Home > Farmers & Merchants State Bank > Securities
Farmers & Merchants State Bank, Securities
| 2006-03-31 | Rank | |
| Total securities | $107,444,000 | 1,167 |
| U.S. Government securities | $93,939,000 | 974 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $93,939,000 | 941 |
| Securities issued by states & political subdivisions | $4,259,000 | 3,327 |
| Other domestic debt securities | $9,246,000 | 771 |
| Privately issued residential mortgage-backed securities | $9,246,000 | 406 |
| 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 | $91,611,000 | 590 |
| Mortgage-backed securities | $48,899,000 | 959 |
| Certificates of participation in pools of residential mortgages | $30,792,000 | 970 |
| Issued or guaranteed by U.S. | $30,792,000 | 961 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $18,107,000 | 733 |
| CMOs issued by government agencies or sponsored agencies | $8,861,000 | 914 |
| Privately issued | $9,246,000 | 383 |
| 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) | $1,527,000 | 2,768 |
| Available-for-sale securities (fair market value) | $105,917,000 | 1,016 |
| Total debt securities | $107,443,000 | 1,138 |
| Structured notes | ||
| Amortized cost | $30,514,000 | 106 |
| Fair value | $30,015,000 | 107 |
| 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 | $111,625,000 | 1,124 |
| U.S. Government securities | $97,078,000 | 947 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $97,078,000 | 919 |
| Securities issued by states & political subdivisions | $4,367,000 | 3,288 |
| Other domestic debt securities | $10,180,000 | 723 |
| Privately issued residential mortgage-backed securities | $10,180,000 | 375 |
| 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 | $48,482,000 | 1,000 |
| Mortgage-backed securities | $52,283,000 | 910 |
| Certificates of participation in pools of residential mortgages | $32,361,000 | 959 |
| Issued or guaranteed by U.S. | $32,361,000 | 953 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $19,922,000 | 697 |
| CMOs issued by government agencies or sponsored agencies | $9,742,000 | 864 |
| Privately issued | $10,180,000 | 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) | $1,615,000 | 2,788 |
| Available-for-sale securities (fair market value) | $110,010,000 | 962 |
| Total debt securities | $111,626,000 | 1,099 |
| Structured notes | ||
| Amortized cost | $30,687,000 | 106 |
| Fair value | $30,209,000 | 108 |
| 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 | $99,586,000 | 1,240 |
| U.S. Government securities | $83,994,000 | 1,072 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $83,994,000 | 1,034 |
| Securities issued by states & political subdivisions | $4,422,000 | 3,263 |
| Other domestic debt securities | $11,170,000 | 699 |
| Privately issued residential mortgage-backed securities | $11,170,000 | 359 |
| 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 | $46,366,000 | 1,019 |
| Mortgage-backed securities | $51,193,000 | 934 |
| Certificates of participation in pools of residential mortgages | $30,018,000 | 1,038 |
| Issued or guaranteed by U.S. | $30,018,000 | 1,029 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $21,175,000 | 662 |
| CMOs issued by government agencies or sponsored agencies | $10,005,000 | 863 |
| Privately issued | $11,170,000 | 338 |
| 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) | $1,837,000 | 2,732 |
| Available-for-sale securities (fair market value) | $97,749,000 | 1,067 |
| Total debt securities | $99,586,000 | 1,198 |
| Structured notes | ||
| Amortized cost | $26,573,000 | 122 |
| Fair value | $26,335,000 | 122 |
| 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 | $85,725,000 | 1,433 |
| U.S. Government securities | $76,510,000 | 1,172 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $76,510,000 | 1,127 |
| Securities issued by states & political subdivisions | $4,533,000 | 3,198 |
| Other domestic debt securities | $4,682,000 | 1,136 |
| Privately issued residential mortgage-backed securities | $4,682,000 | 501 |
| 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 | $69,466,000 | 727 |
| Mortgage-backed securities | $44,473,000 | 1,084 |
| Certificates of participation in pools of residential mortgages | $28,033,000 | 1,126 |
| Issued or guaranteed by U.S. | $28,033,000 | 1,116 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $16,440,000 | 807 |
| CMOs issued by government agencies or sponsored agencies | $11,758,000 | 830 |
| Privately issued | $4,682,000 | 470 |
| 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) | $85,725,000 | 1,223 |
| Total debt securities | $85,726,000 | 1,401 |
| Structured notes | ||
| Amortized cost | $27,573,000 | 118 |
| Fair value | $27,399,000 | 118 |
| 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 | $80,617,000 | 1,552 |
| U.S. Government securities | $72,414,000 | 1,272 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $72,414,000 | 1,223 |
| Securities issued by states & political subdivisions | $3,352,000 | 3,638 |
| Other domestic debt securities | $4,851,000 | 1,148 |
| Privately issued residential mortgage-backed securities | $4,851,000 | 484 |
| 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 | $46,556,000 | 1,015 |
| Mortgage-backed securities | $38,847,000 | 1,228 |
| Certificates of participation in pools of residential mortgages | $23,901,000 | 1,297 |
| Issued or guaranteed by U.S. | $23,901,000 | 1,289 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $14,946,000 | 871 |
| CMOs issued by government agencies or sponsored agencies | $10,095,000 | 922 |
| Privately issued | $4,851,000 | 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 | 4,419 |
| Available-for-sale securities (fair market value) | $80,617,000 | 1,317 |
| Total debt securities | $80,616,000 | 1,515 |
| Structured notes | ||
| Amortized cost | $29,064,000 | 106 |
| Fair value | $28,658,000 | 105 |
| 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 | $56,594,000 | 2,181 |
| U.S. Government securities | $52,494,000 | 1,760 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $52,494,000 | 1,689 |
| Securities issued by states & political subdivisions | $2,103,000 | 4,286 |
| Other domestic debt securities | $1,997,000 | 1,815 |
| Privately issued residential mortgage-backed securities | $1,997,000 | 626 |
| 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 | $39,051,000 | 1,158 |
| Mortgage-backed securities | $19,620,000 | 1,954 |
| Certificates of participation in pools of residential mortgages | $14,235,000 | 1,884 |
| Issued or guaranteed by U.S. | $14,235,000 | 1,875 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $5,385,000 | 1,505 |
| CMOs issued by government agencies or sponsored agencies | $3,388,000 | 1,633 |
| Privately issued | $1,997,000 | 584 |
| 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) | $56,594,000 | 1,835 |
| Total debt securities | $56,592,000 | 2,133 |
| Structured notes | ||
| Amortized cost | $25,094,000 | 123 |
| Fair value | $24,874,000 | 125 |
| 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 | $54,779,000 | 2,229 |
| U.S. Government securities | $52,631,000 | 1,746 |
| U.S. Treasury securities | $498,000 | 1,650 |
| U.S. Government agency obligations | $52,133,000 | 1,696 |
| Securities issued by states & political subdivisions | $2,148,000 | 4,269 |
| 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 | $33,632,000 | 1,317 |
| Mortgage-backed securities | $18,491,000 | 2,039 |
| Certificates of participation in pools of residential mortgages | $14,668,000 | 1,874 |
| Issued or guaranteed by U.S. | $14,668,000 | 1,866 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,823,000 | 1,725 |
| CMOs issued by government agencies or sponsored agencies | $3,823,000 | 1,532 |
| 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) | $54,779,000 | 1,878 |
| Total debt securities | $54,781,000 | 2,179 |
| Structured notes | ||
| Amortized cost | $25,093,000 | 128 |
| Fair value | $25,011,000 | 128 |
| 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 | $56,983,000 | 2,173 |
| U.S. Government securities | $54,319,000 | 1,720 |
| U.S. Treasury securities | $499,000 | 1,722 |
| U.S. Government agency obligations | $53,820,000 | 1,679 |
| Securities issued by states & political subdivisions | $2,664,000 | 3,981 |
| 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 | $33,961,000 | 1,288 |
| Mortgage-backed securities | $18,774,000 | 2,061 |
| Certificates of participation in pools of residential mortgages | $14,342,000 | 1,906 |
| Issued or guaranteed by U.S. | $14,342,000 | 1,899 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,432,000 | 1,642 |
| CMOs issued by government agencies or sponsored agencies | $4,432,000 | 1,450 |
| 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) | $56,983,000 | 1,836 |
| Total debt securities | $56,982,000 | 2,123 |
| Structured notes | ||
| Amortized cost | $29,091,000 | 100 |
| Fair value | $28,458,000 | 102 |
| 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 | $53,208,000 | 2,317 |
| U.S. Government securities | $50,491,000 | 1,819 |
| U.S. Treasury securities | $501,000 | 1,737 |
| U.S. Government agency obligations | $49,990,000 | 1,779 |
| Securities issued by states & political subdivisions | $2,717,000 | 3,969 |
| 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 | $31,930,000 | 1,336 |
| Mortgage-backed securities | $20,060,000 | 2,013 |
| Certificates of participation in pools of residential mortgages | $15,463,000 | 1,840 |
| Issued or guaranteed by U.S. | $15,463,000 | 1,831 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $4,597,000 | 1,670 |
| CMOs issued by government agencies or sponsored agencies | $4,597,000 | 1,476 |
| 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) | $53,208,000 | 1,967 |
| Total debt securities | $53,207,000 | 2,250 |
| Structured notes | ||
| Amortized cost | $22,206,000 | 123 |
| Fair value | $22,238,000 | 123 |
| 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 | $63,337,000 | 2,032 |
| U.S. Government securities | $60,622,000 | 1,603 |
| U.S. Treasury securities | $502,000 | 1,807 |
| U.S. Government agency obligations | $60,120,000 | 1,551 |
| Securities issued by states & political subdivisions | $2,715,000 | 4,004 |
| 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 | $30,203,000 | 1,382 |
| Mortgage-backed securities | $24,178,000 | 1,792 |
| Certificates of participation in pools of residential mortgages | $16,253,000 | 1,786 |
| Issued or guaranteed by U.S. | $16,253,000 | 1,773 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $7,925,000 | 1,276 |
| CMOs issued by government agencies or sponsored agencies | $7,925,000 | 1,186 |
| 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) | $63,337,000 | 1,716 |
| Total debt securities | $63,337,000 | 1,976 |
| Structured notes | ||
| Amortized cost | $24,192,000 | 98 |
| Fair value | $24,085,000 | 97 |
| 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 | $49,203,000 | 2,476 |
| U.S. Government securities | $46,651,000 | 1,983 |
| U.S. Treasury securities | $503,000 | 1,857 |
| U.S. Government agency obligations | $46,148,000 | 1,921 |
| Securities issued by states & political subdivisions | $2,552,000 | 4,100 |
| 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 | $22,188,000 | 1,722 |
| Mortgage-backed securities | $19,454,000 | 2,040 |
| Certificates of participation in pools of residential mortgages | $8,717,000 | 2,595 |
| Issued or guaranteed by U.S. | $8,717,000 | 2,586 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $10,737,000 | 1,082 |
| CMOs issued by government agencies or sponsored agencies | $10,737,000 | 1,007 |
| 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) | $49,203,000 | 2,114 |
| Total debt securities | $49,203,000 | 2,414 |
| Structured notes | ||
| Amortized cost | $26,191,000 | 69 |
| Fair value | $25,997,000 | 69 |
| 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 | $37,894,000 | 2,999 |
| U.S. Government securities | $33,895,000 | 2,489 |
| U.S. Treasury securities | $503,000 | 1,895 |
| U.S. Government agency obligations | $33,392,000 | 2,425 |
| Securities issued by states & political subdivisions | $3,999,000 | 3,413 |
| 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 | $19,157,000 | 1,912 |
| Mortgage-backed securities | $20,242,000 | 2,038 |
| Certificates of participation in pools of residential mortgages | $11,222,000 | 2,243 |
| Issued or guaranteed by U.S. | $11,222,000 | 2,233 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $9,020,000 | 1,295 |
| CMOs issued by government agencies or sponsored agencies | $9,020,000 | 1,210 |
| 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) | $37,894,000 | 2,577 |
| Total debt securities | $37,893,000 | 2,912 |
| Structured notes | ||
| Amortized cost | $7,000,000 | 273 |
| Fair value | $7,010,000 | 280 |
| 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 | $38,793,000 | 2,898 |
| U.S. Government securities | $31,545,000 | 2,604 |
| U.S. Treasury securities | $504,000 | 1,936 |
| U.S. Government agency obligations | $31,041,000 | 2,529 |
| Securities issued by states & political subdivisions | $4,218,000 | 3,231 |
| 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 | $3,030,000 | 899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,784,000 | 3,338 |
| Mortgage-backed securities | $21,776,000 | 1,924 |
| Certificates of participation in pools of residential mortgages | $8,340,000 | 2,637 |
| Issued or guaranteed by U.S. | $8,340,000 | 2,622 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $13,436,000 | 1,067 |
| CMOs issued by government agencies or sponsored agencies | $13,436,000 | 980 |
| 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) | $38,793,000 | 2,488 |
| Total debt securities | $35,763,000 | 3,003 |
| Structured notes | ||
| Amortized cost | $6,550,000 | 209 |
| Fair value | $6,552,000 | 210 |
| 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 | $44,028,000 | 2,587 |
| U.S. Government securities | $36,051,000 | 2,334 |
| U.S. Treasury securities | $1,262,000 | 1,454 |
| U.S. Government agency obligations | $34,789,000 | 2,307 |
| Securities issued by states & political subdivisions | $4,977,000 | 2,933 |
| 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 | $3,000,000 | 920 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,677,000 | 3,340 |
| Mortgage-backed securities | $22,792,000 | 1,823 |
| Certificates of participation in pools of residential mortgages | $9,508,000 | 2,408 |
| Issued or guaranteed by U.S. | $9,508,000 | 2,391 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $13,284,000 | 1,070 |
| CMOs issued by government agencies or sponsored agencies | $13,284,000 | 991 |
| 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) | $44,028,000 | 2,195 |
| Total debt securities | $41,029,000 | 2,678 |
| Structured notes | ||
| Amortized cost | $8,250,000 | 124 |
| Fair value | $8,269,000 | 124 |
| 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 | $20,981,000 | 4,371 |
| U.S. Government securities | $14,530,000 | 4,463 |
| U.S. Treasury securities | $1,273,000 | 1,715 |
| U.S. Government agency obligations | $13,257,000 | 4,508 |
| Securities issued by states & political subdivisions | $6,451,000 | 2,426 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,799,000 | 3,752 |
| Mortgage-backed securities | $8,393,000 | 3,139 |
| Certificates of participation in pools of residential mortgages | $6,256,000 | 2,820 |
| Issued or guaranteed by U.S. | $6,256,000 | 2,803 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $2,137,000 | 2,652 |
| CMOs issued by government agencies or sponsored agencies | $2,137,000 | 2,499 |
| 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) | $20,981,000 | 3,700 |
| Total debt securities | $20,981,000 | 4,288 |
| Structured notes | ||
| Amortized cost | $2,695,000 | 150 |
| Fair value | $2,623,000 | 154 |
| 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 | $22,651,000 | 4,233 |
| U.S. Government securities | $15,392,000 | 4,450 |
| U.S. Treasury securities | $1,994,000 | 2,028 |
| U.S. Government agency obligations | $13,398,000 | 4,601 |
| Securities issued by states & political subdivisions | $6,600,000 | 2,297 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $659,000 | 3,249 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,271,000 | 3,116 |
| Mortgage-backed securities | $8,273,000 | 2,595 |
| Certificates of participation in pools of residential mortgages | $6,063,000 | 2,363 |
| Issued or guaranteed by U.S. | $6,063,000 | 2,348 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $2,210,000 | 2,211 |
| CMOs issued by government agencies or sponsored agencies | $2,210,000 | 2,060 |
| 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) | $22,651,000 | 3,441 |
| Total debt securities | $21,992,000 | 4,210 |
| Structured notes | ||
| Amortized cost | $779,000 | 467 |
| Fair value | $771,000 | 468 |
| 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 | $19,473,000 | 4,948 |
| U.S. Government securities | $12,451,000 | 5,395 |
| U.S. Treasury securities | $996,000 | 3,770 |
| U.S. Government agency obligations | $11,455,000 | 5,157 |
| Securities issued by states & political subdivisions | $6,531,000 | 2,436 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $491,000 | 3,753 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,599,000 | 5,947 |
| Mortgage-backed securities | $4,230,000 | 3,878 |
| Certificates of participation in pools of residential mortgages | $2,378,000 | 3,955 |
| Issued or guaranteed by U.S. | $2,378,000 | 3,938 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,852,000 | 2,519 |
| CMOs issued by government agencies or sponsored agencies | $1,852,000 | 2,380 |
| 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) | $19,473,000 | 3,979 |
| Total debt securities | $18,982,000 | 4,908 |
| Structured notes | ||
| Amortized cost | $289,000 | 1,071 |
| Fair value | $268,000 | 1,076 |
| 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 | $18,589,000 | 5,077 |
| U.S. Government securities | $12,421,000 | 5,406 |
| U.S. Treasury securities | $2,034,000 | 3,810 |
| U.S. Government agency obligations | $10,387,000 | 5,174 |
| Securities issued by states & political subdivisions | $5,712,000 | 2,704 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $456,000 | 3,766 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,273,000 | 5,920 |
| Mortgage-backed securities | $4,476,000 | 4,045 |
| Certificates of participation in pools of residential mortgages | $2,923,000 | 3,853 |
| Issued or guaranteed by U.S. | $2,923,000 | 3,834 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,553,000 | 2,872 |
| CMOs issued by government agencies or sponsored agencies | $1,553,000 | 2,739 |
| 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) | $18,589,000 | 4,016 |
| Total debt securities | $18,133,000 | 5,036 |
| Structured notes | ||
| Amortized cost | $505,000 | 924 |
| Fair value | $500,000 | 981 |
| 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 | $12,235,000 | 6,743 |
| U.S. Government securities | $8,935,000 | 6,888 |
| U.S. Treasury securities | $1,815,000 | 5,386 |
| U.S. Government agency obligations | $7,120,000 | 6,299 |
| Securities issued by states & political subdivisions | $2,877,000 | 3,919 |
| 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 | $423,000 | 3,974 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,262,000 | 6,212 |
| Mortgage-backed securities | $3,522,000 | 4,491 |
| Certificates of participation in pools of residential mortgages | $1,631,000 | 4,697 |
| Issued or guaranteed by U.S. | $1,631,000 | 4,681 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,891,000 | 2,778 |
| CMOs issued by government agencies or sponsored agencies | $1,891,000 | 2,667 |
| 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) | $12,235,000 | 5,095 |
| Total debt securities | $11,812,000 | 6,724 |
| Structured notes | ||
| Amortized cost | $700,000 | 1,654 |
| Fair value | $701,000 | 1,650 |
| 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 | $11,777,000 | 7,349 |
| U.S. Government securities | $10,406,000 | 6,860 |
| U.S. Treasury securities | $2,314,000 | 5,640 |
| U.S. Government agency obligations | $8,092,000 | 6,210 |
| Securities issued by states & political subdivisions | $979,000 | 6,139 |
| 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 | $392,000 | 3,998 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,699,000 | 6,102 |
| Mortgage-backed securities | $3,483,000 | 4,943 |
| Certificates of participation in pools of residential mortgages | $1,297,000 | 5,433 |
| Issued or guaranteed by U.S. | $1,297,000 | 5,416 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $2,186,000 | 2,957 |
| CMOs issued by government agencies or sponsored agencies | $2,186,000 | 2,837 |
| 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) | $11,777,000 | 5,480 |
| Total debt securities | $11,385,000 | 7,345 |
| Structured notes | ||
| Amortized cost | $600,000 | 2,340 |
| Fair value | $601,000 | 2,338 |
| 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 | $7,009,000 | 9,394 |
| U.S. Government securities | $6,314,000 | 8,918 |
| U.S. Treasury securities | $2,550,000 | 6,446 |
| U.S. Government agency obligations | $3,764,000 | 8,472 |
| Securities issued by states & political subdivisions | $333,000 | 7,783 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $362,000 | 3,900 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,797,000 | 7,102 |
| Mortgage-backed securities | $2,621,000 | 5,779 |
| Certificates of participation in pools of residential mortgages | $927,000 | 6,184 |
| Issued or guaranteed by U.S. | $927,000 | 6,151 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,694,000 | 3,683 |
| CMOs issued by government agencies or sponsored agencies | $1,694,000 | 3,524 |
| 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) | $7,009,000 | 7,152 |
| Total debt securities | $6,647,000 | 9,407 |
| Structured notes | ||
| Amortized cost | $300,000 | 3,978 |
| Fair value | $300,000 | 3,996 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $7,404,000 | 9,767 |
| U.S. Government securities | $6,918,000 | 9,175 |
| U.S. Treasury securities | $1,448,000 | 9,026 |
| U.S. Government agency obligations | $5,470,000 | 7,449 |
| Securities issued by states & political subdivisions | $147,000 | 8,876 |
| 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 | $339,000 | 3,820 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,363,000 | 6,674 |
| Mortgage-backed securities | $4,577,000 | 4,902 |
| Certificates of participation in pools of residential mortgages | $1,732,000 | 5,490 |
| Issued or guaranteed by U.S. | $1,732,000 | 5,463 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $2,845,000 | 3,121 |
| CMOs issued by government agencies or sponsored agencies | $2,845,000 | 2,974 |
| 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) | $1,051,000 | 10,719 |
| Available-for-sale securities (fair market value) | $6,353,000 | 6,189 |
| Total debt securities | $7,065,000 | 9,801 |
| 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 | $7,071,000 | 10,291 |
| U.S. Government securities | $6,787,000 | 9,530 |
| U.S. Treasury securities | $469,000 | 11,009 |
| U.S. Government agency obligations | $6,318,000 | 7,167 |
| Securities issued by states & political subdivisions | $148,000 | 9,097 |
| 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 | $136,000 | 5,158 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,135,000 | 8,295 |
| Mortgage-backed securities | $5,397,000 | 5,070 |
| Certificates of participation in pools of residential mortgages | $1,692,000 | 6,109 |
| Issued or guaranteed by U.S. | $1,692,000 | 6,056 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $3,705,000 | 3,098 |
| CMOs issued by government agencies or sponsored agencies | $3,705,000 | 2,932 |
| 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 | $6,935,000 | 10,211 |
| 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 | $5,823,000 | 11,161 |
| U.S. Government securities | $5,823,000 | 10,268 |
| U.S. Treasury securities | $465,000 | 11,483 |
| U.S. Government agency obligations | $5,358,000 | 7,769 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| 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 | $494,000 | 9,910 |
| Mortgage-backed securities | $3,753,000 | 6,205 |
| Certificates of participation in pools of residential mortgages | $1,841,000 | 6,348 |
| Issued or guaranteed by U.S. | $1,841,000 | 6,280 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,912,000 | 4,136 |
| CMOs issued by government agencies or sponsored agencies | $1,912,000 | 3,810 |
| 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 | $5,823,000 | 11,018 |
| 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 |