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $224,156,000 | 545 |
| Total debt securities | $224,156,000 | 610 |
| 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 | $195,389,000 | 689 |
| U.S. Government securities | $153,101,000 | 659 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $153,101,000 | 636 |
| Securities issued by states & political subdivisions | $39,340,000 | 418 |
| Other domestic debt securities | $2,948,000 | 1,871 |
| Privately issued residential mortgage-backed securities | $980,000 | 692 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,968,000 | 1,929 |
| 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 | $47,676,000 | 867 |
| Mortgage-backed securities | $154,081,000 | 485 |
| Certificates of participation in pools of residential mortgages | $5,073,000 | 3,417 |
| Issued or guaranteed by U.S. | $5,073,000 | 3,406 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $149,008,000 | 239 |
| CMOs issued by government agencies or sponsored agencies | $148,028,000 | 211 |
| Privately issued | $980,000 | 615 |
| 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) | $195,389,000 | 595 |
| Total debt securities | $195,389,000 | 666 |
| 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 | $155,278,000 | 833 |
| U.S. Government securities | $108,734,000 | 887 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $108,734,000 | 846 |
| Securities issued by states & political subdivisions | $37,810,000 | 408 |
| Other domestic debt securities | $8,734,000 | 1,011 |
| Privately issued residential mortgage-backed securities | $1,229,000 | 644 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,505,000 | 872 |
| 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 | $45,414,000 | 908 |
| Mortgage-backed securities | $109,963,000 | 608 |
| Certificates of participation in pools of residential mortgages | $5,878,000 | 3,169 |
| Issued or guaranteed by U.S. | $5,878,000 | 3,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $104,085,000 | 305 |
| CMOs issued by government agencies or sponsored agencies | $102,856,000 | 266 |
| Privately issued | $1,229,000 | 572 |
| 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) | $155,278,000 | 710 |
| Total debt securities | $155,278,000 | 802 |
| 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 | $147,027,000 | 860 |
| U.S. Government securities | $98,990,000 | 926 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $98,990,000 | 880 |
| Securities issued by states & political subdivisions | $37,982,000 | 386 |
| Other domestic debt securities | $10,055,000 | 927 |
| Privately issued residential mortgage-backed securities | $1,560,000 | 600 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,495,000 | 805 |
| 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 | $48,972,000 | 834 |
| Mortgage-backed securities | $100,550,000 | 625 |
| Certificates of participation in pools of residential mortgages | $6,762,000 | 2,906 |
| Issued or guaranteed by U.S. | $6,762,000 | 2,897 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $93,788,000 | 312 |
| CMOs issued by government agencies or sponsored agencies | $92,228,000 | 269 |
| Privately issued | $1,560,000 | 535 |
| 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) | $147,027,000 | 722 |
| Total debt securities | $147,027,000 | 825 |
| 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 | $46,690,000 | 2,332 |
| U.S. Government securities | $27,231,000 | 2,756 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $27,231,000 | 2,606 |
| Securities issued by states & political subdivisions | $11,064,000 | 1,557 |
| Other domestic debt securities | $8,395,000 | 1,043 |
| 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 | $8,395,000 | 811 |
| 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 | $16,415,000 | 2,064 |
| Mortgage-backed securities | $27,231,000 | 1,482 |
| Certificates of participation in pools of residential mortgages | $10,814,000 | 2,003 |
| Issued or guaranteed by U.S. | $10,814,000 | 1,990 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $16,417,000 | 940 |
| CMOs issued by government agencies or sponsored agencies | $16,417,000 | 862 |
| 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) | $46,690,000 | 1,933 |
| Total debt securities | $46,690,000 | 2,258 |
| 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 | $21,519,000 | 4,405 |
| U.S. Government securities | $11,281,000 | 5,455 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $11,281,000 | 5,125 |
| Securities issued by states & political subdivisions | $8,058,000 | 1,990 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| 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 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $2,180,000 | 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 | $16,433,000 | 2,194 |
| Mortgage-backed securities | $11,281,000 | 2,177 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $11,281,000 | 932 |
| CMOs issued by government agencies or sponsored agencies | $11,281,000 | 836 |
| 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) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $21,519,000 | 3,582 |
| Total debt securities | $19,339,000 | 4,613 |
| 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 | $21,016,000 | 4,679 |
| U.S. Government securities | $11,687,000 | 5,598 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $11,687,000 | 5,089 |
| Securities issued by states & political subdivisions | $7,346,000 | 2,212 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $1,983,000 | 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 | $13,039,000 | 2,611 |
| Mortgage-backed securities | $11,687,000 | 2,292 |
| Certificates of participation in pools of residential mortgages | $15,000 | 7,281 |
| Issued or guaranteed by U.S. | $15,000 | 7,261 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $11,672,000 | 991 |
| CMOs issued by government agencies or sponsored agencies | $11,672,000 | 883 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $21,016,000 | 3,753 |
| Total debt securities | $19,033,000 | 4,897 |
| 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 | $19,259,000 | 4,940 |
| U.S. Government securities | $9,611,000 | 6,235 |
| U.S. Treasury securities | $3,043,000 | 3,092 |
| U.S. Government agency obligations | $6,568,000 | 6,477 |
| Securities issued by states & political subdivisions | $8,596,000 | 1,963 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| 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 | $0 | 363 |
| Equity securities | $1,052,000 | 2,247 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,303,000 | 6,808 |
| Mortgage-backed securities | $6,568,000 | 3,380 |
| Certificates of participation in pools of residential mortgages | $28,000 | 7,396 |
| Issued or guaranteed by U.S. | $28,000 | 7,374 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $6,540,000 | 1,539 |
| CMOs issued by government agencies or sponsored agencies | $6,540,000 | 1,433 |
| Privately issued | $0 | 1,474 |
| 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) | $451,000 | 5,958 |
| Available-for-sale securities (fair market value) | $18,808,000 | 3,975 |
| Total debt securities | $18,207,000 | 5,032 |
| 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 | $22,370,000 | 4,538 |
| U.S. Government securities | $16,659,000 | 4,678 |
| U.S. Treasury securities | $4,995,000 | 3,242 |
| U.S. Government agency obligations | $11,664,000 | 4,747 |
| Securities issued by states & political subdivisions | $4,586,000 | 2,929 |
| Other domestic debt securities | $200,000 | 2,933 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $200,000 | 2,340 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $925,000 | 2,449 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,501,000 | 6,025 |
| Mortgage-backed securities | $8,666,000 | 2,865 |
| Certificates of participation in pools of residential mortgages | $44,000 | 7,607 |
| Issued or guaranteed by U.S. | $44,000 | 7,580 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $8,622,000 | 1,227 |
| CMOs issued by government agencies or sponsored agencies | $8,622,000 | 1,171 |
| Privately issued | $0 | 1,491 |
| 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) | $3,783,000 | 4,657 |
| Available-for-sale securities (fair market value) | $18,587,000 | 3,811 |
| Total debt securities | $21,445,000 | 4,562 |
| 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 | $21,185,000 | 5,108 |
| U.S. Government securities | $19,441,000 | 4,537 |
| U.S. Treasury securities | $10,956,000 | 2,078 |
| U.S. Government agency obligations | $8,485,000 | 6,040 |
| Securities issued by states & political subdivisions | $883,000 | 6,293 |
| Other domestic debt securities | $301,000 | 3,077 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $301,000 | 2,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $560,000 | 3,288 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,489,000 | 4,381 |
| Mortgage-backed securities | $511,000 | 7,518 |
| Certificates of participation in pools of residential mortgages | $511,000 | 6,637 |
| Issued or guaranteed by U.S. | $511,000 | 6,619 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| 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) | $9,673,000 | 3,243 |
| Available-for-sale securities (fair market value) | $11,512,000 | 5,546 |
| Total debt securities | $20,625,000 | 5,093 |
| 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 | $18,360,000 | 5,888 |
| U.S. Government securities | $16,625,000 | 5,335 |
| U.S. Treasury securities | $6,024,000 | 4,051 |
| U.S. Government agency obligations | $10,601,000 | 5,289 |
| Securities issued by states & political subdivisions | $912,000 | 6,492 |
| Other domestic debt securities | $401,000 | 3,437 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $401,000 | 2,703 |
| Foreign debt securities | NA | NA |
| Equity securities | $422,000 | 3,627 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,515,000 | 4,002 |
| Mortgage-backed securities | $667,000 | 7,751 |
| Certificates of participation in pools of residential mortgages | $667,000 | 6,666 |
| Issued or guaranteed by U.S. | $667,000 | 6,634 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| 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) | $7,955,000 | 3,929 |
| Available-for-sale securities (fair market value) | $10,405,000 | 6,030 |
| Total debt securities | $17,938,000 | 5,867 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,530 |
| Fair value | $995,000 | 2,668 |
| 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 | $15,387,000 | 7,021 |
| U.S. Government securities | $13,651,000 | 6,431 |
| U.S. Treasury securities | $8,865,000 | 3,777 |
| U.S. Government agency obligations | $4,786,000 | 7,837 |
| Securities issued by states & political subdivisions | $1,047,000 | 6,568 |
| Other domestic debt securities | $555,000 | 3,407 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $555,000 | 2,723 |
| Foreign debt securities | NA | NA |
| Equity securities | $134,000 | 5,509 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,471,000 | 4,495 |
| Mortgage-backed securities | $796,000 | 8,056 |
| Certificates of participation in pools of residential mortgages | $796,000 | 6,771 |
| Issued or guaranteed by U.S. | $796,000 | 6,746 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,363,000 | 6,315 |
| Available-for-sale securities (fair market value) | $7,024,000 | 5,867 |
| Total debt securities | $15,253,000 | 6,944 |
| 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 | $17,662,000 | 6,677 |
| U.S. Government securities | $16,391,000 | 5,914 |
| U.S. Treasury securities | $13,241,000 | 2,728 |
| U.S. Government agency obligations | $3,150,000 | 9,256 |
| Securities issued by states & political subdivisions | $172,000 | 8,993 |
| Other domestic debt securities | $995,000 | 3,392 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $995,000 | 2,624 |
| Foreign debt securities | NA | NA |
| Equity securities | $104,000 | 5,589 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,004,000 | 7,004 |
| Mortgage-backed securities | $156,000 | 10,095 |
| Certificates of participation in pools of residential mortgages | $156,000 | 9,190 |
| Issued or guaranteed by U.S. | $156,000 | 9,137 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| 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 | $17,558,000 | 6,562 |
| 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 | $13,084,000 | 7,960 |
| U.S. Government securities | $11,832,000 | 7,318 |
| U.S. Treasury securities | $10,534,000 | 3,366 |
| U.S. Government agency obligations | $1,298,000 | 11,238 |
| Securities issued by states & political subdivisions | $100,000 | 9,256 |
| Other domestic debt securities | $1,060,000 | 3,947 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,060,000 | 2,832 |
| Foreign debt securities | NA | NA |
| Equity securities | $92,000 | 5,299 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,010,000 | 7,087 |
| Mortgage-backed securities | $1,298,000 | 8,510 |
| Certificates of participation in pools of residential mortgages | $265,000 | 9,253 |
| Issued or guaranteed by U.S. | $265,000 | 9,182 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,033,000 | 4,957 |
| CMOs issued by government agencies or sponsored agencies | $1,033,000 | 4,577 |
| Privately issued | $0 | 3,547 |
| 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 | $12,992,000 | 7,872 |
| 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 |