Home > FirstBank of Vail > Securities
FirstBank of Vail, Securities
| 2010-09-30 | Rank | |
| Total securities | $57,574,000 | 2,121 |
| U.S. Government securities | $27,854,000 | 2,768 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $27,854,000 | 2,684 |
| Securities issued by states & political subdivisions | $23,129,000 | 1,181 |
| Other domestic debt securities | $6,591,000 | 988 |
| Privately issued residential mortgage-backed securities | $6,441,000 | 502 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $150,000 | 2,011 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,301,000 | 1,422 |
| Mortgage-backed securities | $29,137,000 | 1,769 |
| Certificates of participation in pools of residential mortgages | $7,000 | 5,789 |
| Issued or guaranteed by U.S. | $7,000 | 5,774 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $29,130,000 | 797 |
| CMOs issued by government agencies or sponsored agencies | $22,689,000 | 789 |
| Privately issued | $6,441,000 | 479 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $26,201,000 | 567 |
| Available-for-sale securities (fair market value) | $31,373,000 | 3,073 |
| Total debt securities | $57,573,000 | 2,093 |
| Structured notes | ||
| Amortized cost | $4,993,000 | 1,159 |
| Fair value | $5,158,000 | 1,084 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $60,023,000 | 2,038 |
| U.S. Government securities | $30,103,000 | 2,673 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $30,103,000 | 2,591 |
| Securities issued by states & political subdivisions | $23,032,000 | 1,109 |
| Other domestic debt securities | $6,888,000 | 967 |
| Privately issued residential mortgage-backed securities | $6,738,000 | 513 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $150,000 | 1,966 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,516,000 | 1,384 |
| Mortgage-backed securities | $31,727,000 | 1,619 |
| Certificates of participation in pools of residential mortgages | $7,000 | 5,844 |
| Issued or guaranteed by U.S. | $7,000 | 5,832 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $31,720,000 | 725 |
| CMOs issued by government agencies or sponsored agencies | $24,982,000 | 710 |
| Privately issued | $6,738,000 | 496 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $27,737,000 | 553 |
| Available-for-sale securities (fair market value) | $32,286,000 | 3,007 |
| Total debt securities | $60,025,000 | 2,018 |
| Structured notes | ||
| Amortized cost | $4,993,000 | 1,202 |
| Fair value | $5,114,000 | 1,141 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $58,193,000 | 2,114 |
| U.S. Government securities | $26,900,000 | 2,920 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $26,900,000 | 2,841 |
| Securities issued by states & political subdivisions | $24,047,000 | 1,038 |
| Other domestic debt securities | $7,246,000 | 971 |
| Privately issued residential mortgage-backed securities | $7,096,000 | 530 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $150,000 | 1,993 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,601,000 | 1,346 |
| Mortgage-backed securities | $33,996,000 | 1,577 |
| Certificates of participation in pools of residential mortgages | $7,000 | 5,949 |
| Issued or guaranteed by U.S. | $7,000 | 5,938 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $33,989,000 | 693 |
| CMOs issued by government agencies or sponsored agencies | $26,893,000 | 653 |
| Privately issued | $7,096,000 | 510 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $30,069,000 | 534 |
| Available-for-sale securities (fair market value) | $28,124,000 | 3,301 |
| Total debt securities | $58,193,000 | 2,090 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $53,766,000 | 2,237 |
| U.S. Government securities | $24,231,000 | 3,100 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $24,231,000 | 3,027 |
| Securities issued by states & political subdivisions | $21,921,000 | 1,133 |
| Other domestic debt securities | $7,614,000 | 993 |
| Privately issued residential mortgage-backed securities | $7,464,000 | 548 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $150,000 | 2,042 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,006,000 | 1,617 |
| Mortgage-backed securities | $31,695,000 | 1,665 |
| Certificates of participation in pools of residential mortgages | $7,000 | 6,009 |
| Issued or guaranteed by U.S. | $7,000 | 5,995 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $31,688,000 | 706 |
| CMOs issued by government agencies or sponsored agencies | $24,224,000 | 666 |
| Privately issued | $7,464,000 | 527 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $30,783,000 | 533 |
| Available-for-sale securities (fair market value) | $22,983,000 | 3,707 |
| Total debt securities | $53,765,000 | 2,215 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $76,600,000 | 1,649 |
| U.S. Government securities | $45,418,000 | 1,872 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $45,418,000 | 1,814 |
| Securities issued by states & political subdivisions | $22,461,000 | 1,098 |
| Other domestic debt securities | $8,721,000 | 970 |
| Privately issued residential mortgage-backed securities | $8,571,000 | 551 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $150,000 | 2,139 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,299,000 | 1,549 |
| Mortgage-backed securities | $53,989,000 | 1,142 |
| Certificates of participation in pools of residential mortgages | $8,000 | 6,090 |
| Issued or guaranteed by U.S. | $8,000 | 6,071 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $53,981,000 | 491 |
| CMOs issued by government agencies or sponsored agencies | $45,410,000 | 423 |
| Privately issued | $8,571,000 | 526 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $32,381,000 | 536 |
| Available-for-sale securities (fair market value) | $44,219,000 | 2,334 |
| Total debt securities | $76,601,000 | 1,629 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $79,043,000 | 1,582 |
| U.S. Government securities | $48,014,000 | 1,728 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $48,014,000 | 1,688 |
| Securities issued by states & political subdivisions | $22,376,000 | 1,055 |
| Other domestic debt securities | $8,653,000 | 1,003 |
| Privately issued residential mortgage-backed securities | $8,503,000 | 569 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $150,000 | 2,237 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,010,000 | 1,529 |
| Mortgage-backed securities | $56,517,000 | 1,092 |
| Certificates of participation in pools of residential mortgages | $8,000 | 6,144 |
| Issued or guaranteed by U.S. | $8,000 | 6,122 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $56,509,000 | 455 |
| CMOs issued by government agencies or sponsored agencies | $48,006,000 | 374 |
| Privately issued | $8,503,000 | 544 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $33,077,000 | 522 |
| Available-for-sale securities (fair market value) | $45,966,000 | 2,208 |
| Total debt securities | $79,043,000 | 1,557 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $81,026,000 | 1,528 |
| U.S. Government securities | $50,251,000 | 1,674 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $50,251,000 | 1,638 |
| Securities issued by states & political subdivisions | $22,472,000 | 997 |
| Other domestic debt securities | $8,303,000 | 975 |
| Privately issued residential mortgage-backed securities | $8,153,000 | 580 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $150,000 | 2,367 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,863,000 | 1,528 |
| Mortgage-backed securities | $58,404,000 | 1,081 |
| Certificates of participation in pools of residential mortgages | $8,000 | 6,206 |
| Issued or guaranteed by U.S. | $8,000 | 6,188 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $58,396,000 | 443 |
| CMOs issued by government agencies or sponsored agencies | $50,243,000 | 347 |
| Privately issued | $8,153,000 | 553 |
| 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) | $34,104,000 | 509 |
| Available-for-sale securities (fair market value) | $46,922,000 | 2,178 |
| Total debt securities | $81,027,000 | 1,505 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $80,628,000 | 1,512 |
| U.S. Government securities | $51,691,000 | 1,646 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $51,691,000 | 1,624 |
| Securities issued by states & political subdivisions | $21,172,000 | 1,033 |
| Other domestic debt securities | $7,765,000 | 972 |
| Privately issued residential mortgage-backed securities | $7,615,000 | 578 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $150,000 | 2,286 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,702,000 | 1,859 |
| Mortgage-backed securities | $59,306,000 | 1,022 |
| Certificates of participation in pools of residential mortgages | $8,000 | 6,241 |
| Issued or guaranteed by U.S. | $8,000 | 6,219 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $59,298,000 | 425 |
| CMOs issued by government agencies or sponsored agencies | $51,683,000 | 333 |
| Privately issued | $7,615,000 | 552 |
| 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) | $33,327,000 | 498 |
| Available-for-sale securities (fair market value) | $47,301,000 | 2,142 |
| Total debt securities | $80,627,000 | 1,486 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $89,347,000 | 1,327 |
| U.S. Government securities | $56,211,000 | 1,488 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $56,211,000 | 1,459 |
| Securities issued by states & political subdivisions | $23,852,000 | 897 |
| Other domestic debt securities | $9,284,000 | 860 |
| Privately issued residential mortgage-backed securities | $9,134,000 | 527 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $150,000 | 2,247 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,318,000 | 1,639 |
| Mortgage-backed securities | $65,345,000 | 912 |
| Certificates of participation in pools of residential mortgages | $8,000 | 6,273 |
| Issued or guaranteed by U.S. | $8,000 | 6,252 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $65,337,000 | 388 |
| CMOs issued by government agencies or sponsored agencies | $56,203,000 | 291 |
| Privately issued | $9,134,000 | 500 |
| 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) | $33,918,000 | 495 |
| Available-for-sale securities (fair market value) | $55,429,000 | 1,817 |
| Total debt securities | $89,346,000 | 1,307 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $89,720,000 | 1,354 |
| U.S. Government securities | $56,686,000 | 1,485 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $56,686,000 | 1,458 |
| Securities issued by states & political subdivisions | $23,862,000 | 917 |
| Other domestic debt securities | $9,172,000 | 896 |
| Privately issued residential mortgage-backed securities | $9,022,000 | 533 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $150,000 | 2,261 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,815,000 | 1,597 |
| Mortgage-backed securities | $65,708,000 | 899 |
| Certificates of participation in pools of residential mortgages | $9,000 | 6,286 |
| Issued or guaranteed by U.S. | $9,000 | 6,261 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $65,699,000 | 375 |
| CMOs issued by government agencies or sponsored agencies | $56,677,000 | 284 |
| Privately issued | $9,022,000 | 502 |
| 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) | $33,910,000 | 484 |
| Available-for-sale securities (fair market value) | $55,810,000 | 1,854 |
| Total debt securities | $89,719,000 | 1,322 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $92,487,000 | 1,310 |
| U.S. Government securities | $59,036,000 | 1,410 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $59,036,000 | 1,377 |
| Securities issued by states & political subdivisions | $24,283,000 | 884 |
| Other domestic debt securities | $9,168,000 | 883 |
| Privately issued residential mortgage-backed securities | $9,018,000 | 511 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $150,000 | 2,220 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,767,000 | 1,518 |
| Mortgage-backed securities | $68,054,000 | 836 |
| Certificates of participation in pools of residential mortgages | $10,000 | 6,274 |
| Issued or guaranteed by U.S. | $10,000 | 6,244 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $68,044,000 | 365 |
| CMOs issued by government agencies or sponsored agencies | $59,026,000 | 279 |
| Privately issued | $9,018,000 | 485 |
| 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) | $34,226,000 | 470 |
| Available-for-sale securities (fair market value) | $58,261,000 | 1,765 |
| Total debt securities | $92,487,000 | 1,268 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $91,865,000 | 1,311 |
| U.S. Government securities | $59,102,000 | 1,420 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $59,102,000 | 1,394 |
| Securities issued by states & political subdivisions | $23,265,000 | 909 |
| Other domestic debt securities | $9,498,000 | 823 |
| Privately issued residential mortgage-backed securities | $9,348,000 | 468 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $150,000 | 2,088 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,461,000 | 1,503 |
| Mortgage-backed securities | $68,450,000 | 753 |
| Certificates of participation in pools of residential mortgages | $10,000 | 6,219 |
| Issued or guaranteed by U.S. | $10,000 | 6,199 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $68,440,000 | 355 |
| CMOs issued by government agencies or sponsored agencies | $59,092,000 | 278 |
| Privately issued | $9,348,000 | 442 |
| 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) | $33,201,000 | 517 |
| Available-for-sale securities (fair market value) | $58,664,000 | 1,730 |
| Total debt securities | $91,865,000 | 1,274 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $92,855,000 | 1,289 |
| U.S. Government securities | $59,519,000 | 1,435 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $59,519,000 | 1,405 |
| Securities issued by states & political subdivisions | $23,851,000 | 854 |
| Other domestic debt securities | $9,485,000 | 773 |
| Privately issued residential mortgage-backed securities | $9,335,000 | 433 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $150,000 | 2,066 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,136,000 | 2,030 |
| Mortgage-backed securities | $68,854,000 | 717 |
| Certificates of participation in pools of residential mortgages | $10,000 | 6,190 |
| Issued or guaranteed by U.S. | $10,000 | 6,167 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $68,844,000 | 343 |
| CMOs issued by government agencies or sponsored agencies | $59,509,000 | 264 |
| Privately issued | $9,335,000 | 411 |
| 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) | $33,284,000 | 539 |
| Available-for-sale securities (fair market value) | $59,571,000 | 1,677 |
| Total debt securities | $92,855,000 | 1,262 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $93,236,000 | 1,289 |
| U.S. Government securities | $60,001,000 | 1,426 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $60,001,000 | 1,398 |
| Securities issued by states & political subdivisions | $23,775,000 | 842 |
| Other domestic debt securities | $9,460,000 | 740 |
| Privately issued residential mortgage-backed securities | $9,310,000 | 421 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $150,000 | 2,032 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,306,000 | 2,004 |
| Mortgage-backed securities | $69,311,000 | 706 |
| Certificates of participation in pools of residential mortgages | $10,000 | 6,215 |
| Issued or guaranteed by U.S. | $10,000 | 6,194 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $69,301,000 | 339 |
| CMOs issued by government agencies or sponsored agencies | $59,991,000 | 269 |
| Privately issued | $9,310,000 | 400 |
| 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) | $33,236,000 | 549 |
| Available-for-sale securities (fair market value) | $60,000,000 | 1,655 |
| Total debt securities | $93,236,000 | 1,262 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $95,250,000 | 1,267 |
| U.S. Government securities | $61,802,000 | 1,393 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $61,802,000 | 1,363 |
| Securities issued by states & political subdivisions | $23,886,000 | 845 |
| Other domestic debt securities | $9,562,000 | 745 |
| Privately issued residential mortgage-backed securities | $9,412,000 | 413 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $150,000 | 2,077 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,547,000 | 1,990 |
| Mortgage-backed securities | $71,214,000 | 699 |
| Certificates of participation in pools of residential mortgages | $10,000 | 6,231 |
| Issued or guaranteed by U.S. | $10,000 | 6,208 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $71,204,000 | 325 |
| CMOs issued by government agencies or sponsored agencies | $61,792,000 | 255 |
| Privately issued | $9,412,000 | 390 |
| 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) | $33,255,000 | 565 |
| Available-for-sale securities (fair market value) | $61,995,000 | 1,614 |
| Total debt securities | $95,249,000 | 1,232 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $87,382,000 | 1,388 |
| U.S. Government securities | $53,016,000 | 1,660 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $53,016,000 | 1,618 |
| Securities issued by states & political subdivisions | $24,805,000 | 808 |
| Other domestic debt securities | $9,561,000 | 724 |
| Privately issued residential mortgage-backed securities | $9,411,000 | 409 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $150,000 | 2,135 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,772,000 | 2,061 |
| Mortgage-backed securities | $62,427,000 | 776 |
| Certificates of participation in pools of residential mortgages | $16,000 | 6,202 |
| Issued or guaranteed by U.S. | $16,000 | 6,177 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $62,411,000 | 354 |
| CMOs issued by government agencies or sponsored agencies | $53,000,000 | 294 |
| Privately issued | $9,411,000 | 390 |
| 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) | $33,944,000 | 566 |
| Available-for-sale securities (fair market value) | $53,438,000 | 1,893 |
| Total debt securities | $87,383,000 | 1,357 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $90,178,000 | 1,351 |
| U.S. Government securities | $53,930,000 | 1,654 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $53,930,000 | 1,613 |
| Securities issued by states & political subdivisions | $26,686,000 | 727 |
| Other domestic debt securities | $9,562,000 | 728 |
| Privately issued residential mortgage-backed securities | $9,412,000 | 408 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $150,000 | 2,174 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,466,000 | 2,068 |
| Mortgage-backed securities | $63,342,000 | 779 |
| Certificates of participation in pools of residential mortgages | $16,000 | 6,250 |
| Issued or guaranteed by U.S. | $16,000 | 6,223 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $63,326,000 | 345 |
| CMOs issued by government agencies or sponsored agencies | $53,914,000 | 293 |
| Privately issued | $9,412,000 | 385 |
| 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) | $35,843,000 | 570 |
| Available-for-sale securities (fair market value) | $54,335,000 | 1,855 |
| Total debt securities | $90,178,000 | 1,320 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $89,818,000 | 1,348 |
| U.S. Government securities | $53,995,000 | 1,650 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $53,995,000 | 1,601 |
| Securities issued by states & political subdivisions | $26,645,000 | 696 |
| Other domestic debt securities | $9,178,000 | 752 |
| Privately issued residential mortgage-backed securities | $9,028,000 | 407 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $150,000 | 2,244 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,675,000 | 2,030 |
| Mortgage-backed securities | $63,023,000 | 781 |
| Certificates of participation in pools of residential mortgages | $17,000 | 6,288 |
| Issued or guaranteed by U.S. | $17,000 | 6,265 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $63,006,000 | 344 |
| CMOs issued by government agencies or sponsored agencies | $53,978,000 | 283 |
| Privately issued | $9,028,000 | 385 |
| 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) | $35,796,000 | 575 |
| Available-for-sale securities (fair market value) | $54,022,000 | 1,849 |
| Total debt securities | $89,817,000 | 1,323 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $91,156,000 | 1,355 |
| U.S. Government securities | $56,114,000 | 1,614 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $56,114,000 | 1,562 |
| Securities issued by states & political subdivisions | $25,658,000 | 728 |
| Other domestic debt securities | $9,384,000 | 764 |
| Privately issued residential mortgage-backed securities | $9,234,000 | 407 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $150,000 | 2,355 |
| 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 | $21,997,000 | 1,983 |
| Mortgage-backed securities | $65,348,000 | 763 |
| Certificates of participation in pools of residential mortgages | $18,000 | 6,316 |
| Issued or guaranteed by U.S. | $18,000 | 6,295 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $65,330,000 | 341 |
| CMOs issued by government agencies or sponsored agencies | $56,096,000 | 280 |
| Privately issued | $9,234,000 | 385 |
| 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) | $35,761,000 | 588 |
| Available-for-sale securities (fair market value) | $55,395,000 | 1,834 |
| Total debt securities | $91,155,000 | 1,327 |
| 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 | $88,404,000 | 1,392 |
| U.S. Government securities | $53,373,000 | 1,712 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $53,373,000 | 1,651 |
| Securities issued by states & political subdivisions | $25,405,000 | 735 |
| Other domestic debt securities | $9,626,000 | 754 |
| Privately issued residential mortgage-backed securities | $9,476,000 | 394 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $150,000 | 2,482 |
| 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 | $21,501,000 | 2,004 |
| Mortgage-backed securities | $57,863,000 | 844 |
| Certificates of participation in pools of residential mortgages | $18,000 | 6,378 |
| Issued or guaranteed by U.S. | $18,000 | 6,358 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $57,845,000 | 363 |
| CMOs issued by government agencies or sponsored agencies | $48,369,000 | 310 |
| Privately issued | $9,476,000 | 374 |
| 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) | $25,659,000 | 757 |
| Available-for-sale securities (fair market value) | $62,745,000 | 1,645 |
| Total debt securities | $88,405,000 | 1,352 |
| 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 | $91,036,000 | 1,347 |
| U.S. Government securities | $55,607,000 | 1,600 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $55,607,000 | 1,543 |
| Securities issued by states & political subdivisions | $25,728,000 | 726 |
| Other domestic debt securities | $9,701,000 | 762 |
| Privately issued residential mortgage-backed securities | $9,551,000 | 382 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $150,000 | 2,547 |
| 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 | $21,395,000 | 1,976 |
| Mortgage-backed securities | $60,186,000 | 821 |
| Certificates of participation in pools of residential mortgages | $18,000 | 6,415 |
| Issued or guaranteed by U.S. | $18,000 | 6,398 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $60,168,000 | 351 |
| CMOs issued by government agencies or sponsored agencies | $50,617,000 | 307 |
| Privately issued | $9,551,000 | 361 |
| 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) | $25,935,000 | 769 |
| Available-for-sale securities (fair market value) | $65,101,000 | 1,556 |
| Total debt securities | $91,036,000 | 1,314 |
| 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 | $92,781,000 | 1,330 |
| U.S. Government securities | $58,208,000 | 1,564 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $58,208,000 | 1,503 |
| Securities issued by states & political subdivisions | $24,740,000 | 751 |
| Other domestic debt securities | $9,833,000 | 768 |
| Privately issued residential mortgage-backed securities | $9,683,000 | 380 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $150,000 | 2,613 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,098,000 | 1,914 |
| Mortgage-backed securities | $62,930,000 | 803 |
| Certificates of participation in pools of residential mortgages | $18,000 | 6,465 |
| Issued or guaranteed by U.S. | $18,000 | 6,446 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $62,912,000 | 356 |
| CMOs issued by government agencies or sponsored agencies | $53,229,000 | 310 |
| Privately issued | $9,683,000 | 358 |
| 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) | $24,901,000 | 786 |
| Available-for-sale securities (fair market value) | $67,880,000 | 1,514 |
| Total debt securities | $92,780,000 | 1,304 |
| 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 | $92,871,000 | 1,354 |
| U.S. Government securities | $59,308,000 | 1,563 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $59,308,000 | 1,500 |
| Securities issued by states & political subdivisions | $23,896,000 | 779 |
| Other domestic debt securities | $9,667,000 | 781 |
| Privately issued residential mortgage-backed securities | $9,517,000 | 376 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $150,000 | 2,694 |
| 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 | $22,686,000 | 1,888 |
| Mortgage-backed securities | $63,881,000 | 824 |
| Certificates of participation in pools of residential mortgages | $32,000 | 6,444 |
| Issued or guaranteed by U.S. | $32,000 | 6,426 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $63,849,000 | 360 |
| CMOs issued by government agencies or sponsored agencies | $54,332,000 | 311 |
| Privately issued | $9,517,000 | 347 |
| 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) | $24,110,000 | 832 |
| Available-for-sale securities (fair market value) | $68,761,000 | 1,522 |
| Total debt securities | $92,872,000 | 1,324 |
| 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 | $88,059,000 | 1,439 |
| U.S. Government securities | $54,206,000 | 1,712 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $54,206,000 | 1,640 |
| Securities issued by states & political subdivisions | $24,039,000 | 797 |
| Other domestic debt securities | $9,814,000 | 811 |
| Privately issued residential mortgage-backed securities | $9,664,000 | 370 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $150,000 | 2,774 |
| 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 | $22,753,000 | 1,861 |
| Mortgage-backed securities | $58,909,000 | 906 |
| Certificates of participation in pools of residential mortgages | $45,000 | 6,435 |
| Issued or guaranteed by U.S. | $45,000 | 6,420 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $58,864,000 | 387 |
| CMOs issued by government agencies or sponsored agencies | $49,200,000 | 339 |
| Privately issued | $9,664,000 | 342 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,253,000 | 1,053 |
| Available-for-sale securities (fair market value) | $70,806,000 | 1,495 |
| Total debt securities | $88,059,000 | 1,403 |
| 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 | $90,014,000 | 1,424 |
| U.S. Government securities | $55,108,000 | 1,678 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $55,108,000 | 1,620 |
| Securities issued by states & political subdivisions | $25,004,000 | 760 |
| Other domestic debt securities | $9,902,000 | 810 |
| Privately issued residential mortgage-backed securities | $9,752,000 | 348 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $150,000 | 2,848 |
| 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 | $22,403,000 | 1,856 |
| Mortgage-backed securities | $59,872,000 | 898 |
| Certificates of participation in pools of residential mortgages | $61,000 | 6,401 |
| Issued or guaranteed by U.S. | $61,000 | 6,386 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $59,811,000 | 378 |
| CMOs issued by government agencies or sponsored agencies | $50,059,000 | 341 |
| Privately issued | $9,752,000 | 317 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,190,000 | 1,007 |
| Available-for-sale securities (fair market value) | $71,824,000 | 1,462 |
| Total debt securities | $90,015,000 | 1,387 |
| 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 | $86,975,000 | 1,494 |
| U.S. Government securities | $54,487,000 | 1,715 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $54,487,000 | 1,658 |
| Securities issued by states & political subdivisions | $22,746,000 | 819 |
| Other domestic debt securities | $9,742,000 | 829 |
| Privately issued residential mortgage-backed securities | $9,592,000 | 341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $150,000 | 2,946 |
| 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 | $22,243,000 | 1,851 |
| Mortgage-backed securities | $59,113,000 | 909 |
| Certificates of participation in pools of residential mortgages | $61,000 | 6,468 |
| Issued or guaranteed by U.S. | $61,000 | 6,452 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $59,052,000 | 390 |
| CMOs issued by government agencies or sponsored agencies | $49,460,000 | 347 |
| Privately issued | $9,592,000 | 318 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,329,000 | 1,054 |
| Available-for-sale securities (fair market value) | $69,646,000 | 1,531 |
| Total debt securities | $86,976,000 | 1,449 |
| 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 | $84,023,000 | 1,543 |
| U.S. Government securities | $49,755,000 | 1,854 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $49,755,000 | 1,794 |
| Securities issued by states & political subdivisions | $24,418,000 | 767 |
| Other domestic debt securities | $9,850,000 | 868 |
| Privately issued residential mortgage-backed securities | $9,700,000 | 349 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $150,000 | 3,021 |
| 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 | $22,851,000 | 1,800 |
| Mortgage-backed securities | $54,396,000 | 1,005 |
| Certificates of participation in pools of residential mortgages | $62,000 | 6,477 |
| Issued or guaranteed by U.S. | $62,000 | 6,461 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $54,334,000 | 426 |
| CMOs issued by government agencies or sponsored agencies | $44,634,000 | 383 |
| Privately issued | $9,700,000 | 327 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,673,000 | 978 |
| Available-for-sale securities (fair market value) | $65,350,000 | 1,636 |
| Total debt securities | $84,024,000 | 1,499 |
| 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 | $76,810,000 | 1,730 |
| U.S. Government securities | $51,221,000 | 1,854 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $51,221,000 | 1,789 |
| Securities issued by states & political subdivisions | $25,439,000 | 722 |
| Other domestic debt securities | $150,000 | 3,542 |
| 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 | $150,000 | 3,154 |
| 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 | $17,887,000 | 2,125 |
| Mortgage-backed securities | $46,193,000 | 1,142 |
| Certificates of participation in pools of residential mortgages | $64,000 | 6,518 |
| Issued or guaranteed by U.S. | $64,000 | 6,497 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $46,129,000 | 457 |
| CMOs issued by government agencies or sponsored agencies | $46,129,000 | 408 |
| 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) | $18,973,000 | 982 |
| Available-for-sale securities (fair market value) | $57,837,000 | 1,856 |
| Total debt securities | $76,811,000 | 1,677 |
| 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 | $72,943,000 | 1,776 |
| U.S. Government securities | $48,313,000 | 1,919 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $48,313,000 | 1,847 |
| Securities issued by states & political subdivisions | $24,480,000 | 757 |
| Other domestic debt securities | $150,000 | 3,663 |
| 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 | $150,000 | 3,273 |
| 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 | $14,114,000 | 2,448 |
| Mortgage-backed securities | $40,743,000 | 1,251 |
| Certificates of participation in pools of residential mortgages | $66,000 | 6,568 |
| Issued or guaranteed by U.S. | $66,000 | 6,544 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $40,677,000 | 496 |
| CMOs issued by government agencies or sponsored agencies | $40,677,000 | 457 |
| 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) | $17,964,000 | 1,015 |
| Available-for-sale securities (fair market value) | $54,979,000 | 1,922 |
| Total debt securities | $72,943,000 | 1,734 |
| 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 | $61,907,000 | 2,000 |
| U.S. Government securities | $36,101,000 | 2,358 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $36,101,000 | 2,273 |
| Securities issued by states & political subdivisions | $25,656,000 | 697 |
| Other domestic debt securities | $150,000 | 3,709 |
| 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 | $150,000 | 3,300 |
| 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 | $17,212,000 | 2,062 |
| Mortgage-backed securities | $31,027,000 | 1,497 |
| Certificates of participation in pools of residential mortgages | $79,000 | 6,545 |
| Issued or guaranteed by U.S. | $79,000 | 6,527 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $30,948,000 | 617 |
| CMOs issued by government agencies or sponsored agencies | $30,948,000 | 569 |
| 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) | $17,598,000 | 989 |
| Available-for-sale securities (fair market value) | $44,309,000 | 2,275 |
| Total debt securities | $61,906,000 | 1,932 |
| 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 | $63,162,000 | 1,930 |
| U.S. Government securities | $38,003,000 | 2,248 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $38,003,000 | 2,170 |
| Securities issued by states & political subdivisions | $25,159,000 | 685 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,182,000 | 2,010 |
| Mortgage-backed securities | $33,027,000 | 1,419 |
| Certificates of participation in pools of residential mortgages | $93,000 | 6,512 |
| Issued or guaranteed by U.S. | $93,000 | 6,493 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $32,934,000 | 618 |
| CMOs issued by government agencies or sponsored agencies | $32,934,000 | 567 |
| 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) | $17,212,000 | 1,033 |
| Available-for-sale securities (fair market value) | $45,950,000 | 2,166 |
| Total debt securities | $63,161,000 | 1,864 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $50,818,000 | 2,314 |
| U.S. Government securities | $25,148,000 | 3,099 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $25,148,000 | 2,947 |
| Securities issued by states & political subdivisions | $25,670,000 | 661 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,713,000 | 1,955 |
| Mortgage-backed securities | $25,148,000 | 1,703 |
| Certificates of participation in pools of residential mortgages | $97,000 | 6,491 |
| Issued or guaranteed by U.S. | $97,000 | 6,470 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $25,051,000 | 719 |
| CMOs issued by government agencies or sponsored agencies | $25,051,000 | 662 |
| 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) | $17,920,000 | 1,013 |
| Available-for-sale securities (fair market value) | $32,898,000 | 2,806 |
| Total debt securities | $50,819,000 | 2,243 |
| 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 | $34,552,000 | 3,010 |
| U.S. Government securities | $12,389,000 | 4,926 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $12,389,000 | 4,710 |
| Securities issued by states & political subdivisions | $21,882,000 | 738 |
| Other domestic debt securities | $281,000 | 3,654 |
| Privately issued residential mortgage-backed securities | $281,000 | 1,087 |
| 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 | $13,456,000 | 2,412 |
| Mortgage-backed securities | $9,215,000 | 3,006 |
| Certificates of participation in pools of residential mortgages | $142,000 | 6,385 |
| Issued or guaranteed by U.S. | $142,000 | 6,360 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $9,073,000 | 1,359 |
| CMOs issued by government agencies or sponsored agencies | $8,792,000 | 1,292 |
| Privately issued | $281,000 | 977 |
| 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) | $16,890,000 | 1,055 |
| Available-for-sale securities (fair market value) | $17,662,000 | 4,171 |
| Total debt securities | $34,552,000 | 2,945 |
| 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 | $41,370,000 | 2,615 |
| U.S. Government securities | $16,709,000 | 4,176 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $16,709,000 | 3,897 |
| Securities issued by states & political subdivisions | $20,884,000 | 731 |
| Other domestic debt securities | $2,401,000 | 1,776 |
| Privately issued residential mortgage-backed securities | $2,401,000 | 526 |
| 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 | $1,376,000 | 2,031 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,027,000 | 2,347 |
| Mortgage-backed securities | $9,689,000 | 2,378 |
| Certificates of participation in pools of residential mortgages | $190,000 | 6,099 |
| Issued or guaranteed by U.S. | $190,000 | 6,079 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $9,499,000 | 1,045 |
| CMOs issued by government agencies or sponsored agencies | $7,098,000 | 1,134 |
| Privately issued | $2,401,000 | 465 |
| 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) | $24,094,000 | 966 |
| Available-for-sale securities (fair market value) | $17,276,000 | 4,195 |
| Total debt securities | $39,994,000 | 2,599 |
| 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 | $29,128,000 | 3,678 |
| U.S. Government securities | $11,510,000 | 5,651 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $11,510,000 | 5,134 |
| Securities issued by states & political subdivisions | $16,259,000 | 1,008 |
| 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 | $1,359,000 | 1,959 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,174,000 | 2,317 |
| Mortgage-backed securities | $7,925,000 | 2,866 |
| Certificates of participation in pools of residential mortgages | $220,000 | 6,327 |
| Issued or guaranteed by U.S. | $220,000 | 6,310 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $7,705,000 | 1,287 |
| CMOs issued by government agencies or sponsored agencies | $7,705,000 | 1,161 |
| 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) | $21,509,000 | 1,178 |
| Available-for-sale securities (fair market value) | $7,619,000 | 6,558 |
| Total debt securities | $27,769,000 | 3,721 |
| 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 | $27,388,000 | 3,894 |
| U.S. Government securities | $12,601,000 | 5,358 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $12,601,000 | 4,592 |
| Securities issued by states & political subdivisions | $13,500,000 | 1,241 |
| 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 | $0 | 363 |
| Equity securities | $1,287,000 | 2,011 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,682,000 | 2,209 |
| Mortgage-backed securities | $6,882,000 | 3,313 |
| Certificates of participation in pools of residential mortgages | $284,000 | 6,408 |
| Issued or guaranteed by U.S. | $284,000 | 6,388 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $6,598,000 | 1,533 |
| CMOs issued by government agencies or sponsored agencies | $6,598,000 | 1,424 |
| 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) | $18,464,000 | 1,473 |
| Available-for-sale securities (fair market value) | $8,924,000 | 6,064 |
| Total debt securities | $26,101,000 | 3,926 |
| 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 | $24,843,000 | 4,217 |
| U.S. Government securities | $13,351,000 | 5,447 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $13,351,000 | 4,355 |
| Securities issued by states & political subdivisions | $10,569,000 | 1,381 |
| 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 | $0 | 390 |
| Equity securities | $923,000 | 2,450 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,743,000 | 3,223 |
| Mortgage-backed securities | $8,119,000 | 2,971 |
| Certificates of participation in pools of residential mortgages | $356,000 | 6,473 |
| Issued or guaranteed by U.S. | $356,000 | 6,451 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $7,763,000 | 1,329 |
| CMOs issued by government agencies or sponsored agencies | $7,763,000 | 1,271 |
| 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) | $17,496,000 | 1,838 |
| Available-for-sale securities (fair market value) | $7,347,000 | 6,588 |
| Total debt securities | $23,920,000 | 4,233 |
| 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 | $21,652,000 | 5,032 |
| U.S. Government securities | $13,713,000 | 5,825 |
| U.S. Treasury securities | $1,020,000 | 7,094 |
| U.S. Government agency obligations | $12,693,000 | 4,740 |
| Securities issued by states & political subdivisions | $7,084,000 | 2,087 |
| 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 | $0 | 466 |
| Equity securities | $855,000 | 2,562 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,063,000 | 2,916 |
| Mortgage-backed securities | $6,294,000 | 3,750 |
| Certificates of participation in pools of residential mortgages | $441,000 | 6,820 |
| Issued or guaranteed by U.S. | $441,000 | 6,800 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $5,853,000 | 1,744 |
| CMOs issued by government agencies or sponsored agencies | $5,853,000 | 1,662 |
| 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) | $13,378,000 | 2,587 |
| Available-for-sale securities (fair market value) | $8,274,000 | 6,533 |
| Total debt securities | $20,797,000 | 5,068 |
| 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 | $23,187,000 | 4,989 |
| U.S. Government securities | $16,769,000 | 5,303 |
| U.S. Treasury securities | $1,052,000 | 8,317 |
| U.S. Government agency obligations | $15,717,000 | 4,049 |
| Securities issued by states & political subdivisions | $5,733,000 | 2,538 |
| 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 | $0 | 553 |
| Equity securities | $685,000 | 2,732 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,835,000 | 2,983 |
| Mortgage-backed securities | $7,043,000 | 3,788 |
| Certificates of participation in pools of residential mortgages | $544,000 | 6,905 |
| Issued or guaranteed by U.S. | $544,000 | 6,874 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $6,499,000 | 1,844 |
| CMOs issued by government agencies or sponsored agencies | $6,499,000 | 1,756 |
| 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) | $12,776,000 | 2,853 |
| Available-for-sale securities (fair market value) | $10,411,000 | 6,029 |
| Total debt securities | $22,502,000 | 5,018 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $25,661,000 | 4,876 |
| U.S. Government securities | $19,297,000 | 5,071 |
| U.S. Treasury securities | $1,068,000 | 9,470 |
| U.S. Government agency obligations | $18,229,000 | 3,444 |
| Securities issued by states & political subdivisions | $5,907,000 | 2,547 |
| 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 | $0 | 600 |
| Equity securities | $457,000 | 3,254 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,047,000 | 3,835 |
| Mortgage-backed securities | $8,092,000 | 3,676 |
| Certificates of participation in pools of residential mortgages | $598,000 | 7,160 |
| Issued or guaranteed by U.S. | $598,000 | 7,134 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $7,494,000 | 1,776 |
| CMOs issued by government agencies or sponsored agencies | $7,494,000 | 1,674 |
| 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) | $21,636,000 | 3,240 |
| Available-for-sale securities (fair market value) | $4,025,000 | 7,430 |
| Total debt securities | $25,204,000 | 4,861 |
| 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 | $25,900,000 | 5,066 |
| U.S. Government securities | $21,688,000 | 4,782 |
| U.S. Treasury securities | $1,595,000 | 9,018 |
| U.S. Government agency obligations | $20,093,000 | 3,301 |
| Securities issued by states & political subdivisions | $3,773,000 | 3,709 |
| 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 | $439,000 | 3,283 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,718,000 | 4,240 |
| Mortgage-backed securities | $7,406,000 | 4,308 |
| Certificates of participation in pools of residential mortgages | $801,000 | 7,439 |
| Issued or guaranteed by U.S. | $801,000 | 7,391 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $6,605,000 | 2,213 |
| CMOs issued by government agencies or sponsored agencies | $6,605,000 | 2,078 |
| 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 | $25,461,000 | 5,018 |
| 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 | $22,252,000 | 5,672 |
| U.S. Government securities | $17,504,000 | 5,593 |
| U.S. Treasury securities | $1,622,000 | 9,301 |
| U.S. Government agency obligations | $15,882,000 | 3,938 |
| Securities issued by states & political subdivisions | $4,748,000 | 2,879 |
| 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 | $6,490,000 | 3,754 |
| Mortgage-backed securities | $3,645,000 | 6,277 |
| Certificates of participation in pools of residential mortgages | $1,271,000 | 7,105 |
| Issued or guaranteed by U.S. | $1,271,000 | 7,045 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $2,374,000 | 3,826 |
| CMOs issued by government agencies or sponsored agencies | $2,374,000 | 3,503 |
| 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 | $22,252,000 | 5,559 |
| 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 |