Home > Colorado National Bank > Securities
Colorado National Bank, Securities
| 2008-12-31 | Rank | |
| Total securities | $26,529,000 | 3,740 |
| U.S. Government securities | $18,956,000 | 3,685 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $18,956,000 | 3,609 |
| Securities issued by states & political subdivisions | $7,460,000 | 2,527 |
| Other domestic debt securities | $113,000 | 3,094 |
| 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 | $113,000 | 2,314 |
| 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 | $24,513,000 | 1,985 |
| Mortgage-backed securities | $16,897,000 | 2,584 |
| Certificates of participation in pools of residential mortgages | $13,305,000 | 2,328 |
| Issued or guaranteed by U.S. | $13,305,000 | 2,317 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $3,592,000 | 2,032 |
| CMOs issued by government agencies or sponsored agencies | $3,592,000 | 1,724 |
| 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) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $26,529,000 | 3,343 |
| Total debt securities | $26,530,000 | 3,699 |
| 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 | $29,011,000 | 3,476 |
| U.S. Government securities | $21,426,000 | 3,323 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $21,426,000 | 3,259 |
| Securities issued by states & political subdivisions | $7,474,000 | 2,520 |
| Other domestic debt securities | $111,000 | 3,053 |
| 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 | $111,000 | 2,275 |
| 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 | $27,285,000 | 1,805 |
| Mortgage-backed securities | $16,967,000 | 2,490 |
| Certificates of participation in pools of residential mortgages | $13,291,000 | 2,238 |
| Issued or guaranteed by U.S. | $13,291,000 | 2,226 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $3,676,000 | 1,949 |
| CMOs issued by government agencies or sponsored agencies | $3,676,000 | 1,625 |
| 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) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $29,011,000 | 3,079 |
| Total debt securities | $29,011,000 | 3,443 |
| Structured notes | ||
| Amortized cost | $527,000 | 1,296 |
| Fair value | $520,000 | 1,295 |
| 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 | $29,755,000 | 3,472 |
| U.S. Government securities | $21,703,000 | 3,358 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $21,703,000 | 3,293 |
| Securities issued by states & political subdivisions | $7,904,000 | 2,435 |
| Other domestic debt securities | $148,000 | 2,999 |
| 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 | $148,000 | 2,262 |
| 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 | $23,349,000 | 1,997 |
| Mortgage-backed securities | $17,242,000 | 2,469 |
| Certificates of participation in pools of residential mortgages | $13,442,000 | 2,203 |
| Issued or guaranteed by U.S. | $13,442,000 | 2,193 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $3,800,000 | 1,922 |
| CMOs issued by government agencies or sponsored agencies | $3,800,000 | 1,611 |
| 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) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $29,755,000 | 3,079 |
| Total debt securities | $29,756,000 | 3,427 |
| Structured notes | ||
| Amortized cost | $533,000 | 1,348 |
| Fair value | $525,000 | 1,348 |
| 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 | $28,937,000 | 3,519 |
| U.S. Government securities | $20,653,000 | 3,436 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $20,653,000 | 3,375 |
| Securities issued by states & political subdivisions | $8,127,000 | 2,396 |
| Other domestic debt securities | $157,000 | 2,951 |
| 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 | $157,000 | 2,212 |
| 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 | $22,799,000 | 2,034 |
| Mortgage-backed securities | $14,923,000 | 2,608 |
| Certificates of participation in pools of residential mortgages | $7,715,000 | 2,911 |
| Issued or guaranteed by U.S. | $7,715,000 | 2,899 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $7,208,000 | 1,451 |
| CMOs issued by government agencies or sponsored agencies | $7,208,000 | 1,176 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $28,937,000 | 3,143 |
| Total debt securities | $28,938,000 | 3,470 |
| Structured notes | ||
| Amortized cost | $533,000 | 1,470 |
| Fair value | $534,000 | 1,471 |
| 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 | $30,418,000 | 3,414 |
| U.S. Government securities | $22,409,000 | 3,303 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $22,409,000 | 3,233 |
| Securities issued by states & political subdivisions | $7,858,000 | 2,431 |
| Other domestic debt securities | $151,000 | 2,788 |
| 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 | $151,000 | 2,085 |
| 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 | $24,071,000 | 1,926 |
| Mortgage-backed securities | $15,268,000 | 2,295 |
| Certificates of participation in pools of residential mortgages | $8,056,000 | 2,574 |
| Issued or guaranteed by U.S. | $8,056,000 | 2,559 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $7,212,000 | 1,363 |
| CMOs issued by government agencies or sponsored agencies | $7,212,000 | 1,121 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $30,418,000 | 3,022 |
| Total debt securities | $30,419,000 | 3,367 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,500 |
| Fair value | $990,000 | 1,691 |
| 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 | $32,106,000 | 3,293 |
| U.S. Government securities | $23,673,000 | 3,217 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $23,673,000 | 3,151 |
| Securities issued by states & political subdivisions | $8,254,000 | 2,320 |
| Other domestic debt securities | $179,000 | 2,730 |
| 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 | $179,000 | 2,053 |
| 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 | $25,299,000 | 1,810 |
| Mortgage-backed securities | $15,618,000 | 2,113 |
| Certificates of participation in pools of residential mortgages | $8,329,000 | 2,370 |
| Issued or guaranteed by U.S. | $8,329,000 | 2,357 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $7,289,000 | 1,323 |
| CMOs issued by government agencies or sponsored agencies | $7,289,000 | 1,077 |
| 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) | $32,106,000 | 2,890 |
| Total debt securities | $32,106,000 | 3,245 |
| Structured notes | ||
| Amortized cost | $1,998,000 | 1,276 |
| Fair value | $1,965,000 | 1,310 |
| 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 | $30,532,000 | 3,392 |
| U.S. Government securities | $23,963,000 | 3,189 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $23,963,000 | 3,111 |
| Securities issued by states & political subdivisions | $6,383,000 | 2,715 |
| Other domestic debt securities | $186,000 | 2,675 |
| 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 | $186,000 | 2,017 |
| 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 | $25,524,000 | 1,780 |
| Mortgage-backed securities | $16,063,000 | 2,020 |
| Certificates of participation in pools of residential mortgages | $8,650,000 | 2,263 |
| Issued or guaranteed by U.S. | $8,650,000 | 2,250 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $7,413,000 | 1,268 |
| CMOs issued by government agencies or sponsored agencies | $7,413,000 | 1,041 |
| 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) | $30,532,000 | 2,985 |
| Total debt securities | $30,531,000 | 3,352 |
| Structured notes | ||
| Amortized cost | $1,998,000 | 1,351 |
| Fair value | $1,925,000 | 1,388 |
| 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 | $31,070,000 | 3,365 |
| U.S. Government securities | $25,055,000 | 3,106 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $25,055,000 | 3,022 |
| Securities issued by states & political subdivisions | $5,814,000 | 2,863 |
| Other domestic debt securities | $201,000 | 2,663 |
| 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 | $201,000 | 2,029 |
| 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 | $26,628,000 | 1,727 |
| Mortgage-backed securities | $17,049,000 | 1,951 |
| Certificates of participation in pools of residential mortgages | $9,289,000 | 2,165 |
| Issued or guaranteed by U.S. | $9,289,000 | 2,156 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $7,760,000 | 1,217 |
| CMOs issued by government agencies or sponsored agencies | $7,760,000 | 1,007 |
| 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) | $31,070,000 | 2,932 |
| Total debt securities | $31,069,000 | 3,324 |
| Structured notes | ||
| Amortized cost | $1,998,000 | 1,410 |
| Fair value | $1,952,000 | 1,452 |
| 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 | $32,064,000 | 3,308 |
| U.S. Government securities | $26,048,000 | 3,063 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $26,048,000 | 2,979 |
| Securities issued by states & political subdivisions | $5,815,000 | 2,880 |
| Other domestic debt securities | $201,000 | 2,697 |
| 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 | $201,000 | 2,081 |
| 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 | $27,620,000 | 1,681 |
| Mortgage-backed securities | $17,568,000 | 1,923 |
| Certificates of participation in pools of residential mortgages | $9,630,000 | 2,128 |
| Issued or guaranteed by U.S. | $9,630,000 | 2,117 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $7,938,000 | 1,199 |
| CMOs issued by government agencies or sponsored agencies | $7,938,000 | 998 |
| 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) | $32,064,000 | 2,870 |
| Total debt securities | $32,064,000 | 3,263 |
| Structured notes | ||
| Amortized cost | $1,998,000 | 1,496 |
| Fair value | $1,935,000 | 1,555 |
| 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 | $33,540,000 | 3,248 |
| U.S. Government securities | $26,563,000 | 3,048 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $26,563,000 | 2,964 |
| Securities issued by states & political subdivisions | $5,801,000 | 2,872 |
| Other domestic debt securities | $1,176,000 | 1,840 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,176,000 | 1,312 |
| 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 | $27,709,000 | 1,651 |
| Mortgage-backed securities | $18,120,000 | 1,886 |
| Certificates of participation in pools of residential mortgages | $10,023,000 | 2,097 |
| Issued or guaranteed by U.S. | $10,023,000 | 2,084 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $8,097,000 | 1,143 |
| CMOs issued by government agencies or sponsored agencies | $8,097,000 | 957 |
| 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) | $33,540,000 | 2,814 |
| Total debt securities | $33,540,000 | 3,208 |
| Structured notes | ||
| Amortized cost | $1,998,000 | 1,588 |
| Fair value | $1,922,000 | 1,650 |
| 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 | $33,929,000 | 3,202 |
| U.S. Government securities | $27,052,000 | 3,001 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $27,052,000 | 2,905 |
| Securities issued by states & political subdivisions | $5,775,000 | 2,852 |
| Other domestic debt securities | $1,102,000 | 1,884 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,102,000 | 1,361 |
| 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 | $25,699,000 | 1,751 |
| Mortgage-backed securities | $18,735,000 | 1,842 |
| Certificates of participation in pools of residential mortgages | $10,506,000 | 2,042 |
| Issued or guaranteed by U.S. | $10,506,000 | 2,031 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $8,229,000 | 1,132 |
| CMOs issued by government agencies or sponsored agencies | $8,229,000 | 947 |
| 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) | $33,929,000 | 2,765 |
| Total debt securities | $33,929,000 | 3,166 |
| Structured notes | ||
| Amortized cost | $1,998,000 | 1,642 |
| Fair value | $1,890,000 | 1,691 |
| 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 | $33,380,000 | 3,278 |
| U.S. Government securities | $26,404,000 | 3,086 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $26,404,000 | 2,989 |
| Securities issued by states & political subdivisions | $5,852,000 | 2,834 |
| Other domestic debt securities | $1,124,000 | 1,920 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,124,000 | 1,412 |
| 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 | $25,946,000 | 1,735 |
| Mortgage-backed securities | $17,906,000 | 1,929 |
| Certificates of participation in pools of residential mortgages | $11,304,000 | 1,993 |
| Issued or guaranteed by U.S. | $11,304,000 | 1,981 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $6,602,000 | 1,287 |
| CMOs issued by government agencies or sponsored agencies | $6,602,000 | 1,088 |
| 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) | $33,380,000 | 2,822 |
| Total debt securities | $33,380,000 | 3,226 |
| Structured notes | ||
| Amortized cost | $1,998,000 | 1,636 |
| Fair value | $1,918,000 | 1,691 |
| 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 | $33,348,000 | 3,269 |
| U.S. Government securities | $26,390,000 | 3,108 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $26,390,000 | 3,006 |
| Securities issued by states & political subdivisions | $5,861,000 | 2,828 |
| Other domestic debt securities | $1,097,000 | 2,002 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,097,000 | 1,516 |
| 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 | $27,011,000 | 1,664 |
| Mortgage-backed securities | $18,936,000 | 1,878 |
| Certificates of participation in pools of residential mortgages | $12,062,000 | 1,926 |
| Issued or guaranteed by U.S. | $12,062,000 | 1,913 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $6,874,000 | 1,257 |
| CMOs issued by government agencies or sponsored agencies | $6,874,000 | 1,058 |
| 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) | $33,348,000 | 2,822 |
| Total debt securities | $33,348,000 | 3,219 |
| Structured notes | ||
| Amortized cost | $1,998,000 | 1,633 |
| Fair value | $1,931,000 | 1,683 |
| 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 | $30,972,000 | 3,455 |
| U.S. Government securities | $23,685,000 | 3,325 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $23,685,000 | 3,203 |
| Securities issued by states & political subdivisions | $6,125,000 | 2,714 |
| Other domestic debt securities | $1,162,000 | 2,003 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,162,000 | 1,546 |
| 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 | $23,446,000 | 1,833 |
| Mortgage-backed securities | $16,647,000 | 2,027 |
| Certificates of participation in pools of residential mortgages | $13,117,000 | 1,852 |
| Issued or guaranteed by U.S. | $13,117,000 | 1,837 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,530,000 | 1,718 |
| CMOs issued by government agencies or sponsored agencies | $3,530,000 | 1,485 |
| 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) | $30,972,000 | 2,985 |
| Total debt securities | $30,972,000 | 3,394 |
| Structured notes | ||
| Amortized cost | $1,998,000 | 1,618 |
| Fair value | $1,961,000 | 1,645 |
| 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 | $34,090,000 | 3,254 |
| U.S. Government securities | $26,767,000 | 3,066 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $26,767,000 | 2,951 |
| Securities issued by states & political subdivisions | $6,144,000 | 2,691 |
| Other domestic debt securities | $1,179,000 | 2,047 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,179,000 | 1,613 |
| 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 | $26,393,000 | 1,640 |
| Mortgage-backed securities | $18,680,000 | 1,940 |
| Certificates of participation in pools of residential mortgages | $14,439,000 | 1,788 |
| Issued or guaranteed by U.S. | $14,439,000 | 1,773 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $4,241,000 | 1,624 |
| CMOs issued by government agencies or sponsored agencies | $4,241,000 | 1,413 |
| 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) | $34,090,000 | 2,796 |
| Total debt securities | $34,090,000 | 3,202 |
| Structured notes | ||
| Amortized cost | $1,998,000 | 1,622 |
| Fair value | $1,971,000 | 1,652 |
| 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 | $35,081,000 | 3,207 |
| U.S. Government securities | $27,781,000 | 3,024 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $27,781,000 | 2,910 |
| Securities issued by states & political subdivisions | $6,130,000 | 2,700 |
| Other domestic debt securities | $1,170,000 | 2,110 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,170,000 | 1,691 |
| 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 | $27,838,000 | 1,591 |
| Mortgage-backed securities | $18,766,000 | 1,992 |
| Certificates of participation in pools of residential mortgages | $15,441,000 | 1,772 |
| Issued or guaranteed by U.S. | $15,441,000 | 1,760 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,325,000 | 1,831 |
| CMOs issued by government agencies or sponsored agencies | $3,325,000 | 1,610 |
| 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) | $35,081,000 | 2,755 |
| Total debt securities | $35,081,000 | 3,153 |
| Structured notes | ||
| Amortized cost | $1,998,000 | 1,602 |
| Fair value | $1,934,000 | 1,636 |
| 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 | $34,939,000 | 3,237 |
| U.S. Government securities | $27,484,000 | 3,045 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $27,484,000 | 2,934 |
| Securities issued by states & political subdivisions | $6,183,000 | 2,717 |
| Other domestic debt securities | $1,272,000 | 2,124 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,272,000 | 1,723 |
| 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 | $27,433,000 | 1,595 |
| Mortgage-backed securities | $18,337,000 | 2,037 |
| Certificates of participation in pools of residential mortgages | $14,489,000 | 1,865 |
| Issued or guaranteed by U.S. | $14,489,000 | 1,858 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $3,848,000 | 1,741 |
| CMOs issued by government agencies or sponsored agencies | $3,848,000 | 1,537 |
| 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) | $34,939,000 | 2,777 |
| Total debt securities | $34,939,000 | 3,184 |
| Structured notes | ||
| Amortized cost | $1,998,000 | 1,568 |
| Fair value | $1,960,000 | 1,599 |
| 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 | $34,957,000 | 3,227 |
| U.S. Government securities | $27,500,000 | 3,045 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $27,500,000 | 2,930 |
| Securities issued by states & political subdivisions | $6,171,000 | 2,726 |
| Other domestic debt securities | $1,286,000 | 2,133 |
| 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 | $1,286,000 | 1,763 |
| 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 | $26,619,000 | 1,588 |
| Mortgage-backed securities | $17,279,000 | 2,130 |
| Certificates of participation in pools of residential mortgages | $12,469,000 | 2,080 |
| Issued or guaranteed by U.S. | $12,469,000 | 2,071 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,810,000 | 1,561 |
| CMOs issued by government agencies or sponsored agencies | $4,810,000 | 1,389 |
| 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) | $34,957,000 | 2,765 |
| Total debt securities | $34,957,000 | 3,171 |
| Structured notes | ||
| Amortized cost | $2,992,000 | 1,286 |
| Fair value | $2,984,000 | 1,283 |
| 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 | $36,328,000 | 3,174 |
| U.S. Government securities | $29,073,000 | 2,935 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $29,073,000 | 2,822 |
| Securities issued by states & political subdivisions | $6,015,000 | 2,748 |
| Other domestic debt securities | $1,240,000 | 2,255 |
| 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 | $1,240,000 | 1,892 |
| 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 | $27,924,000 | 1,519 |
| Mortgage-backed securities | $17,986,000 | 2,120 |
| Certificates of participation in pools of residential mortgages | $13,743,000 | 1,967 |
| Issued or guaranteed by U.S. | $13,743,000 | 1,959 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,243,000 | 1,675 |
| CMOs issued by government agencies or sponsored agencies | $4,243,000 | 1,478 |
| 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) | $36,328,000 | 2,735 |
| Total debt securities | $36,328,000 | 3,108 |
| Structured notes | ||
| Amortized cost | $2,992,000 | 1,255 |
| Fair value | $2,907,000 | 1,250 |
| 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 | $35,849,000 | 3,191 |
| U.S. Government securities | $28,233,000 | 2,958 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $28,233,000 | 2,850 |
| Securities issued by states & political subdivisions | $6,317,000 | 2,693 |
| Other domestic debt securities | $1,299,000 | 2,318 |
| 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 | $1,299,000 | 1,948 |
| 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 | $24,448,000 | 1,692 |
| Mortgage-backed securities | $19,919,000 | 2,022 |
| Certificates of participation in pools of residential mortgages | $16,292,000 | 1,774 |
| Issued or guaranteed by U.S. | $16,292,000 | 1,765 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $3,627,000 | 1,857 |
| CMOs issued by government agencies or sponsored agencies | $3,627,000 | 1,649 |
| 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) | $35,849,000 | 2,759 |
| Total debt securities | $35,850,000 | 3,129 |
| Structured notes | ||
| Amortized cost | $2,992,000 | 1,099 |
| Fair value | $3,015,000 | 1,066 |
| 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 | $37,616,000 | 3,131 |
| U.S. Government securities | $30,162,000 | 2,897 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $30,162,000 | 2,789 |
| Securities issued by states & political subdivisions | $6,170,000 | 2,755 |
| Other domestic debt securities | $1,284,000 | 2,360 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,284,000 | 2,062 |
| 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 | $27,729,000 | 1,491 |
| Mortgage-backed securities | $21,377,000 | 1,928 |
| Certificates of participation in pools of residential mortgages | $18,091,000 | 1,671 |
| Issued or guaranteed by U.S. | $18,091,000 | 1,658 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $3,286,000 | 1,912 |
| CMOs issued by government agencies or sponsored agencies | $3,286,000 | 1,797 |
| 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) | $37,616,000 | 2,694 |
| Total debt securities | $37,616,000 | 3,069 |
| Structured notes | ||
| Amortized cost | $4,492,000 | 698 |
| Fair value | $4,479,000 | 688 |
| 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 | $37,749,000 | 3,070 |
| U.S. Government securities | $30,612,000 | 2,779 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $30,612,000 | 2,680 |
| Securities issued by states & political subdivisions | $5,877,000 | 2,810 |
| Other domestic debt securities | $1,260,000 | 2,484 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,260,000 | 2,177 |
| 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 | $27,454,000 | 1,449 |
| Mortgage-backed securities | $22,817,000 | 1,846 |
| Certificates of participation in pools of residential mortgages | $20,178,000 | 1,509 |
| Issued or guaranteed by U.S. | $20,178,000 | 1,502 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $2,639,000 | 2,125 |
| CMOs issued by government agencies or sponsored agencies | $2,639,000 | 1,996 |
| 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) | $37,749,000 | 2,649 |
| Total debt securities | $37,749,000 | 3,000 |
| Structured notes | ||
| Amortized cost | $2,998,000 | 828 |
| Fair value | $2,955,000 | 836 |
| 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 | $43,281,000 | 2,705 |
| U.S. Government securities | $36,611,000 | 2,332 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $36,611,000 | 2,250 |
| Securities issued by states & political subdivisions | $5,384,000 | 2,916 |
| Other domestic debt securities | $1,286,000 | 2,545 |
| 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 | $1,286,000 | 2,230 |
| 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 | $31,965,000 | 1,238 |
| Mortgage-backed securities | $29,679,000 | 1,544 |
| Certificates of participation in pools of residential mortgages | $26,875,000 | 1,226 |
| Issued or guaranteed by U.S. | $26,875,000 | 1,221 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $2,804,000 | 2,229 |
| CMOs issued by government agencies or sponsored agencies | $2,804,000 | 2,109 |
| 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) | $43,281,000 | 2,328 |
| Total debt securities | $43,281,000 | 2,626 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,191 |
| Fair value | $1,000,000 | 1,348 |
| 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 | $47,195,000 | 2,493 |
| U.S. Government securities | $42,620,000 | 2,025 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $42,620,000 | 1,959 |
| Securities issued by states & political subdivisions | $3,423,000 | 3,579 |
| Other domestic debt securities | $1,152,000 | 2,656 |
| 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 | $1,152,000 | 2,315 |
| 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 | $38,753,000 | 1,025 |
| Mortgage-backed securities | $35,698,000 | 1,351 |
| Certificates of participation in pools of residential mortgages | $31,838,000 | 1,054 |
| Issued or guaranteed by U.S. | $31,838,000 | 1,049 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $3,860,000 | 2,026 |
| CMOs issued by government agencies or sponsored agencies | $3,860,000 | 1,911 |
| 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) | $47,195,000 | 2,119 |
| Total debt securities | $47,195,000 | 2,425 |
| 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 | $50,028,000 | 2,348 |
| U.S. Government securities | $47,960,000 | 1,816 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $47,960,000 | 1,739 |
| Securities issued by states & political subdivisions | $2,068,000 | 4,256 |
| 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 | $41,978,000 | 960 |
| Mortgage-backed securities | $37,391,000 | 1,275 |
| Certificates of participation in pools of residential mortgages | $34,800,000 | 951 |
| Issued or guaranteed by U.S. | $34,800,000 | 946 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $2,591,000 | 2,415 |
| CMOs issued by government agencies or sponsored agencies | $2,591,000 | 2,298 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $50,028,000 | 1,983 |
| Total debt securities | $50,028,000 | 2,281 |
| 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 | $39,168,000 | 2,704 |
| U.S. Government securities | $39,168,000 | 2,026 |
| U.S. Treasury securities | $996,000 | 2,092 |
| U.S. Government agency obligations | $38,172,000 | 1,943 |
| 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 | $17,411,000 | 1,964 |
| Mortgage-backed securities | $25,657,000 | 1,542 |
| Certificates of participation in pools of residential mortgages | $22,052,000 | 1,200 |
| Issued or guaranteed by U.S. | $22,052,000 | 1,191 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $3,605,000 | 2,201 |
| CMOs issued by government agencies or sponsored agencies | $3,605,000 | 2,066 |
| 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) | $39,168,000 | 2,248 |
| Total debt securities | $39,168,000 | 2,633 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $17,907,000 | 5,009 |
| U.S. Government securities | $17,847,000 | 3,996 |
| U.S. Treasury securities | $2,295,000 | 1,782 |
| U.S. Government agency obligations | $15,552,000 | 4,115 |
| 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 | $300,000 | 7,668 |
| Mortgage-backed securities | $12,340,000 | 2,049 |
| Certificates of participation in pools of residential mortgages | $12,340,000 | 1,508 |
| Issued or guaranteed by U.S. | $12,340,000 | 1,495 |
| 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) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $17,907,000 | 4,106 |
| Total debt securities | $17,847,000 | 4,901 |
| 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 | $17,849,000 | 5,217 |
| U.S. Government securities | $17,789,000 | 4,229 |
| U.S. Treasury securities | $5,309,000 | 1,490 |
| U.S. Government agency obligations | $12,480,000 | 4,882 |
| 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 | $60,000 | 7,193 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $800,000 | 7,394 |
| Mortgage-backed securities | $10,918,000 | 2,388 |
| Certificates of participation in pools of residential mortgages | $10,918,000 | 1,770 |
| Issued or guaranteed by U.S. | $10,918,000 | 1,759 |
| 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) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $17,849,000 | 4,210 |
| Total debt securities | $17,789,000 | 5,119 |
| 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 | $15,468,000 | 5,712 |
| U.S. Government securities | $15,408,000 | 4,704 |
| U.S. Treasury securities | $5,923,000 | 2,002 |
| U.S. Government agency obligations | $9,485,000 | 5,444 |
| 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 | $60,000 | 6,962 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $294,000 | 8,041 |
| Mortgage-backed securities | $9,485,000 | 2,804 |
| Certificates of participation in pools of residential mortgages | $9,485,000 | 2,066 |
| Issued or guaranteed by U.S. | $9,485,000 | 2,055 |
| 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) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $15,468,000 | 4,558 |
| Total debt securities | $15,408,000 | 5,599 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $8,914,000 | 7,779 |
| U.S. Government securities | $8,854,000 | 6,914 |
| U.S. Treasury securities | $7,379,000 | 2,365 |
| U.S. Government agency obligations | $1,475,000 | 9,404 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $60,000 | 6,872 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $300,000 | 8,433 |
| Mortgage-backed securities | $1,475,000 | 5,854 |
| Certificates of participation in pools of residential mortgages | $1,475,000 | 4,845 |
| Issued or guaranteed by U.S. | $1,475,000 | 4,827 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $8,914,000 | 6,076 |
| Total debt securities | $8,854,000 | 7,667 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $3,599,000 | 10,330 |
| U.S. Government securities | $3,539,000 | 9,870 |
| U.S. Treasury securities | $1,302,000 | 6,780 |
| U.S. Government agency obligations | $2,237,000 | 9,311 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $60,000 | 6,894 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $300,000 | 8,832 |
| Mortgage-backed securities | $2,237,000 | 5,713 |
| Certificates of participation in pools of residential mortgages | $2,237,000 | 4,567 |
| Issued or guaranteed by U.S. | $2,237,000 | 4,545 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $3,599,000 | 8,351 |
| Total debt securities | $3,539,000 | 10,255 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $2,947,000 | 11,046 |
| U.S. Government securities | $2,887,000 | 10,653 |
| U.S. Treasury securities | $2,887,000 | 6,196 |
| U.S. Government agency obligations | $0 | 11,259 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $60,000 | 6,788 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $300,000 | 9,184 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $2,947,000 | 8,965 |
| Total debt securities | $2,887,000 | 10,965 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $7,737,000 | 9,641 |
| U.S. Government securities | $7,677,000 | 8,806 |
| U.S. Treasury securities | $7,677,000 | 4,164 |
| U.S. Government agency obligations | $0 | 11,789 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $60,000 | 6,679 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $299,000 | 9,671 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 11,523 |
| Available-for-sale securities (fair market value) | $7,737,000 | 5,551 |
| Total debt securities | $7,677,000 | 9,554 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $4,992,000 | 11,282 |
| U.S. Government securities | $4,932,000 | 10,572 |
| U.S. Treasury securities | $4,932,000 | 5,806 |
| U.S. Government agency obligations | $0 | 12,230 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $60,000 | 6,434 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $295,000 | 10,054 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $4,932,000 | 11,177 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $10,603,000 | 8,897 |
| U.S. Government securities | $10,343,000 | 7,900 |
| U.S. Treasury securities | $6,475,000 | 4,893 |
| U.S. Government agency obligations | $3,868,000 | 8,828 |
| Securities issued by states & political subdivisions | $200,000 | 8,739 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $60,000 | 6,005 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $295,000 | 10,302 |
| Mortgage-backed securities | $2,245,000 | 7,398 |
| Certificates of participation in pools of residential mortgages | $2,245,000 | 5,866 |
| Issued or guaranteed by U.S. | $2,245,000 | 5,800 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $10,543,000 | 8,794 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |