Home > Colorado Capital Bank > Securities
Colorado Capital Bank, Securities
| 2011-06-30 | Rank | |
| Total securities | $42,484,000 | 2,869 |
| U.S. Government securities | $18,061,000 | 3,886 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $18,061,000 | 3,788 |
| Securities issued by states & political subdivisions | $24,423,000 | 1,207 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,197,000 | 3,734 |
| Mortgage-backed securities | $3,416,000 | 4,496 |
| Certificates of participation in pools of residential mortgages | $3,307,000 | 3,956 |
| Issued or guaranteed by U.S. | $3,307,000 | 3,941 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $109,000 | 3,651 |
| CMOs issued by government agencies or sponsored agencies | $109,000 | 3,363 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $15,008,000 | 827 |
| Available-for-sale securities (fair market value) | $27,476,000 | 3,517 |
| Total debt securities | $42,484,000 | 2,849 |
| Structured notes | ||
| Amortized cost | $8,275,000 | 798 |
| Fair value | $8,292,000 | 800 |
| 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 | $54,111,000 | 2,373 |
| U.S. Government securities | $29,730,000 | 2,796 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $29,730,000 | 2,708 |
| Securities issued by states & political subdivisions | $24,381,000 | 1,178 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,266,000 | 1,553 |
| Mortgage-backed securities | $3,607,000 | 4,394 |
| Certificates of participation in pools of residential mortgages | $3,477,000 | 3,840 |
| Issued or guaranteed by U.S. | $3,477,000 | 3,828 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $130,000 | 3,595 |
| CMOs issued by government agencies or sponsored agencies | $130,000 | 3,305 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $15,721,000 | 796 |
| Available-for-sale securities (fair market value) | $38,390,000 | 2,792 |
| Total debt securities | $54,111,000 | 2,350 |
| Structured notes | ||
| Amortized cost | $13,274,000 | 548 |
| Fair value | $13,255,000 | 545 |
| 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 | $55,356,000 | 2,233 |
| U.S. Government securities | $31,046,000 | 2,573 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $31,046,000 | 2,489 |
| Securities issued by states & political subdivisions | $24,310,000 | 1,161 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,511,000 | 968 |
| Mortgage-backed securities | $2,910,000 | 4,516 |
| Certificates of participation in pools of residential mortgages | $2,756,000 | 3,978 |
| Issued or guaranteed by U.S. | $2,756,000 | 3,968 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $154,000 | 3,565 |
| CMOs issued by government agencies or sponsored agencies | $154,000 | 3,255 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $16,248,000 | 786 |
| Available-for-sale securities (fair market value) | $39,108,000 | 2,670 |
| Total debt securities | $55,356,000 | 2,206 |
| Structured notes | ||
| Amortized cost | $13,271,000 | 503 |
| Fair value | $13,234,000 | 498 |
| 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 | $63,466,000 | 1,955 |
| U.S. Government securities | $38,430,000 | 2,153 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $38,430,000 | 2,080 |
| Securities issued by states & political subdivisions | $25,036,000 | 1,080 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,580,000 | 856 |
| Mortgage-backed securities | $2,952,000 | 4,526 |
| Certificates of participation in pools of residential mortgages | $2,772,000 | 3,952 |
| Issued or guaranteed by U.S. | $2,772,000 | 3,942 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $180,000 | 3,530 |
| CMOs issued by government agencies or sponsored agencies | $180,000 | 3,209 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $17,567,000 | 765 |
| Available-for-sale securities (fair market value) | $45,899,000 | 2,304 |
| Total debt securities | $63,466,000 | 1,937 |
| Structured notes | ||
| Amortized cost | $14,266,000 | 434 |
| Fair value | $14,407,000 | 434 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $55,958,000 | 2,168 |
| U.S. Government securities | $31,201,000 | 2,601 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $31,201,000 | 2,521 |
| Securities issued by states & political subdivisions | $24,757,000 | 1,025 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,115,000 | 974 |
| Mortgage-backed securities | $3,142,000 | 4,473 |
| Certificates of participation in pools of residential mortgages | $2,937,000 | 3,947 |
| Issued or guaranteed by U.S. | $2,937,000 | 3,939 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $205,000 | 3,433 |
| CMOs issued by government agencies or sponsored agencies | $205,000 | 3,115 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $17,584,000 | 778 |
| Available-for-sale securities (fair market value) | $38,374,000 | 2,630 |
| Total debt securities | $55,958,000 | 2,142 |
| Structured notes | ||
| Amortized cost | $8,992,000 | 755 |
| Fair value | $9,045,000 | 746 |
| 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 | $45,948,000 | 2,570 |
| U.S. Government securities | $21,089,000 | 3,436 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $21,089,000 | 3,352 |
| Securities issued by states & political subdivisions | $24,859,000 | 995 |
| 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 | $43,603,000 | 1,240 |
| Mortgage-backed securities | $3,333,000 | 4,507 |
| Certificates of participation in pools of residential mortgages | $3,103,000 | 4,014 |
| Issued or guaranteed by U.S. | $3,103,000 | 4,006 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $230,000 | 3,400 |
| CMOs issued by government agencies or sponsored agencies | $230,000 | 3,068 |
| 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) | $19,296,000 | 728 |
| Available-for-sale securities (fair market value) | $26,652,000 | 3,424 |
| Total debt securities | $45,948,000 | 2,545 |
| Structured notes | ||
| Amortized cost | $3,999,000 | 1,199 |
| Fair value | $3,985,000 | 1,200 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $44,785,000 | 2,612 |
| U.S. Government securities | $20,090,000 | 3,510 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $20,090,000 | 3,436 |
| Securities issued by states & political subdivisions | $24,695,000 | 1,004 |
| 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 | $42,966,000 | 1,254 |
| Mortgage-backed securities | $3,362,000 | 4,571 |
| Certificates of participation in pools of residential mortgages | $3,109,000 | 4,094 |
| Issued or guaranteed by U.S. | $3,109,000 | 4,087 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $253,000 | 3,390 |
| CMOs issued by government agencies or sponsored agencies | $253,000 | 3,045 |
| 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) | $21,330,000 | 689 |
| Available-for-sale securities (fair market value) | $23,455,000 | 3,654 |
| Total debt securities | $44,785,000 | 2,587 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 1,617 |
| Fair value | $1,955,000 | 1,627 |
| 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 | $42,477,000 | 2,724 |
| U.S. Government securities | $17,501,000 | 3,782 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $17,501,000 | 3,709 |
| Securities issued by states & political subdivisions | $24,976,000 | 976 |
| 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 | $40,649,000 | 1,276 |
| Mortgage-backed securities | $3,673,000 | 4,572 |
| Certificates of participation in pools of residential mortgages | $3,395,000 | 4,084 |
| Issued or guaranteed by U.S. | $3,395,000 | 4,076 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $278,000 | 3,380 |
| CMOs issued by government agencies or sponsored agencies | $278,000 | 3,032 |
| 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) | $20,114,000 | 751 |
| Available-for-sale securities (fair market value) | $22,363,000 | 3,776 |
| Total debt securities | $42,477,000 | 2,700 |
| 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 | $44,387,000 | 2,564 |
| U.S. Government securities | $19,950,000 | 3,475 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $19,950,000 | 3,397 |
| Securities issued by states & political subdivisions | $24,437,000 | 957 |
| 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 | $42,629,000 | 1,221 |
| Mortgage-backed securities | $4,133,000 | 4,492 |
| Certificates of participation in pools of residential mortgages | $3,825,000 | 4,012 |
| Issued or guaranteed by U.S. | $3,825,000 | 3,998 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $308,000 | 3,347 |
| CMOs issued by government agencies or sponsored agencies | $308,000 | 2,991 |
| 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) | $21,628,000 | 707 |
| Available-for-sale securities (fair market value) | $22,759,000 | 3,697 |
| Total debt securities | $44,387,000 | 2,537 |
| 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 | $47,713,000 | 2,431 |
| U.S. Government securities | $23,022,000 | 3,194 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $23,022,000 | 3,136 |
| Securities issued by states & political subdivisions | $24,691,000 | 897 |
| 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 | $47,713,000 | 1,134 |
| Mortgage-backed securities | $4,381,000 | 4,519 |
| Certificates of participation in pools of residential mortgages | $4,043,000 | 4,042 |
| Issued or guaranteed by U.S. | $4,043,000 | 4,031 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $338,000 | 3,349 |
| CMOs issued by government agencies or sponsored agencies | $338,000 | 2,987 |
| 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) | $22,147,000 | 698 |
| Available-for-sale securities (fair market value) | $25,566,000 | 3,451 |
| Total debt securities | $47,713,000 | 2,401 |
| 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 | $46,419,000 | 2,474 |
| U.S. Government securities | $22,679,000 | 3,242 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $22,679,000 | 3,178 |
| Securities issued by states & political subdivisions | $23,740,000 | 915 |
| 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 | $46,419,000 | 1,163 |
| Mortgage-backed securities | $4,406,000 | 4,464 |
| Certificates of participation in pools of residential mortgages | $4,052,000 | 3,994 |
| Issued or guaranteed by U.S. | $4,052,000 | 3,982 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $354,000 | 3,290 |
| CMOs issued by government agencies or sponsored agencies | $354,000 | 2,967 |
| 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) | $22,067,000 | 700 |
| Available-for-sale securities (fair market value) | $24,352,000 | 3,549 |
| Total debt securities | $46,419,000 | 2,438 |
| 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 | $44,400,000 | 2,506 |
| U.S. Government securities | $22,439,000 | 3,209 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $22,439,000 | 3,147 |
| Securities issued by states & political subdivisions | $21,961,000 | 970 |
| 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 | $44,400,000 | 1,178 |
| Mortgage-backed securities | $4,390,000 | 4,371 |
| Certificates of participation in pools of residential mortgages | $4,004,000 | 3,938 |
| Issued or guaranteed by U.S. | $4,004,000 | 3,927 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $386,000 | 3,192 |
| CMOs issued by government agencies or sponsored agencies | $386,000 | 2,856 |
| 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) | $20,944,000 | 726 |
| Available-for-sale securities (fair market value) | $23,456,000 | 3,530 |
| Total debt securities | $44,400,000 | 2,472 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $45,703,000 | 2,498 |
| U.S. Government securities | $23,422,000 | 3,172 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $23,422,000 | 3,114 |
| Securities issued by states & political subdivisions | $22,281,000 | 976 |
| 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 | $40,970,000 | 1,244 |
| Mortgage-backed securities | $4,388,000 | 4,369 |
| Certificates of participation in pools of residential mortgages | $3,955,000 | 3,978 |
| Issued or guaranteed by U.S. | $3,955,000 | 3,963 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $433,000 | 3,161 |
| CMOs issued by government agencies or sponsored agencies | $433,000 | 2,829 |
| 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) | $21,717,000 | 691 |
| Available-for-sale securities (fair market value) | $23,986,000 | 3,543 |
| Total debt securities | $45,703,000 | 2,446 |
| 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 | $44,335,000 | 2,545 |
| U.S. Government securities | $22,812,000 | 3,210 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $22,812,000 | 3,156 |
| Securities issued by states & political subdivisions | $21,523,000 | 1,014 |
| 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 | $36,659,000 | 1,354 |
| Mortgage-backed securities | $3,498,000 | 4,551 |
| Certificates of participation in pools of residential mortgages | $1,766,000 | 4,732 |
| Issued or guaranteed by U.S. | $1,766,000 | 4,709 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,732,000 | 2,448 |
| CMOs issued by government agencies or sponsored agencies | $1,732,000 | 2,116 |
| 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) | $19,809,000 | 735 |
| Available-for-sale securities (fair market value) | $24,526,000 | 3,505 |
| Total debt securities | $44,335,000 | 2,500 |
| 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 | $42,678,000 | 2,627 |
| U.S. Government securities | $21,585,000 | 3,388 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $21,585,000 | 3,325 |
| Securities issued by states & political subdivisions | $21,093,000 | 1,019 |
| 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 | $30,023,000 | 1,600 |
| Mortgage-backed securities | $2,273,000 | 4,754 |
| Certificates of participation in pools of residential mortgages | $1,727,000 | 4,507 |
| Issued or guaranteed by U.S. | $1,727,000 | 4,489 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $546,000 | 2,941 |
| CMOs issued by government agencies or sponsored agencies | $546,000 | 2,626 |
| 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) | $19,827,000 | 762 |
| Available-for-sale securities (fair market value) | $22,851,000 | 3,648 |
| Total debt securities | $42,678,000 | 2,583 |
| 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 | $38,486,000 | 2,858 |
| U.S. Government securities | $20,004,000 | 3,633 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $20,004,000 | 3,556 |
| Securities issued by states & political subdivisions | $18,482,000 | 1,146 |
| 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 | $17,097,000 | 2,451 |
| Mortgage-backed securities | $2,315,000 | 4,609 |
| Certificates of participation in pools of residential mortgages | $1,720,000 | 4,365 |
| Issued or guaranteed by U.S. | $1,720,000 | 4,352 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $595,000 | 2,848 |
| CMOs issued by government agencies or sponsored agencies | $595,000 | 2,536 |
| 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) | $18,229,000 | 842 |
| Available-for-sale securities (fair market value) | $20,257,000 | 3,932 |
| Total debt securities | $38,486,000 | 2,809 |
| 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 | $36,753,000 | 2,952 |
| U.S. Government securities | $18,876,000 | 3,797 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $18,876,000 | 3,711 |
| Securities issued by states & political subdivisions | $17,877,000 | 1,165 |
| 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 | $6,774,000 | 4,076 |
| Mortgage-backed securities | $2,364,000 | 4,564 |
| Certificates of participation in pools of residential mortgages | $1,714,000 | 4,354 |
| Issued or guaranteed by U.S. | $1,714,000 | 4,341 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $650,000 | 2,793 |
| CMOs issued by government agencies or sponsored agencies | $650,000 | 2,486 |
| 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) | $17,231,000 | 899 |
| Available-for-sale securities (fair market value) | $19,522,000 | 4,005 |
| Total debt securities | $36,753,000 | 2,909 |
| 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 | $31,442,000 | 3,334 |
| U.S. Government securities | $15,542,000 | 4,341 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $15,542,000 | 4,234 |
| Securities issued by states & political subdivisions | $15,900,000 | 1,311 |
| 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 | $6,907,000 | 4,053 |
| Mortgage-backed securities | $2,493,000 | 4,502 |
| Certificates of participation in pools of residential mortgages | $1,790,000 | 4,306 |
| Issued or guaranteed by U.S. | $1,790,000 | 4,289 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $703,000 | 2,737 |
| CMOs issued by government agencies or sponsored agencies | $703,000 | 2,452 |
| 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) | $15,510,000 | 988 |
| Available-for-sale securities (fair market value) | $15,932,000 | 4,500 |
| Total debt securities | $31,442,000 | 3,297 |
| 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 | $24,010,000 | 4,037 |
| U.S. Government securities | $13,059,000 | 4,843 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $13,059,000 | 4,714 |
| Securities issued by states & political subdivisions | $10,951,000 | 1,850 |
| 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 | $7,061,000 | 4,025 |
| Mortgage-backed securities | $2,562,000 | 4,463 |
| Certificates of participation in pools of residential mortgages | $1,799,000 | 4,307 |
| Issued or guaranteed by U.S. | $1,799,000 | 4,292 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $763,000 | 2,689 |
| CMOs issued by government agencies or sponsored agencies | $763,000 | 2,411 |
| 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) | $12,315,000 | 1,159 |
| Available-for-sale securities (fair market value) | $11,695,000 | 5,231 |
| Total debt securities | $24,010,000 | 3,985 |
| 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 | $11,552,000 | 5,908 |
| U.S. Government securities | $6,584,000 | 6,392 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $6,584,000 | 6,259 |
| Securities issued by states & political subdivisions | $4,968,000 | 3,106 |
| 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 | $7,151,000 | 4,010 |
| Mortgage-backed securities | $2,641,000 | 4,418 |
| Certificates of participation in pools of residential mortgages | $1,815,000 | 4,294 |
| Issued or guaranteed by U.S. | $1,815,000 | 4,272 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $826,000 | 2,615 |
| CMOs issued by government agencies or sponsored agencies | $826,000 | 2,338 |
| 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) | $4,183,000 | 2,019 |
| Available-for-sale securities (fair market value) | $7,369,000 | 6,093 |
| Total debt securities | $11,552,000 | 5,849 |
| 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 | $7,123,000 | 6,879 |
| U.S. Government securities | $4,865,000 | 6,955 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $4,865,000 | 6,816 |
| Securities issued by states & political subdivisions | $2,258,000 | 4,155 |
| 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 | $5,887,000 | 4,352 |
| Mortgage-backed securities | $2,649,000 | 4,408 |
| Certificates of participation in pools of residential mortgages | $1,778,000 | 4,316 |
| Issued or guaranteed by U.S. | $1,778,000 | 4,300 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $871,000 | 2,574 |
| CMOs issued by government agencies or sponsored agencies | $871,000 | 2,298 |
| 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) | $91,000 | 3,808 |
| Available-for-sale securities (fair market value) | $7,032,000 | 6,163 |
| Total debt securities | $7,123,000 | 6,821 |
| 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 | $4,057,000 | 7,630 |
| U.S. Government securities | $3,847,000 | 7,298 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $3,847,000 | 7,156 |
| Securities issued by states & political subdivisions | $210,000 | 5,989 |
| 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 | $3,941,000 | 4,987 |
| Mortgage-backed securities | $2,870,000 | 4,355 |
| Certificates of participation in pools of residential mortgages | $1,854,000 | 4,307 |
| Issued or guaranteed by U.S. | $1,854,000 | 4,292 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,016,000 | 2,475 |
| CMOs issued by government agencies or sponsored agencies | $1,016,000 | 2,190 |
| 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) | $97,000 | 3,865 |
| Available-for-sale securities (fair market value) | $3,960,000 | 6,902 |
| Total debt securities | $4,057,000 | 7,579 |
| 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 | $3,781,000 | 7,744 |
| U.S. Government securities | $3,781,000 | 7,327 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $3,781,000 | 7,182 |
| 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 | $3,781,000 | 5,040 |
| Mortgage-backed securities | $3,287,000 | 4,222 |
| Certificates of participation in pools of residential mortgages | $2,076,000 | 4,198 |
| Issued or guaranteed by U.S. | $2,076,000 | 4,182 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,211,000 | 2,373 |
| CMOs issued by government agencies or sponsored agencies | $1,211,000 | 2,111 |
| 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) | $103,000 | 3,922 |
| Available-for-sale securities (fair market value) | $3,678,000 | 7,003 |
| Total debt securities | $3,782,000 | 7,693 |
| 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 | $4,652,000 | 7,559 |
| U.S. Government securities | $4,652,000 | 7,075 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $4,652,000 | 6,930 |
| 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 | $3,849,000 | 5,009 |
| Mortgage-backed securities | $3,659,000 | 4,139 |
| Certificates of participation in pools of residential mortgages | $2,228,000 | 4,165 |
| Issued or guaranteed by U.S. | $2,228,000 | 4,152 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,431,000 | 2,283 |
| CMOs issued by government agencies or sponsored agencies | $1,431,000 | 2,035 |
| 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) | $112,000 | 3,967 |
| Available-for-sale securities (fair market value) | $4,540,000 | 6,821 |
| Total debt securities | $4,656,000 | 7,504 |
| 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 | $5,463,000 | 7,419 |
| U.S. Government securities | $5,463,000 | 6,862 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $5,463,000 | 6,715 |
| 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 | $2,458,000 | 5,611 |
| Mortgage-backed securities | $3,971,000 | 4,123 |
| Certificates of participation in pools of residential mortgages | $2,313,000 | 4,189 |
| Issued or guaranteed by U.S. | $2,313,000 | 4,173 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,658,000 | 2,242 |
| CMOs issued by government agencies or sponsored agencies | $1,658,000 | 2,001 |
| 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) | $122,000 | 4,000 |
| Available-for-sale securities (fair market value) | $5,341,000 | 6,657 |
| Total debt securities | $5,463,000 | 7,349 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $6,244,000 | 7,315 |
| U.S. Government securities | $6,244,000 | 6,689 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,244,000 | 6,530 |
| 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 | $2,312,000 | 5,731 |
| Mortgage-backed securities | $4,258,000 | 4,119 |
| Certificates of participation in pools of residential mortgages | $2,459,000 | 4,196 |
| Issued or guaranteed by U.S. | $2,459,000 | 4,184 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,799,000 | 2,221 |
| CMOs issued by government agencies or sponsored agencies | $1,799,000 | 1,987 |
| 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) | $136,000 | 4,043 |
| Available-for-sale securities (fair market value) | $6,108,000 | 6,551 |
| Total debt securities | $6,244,000 | 7,249 |
| 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 | $5,454,000 | 7,523 |
| U.S. Government securities | $5,454,000 | 6,950 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,454,000 | 6,799 |
| 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 | $1,408,000 | 6,227 |
| Mortgage-backed securities | $3,465,000 | 4,437 |
| Certificates of participation in pools of residential mortgages | $1,474,000 | 4,798 |
| Issued or guaranteed by U.S. | $1,474,000 | 4,784 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,991,000 | 2,194 |
| CMOs issued by government agencies or sponsored agencies | $1,991,000 | 1,956 |
| 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) | $150,000 | 4,057 |
| Available-for-sale securities (fair market value) | $5,304,000 | 6,748 |
| Total debt securities | $5,454,000 | 7,454 |
| 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 | $5,761,000 | 7,494 |
| U.S. Government securities | $5,761,000 | 6,901 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $5,761,000 | 6,739 |
| 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 | $1,465,000 | 6,242 |
| Mortgage-backed securities | $3,766,000 | 4,354 |
| Certificates of participation in pools of residential mortgages | $1,535,000 | 4,790 |
| Issued or guaranteed by U.S. | $1,535,000 | 4,779 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,231,000 | 2,099 |
| CMOs issued by government agencies or sponsored agencies | $2,231,000 | 1,883 |
| 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) | $165,000 | 4,081 |
| Available-for-sale securities (fair market value) | $5,596,000 | 6,714 |
| Total debt securities | $5,761,000 | 7,424 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $6,449,000 | 7,406 |
| U.S. Government securities | $6,449,000 | 6,760 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $6,449,000 | 6,592 |
| 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 | $1,554,000 | 6,185 |
| Mortgage-backed securities | $3,961,000 | 4,369 |
| Certificates of participation in pools of residential mortgages | $1,595,000 | 4,801 |
| Issued or guaranteed by U.S. | $1,595,000 | 4,788 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,366,000 | 2,104 |
| CMOs issued by government agencies or sponsored agencies | $2,366,000 | 1,888 |
| 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) | $195,000 | 4,098 |
| Available-for-sale securities (fair market value) | $6,254,000 | 6,630 |
| Total debt securities | $6,449,000 | 7,325 |
| 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 | $6,859,000 | 7,295 |
| U.S. Government securities | $6,859,000 | 6,569 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $6,859,000 | 6,412 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,834,000 | 5,991 |
| Mortgage-backed securities | $4,342,000 | 4,274 |
| Certificates of participation in pools of residential mortgages | $1,770,000 | 4,744 |
| Issued or guaranteed by U.S. | $1,770,000 | 4,728 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $2,572,000 | 2,102 |
| CMOs issued by government agencies or sponsored agencies | $2,572,000 | 1,876 |
| 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) | $234,000 | 4,074 |
| Available-for-sale securities (fair market value) | $6,625,000 | 6,534 |
| Total debt securities | $6,859,000 | 7,208 |
| 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 | $6,999,000 | 7,318 |
| U.S. Government securities | $6,999,000 | 6,600 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $6,999,000 | 6,436 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,911,000 | 5,926 |
| Mortgage-backed securities | $4,489,000 | 4,206 |
| Certificates of participation in pools of residential mortgages | $1,842,000 | 4,688 |
| Issued or guaranteed by U.S. | $1,842,000 | 4,669 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,647,000 | 2,087 |
| CMOs issued by government agencies or sponsored agencies | $2,647,000 | 1,960 |
| 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) | $266,000 | 4,089 |
| Available-for-sale securities (fair market value) | $6,733,000 | 6,559 |
| Total debt securities | $6,999,000 | 7,237 |
| 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 | $7,254,000 | 7,193 |
| U.S. Government securities | $7,254,000 | 6,397 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $7,254,000 | 6,213 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,835,000 | 5,957 |
| Mortgage-backed securities | $4,739,000 | 4,134 |
| Certificates of participation in pools of residential mortgages | $1,982,000 | 4,592 |
| Issued or guaranteed by U.S. | $1,982,000 | 4,571 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $2,757,000 | 2,095 |
| CMOs issued by government agencies or sponsored agencies | $2,757,000 | 1,966 |
| 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) | $304,000 | 4,065 |
| Available-for-sale securities (fair market value) | $6,950,000 | 6,479 |
| Total debt securities | $7,254,000 | 7,095 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $3,184,000 | 8,270 |
| U.S. Government securities | $3,184,000 | 7,761 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $3,184,000 | 7,571 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,427,000 | 6,235 |
| Mortgage-backed securities | $3,184,000 | 4,741 |
| Certificates of participation in pools of residential mortgages | $2,874,000 | 4,206 |
| Issued or guaranteed by U.S. | $2,874,000 | 4,191 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $310,000 | 3,657 |
| CMOs issued by government agencies or sponsored agencies | $310,000 | 3,484 |
| 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) | $701,000 | 3,690 |
| Available-for-sale securities (fair market value) | $2,483,000 | 7,625 |
| Total debt securities | $3,184,000 | 8,198 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $4,037,000 | 8,074 |
| U.S. Government securities | $4,037,000 | 7,509 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $4,037,000 | 7,311 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,871,000 | 5,953 |
| Mortgage-backed securities | $4,037,000 | 4,488 |
| Certificates of participation in pools of residential mortgages | $3,378,000 | 4,009 |
| Issued or guaranteed by U.S. | $3,378,000 | 3,994 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $659,000 | 3,386 |
| CMOs issued by government agencies or sponsored agencies | $659,000 | 3,234 |
| 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) | $1,144,000 | 3,404 |
| Available-for-sale securities (fair market value) | $2,893,000 | 7,547 |
| Total debt securities | $4,037,000 | 7,988 |
| 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 | $3,130,000 | 8,389 |
| U.S. Government securities | $3,130,000 | 7,871 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $3,130,000 | 7,662 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $858,000 | 6,744 |
| Mortgage-backed securities | $3,130,000 | 4,808 |
| Certificates of participation in pools of residential mortgages | $2,272,000 | 4,494 |
| Issued or guaranteed by U.S. | $2,272,000 | 4,479 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $858,000 | 3,285 |
| CMOs issued by government agencies or sponsored agencies | $858,000 | 3,143 |
| 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) | $1,433,000 | 3,300 |
| Available-for-sale securities (fair market value) | $1,697,000 | 7,902 |
| Total debt securities | $3,130,000 | 8,302 |
| 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 | $5,644,000 | 7,750 |
| U.S. Government securities | $5,644,000 | 6,970 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $5,644,000 | 6,737 |
| 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 | $1,256,000 | 6,507 |
| Mortgage-backed securities | $5,644,000 | 3,799 |
| Certificates of participation in pools of residential mortgages | $4,290,000 | 3,371 |
| Issued or guaranteed by U.S. | $4,290,000 | 3,356 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,354,000 | 3,066 |
| CMOs issued by government agencies or sponsored agencies | $1,354,000 | 2,902 |
| 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) | $3,350,000 | 2,668 |
| Available-for-sale securities (fair market value) | $2,294,000 | 7,830 |
| Total debt securities | $5,644,000 | 7,642 |
| 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 | $3,109,000 | 8,977 |
| U.S. Government securities | $3,049,000 | 8,588 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $3,049,000 | 8,250 |
| 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 | $60,000 | 7,247 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,600,000 | 6,555 |
| Mortgage-backed securities | $1,449,000 | 5,155 |
| Certificates of participation in pools of residential mortgages | $1,449,000 | 4,386 |
| Issued or guaranteed by U.S. | $1,449,000 | 4,363 |
| 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) | $3,049,000 | 3,396 |
| Available-for-sale securities (fair market value) | $60,000 | 9,175 |
| Total debt securities | $3,049,000 | 8,880 |
| 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 | $3,566,000 | 9,163 |
| U.S. Government securities | $3,267,000 | 8,823 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $3,267,000 | 8,337 |
| 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 | $299,000 | 4,858 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $900,000 | 7,321 |
| Mortgage-backed securities | $1,667,000 | 5,311 |
| Certificates of participation in pools of residential mortgages | $1,667,000 | 4,439 |
| Issued or guaranteed by U.S. | $1,667,000 | 4,424 |
| 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) | $3,267,000 | 3,663 |
| Available-for-sale securities (fair market value) | $299,000 | 9,130 |
| Total debt securities | $3,267,000 | 9,143 |
| 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 | $415,000 | 10,215 |
| U.S. Government securities | $400,000 | 10,037 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $400,000 | 9,656 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| 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 | NA | NA |
| Equity securities | $15,000 | 7,743 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $200,000 | 8,151 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| 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) | $400,000 | 6,004 |
| Available-for-sale securities (fair market value) | $15,000 | 9,716 |
| Total debt securities | $400,000 | 10,113 |
| 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 |