Home > Connecticut River Community Bank > Securities
Connecticut River Community Bank, Securities
| 2010-09-30 | Rank | |
| Total securities | $30,234,000 | 3,455 |
| U.S. Government securities | $30,234,000 | 2,616 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $30,234,000 | 2,532 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| 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 | $3,668,000 | 4,667 |
| Mortgage-backed securities | $22,162,000 | 2,076 |
| Certificates of participation in pools of residential mortgages | $11,772,000 | 2,209 |
| Issued or guaranteed by U.S. | $11,772,000 | 2,203 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $10,390,000 | 1,444 |
| CMOs issued by government agencies or sponsored agencies | $10,390,000 | 1,252 |
| 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) | $500,000 | 2,459 |
| Available-for-sale securities (fair market value) | $29,734,000 | 3,189 |
| Total debt securities | $30,234,000 | 3,424 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,704 |
| Fair value | $2,515,000 | 1,720 |
| 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 | $32,227,000 | 3,318 |
| U.S. Government securities | $32,227,000 | 2,539 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $32,227,000 | 2,456 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| 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 | $3,905,000 | 4,654 |
| Mortgage-backed securities | $24,024,000 | 1,959 |
| Certificates of participation in pools of residential mortgages | $12,809,000 | 2,120 |
| Issued or guaranteed by U.S. | $12,809,000 | 2,113 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $11,215,000 | 1,319 |
| CMOs issued by government agencies or sponsored agencies | $11,215,000 | 1,113 |
| 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) | $500,000 | 2,533 |
| Available-for-sale securities (fair market value) | $31,727,000 | 3,040 |
| Total debt securities | $32,227,000 | 3,285 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,245 |
| Fair value | $1,500,000 | 2,315 |
| 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 | $30,188,000 | 3,489 |
| U.S. Government securities | $30,188,000 | 2,695 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $30,188,000 | 2,626 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| 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 | $5,635,000 | 4,208 |
| Mortgage-backed securities | $23,365,000 | 2,051 |
| Certificates of participation in pools of residential mortgages | $13,546,000 | 2,130 |
| Issued or guaranteed by U.S. | $13,546,000 | 2,124 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $9,819,000 | 1,381 |
| CMOs issued by government agencies or sponsored agencies | $9,819,000 | 1,168 |
| 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) | $500,000 | 2,579 |
| Available-for-sale securities (fair market value) | $29,688,000 | 3,193 |
| Total debt securities | $30,188,000 | 3,460 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $34,786,000 | 3,139 |
| U.S. Government securities | $34,786,000 | 2,383 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $34,786,000 | 2,312 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| 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 | $8,291,000 | 3,646 |
| Mortgage-backed securities | $25,836,000 | 1,954 |
| Certificates of participation in pools of residential mortgages | $14,784,000 | 2,084 |
| Issued or guaranteed by U.S. | $14,784,000 | 2,076 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $11,052,000 | 1,300 |
| CMOs issued by government agencies or sponsored agencies | $11,052,000 | 1,070 |
| 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) | $1,500,000 | 2,180 |
| Available-for-sale securities (fair market value) | $33,286,000 | 2,934 |
| Total debt securities | $34,786,000 | 3,112 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $39,226,000 | 2,907 |
| U.S. Government securities | $39,226,000 | 2,128 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $39,226,000 | 2,065 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| 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 | $17,082,000 | 2,464 |
| Mortgage-backed securities | $31,707,000 | 1,709 |
| Certificates of participation in pools of residential mortgages | $16,349,000 | 2,002 |
| Issued or guaranteed by U.S. | $16,349,000 | 1,993 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $15,358,000 | 1,090 |
| CMOs issued by government agencies or sponsored agencies | $15,358,000 | 872 |
| 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) | $3,004,000 | 1,907 |
| Available-for-sale securities (fair market value) | $36,222,000 | 2,747 |
| Total debt securities | $39,226,000 | 2,880 |
| 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 | $45,755,000 | 2,507 |
| U.S. Government securities | $45,755,000 | 1,810 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $45,755,000 | 1,774 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| 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 | $18,013,000 | 2,406 |
| Mortgage-backed securities | $38,200,000 | 1,507 |
| Certificates of participation in pools of residential mortgages | $20,166,000 | 1,751 |
| Issued or guaranteed by U.S. | $20,166,000 | 1,744 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $18,034,000 | 973 |
| CMOs issued by government agencies or sponsored agencies | $18,034,000 | 762 |
| 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) | $3,010,000 | 1,910 |
| Available-for-sale securities (fair market value) | $42,745,000 | 2,339 |
| Total debt securities | $45,755,000 | 2,478 |
| 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 | $42,699,000 | 2,640 |
| U.S. Government securities | $42,699,000 | 1,961 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $42,699,000 | 1,919 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| 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 | $13,319,000 | 2,910 |
| Mortgage-backed securities | $36,561,000 | 1,578 |
| Certificates of participation in pools of residential mortgages | $20,741,000 | 1,767 |
| Issued or guaranteed by U.S. | $20,741,000 | 1,756 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $15,820,000 | 1,037 |
| CMOs issued by government agencies or sponsored agencies | $15,820,000 | 807 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,515,000 | 2,047 |
| Available-for-sale securities (fair market value) | $40,184,000 | 2,479 |
| Total debt securities | $42,699,000 | 2,607 |
| 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 | $37,269,000 | 2,952 |
| U.S. Government securities | $37,269,000 | 2,207 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $37,269,000 | 2,164 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| 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 | $9,037,000 | 3,604 |
| Mortgage-backed securities | $32,044,000 | 1,678 |
| Certificates of participation in pools of residential mortgages | $16,531,000 | 2,011 |
| Issued or guaranteed by U.S. | $16,531,000 | 1,997 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $15,513,000 | 1,018 |
| CMOs issued by government agencies or sponsored agencies | $15,513,000 | 796 |
| 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) | $1,500,000 | 2,338 |
| Available-for-sale securities (fair market value) | $35,769,000 | 2,693 |
| Total debt securities | $37,269,000 | 2,916 |
| 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 | $29,987,000 | 3,396 |
| U.S. Government securities | $29,987,000 | 2,587 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $29,987,000 | 2,531 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| 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 | $5,593,000 | 4,362 |
| Mortgage-backed securities | $25,621,000 | 1,892 |
| Certificates of participation in pools of residential mortgages | $10,724,000 | 2,582 |
| Issued or guaranteed by U.S. | $10,724,000 | 2,565 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $14,897,000 | 1,000 |
| CMOs issued by government agencies or sponsored agencies | $14,897,000 | 769 |
| 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) | $1,500,000 | 2,349 |
| Available-for-sale securities (fair market value) | $28,487,000 | 3,116 |
| Total debt securities | $29,987,000 | 3,362 |
| 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 | $31,629,000 | 3,307 |
| U.S. Government securities | $31,629,000 | 2,525 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $31,629,000 | 2,476 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| 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 | $5,252,000 | 4,450 |
| Mortgage-backed securities | $25,582,000 | 1,871 |
| Certificates of participation in pools of residential mortgages | $11,246,000 | 2,483 |
| Issued or guaranteed by U.S. | $11,246,000 | 2,467 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $14,336,000 | 1,007 |
| CMOs issued by government agencies or sponsored agencies | $14,336,000 | 779 |
| 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) | $1,500,000 | 2,361 |
| Available-for-sale securities (fair market value) | $30,129,000 | 3,061 |
| Total debt securities | $31,629,000 | 3,269 |
| 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 | $30,302,000 | 3,410 |
| U.S. Government securities | $30,302,000 | 2,597 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $30,302,000 | 2,543 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| 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 | $19,503,000 | 2,263 |
| Mortgage-backed securities | $24,830,000 | 1,846 |
| Certificates of participation in pools of residential mortgages | $10,707,000 | 2,454 |
| Issued or guaranteed by U.S. | $10,707,000 | 2,440 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $14,123,000 | 1,002 |
| CMOs issued by government agencies or sponsored agencies | $14,123,000 | 789 |
| 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) | $1,500,000 | 2,406 |
| Available-for-sale securities (fair market value) | $28,802,000 | 3,148 |
| Total debt securities | $30,302,000 | 3,361 |
| 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 | $33,846,000 | 3,170 |
| U.S. Government securities | $33,846,000 | 2,404 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $33,846,000 | 2,348 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| 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 | $19,536,000 | 2,256 |
| Mortgage-backed securities | $21,549,000 | 1,822 |
| Certificates of participation in pools of residential mortgages | $8,334,000 | 2,524 |
| Issued or guaranteed by U.S. | $8,334,000 | 2,510 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $13,215,000 | 974 |
| CMOs issued by government agencies or sponsored agencies | $13,215,000 | 756 |
| 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) | $1,500,000 | 2,462 |
| Available-for-sale securities (fair market value) | $32,346,000 | 2,890 |
| Total debt securities | $33,846,000 | 3,123 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,058 |
| Fair value | $498,000 | 2,102 |
| 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 | $34,469,000 | 3,116 |
| U.S. Government securities | $34,469,000 | 2,375 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $34,469,000 | 2,325 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| 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 | $21,510,000 | 2,065 |
| Mortgage-backed securities | $18,759,000 | 1,886 |
| Certificates of participation in pools of residential mortgages | $5,273,000 | 3,010 |
| Issued or guaranteed by U.S. | $5,273,000 | 2,996 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $13,486,000 | 907 |
| CMOs issued by government agencies or sponsored agencies | $13,486,000 | 707 |
| 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) | $1,500,000 | 2,525 |
| Available-for-sale securities (fair market value) | $32,969,000 | 2,819 |
| Total debt securities | $34,469,000 | 3,072 |
| Structured notes | ||
| Amortized cost | $1,228,000 | 1,619 |
| Fair value | $1,227,000 | 1,619 |
| 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 | $35,254,000 | 3,053 |
| U.S. Government securities | $35,254,000 | 2,327 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $35,254,000 | 2,265 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $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 | $9,213,000 | 3,551 |
| Mortgage-backed securities | $17,496,000 | 1,906 |
| Certificates of participation in pools of residential mortgages | $3,921,000 | 3,344 |
| Issued or guaranteed by U.S. | $3,921,000 | 3,331 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $13,575,000 | 879 |
| CMOs issued by government agencies or sponsored agencies | $13,575,000 | 686 |
| 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) | $1,500,000 | 2,547 |
| Available-for-sale securities (fair market value) | $33,754,000 | 2,762 |
| Total debt securities | $35,254,000 | 3,007 |
| Structured notes | ||
| Amortized cost | $1,727,000 | 1,464 |
| Fair value | $1,719,000 | 1,458 |
| 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 | $31,839,000 | 3,318 |
| U.S. Government securities | $31,839,000 | 2,561 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $31,839,000 | 2,487 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,287,000 | 3,372 |
| Mortgage-backed securities | $13,658,000 | 2,230 |
| Certificates of participation in pools of residential mortgages | $1,787,000 | 4,309 |
| Issued or guaranteed by U.S. | $1,787,000 | 4,292 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $11,871,000 | 948 |
| CMOs issued by government agencies or sponsored agencies | $11,871,000 | 748 |
| 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) | $1,000,000 | 2,791 |
| Available-for-sale securities (fair market value) | $30,839,000 | 2,948 |
| Total debt securities | $31,839,000 | 3,277 |
| Structured notes | ||
| Amortized cost | $1,724,000 | 1,533 |
| Fair value | $1,718,000 | 1,529 |
| 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 | $25,446,000 | 3,885 |
| U.S. Government securities | $25,446,000 | 3,119 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $25,446,000 | 3,033 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,253,000 | 3,368 |
| Mortgage-backed securities | $8,459,000 | 2,867 |
| Certificates of participation in pools of residential mortgages | $920,000 | 4,879 |
| Issued or guaranteed by U.S. | $920,000 | 4,862 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $7,539,000 | 1,229 |
| CMOs issued by government agencies or sponsored agencies | $7,539,000 | 1,025 |
| 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) | $1,000,000 | 2,840 |
| Available-for-sale securities (fair market value) | $24,446,000 | 3,495 |
| Total debt securities | $25,446,000 | 3,831 |
| Structured notes | ||
| Amortized cost | $3,124,000 | 1,083 |
| Fair value | $3,114,000 | 1,079 |
| 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 | $19,375,000 | 4,663 |
| U.S. Government securities | $19,375,000 | 3,852 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $19,375,000 | 3,748 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,222,000 | 3,376 |
| Mortgage-backed securities | $4,579,000 | 3,748 |
| Certificates of participation in pools of residential mortgages | $959,000 | 4,855 |
| Issued or guaranteed by U.S. | $959,000 | 4,830 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $3,620,000 | 1,703 |
| CMOs issued by government agencies or sponsored agencies | $3,620,000 | 1,471 |
| 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) | $1,000,000 | 2,908 |
| Available-for-sale securities (fair market value) | $18,375,000 | 4,208 |
| Total debt securities | $19,375,000 | 4,606 |
| Structured notes | ||
| Amortized cost | $4,122,000 | 930 |
| Fair value | $4,105,000 | 925 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $17,701,000 | 4,890 |
| U.S. Government securities | $17,701,000 | 4,094 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $17,701,000 | 3,968 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,144,000 | 3,567 |
| Mortgage-backed securities | $3,692,000 | 4,013 |
| Certificates of participation in pools of residential mortgages | $1,040,000 | 4,811 |
| Issued or guaranteed by U.S. | $1,040,000 | 4,788 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,652,000 | 1,900 |
| CMOs issued by government agencies or sponsored agencies | $2,652,000 | 1,655 |
| 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) | $1,000,000 | 2,942 |
| Available-for-sale securities (fair market value) | $16,701,000 | 4,411 |
| Total debt securities | $17,701,000 | 4,841 |
| Structured notes | ||
| Amortized cost | $4,120,000 | 990 |
| Fair value | $4,076,000 | 984 |
| 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 | $17,117,000 | 5,032 |
| U.S. Government securities | $17,117,000 | 4,213 |
| U.S. Treasury securities | $1,494,000 | 982 |
| U.S. Government agency obligations | $15,623,000 | 4,324 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,505,000 | 3,699 |
| Mortgage-backed securities | $1,570,000 | 4,999 |
| Certificates of participation in pools of residential mortgages | $1,091,000 | 4,806 |
| Issued or guaranteed by U.S. | $1,091,000 | 4,786 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $479,000 | 2,863 |
| CMOs issued by government agencies or sponsored agencies | $479,000 | 2,571 |
| 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) | $1,000,000 | 2,998 |
| Available-for-sale securities (fair market value) | $16,117,000 | 4,555 |
| Total debt securities | $17,117,000 | 4,975 |
| Structured notes | ||
| Amortized cost | $4,117,000 | 1,000 |
| Fair value | $4,083,000 | 995 |
| 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 | $17,191,000 | 5,026 |
| U.S. Government securities | $17,191,000 | 4,200 |
| U.S. Treasury securities | $1,487,000 | 1,012 |
| U.S. Government agency obligations | $15,704,000 | 4,289 |
| 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 | $7,062,000 | 4,000 |
| Mortgage-backed securities | $1,639,000 | 5,004 |
| Certificates of participation in pools of residential mortgages | $1,156,000 | 4,804 |
| Issued or guaranteed by U.S. | $1,156,000 | 4,785 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $483,000 | 2,859 |
| CMOs issued by government agencies or sponsored agencies | $483,000 | 2,578 |
| 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) | $1,000,000 | 3,060 |
| Available-for-sale securities (fair market value) | $16,191,000 | 4,523 |
| Total debt securities | $17,191,000 | 4,975 |
| Structured notes | ||
| Amortized cost | $4,110,000 | 997 |
| Fair value | $4,086,000 | 994 |
| 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 | $12,958,000 | 5,728 |
| U.S. Government securities | $12,958,000 | 4,909 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $12,958,000 | 4,770 |
| 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 | $5,644,000 | 4,413 |
| Mortgage-backed securities | $1,754,000 | 4,980 |
| Certificates of participation in pools of residential mortgages | $1,267,000 | 4,764 |
| Issued or guaranteed by U.S. | $1,267,000 | 4,745 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $487,000 | 2,888 |
| CMOs issued by government agencies or sponsored agencies | $487,000 | 2,597 |
| 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) | $1,000,000 | 3,094 |
| Available-for-sale securities (fair market value) | $11,958,000 | 5,217 |
| Total debt securities | $12,958,000 | 5,671 |
| Structured notes | ||
| Amortized cost | $3,612,000 | 1,096 |
| Fair value | $3,602,000 | 1,092 |
| 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 | $9,328,000 | 6,503 |
| U.S. Government securities | $9,328,000 | 5,762 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $9,328,000 | 5,616 |
| 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 | $5,243,000 | 4,507 |
| Mortgage-backed securities | $1,431,000 | 5,253 |
| Certificates of participation in pools of residential mortgages | $1,378,000 | 4,756 |
| Issued or guaranteed by U.S. | $1,378,000 | 4,735 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $53,000 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $53,000 | 3,175 |
| 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) | $999,000 | 3,160 |
| Available-for-sale securities (fair market value) | $8,329,000 | 6,009 |
| Total debt securities | $9,328,000 | 6,444 |
| Structured notes | ||
| Amortized cost | $742,000 | 2,427 |
| Fair value | $742,000 | 2,416 |
| 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 | $9,698,000 | 6,499 |
| U.S. Government securities | $9,698,000 | 5,754 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $9,698,000 | 5,605 |
| 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 | $4,578,000 | 4,758 |
| Mortgage-backed securities | $1,863,000 | 5,085 |
| Certificates of participation in pools of residential mortgages | $1,469,000 | 4,771 |
| Issued or guaranteed by U.S. | $1,469,000 | 4,757 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $394,000 | 3,076 |
| CMOs issued by government agencies or sponsored agencies | $394,000 | 2,798 |
| 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) | $999,000 | 3,209 |
| Available-for-sale securities (fair market value) | $8,699,000 | 5,973 |
| Total debt securities | $9,698,000 | 6,441 |
| Structured notes | ||
| Amortized cost | $741,000 | 2,411 |
| Fair value | $736,000 | 2,401 |
| 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 | $11,415,000 | 6,203 |
| U.S. Government securities | $11,415,000 | 5,367 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $11,415,000 | 5,213 |
| 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 | $3,010,000 | 5,412 |
| Mortgage-backed securities | $2,534,000 | 4,799 |
| Certificates of participation in pools of residential mortgages | $1,579,000 | 4,725 |
| Issued or guaranteed by U.S. | $1,579,000 | 4,709 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $955,000 | 2,702 |
| CMOs issued by government agencies or sponsored agencies | $955,000 | 2,452 |
| 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) | $999,000 | 3,236 |
| Available-for-sale securities (fair market value) | $10,416,000 | 5,627 |
| Total debt securities | $11,416,000 | 6,135 |
| Structured notes | ||
| Amortized cost | $740,000 | 2,352 |
| Fair value | $743,000 | 2,347 |
| 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 | $12,801,000 | 5,914 |
| U.S. Government securities | $12,801,000 | 5,073 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $12,801,000 | 4,919 |
| 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 | $3,266,000 | 5,281 |
| Mortgage-backed securities | $3,152,000 | 4,576 |
| Certificates of participation in pools of residential mortgages | $1,691,000 | 4,690 |
| Issued or guaranteed by U.S. | $1,691,000 | 4,677 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,461,000 | 2,427 |
| CMOs issued by government agencies or sponsored agencies | $1,461,000 | 2,184 |
| 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) | $999,000 | 3,298 |
| Available-for-sale securities (fair market value) | $11,802,000 | 5,358 |
| Total debt securities | $12,801,000 | 5,846 |
| Structured notes | ||
| Amortized cost | $739,000 | 2,341 |
| Fair value | $746,000 | 2,334 |
| 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 | $11,072,000 | 6,348 |
| U.S. Government securities | $11,072,000 | 5,528 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $11,072,000 | 5,374 |
| 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 | $3,259,000 | 5,277 |
| Mortgage-backed securities | $3,465,000 | 4,530 |
| Certificates of participation in pools of residential mortgages | $1,775,000 | 4,703 |
| Issued or guaranteed by U.S. | $1,775,000 | 4,688 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,690,000 | 2,369 |
| CMOs issued by government agencies or sponsored agencies | $1,690,000 | 2,127 |
| 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) | $999,000 | 3,321 |
| Available-for-sale securities (fair market value) | $10,073,000 | 5,813 |
| Total debt securities | $11,072,000 | 6,269 |
| Structured notes | ||
| Amortized cost | $738,000 | 2,308 |
| Fair value | $737,000 | 2,295 |
| 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 | $7,224,000 | 7,209 |
| U.S. Government securities | $7,224,000 | 6,451 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $7,224,000 | 6,293 |
| 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 | $3,275,000 | 5,203 |
| Mortgage-backed securities | $3,459,000 | 4,572 |
| Certificates of participation in pools of residential mortgages | $1,434,000 | 4,957 |
| Issued or guaranteed by U.S. | $1,434,000 | 4,942 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $2,025,000 | 2,282 |
| CMOs issued by government agencies or sponsored agencies | $2,025,000 | 2,043 |
| 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) | $999,000 | 3,343 |
| Available-for-sale securities (fair market value) | $6,225,000 | 6,635 |
| Total debt securities | $7,224,000 | 7,116 |
| 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 | $10,722,000 | 6,460 |
| U.S. Government securities | $10,722,000 | 5,586 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $10,722,000 | 5,425 |
| 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 | $3,251,000 | 5,194 |
| Mortgage-backed securities | $5,002,000 | 4,053 |
| Certificates of participation in pools of residential mortgages | $1,493,000 | 4,917 |
| Issued or guaranteed by U.S. | $1,493,000 | 4,898 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $3,509,000 | 1,866 |
| CMOs issued by government agencies or sponsored agencies | $3,509,000 | 1,755 |
| 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) | $999,000 | 3,390 |
| Available-for-sale securities (fair market value) | $9,723,000 | 5,921 |
| Total debt securities | $10,722,000 | 6,374 |
| 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 | $9,357,000 | 6,672 |
| U.S. Government securities | $9,357,000 | 5,787 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $9,357,000 | 5,614 |
| 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 | $3,261,000 | 5,158 |
| Mortgage-backed securities | $4,621,000 | 4,171 |
| Certificates of participation in pools of residential mortgages | $1,091,000 | 5,211 |
| Issued or guaranteed by U.S. | $1,091,000 | 5,188 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $3,530,000 | 1,896 |
| CMOs issued by government agencies or sponsored agencies | $3,530,000 | 1,769 |
| 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) | $1,000,000 | 3,400 |
| Available-for-sale securities (fair market value) | $8,357,000 | 6,134 |
| Total debt securities | $9,348,000 | 6,577 |
| 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 | $9,101,000 | 6,707 |
| U.S. Government securities | $9,101,000 | 5,781 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $9,101,000 | 5,596 |
| 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 | $1,269,000 | 6,342 |
| Mortgage-backed securities | $4,821,000 | 4,183 |
| Certificates of participation in pools of residential mortgages | $1,273,000 | 5,127 |
| Issued or guaranteed by U.S. | $1,273,000 | 5,108 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $3,548,000 | 2,020 |
| CMOs issued by government agencies or sponsored agencies | $3,548,000 | 1,905 |
| 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) | $502,000 | 3,878 |
| Available-for-sale securities (fair market value) | $8,599,000 | 6,042 |
| Total debt securities | $9,101,000 | 6,602 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $6,056,000 | 7,520 |
| U.S. Government securities | $6,056,000 | 6,776 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $6,056,000 | 6,589 |
| 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 | $0 | 7,369 |
| Mortgage-backed securities | $2,798,000 | 4,967 |
| Certificates of participation in pools of residential mortgages | $771,000 | 5,581 |
| Issued or guaranteed by U.S. | $771,000 | 5,562 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,027,000 | 2,573 |
| CMOs issued by government agencies or sponsored agencies | $2,027,000 | 2,443 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $6,056,000 | 6,689 |
| Total debt securities | $6,057,000 | 7,425 |
| 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 | $5,240,000 | 7,755 |
| U.S. Government securities | $5,240,000 | 7,072 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $5,240,000 | 6,869 |
| 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 | $0 | 7,400 |
| Mortgage-backed securities | $1,031,000 | 5,898 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,031,000 | 3,121 |
| CMOs issued by government agencies or sponsored agencies | $1,031,000 | 2,985 |
| 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) | $5,240,000 | 6,887 |
| Total debt securities | $5,239,000 | 7,677 |
| 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 |