Home > Farmers Bank > Securities
Farmers Bank, Securities
| 2006-03-31 | Rank | |
| Total securities | $11,792,000 | 5,924 |
| U.S. Government securities | $7,331,000 | 6,254 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $7,331,000 | 6,109 |
| Securities issued by states & political subdivisions | $2,831,000 | 3,886 |
| Other domestic debt securities | $1,630,000 | 1,709 |
| 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 | $1,630,000 | 1,241 |
| 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 | $2,162,000 | 5,718 |
| Mortgage-backed securities | $2,715,000 | 4,418 |
| Certificates of participation in pools of residential mortgages | $1,010,000 | 4,878 |
| Issued or guaranteed by U.S. | $1,010,000 | 4,858 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,705,000 | 2,176 |
| CMOs issued by government agencies or sponsored agencies | $1,705,000 | 1,918 |
| 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) | $11,792,000 | 5,250 |
| Total debt securities | $11,792,000 | 5,866 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $11,979,000 | 5,917 |
| U.S. Government securities | $7,506,000 | 6,194 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $7,506,000 | 6,058 |
| Securities issued by states & political subdivisions | $2,833,000 | 3,901 |
| Other domestic debt securities | $1,640,000 | 1,766 |
| 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 | $1,640,000 | 1,315 |
| 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 | $2,180,000 | 5,730 |
| Mortgage-backed securities | $2,889,000 | 4,379 |
| Certificates of participation in pools of residential mortgages | $1,089,000 | 4,858 |
| Issued or guaranteed by U.S. | $1,089,000 | 4,839 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,800,000 | 2,135 |
| CMOs issued by government agencies or sponsored agencies | $1,800,000 | 1,888 |
| 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) | $11,979,000 | 5,228 |
| Total debt securities | $11,979,000 | 5,856 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $13,237,000 | 5,673 |
| U.S. Government securities | $8,084,000 | 6,040 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $8,084,000 | 5,900 |
| Securities issued by states & political subdivisions | $2,994,000 | 3,829 |
| Other domestic debt securities | $2,159,000 | 1,599 |
| 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 | $2,159,000 | 1,170 |
| 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 | $2,236,000 | 5,720 |
| Mortgage-backed securities | $3,145,000 | 4,334 |
| Certificates of participation in pools of residential mortgages | $1,212,000 | 4,808 |
| Issued or guaranteed by U.S. | $1,212,000 | 4,790 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,933,000 | 2,092 |
| CMOs issued by government agencies or sponsored agencies | $1,933,000 | 1,857 |
| 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) | $13,237,000 | 4,998 |
| Total debt securities | $13,237,000 | 5,616 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $12,993,000 | 5,761 |
| U.S. Government securities | $7,828,000 | 6,176 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $7,828,000 | 6,031 |
| Securities issued by states & political subdivisions | $2,990,000 | 3,802 |
| Other domestic debt securities | $2,175,000 | 1,622 |
| 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 | $2,175,000 | 1,209 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,291,000 | 5,687 |
| Mortgage-backed securities | $3,380,000 | 4,340 |
| Certificates of participation in pools of residential mortgages | $1,344,000 | 4,777 |
| Issued or guaranteed by U.S. | $1,344,000 | 4,756 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $2,036,000 | 2,098 |
| CMOs issued by government agencies or sponsored agencies | $2,036,000 | 1,863 |
| 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) | $12,993,000 | 5,061 |
| Total debt securities | $12,994,000 | 5,695 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $13,800,000 | 5,696 |
| U.S. Government securities | $7,985,000 | 6,194 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,985,000 | 6,046 |
| Securities issued by states & political subdivisions | $3,631,000 | 3,548 |
| Other domestic debt securities | $2,184,000 | 1,660 |
| 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 | $2,184,000 | 1,275 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,493,000 | 5,637 |
| Mortgage-backed securities | $3,560,000 | 4,353 |
| Certificates of participation in pools of residential mortgages | $1,453,000 | 4,777 |
| Issued or guaranteed by U.S. | $1,453,000 | 4,763 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,107,000 | 2,112 |
| CMOs issued by government agencies or sponsored agencies | $2,107,000 | 1,892 |
| 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) | $13,800,000 | 4,994 |
| Total debt securities | $13,801,000 | 5,630 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $14,162,000 | 5,647 |
| U.S. Government securities | $8,064,000 | 6,151 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $8,064,000 | 6,010 |
| Securities issued by states & political subdivisions | $3,875,000 | 3,466 |
| Other domestic debt securities | $2,223,000 | 1,713 |
| 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 | $2,223,000 | 1,332 |
| 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 | $2,998,000 | 5,427 |
| Mortgage-backed securities | $2,094,000 | 5,001 |
| Certificates of participation in pools of residential mortgages | $1,510,000 | 4,765 |
| Issued or guaranteed by U.S. | $1,510,000 | 4,751 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $584,000 | 2,923 |
| CMOs issued by government agencies or sponsored agencies | $584,000 | 2,663 |
| 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) | $14,162,000 | 4,953 |
| Total debt securities | $14,162,000 | 5,574 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $14,264,000 | 5,654 |
| U.S. Government securities | $7,719,000 | 6,296 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $7,719,000 | 6,141 |
| Securities issued by states & political subdivisions | $4,286,000 | 3,315 |
| Other domestic debt securities | $2,259,000 | 1,705 |
| 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 | $2,259,000 | 1,362 |
| 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 | $3,625,000 | 5,130 |
| Mortgage-backed securities | $1,703,000 | 5,233 |
| Certificates of participation in pools of residential mortgages | $1,105,000 | 5,051 |
| Issued or guaranteed by U.S. | $1,105,000 | 5,041 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $598,000 | 2,942 |
| CMOs issued by government agencies or sponsored agencies | $598,000 | 2,684 |
| 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) | $14,264,000 | 4,942 |
| Total debt securities | $14,264,000 | 5,589 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $14,956,000 | 5,576 |
| U.S. Government securities | $8,405,000 | 6,183 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $8,405,000 | 6,023 |
| Securities issued by states & political subdivisions | $3,775,000 | 3,508 |
| Other domestic debt securities | $2,776,000 | 1,634 |
| 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 | $2,776,000 | 1,296 |
| 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 | $4,804,000 | 4,668 |
| Mortgage-backed securities | $2,448,000 | 4,943 |
| Certificates of participation in pools of residential mortgages | $1,862,000 | 4,653 |
| Issued or guaranteed by U.S. | $1,862,000 | 4,637 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $586,000 | 2,993 |
| CMOs issued by government agencies or sponsored agencies | $586,000 | 2,740 |
| 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) | $14,956,000 | 4,901 |
| Total debt securities | $14,956,000 | 5,512 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $13,163,000 | 5,902 |
| U.S. Government securities | $6,536,000 | 6,667 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $6,536,000 | 6,503 |
| Securities issued by states & political subdivisions | $4,302,000 | 3,324 |
| Other domestic debt securities | $2,325,000 | 1,856 |
| 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 | $2,325,000 | 1,508 |
| 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 | $4,977,000 | 4,559 |
| Mortgage-backed securities | $2,004,000 | 5,182 |
| Certificates of participation in pools of residential mortgages | $1,407,000 | 4,971 |
| Issued or guaranteed by U.S. | $1,407,000 | 4,956 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $597,000 | 3,044 |
| CMOs issued by government agencies or sponsored agencies | $597,000 | 2,782 |
| 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) | $13,163,000 | 5,180 |
| Total debt securities | $13,163,000 | 5,815 |
| 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 | $13,371,000 | 5,917 |
| U.S. Government securities | $6,493,000 | 6,761 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $6,493,000 | 6,586 |
| Securities issued by states & political subdivisions | $4,545,000 | 3,262 |
| Other domestic debt securities | $2,333,000 | 1,884 |
| 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 | $2,333,000 | 1,599 |
| 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 | $4,935,000 | 4,501 |
| Mortgage-backed securities | $970,000 | 5,799 |
| Certificates of participation in pools of residential mortgages | $970,000 | 5,308 |
| Issued or guaranteed by U.S. | $970,000 | 5,286 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $13,371,000 | 5,159 |
| Total debt securities | $13,371,000 | 5,824 |
| 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 | $12,590,000 | 5,999 |
| U.S. Government securities | $5,667,000 | 6,921 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $5,667,000 | 6,738 |
| Securities issued by states & political subdivisions | $4,572,000 | 3,223 |
| Other domestic debt securities | $2,351,000 | 1,964 |
| 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 | $2,351,000 | 1,687 |
| 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 | $4,910,000 | 4,460 |
| Mortgage-backed securities | $1,638,000 | 5,404 |
| Certificates of participation in pools of residential mortgages | $1,638,000 | 4,835 |
| Issued or guaranteed by U.S. | $1,638,000 | 4,814 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $12,590,000 | 5,280 |
| Total debt securities | $12,590,000 | 5,912 |
| 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 | $12,591,000 | 5,946 |
| U.S. Government securities | $5,976,000 | 6,733 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $5,976,000 | 6,559 |
| Securities issued by states & political subdivisions | $4,790,000 | 3,114 |
| Other domestic debt securities | $1,825,000 | 2,266 |
| 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 | $1,825,000 | 1,977 |
| 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 | $4,817,000 | 4,475 |
| Mortgage-backed securities | $2,527,000 | 5,040 |
| Certificates of participation in pools of residential mortgages | $2,527,000 | 4,366 |
| Issued or guaranteed by U.S. | $2,527,000 | 4,348 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $12,591,000 | 5,214 |
| Total debt securities | $12,591,000 | 5,847 |
| 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 | $12,783,000 | 5,920 |
| U.S. Government securities | $5,462,000 | 6,986 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $5,462,000 | 6,775 |
| Securities issued by states & political subdivisions | $5,013,000 | 2,939 |
| Other domestic debt securities | $2,308,000 | 2,070 |
| 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 | $2,308,000 | 1,779 |
| 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 | $5,132,000 | 4,373 |
| Mortgage-backed securities | $2,916,000 | 4,912 |
| Certificates of participation in pools of residential mortgages | $2,916,000 | 4,228 |
| Issued or guaranteed by U.S. | $2,916,000 | 4,212 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $12,783,000 | 5,171 |
| Total debt securities | $12,783,000 | 5,823 |
| 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 | $14,253,000 | 5,599 |
| U.S. Government securities | $6,749,000 | 6,563 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $6,749,000 | 6,371 |
| Securities issued by states & political subdivisions | $5,204,000 | 2,856 |
| Other domestic debt securities | $2,300,000 | 2,067 |
| 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 | $2,300,000 | 1,782 |
| 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 | $3,923,000 | 4,873 |
| Mortgage-backed securities | $4,193,000 | 4,419 |
| Certificates of participation in pools of residential mortgages | $4,001,000 | 3,730 |
| Issued or guaranteed by U.S. | $4,001,000 | 3,718 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $192,000 | 3,960 |
| CMOs issued by government agencies or sponsored agencies | $192,000 | 3,787 |
| 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) | $14,253,000 | 4,850 |
| Total debt securities | $14,253,000 | 5,501 |
| 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 | $16,961,000 | 5,025 |
| U.S. Government securities | $8,130,000 | 6,071 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $8,130,000 | 5,836 |
| Securities issued by states & political subdivisions | $4,679,000 | 2,987 |
| Other domestic debt securities | $4,152,000 | 1,594 |
| 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 | $4,152,000 | 1,286 |
| 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 | $2,775,000 | 5,480 |
| Mortgage-backed securities | $6,084,000 | 3,686 |
| Certificates of participation in pools of residential mortgages | $5,071,000 | 3,120 |
| Issued or guaranteed by U.S. | $5,071,000 | 3,105 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,013,000 | 3,281 |
| CMOs issued by government agencies or sponsored agencies | $1,013,000 | 3,116 |
| 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) | $16,961,000 | 4,282 |
| Total debt securities | $16,961,000 | 4,936 |
| 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 | $17,008,000 | 5,164 |
| U.S. Government securities | $11,819,000 | 5,309 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $11,819,000 | 4,994 |
| Securities issued by states & political subdivisions | $2,815,000 | 3,817 |
| Other domestic debt securities | $2,029,000 | 1,904 |
| 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 | $2,029,000 | 1,619 |
| Foreign debt securities | NA | NA |
| Equity securities | $345,000 | 4,689 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,383,000 | 6,051 |
| Mortgage-backed securities | $6,334,000 | 3,008 |
| Certificates of participation in pools of residential mortgages | $5,345,000 | 2,526 |
| Issued or guaranteed by U.S. | $5,345,000 | 2,508 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $989,000 | 2,867 |
| CMOs issued by government agencies or sponsored agencies | $989,000 | 2,713 |
| 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) | $17,008,000 | 4,246 |
| Total debt securities | $16,663,000 | 5,106 |
| 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 | $15,324,000 | 5,726 |
| U.S. Government securities | $10,958,000 | 5,809 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $10,958,000 | 5,288 |
| Securities issued by states & political subdivisions | $2,542,000 | 4,215 |
| Other domestic debt securities | $1,508,000 | 2,041 |
| 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 | $1,508,000 | 1,706 |
| Foreign debt securities | NA | NA |
| Equity securities | $316,000 | 4,748 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,358,000 | 4,492 |
| Mortgage-backed securities | $5,574,000 | 3,410 |
| Certificates of participation in pools of residential mortgages | $4,552,000 | 2,950 |
| Issued or guaranteed by U.S. | $4,552,000 | 2,940 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,022,000 | 2,972 |
| CMOs issued by government agencies or sponsored agencies | $1,022,000 | 2,825 |
| 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) | $15,324,000 | 4,690 |
| Total debt securities | $15,008,000 | 5,692 |
| 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 | $17,204,000 | 5,336 |
| U.S. Government securities | $13,242,000 | 5,181 |
| U.S. Treasury securities | $612,000 | 5,641 |
| U.S. Government agency obligations | $12,630,000 | 4,587 |
| Securities issued by states & political subdivisions | $3,187,000 | 3,864 |
| Other domestic debt securities | $497,000 | 2,757 |
| 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 | $497,000 | 2,302 |
| Foreign debt securities | NA | NA |
| Equity securities | $278,000 | 4,776 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,562,000 | 5,025 |
| Mortgage-backed securities | $9,110,000 | 2,855 |
| Certificates of participation in pools of residential mortgages | $8,554,000 | 2,177 |
| Issued or guaranteed by U.S. | $8,554,000 | 2,159 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $556,000 | 3,691 |
| CMOs issued by government agencies or sponsored agencies | $556,000 | 3,538 |
| 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) | $17,204,000 | 4,238 |
| Total debt securities | $16,926,000 | 5,250 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $22,078,000 | 4,571 |
| U.S. Government securities | $17,350,000 | 4,535 |
| U.S. Treasury securities | $1,712,000 | 5,493 |
| U.S. Government agency obligations | $15,638,000 | 3,903 |
| Securities issued by states & political subdivisions | $4,469,000 | 2,988 |
| 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 | $259,000 | 4,926 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,305,000 | 6,181 |
| Mortgage-backed securities | $8,731,000 | 2,850 |
| Certificates of participation in pools of residential mortgages | $7,781,000 | 2,266 |
| Issued or guaranteed by U.S. | $7,781,000 | 2,254 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $950,000 | 3,492 |
| CMOs issued by government agencies or sponsored agencies | $950,000 | 3,373 |
| 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) | $22,078,000 | 3,343 |
| Total debt securities | $21,819,000 | 4,512 |
| 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 | $22,910,000 | 4,822 |
| U.S. Government securities | $14,887,000 | 5,526 |
| U.S. Treasury securities | $2,312,000 | 5,644 |
| U.S. Government agency obligations | $12,575,000 | 4,770 |
| Securities issued by states & political subdivisions | $7,781,000 | 1,908 |
| 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 | $242,000 | 4,954 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $627,000 | 8,335 |
| Mortgage-backed securities | $7,107,000 | 3,535 |
| Certificates of participation in pools of residential mortgages | $5,878,000 | 2,935 |
| Issued or guaranteed by U.S. | $5,878,000 | 2,914 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,229,000 | 3,602 |
| CMOs issued by government agencies or sponsored agencies | $1,229,000 | 3,465 |
| 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) | $22,910,000 | 3,422 |
| Total debt securities | $22,668,000 | 4,754 |
| 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 | $16,564,000 | 6,306 |
| U.S. Government securities | $10,351,000 | 7,173 |
| U.S. Treasury securities | $303,000 | 9,762 |
| U.S. Government agency obligations | $10,048,000 | 5,457 |
| Securities issued by states & political subdivisions | $5,713,000 | 2,547 |
| Other domestic debt securities | $500,000 | 3,199 |
| 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 | $500,000 | 2,504 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $927,000 | 8,269 |
| Mortgage-backed securities | $5,354,000 | 4,351 |
| Certificates of participation in pools of residential mortgages | $3,496,000 | 3,914 |
| Issued or guaranteed by U.S. | $3,496,000 | 3,886 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,858,000 | 3,557 |
| CMOs issued by government agencies or sponsored agencies | $1,858,000 | 3,412 |
| 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) | $16,564,000 | 4,560 |
| Total debt securities | $16,564,000 | 6,185 |
| Structured notes | ||
| Amortized cost | $450,000 | 3,798 |
| Fair value | $450,000 | 3,787 |
| 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 | $12,905,000 | 7,739 |
| U.S. Government securities | $5,704,000 | 9,787 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $5,704,000 | 7,327 |
| Securities issued by states & political subdivisions | $7,201,000 | 2,127 |
| 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 | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $450,000 | 9,430 |
| Mortgage-backed securities | $3,244,000 | 5,680 |
| Certificates of participation in pools of residential mortgages | $1,299,000 | 5,993 |
| Issued or guaranteed by U.S. | $1,299,000 | 5,966 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $1,945,000 | 3,690 |
| CMOs issued by government agencies or sponsored agencies | $1,945,000 | 3,520 |
| 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) | $12,905,000 | 4,001 |
| Total debt securities | $12,905,000 | 7,617 |
| 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 | $14,005,000 | 7,712 |
| U.S. Government securities | $6,946,000 | 9,443 |
| U.S. Treasury securities | $895,000 | 10,259 |
| U.S. Government agency obligations | $6,051,000 | 7,299 |
| Securities issued by states & political subdivisions | $7,059,000 | 2,224 |
| 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 | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $260,000 | 10,074 |
| Mortgage-backed securities | $2,833,000 | 6,553 |
| Certificates of participation in pools of residential mortgages | $1,178,000 | 6,782 |
| Issued or guaranteed by U.S. | $1,178,000 | 6,736 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,655,000 | 4,319 |
| CMOs issued by government agencies or sponsored agencies | $1,655,000 | 4,139 |
| 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 | $14,005,000 | 7,557 |
| 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 | $11,565,000 | 8,552 |
| U.S. Government securities | $6,575,000 | 9,826 |
| U.S. Treasury securities | $400,000 | 11,557 |
| U.S. Government agency obligations | $6,175,000 | 7,245 |
| Securities issued by states & political subdivisions | $4,990,000 | 2,765 |
| 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 | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $150,000 | 10,647 |
| Mortgage-backed securities | $3,456,000 | 6,423 |
| Certificates of participation in pools of residential mortgages | $2,614,000 | 5,499 |
| Issued or guaranteed by U.S. | $2,614,000 | 5,438 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $842,000 | 5,328 |
| CMOs issued by government agencies or sponsored agencies | $842,000 | 4,938 |
| 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 | $11,565,000 | 8,423 |
| 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 |