Home > Bank of Florida - Southwest > Securities
Bank of Florida - Southwest, Securities
| 2010-03-31 | Rank | |
| Total securities | $46,109,000 | 2,563 |
| U.S. Government securities | $45,599,000 | 1,942 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $45,599,000 | 1,882 |
| Securities issued by states & political subdivisions | $510,000 | 5,233 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,270,000 | 1,225 |
| Mortgage-backed securities | $45,599,000 | 1,255 |
| Certificates of participation in pools of residential mortgages | $28,663,000 | 1,231 |
| Issued or guaranteed by U.S. | $28,663,000 | 1,227 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $16,936,000 | 1,057 |
| CMOs issued by government agencies or sponsored agencies | $16,936,000 | 877 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $510,000 | 2,571 |
| Available-for-sale securities (fair market value) | $45,599,000 | 2,303 |
| Total debt securities | $46,109,000 | 2,538 |
| 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 | $21,095,000 | 4,290 |
| U.S. Government securities | $20,566,000 | 3,451 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $20,566,000 | 3,375 |
| Securities issued by states & political subdivisions | $529,000 | 5,241 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,226,000 | 2,278 |
| Mortgage-backed securities | $20,566,000 | 2,248 |
| Certificates of participation in pools of residential mortgages | $13,496,000 | 2,195 |
| Issued or guaranteed by U.S. | $13,496,000 | 2,187 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $7,070,000 | 1,604 |
| CMOs issued by government agencies or sponsored agencies | $7,070,000 | 1,349 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $529,000 | 2,612 |
| Available-for-sale securities (fair market value) | $20,566,000 | 3,946 |
| Total debt securities | $21,095,000 | 4,258 |
| 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 | $46,528,000 | 2,526 |
| U.S. Government securities | $44,366,000 | 1,914 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $44,366,000 | 1,857 |
| Securities issued by states & political subdivisions | $2,162,000 | 4,287 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,256,000 | 1,438 |
| Mortgage-backed securities | $44,366,000 | 1,345 |
| Certificates of participation in pools of residential mortgages | $37,182,000 | 1,056 |
| Issued or guaranteed by U.S. | $37,182,000 | 1,050 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $7,184,000 | 1,599 |
| CMOs issued by government agencies or sponsored agencies | $7,184,000 | 1,316 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $2,162,000 | 2,092 |
| Available-for-sale securities (fair market value) | $44,366,000 | 2,326 |
| Total debt securities | $46,528,000 | 2,496 |
| 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 | $48,053,000 | 2,404 |
| U.S. Government securities | $45,891,000 | 1,801 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $45,891,000 | 1,764 |
| Securities issued by states & political subdivisions | $2,162,000 | 4,268 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,577,000 | 2,180 |
| Mortgage-backed securities | $45,891,000 | 1,303 |
| Certificates of participation in pools of residential mortgages | $44,839,000 | 923 |
| Issued or guaranteed by U.S. | $44,839,000 | 914 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,052,000 | 2,840 |
| CMOs issued by government agencies or sponsored agencies | $1,052,000 | 2,470 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $2,162,000 | 2,108 |
| Available-for-sale securities (fair market value) | $45,891,000 | 2,211 |
| Total debt securities | $48,053,000 | 2,370 |
| 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 | $51,357,000 | 2,276 |
| U.S. Government securities | $48,378,000 | 1,727 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $48,378,000 | 1,689 |
| Securities issued by states & political subdivisions | $2,979,000 | 3,819 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,379,000 | 1,121 |
| Mortgage-backed securities | $48,378,000 | 1,256 |
| Certificates of participation in pools of residential mortgages | $47,325,000 | 910 |
| Issued or guaranteed by U.S. | $47,325,000 | 900 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,053,000 | 2,891 |
| CMOs issued by government agencies or sponsored agencies | $1,053,000 | 2,508 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,979,000 | 1,950 |
| Available-for-sale securities (fair market value) | $48,378,000 | 2,111 |
| Total debt securities | $51,357,000 | 2,249 |
| 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 | $53,530,000 | 2,183 |
| U.S. Government securities | $50,552,000 | 1,689 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $50,552,000 | 1,664 |
| Securities issued by states & political subdivisions | $2,978,000 | 3,779 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| 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 | $44,452,000 | 1,215 |
| Mortgage-backed securities | $50,552,000 | 1,177 |
| Certificates of participation in pools of residential mortgages | $49,538,000 | 836 |
| Issued or guaranteed by U.S. | $49,538,000 | 828 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,014,000 | 2,855 |
| CMOs issued by government agencies or sponsored agencies | $1,014,000 | 2,514 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,978,000 | 1,965 |
| Available-for-sale securities (fair market value) | $50,552,000 | 2,016 |
| Total debt securities | $53,530,000 | 2,152 |
| 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 | $40,727,000 | 2,684 |
| U.S. Government securities | $37,750,000 | 2,135 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $37,750,000 | 2,089 |
| Securities issued by states & political subdivisions | $2,977,000 | 3,758 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| 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 | $36,724,000 | 1,396 |
| Mortgage-backed securities | $37,750,000 | 1,399 |
| Certificates of participation in pools of residential mortgages | $36,725,000 | 1,043 |
| Issued or guaranteed by U.S. | $36,725,000 | 1,031 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,025,000 | 2,746 |
| CMOs issued by government agencies or sponsored agencies | $1,025,000 | 2,402 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,977,000 | 1,974 |
| Available-for-sale securities (fair market value) | $37,750,000 | 2,537 |
| Total debt securities | $40,727,000 | 2,655 |
| 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 | $40,039,000 | 2,775 |
| U.S. Government securities | $37,062,000 | 2,204 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $37,062,000 | 2,162 |
| Securities issued by states & political subdivisions | $2,977,000 | 3,787 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| 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 | $36,050,000 | 1,411 |
| Mortgage-backed securities | $37,062,000 | 1,398 |
| Certificates of participation in pools of residential mortgages | $36,050,000 | 1,051 |
| Issued or guaranteed by U.S. | $36,050,000 | 1,040 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,012,000 | 2,744 |
| CMOs issued by government agencies or sponsored agencies | $1,012,000 | 2,413 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,977,000 | 1,976 |
| Available-for-sale securities (fair market value) | $37,062,000 | 2,626 |
| Total debt securities | $40,039,000 | 2,735 |
| 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 | $42,624,000 | 2,627 |
| U.S. Government securities | $39,648,000 | 2,073 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $39,648,000 | 2,038 |
| Securities issued by states & political subdivisions | $2,976,000 | 3,810 |
| Other domestic debt securities | $0 | 3,172 |
| 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 | $0 | 2,362 |
| 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 | $38,602,000 | 1,293 |
| Mortgage-backed securities | $39,648,000 | 1,291 |
| Certificates of participation in pools of residential mortgages | $38,602,000 | 949 |
| Issued or guaranteed by U.S. | $38,602,000 | 940 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,046,000 | 2,731 |
| CMOs issued by government agencies or sponsored agencies | $1,046,000 | 2,398 |
| 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) | $2,976,000 | 2,006 |
| Available-for-sale securities (fair market value) | $39,648,000 | 2,478 |
| Total debt securities | $42,624,000 | 2,580 |
| 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 | $19,099,000 | 4,574 |
| U.S. Government securities | $16,122,000 | 4,117 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $16,122,000 | 4,032 |
| Securities issued by states & political subdivisions | $2,977,000 | 3,804 |
| Other domestic debt securities | $0 | 3,016 |
| 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 | $0 | 2,243 |
| 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 | $15,103,000 | 2,669 |
| Mortgage-backed securities | $15,128,000 | 2,311 |
| Certificates of participation in pools of residential mortgages | $14,109,000 | 1,843 |
| Issued or guaranteed by U.S. | $14,109,000 | 1,834 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,019,000 | 2,622 |
| CMOs issued by government agencies or sponsored agencies | $1,019,000 | 2,318 |
| 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) | $2,977,000 | 2,068 |
| Available-for-sale securities (fair market value) | $16,122,000 | 4,458 |
| Total debt securities | $19,099,000 | 4,524 |
| 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 | $19,309,000 | 4,580 |
| U.S. Government securities | $16,332,000 | 4,152 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $16,332,000 | 4,070 |
| Securities issued by states & political subdivisions | $2,977,000 | 3,805 |
| Other domestic debt securities | $0 | 2,992 |
| 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 | $0 | 2,218 |
| 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 | $15,307,000 | 2,648 |
| Mortgage-backed securities | $15,344,000 | 2,137 |
| Certificates of participation in pools of residential mortgages | $14,320,000 | 1,686 |
| Issued or guaranteed by U.S. | $14,320,000 | 1,676 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,024,000 | 2,561 |
| CMOs issued by government agencies or sponsored agencies | $1,024,000 | 2,262 |
| 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) | $19,309,000 | 4,048 |
| Total debt securities | $19,309,000 | 4,528 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $20,911,000 | 4,364 |
| U.S. Government securities | $18,006,000 | 3,925 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $18,006,000 | 3,824 |
| Securities issued by states & political subdivisions | $2,905,000 | 3,836 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $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 | $15,396,000 | 2,623 |
| Mortgage-backed securities | $15,413,000 | 2,082 |
| Certificates of participation in pools of residential mortgages | $14,418,000 | 1,640 |
| Issued or guaranteed by U.S. | $14,418,000 | 1,634 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $995,000 | 2,552 |
| CMOs issued by government agencies or sponsored agencies | $995,000 | 2,265 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $20,911,000 | 3,841 |
| Total debt securities | $20,911,000 | 4,317 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $16,299,000 | 5,043 |
| U.S. Government securities | $16,299,000 | 4,202 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $16,299,000 | 4,101 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,299,000 | 2,528 |
| Mortgage-backed securities | $15,321,000 | 2,087 |
| Certificates of participation in pools of residential mortgages | $15,321,000 | 1,569 |
| Issued or guaranteed by U.S. | $15,321,000 | 1,564 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $16,299,000 | 4,446 |
| Total debt securities | $16,299,000 | 4,997 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $16,678,000 | 5,040 |
| U.S. Government securities | $16,678,000 | 4,207 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $16,678,000 | 4,100 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $15,705,000 | 2,048 |
| Certificates of participation in pools of residential mortgages | $15,705,000 | 1,558 |
| Issued or guaranteed by U.S. | $15,705,000 | 1,551 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $16,678,000 | 4,439 |
| Total debt securities | $16,678,000 | 4,996 |
| 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 | $16,829,000 | 5,049 |
| U.S. Government securities | $16,829,000 | 4,228 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $16,829,000 | 4,107 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $15,863,000 | 2,029 |
| Certificates of participation in pools of residential mortgages | $15,863,000 | 1,558 |
| Issued or guaranteed by U.S. | $15,863,000 | 1,547 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $16,829,000 | 4,429 |
| Total debt securities | $16,829,000 | 5,003 |
| 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 | $17,027,000 | 5,002 |
| U.S. Government securities | $17,027,000 | 4,195 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $17,027,000 | 4,074 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $16,070,000 | 2,021 |
| Certificates of participation in pools of residential mortgages | $16,070,000 | 1,567 |
| Issued or guaranteed by U.S. | $16,070,000 | 1,558 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $17,027,000 | 4,360 |
| Total debt securities | $17,027,000 | 4,952 |
| 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 | $2,560,000 | 8,010 |
| U.S. Government securities | $2,560,000 | 7,705 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $2,560,000 | 7,576 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $1,600,000 | 4,982 |
| Certificates of participation in pools of residential mortgages | $1,600,000 | 4,453 |
| Issued or guaranteed by U.S. | $1,600,000 | 4,437 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $2,560,000 | 7,231 |
| Total debt securities | $2,560,000 | 7,968 |
| 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 | $2,654,000 | 8,035 |
| U.S. Government securities | $2,654,000 | 7,700 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $2,654,000 | 7,571 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,036 |
| Mortgage-backed securities | $1,692,000 | 4,974 |
| Certificates of participation in pools of residential mortgages | $1,692,000 | 4,432 |
| Issued or guaranteed by U.S. | $1,692,000 | 4,414 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $2,654,000 | 7,260 |
| Total debt securities | $2,653,000 | 7,985 |
| 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 | $2,791,000 | 8,031 |
| U.S. Government securities | $2,791,000 | 7,683 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $2,791,000 | 7,551 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $1,820,000 | 4,948 |
| Certificates of participation in pools of residential mortgages | $1,820,000 | 4,396 |
| Issued or guaranteed by U.S. | $1,820,000 | 4,381 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $2,791,000 | 7,246 |
| Total debt securities | $2,792,000 | 7,976 |
| 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 | $2,935,000 | 8,035 |
| U.S. Government securities | $2,935,000 | 7,695 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $2,935,000 | 7,549 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $1,963,000 | 4,957 |
| Certificates of participation in pools of residential mortgages | $1,963,000 | 4,388 |
| Issued or guaranteed by U.S. | $1,963,000 | 4,370 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $2,935,000 | 7,251 |
| Total debt securities | $2,935,000 | 7,982 |
| 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 | $3,036,000 | 8,072 |
| U.S. Government securities | $3,036,000 | 7,714 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $3,036,000 | 7,551 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $2,072,000 | 4,970 |
| Certificates of participation in pools of residential mortgages | $2,072,000 | 4,397 |
| Issued or guaranteed by U.S. | $2,072,000 | 4,385 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $3,036,000 | 7,274 |
| Total debt securities | $3,036,000 | 8,017 |
| 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 | $13,202,000 | 5,837 |
| U.S. Government securities | $13,202,000 | 4,970 |
| U.S. Treasury securities | $9,995,000 | 389 |
| U.S. Government agency obligations | $3,207,000 | 7,512 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $2,224,000 | 4,945 |
| Certificates of participation in pools of residential mortgages | $2,224,000 | 4,359 |
| Issued or guaranteed by U.S. | $2,224,000 | 4,344 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $13,202,000 | 5,110 |
| Total debt securities | $13,202,000 | 5,767 |
| 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 | $3,321,000 | 8,080 |
| U.S. Government securities | $3,321,000 | 7,652 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $3,321,000 | 7,501 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $2,333,000 | 4,926 |
| Certificates of participation in pools of residential mortgages | $2,333,000 | 4,333 |
| Issued or guaranteed by U.S. | $2,333,000 | 4,321 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $3,321,000 | 7,271 |
| Total debt securities | $3,321,000 | 8,016 |
| 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 | $3,326,000 | 8,166 |
| U.S. Government securities | $3,326,000 | 7,736 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $3,326,000 | 7,578 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $2,369,000 | 4,972 |
| Certificates of participation in pools of residential mortgages | $2,369,000 | 4,363 |
| Issued or guaranteed by U.S. | $2,369,000 | 4,350 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $3,326,000 | 7,352 |
| Total debt securities | $3,326,000 | 8,102 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $4,133,000 | 7,955 |
| U.S. Government securities | $3,623,000 | 7,614 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $3,623,000 | 7,456 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $510,000 | 2,977 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $510,000 | 2,561 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $2,621,000 | 4,921 |
| Certificates of participation in pools of residential mortgages | $2,621,000 | 4,299 |
| Issued or guaranteed by U.S. | $2,621,000 | 4,289 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $4,133,000 | 7,171 |
| Total debt securities | $4,133,000 | 7,882 |
| 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 | $4,172,000 | 8,021 |
| U.S. Government securities | $3,664,000 | 7,671 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $3,664,000 | 7,483 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $508,000 | 3,047 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $508,000 | 2,711 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $2,681,000 | 4,853 |
| Certificates of participation in pools of residential mortgages | $2,681,000 | 4,246 |
| Issued or guaranteed by U.S. | $2,681,000 | 4,232 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $4,172,000 | 7,192 |
| Total debt securities | $4,172,000 | 7,949 |
| 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 | $5,272,000 | 7,714 |
| U.S. Government securities | $4,764,000 | 7,224 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $4,764,000 | 7,049 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $508,000 | 3,162 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $508,000 | 2,825 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $2,777,000 | 4,823 |
| Certificates of participation in pools of residential mortgages | $2,777,000 | 4,198 |
| Issued or guaranteed by U.S. | $2,777,000 | 4,182 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $5,272,000 | 6,886 |
| Total debt securities | $5,272,000 | 7,620 |
| 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 | $5,021,000 | 7,763 |
| U.S. Government securities | $4,021,000 | 7,437 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $4,021,000 | 7,250 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $1,000,000 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,000,000 | 2,465 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $1,995,000 | 5,322 |
| Certificates of participation in pools of residential mortgages | $1,995,000 | 4,687 |
| Issued or guaranteed by U.S. | $1,995,000 | 4,670 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $5,021,000 | 6,943 |
| Total debt securities | $5,021,000 | 7,678 |
| 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 | $6,536,000 | 7,396 |
| U.S. Government securities | $6,032,000 | 6,783 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $6,032,000 | 6,596 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $504,000 | 3,279 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $504,000 | 2,910 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $3,013,000 | 4,876 |
| Certificates of participation in pools of residential mortgages | $3,013,000 | 4,180 |
| Issued or guaranteed by U.S. | $3,013,000 | 4,163 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $6,536,000 | 6,573 |
| Total debt securities | $6,536,000 | 7,301 |
| 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 | $6,610,000 | 7,373 |
| U.S. Government securities | $6,110,000 | 6,773 |
| U.S. Treasury securities | $25,000 | 2,534 |
| U.S. Government agency obligations | $6,085,000 | 6,581 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $500,000 | 3,338 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 2,957 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $3,084,000 | 4,830 |
| Certificates of participation in pools of residential mortgages | $3,084,000 | 4,127 |
| Issued or guaranteed by U.S. | $3,084,000 | 4,114 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,000 | 4,760 |
| Available-for-sale securities (fair market value) | $6,585,000 | 6,537 |
| Total debt securities | $6,610,000 | 7,290 |
| 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 | $25,000 | 9,410 |
| U.S. Government securities | $25,000 | 9,279 |
| U.S. Treasury securities | $25,000 | 3,174 |
| U.S. Government agency obligations | $0 | 9,193 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $25,000 | 8,585 |
| Total debt securities | $25,000 | 9,355 |
| 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 | $1,401,000 | 9,430 |
| U.S. Government securities | $1,024,000 | 9,291 |
| U.S. Treasury securities | $25,000 | 4,176 |
| U.S. Government agency obligations | $999,000 | 9,081 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| 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 | NA | NA |
| Equity securities | $377,000 | 4,462 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $0 | 7,590 |
| 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 | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $999,000 | 4,470 |
| Available-for-sale securities (fair market value) | $402,000 | 8,788 |
| Total debt securities | $1,024,000 | 9,398 |
| 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 | $1,365,000 | 9,786 |
| U.S. Government securities | $988,000 | 9,688 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $988,000 | 9,379 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| 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 | NA | NA |
| Equity securities | $377,000 | 4,332 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| 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) | $988,000 | 4,892 |
| Available-for-sale securities (fair market value) | $377,000 | 9,075 |
| Total debt securities | $988,000 | 9,772 |
| 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 |