Home > Greater Buffalo Savings Bank > Securities
Greater Buffalo Savings Bank, Securities
| 2007-12-31 | Rank | |
| Total securities | $196,489,000 | 615 |
| U.S. Government securities | $49,527,000 | 1,686 |
| U.S. Treasury securities | $9,932,000 | 203 |
| U.S. Government agency obligations | $39,595,000 | 2,033 |
| Securities issued by states & political subdivisions | $15,124,000 | 1,467 |
| Other domestic debt securities | $131,838,000 | 166 |
| Privately issued residential mortgage-backed securities | $119,425,000 | 123 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,410,000 | 105 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,003,000 | 760 |
| 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 | $129,563,000 | 424 |
| Mortgage-backed securities | $145,178,000 | 415 |
| Certificates of participation in pools of residential mortgages | $9,049,000 | 2,412 |
| Issued or guaranteed by U.S. | $9,049,000 | 2,398 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $136,129,000 | 223 |
| CMOs issued by government agencies or sponsored agencies | $16,704,000 | 629 |
| Privately issued | $119,425,000 | 110 |
| 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) | $15,964,000 | 905 |
| Available-for-sale securities (fair market value) | $180,525,000 | 568 |
| Total debt securities | $196,489,000 | 598 |
| Structured notes | ||
| Amortized cost | $7,999,000 | 306 |
| Fair value | $8,013,000 | 301 |
| 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 | $203,864,000 | 620 |
| U.S. Government securities | $49,978,000 | 1,686 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $49,978,000 | 1,649 |
| Securities issued by states & political subdivisions | $15,100,000 | 1,427 |
| Other domestic debt securities | $138,786,000 | 160 |
| Privately issued residential mortgage-backed securities | $126,226,000 | 118 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,562,000 | 99 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,998,000 | 738 |
| 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 | $132,214,000 | 410 |
| Mortgage-backed securities | $152,403,000 | 394 |
| Certificates of participation in pools of residential mortgages | $9,116,000 | 2,234 |
| Issued or guaranteed by U.S. | $9,116,000 | 2,224 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $143,287,000 | 214 |
| CMOs issued by government agencies or sponsored agencies | $17,061,000 | 595 |
| Privately issued | $126,226,000 | 106 |
| 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) | $15,973,000 | 934 |
| Available-for-sale securities (fair market value) | $187,891,000 | 561 |
| Total debt securities | $203,864,000 | 595 |
| Structured notes | ||
| Amortized cost | $17,999,000 | 124 |
| Fair value | $17,982,000 | 122 |
| 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 | $212,407,000 | 589 |
| U.S. Government securities | $50,599,000 | 1,673 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $50,599,000 | 1,628 |
| Securities issued by states & political subdivisions | $15,080,000 | 1,394 |
| Other domestic debt securities | $146,728,000 | 157 |
| Privately issued residential mortgage-backed securities | $133,530,000 | 115 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,195,000 | 90 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,003,000 | 699 |
| 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 | $123,589,000 | 438 |
| Mortgage-backed securities | $160,313,000 | 387 |
| Certificates of participation in pools of residential mortgages | $8,885,000 | 2,223 |
| Issued or guaranteed by U.S. | $8,885,000 | 2,211 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $151,428,000 | 208 |
| CMOs issued by government agencies or sponsored agencies | $17,898,000 | 577 |
| Privately issued | $133,530,000 | 101 |
| 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) | $15,981,000 | 948 |
| Available-for-sale securities (fair market value) | $196,426,000 | 527 |
| Total debt securities | $212,407,000 | 568 |
| Structured notes | ||
| Amortized cost | $17,998,000 | 135 |
| Fair value | $17,758,000 | 135 |
| 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 | $221,954,000 | 568 |
| U.S. Government securities | $52,579,000 | 1,627 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $52,579,000 | 1,585 |
| Securities issued by states & political subdivisions | $15,119,000 | 1,376 |
| Other domestic debt securities | $154,256,000 | 155 |
| Privately issued residential mortgage-backed securities | $140,855,000 | 112 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,389,000 | 90 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,012,000 | 714 |
| 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 | $123,705,000 | 433 |
| Mortgage-backed securities | $169,256,000 | 373 |
| Certificates of participation in pools of residential mortgages | $9,161,000 | 2,184 |
| Issued or guaranteed by U.S. | $9,161,000 | 2,175 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $160,095,000 | 197 |
| CMOs issued by government agencies or sponsored agencies | $19,240,000 | 548 |
| Privately issued | $140,855,000 | 100 |
| 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) | $15,989,000 | 964 |
| Available-for-sale securities (fair market value) | $205,965,000 | 506 |
| Total debt securities | $221,954,000 | 547 |
| Structured notes | ||
| Amortized cost | $17,998,000 | 156 |
| Fair value | $17,840,000 | 154 |
| 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 | $229,371,000 | 544 |
| U.S. Government securities | $53,585,000 | 1,644 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $53,585,000 | 1,604 |
| Securities issued by states & political subdivisions | $15,127,000 | 1,378 |
| Other domestic debt securities | $160,657,000 | 148 |
| Privately issued residential mortgage-backed securities | $146,859,000 | 106 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,780,000 | 86 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,018,000 | 723 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $2,000 | 1,910 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $125,417,000 | 442 |
| Mortgage-backed securities | $176,227,000 | 357 |
| Certificates of participation in pools of residential mortgages | $9,201,000 | 2,188 |
| Issued or guaranteed by U.S. | $9,201,000 | 2,176 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $167,026,000 | 193 |
| CMOs issued by government agencies or sponsored agencies | $20,167,000 | 555 |
| Privately issued | $146,859,000 | 95 |
| 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) | $15,997,000 | 987 |
| Available-for-sale securities (fair market value) | $213,374,000 | 492 |
| Total debt securities | $229,369,000 | 528 |
| Structured notes | ||
| Amortized cost | $17,998,000 | 167 |
| Fair value | $17,744,000 | 167 |
| 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 | $236,679,000 | 544 |
| U.S. Government securities | $55,105,000 | 1,624 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $55,105,000 | 1,581 |
| Securities issued by states & political subdivisions | $15,131,000 | 1,353 |
| Other domestic debt securities | $166,443,000 | 156 |
| Privately issued residential mortgage-backed securities | $152,241,000 | 110 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,204,000 | 87 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,998,000 | 737 |
| 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 | $78,799,000 | 675 |
| Mortgage-backed securities | $182,783,000 | 350 |
| Certificates of participation in pools of residential mortgages | $9,338,000 | 2,189 |
| Issued or guaranteed by U.S. | $9,338,000 | 2,173 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $173,445,000 | 186 |
| CMOs issued by government agencies or sponsored agencies | $21,204,000 | 526 |
| Privately issued | $152,241,000 | 101 |
| 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) | $16,004,000 | 1,022 |
| Available-for-sale securities (fair market value) | $220,675,000 | 484 |
| Total debt securities | $236,679,000 | 527 |
| Structured notes | ||
| Amortized cost | $17,997,000 | 185 |
| Fair value | $17,774,000 | 183 |
| 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 | $333,102,000 | 413 |
| U.S. Government securities | $64,818,000 | 1,384 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $64,818,000 | 1,347 |
| Securities issued by states & political subdivisions | $15,098,000 | 1,321 |
| Other domestic debt securities | $253,182,000 | 118 |
| Privately issued residential mortgage-backed securities | $168,843,000 | 105 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,045,000 | 82 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $73,294,000 | 106 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $4,000 | 1,957 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $149,623,000 | 383 |
| Mortgage-backed securities | $209,345,000 | 321 |
| Certificates of participation in pools of residential mortgages | $9,153,000 | 2,217 |
| Issued or guaranteed by U.S. | $9,153,000 | 2,204 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $200,192,000 | 168 |
| CMOs issued by government agencies or sponsored agencies | $31,349,000 | 418 |
| Privately issued | $168,843,000 | 95 |
| 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) | $16,011,000 | 1,032 |
| Available-for-sale securities (fair market value) | $317,091,000 | 363 |
| Total debt securities | $333,098,000 | 402 |
| Structured notes | ||
| Amortized cost | $17,997,000 | 199 |
| Fair value | $17,467,000 | 197 |
| 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 | $288,269,000 | 472 |
| U.S. Government securities | $67,365,000 | 1,352 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $67,365,000 | 1,307 |
| Securities issued by states & political subdivisions | $15,127,000 | 1,329 |
| Other domestic debt securities | $205,774,000 | 134 |
| Privately issued residential mortgage-backed securities | $175,474,000 | 101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,403,000 | 80 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,897,000 | 280 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $3,000 | 2,003 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $129,487,000 | 428 |
| Mortgage-backed securities | $218,410,000 | 313 |
| Certificates of participation in pools of residential mortgages | $9,389,000 | 2,241 |
| Issued or guaranteed by U.S. | $9,389,000 | 2,230 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $209,021,000 | 164 |
| CMOs issued by government agencies or sponsored agencies | $33,547,000 | 406 |
| Privately issued | $175,474,000 | 93 |
| 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) | $16,018,000 | 1,046 |
| Available-for-sale securities (fair market value) | $272,251,000 | 413 |
| Total debt securities | $288,266,000 | 460 |
| Structured notes | ||
| Amortized cost | $17,997,000 | 213 |
| Fair value | $17,577,000 | 212 |
| 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 | $303,307,000 | 459 |
| U.S. Government securities | $54,808,000 | 1,666 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $54,808,000 | 1,607 |
| Securities issued by states & political subdivisions | $15,145,000 | 1,335 |
| Other domestic debt securities | $158,096,000 | 162 |
| Privately issued residential mortgage-backed securities | $142,373,000 | 112 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,797,000 | 80 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,926,000 | 831 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $75,258,000 | 46 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $125,439,000 | 441 |
| Mortgage-backed securities | $177,500,000 | 380 |
| Certificates of participation in pools of residential mortgages | $9,739,000 | 2,196 |
| Issued or guaranteed by U.S. | $9,739,000 | 2,185 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $167,761,000 | 197 |
| CMOs issued by government agencies or sponsored agencies | $25,388,000 | 465 |
| Privately issued | $142,373,000 | 102 |
| 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) | $16,024,000 | 1,077 |
| Available-for-sale securities (fair market value) | $287,283,000 | 404 |
| Total debt securities | $228,049,000 | 572 |
| Structured notes | ||
| Amortized cost | $17,996,000 | 215 |
| Fair value | $17,774,000 | 212 |
| 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 | $313,975,000 | 442 |
| U.S. Government securities | $103,827,000 | 879 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $103,827,000 | 854 |
| Securities issued by states & political subdivisions | $15,174,000 | 1,333 |
| Other domestic debt securities | $192,564,000 | 146 |
| Privately issued residential mortgage-backed securities | $175,098,000 | 102 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $12,393,000 | 81 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,073,000 | 726 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $2,410,000 | 767 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $171,175,000 | 329 |
| Mortgage-backed securities | $232,727,000 | 309 |
| Certificates of participation in pools of residential mortgages | $25,212,000 | 1,190 |
| Issued or guaranteed by U.S. | $25,212,000 | 1,181 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $207,515,000 | 172 |
| CMOs issued by government agencies or sponsored agencies | $32,417,000 | 409 |
| Privately issued | $175,098,000 | 92 |
| 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) | $16,031,000 | 1,083 |
| Available-for-sale securities (fair market value) | $297,944,000 | 392 |
| Total debt securities | $311,565,000 | 435 |
| Structured notes | ||
| Amortized cost | $39,994,000 | 71 |
| Fair value | $39,460,000 | 72 |
| 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 | $337,682,000 | 414 |
| U.S. Government securities | $113,397,000 | 804 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $113,397,000 | 778 |
| Securities issued by states & political subdivisions | $15,213,000 | 1,304 |
| Other domestic debt securities | $209,029,000 | 139 |
| Privately issued residential mortgage-backed securities | $190,466,000 | 104 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $13,463,000 | 81 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,100,000 | 742 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $43,000 | 1,893 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $135,148,000 | 399 |
| Mortgage-backed securities | $257,118,000 | 289 |
| Certificates of participation in pools of residential mortgages | $27,388,000 | 1,141 |
| Issued or guaranteed by U.S. | $27,388,000 | 1,131 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $229,730,000 | 166 |
| CMOs issued by government agencies or sponsored agencies | $39,264,000 | 375 |
| Privately issued | $190,466,000 | 90 |
| 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) | $16,038,000 | 1,099 |
| Available-for-sale securities (fair market value) | $321,644,000 | 366 |
| Total debt securities | $337,639,000 | 406 |
| Structured notes | ||
| Amortized cost | $39,993,000 | 66 |
| Fair value | $39,877,000 | 66 |
| 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 | $383,489,000 | 374 |
| U.S. Government securities | $132,517,000 | 713 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $132,517,000 | 686 |
| Securities issued by states & political subdivisions | $13,034,000 | 1,503 |
| Other domestic debt securities | $234,539,000 | 128 |
| Privately issued residential mortgage-backed securities | $215,757,000 | 92 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $13,700,000 | 77 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,082,000 | 799 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $3,399,000 | 673 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $202,684,000 | 292 |
| Mortgage-backed securities | $302,248,000 | 267 |
| Certificates of participation in pools of residential mortgages | $38,899,000 | 898 |
| Issued or guaranteed by U.S. | $38,899,000 | 892 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $263,349,000 | 149 |
| CMOs issued by government agencies or sponsored agencies | $47,592,000 | 341 |
| Privately issued | $215,757,000 | 81 |
| 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) | $16,044,000 | 1,115 |
| Available-for-sale securities (fair market value) | $367,445,000 | 327 |
| Total debt securities | $380,090,000 | 370 |
| Structured notes | ||
| Amortized cost | $39,993,000 | 66 |
| Fair value | $39,375,000 | 66 |
| 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 | $344,925,000 | 408 |
| U.S. Government securities | $111,097,000 | 868 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $111,097,000 | 831 |
| Securities issued by states & political subdivisions | $4,101,000 | 3,375 |
| Other domestic debt securities | $229,453,000 | 131 |
| Privately issued residential mortgage-backed securities | $210,076,000 | 93 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $14,199,000 | 84 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,178,000 | 814 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $274,000 | 1,651 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $175,730,000 | 329 |
| Mortgage-backed securities | $284,707,000 | 285 |
| Certificates of participation in pools of residential mortgages | $28,564,000 | 1,155 |
| Issued or guaranteed by U.S. | $28,564,000 | 1,148 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $256,143,000 | 153 |
| CMOs issued by government agencies or sponsored agencies | $46,067,000 | 350 |
| Privately issued | $210,076,000 | 80 |
| 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) | $7,111,000 | 1,742 |
| Available-for-sale securities (fair market value) | $337,814,000 | 361 |
| Total debt securities | $344,651,000 | 402 |
| Structured notes | ||
| Amortized cost | $29,992,000 | 99 |
| Fair value | $29,716,000 | 97 |
| 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 | $345,234,000 | 411 |
| U.S. Government securities | $126,724,000 | 767 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $126,724,000 | 734 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $182,503,000 | 153 |
| Privately issued residential mortgage-backed securities | $177,277,000 | 102 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,226,000 | 827 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $36,007,000 | 108 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $194,348,000 | 292 |
| Mortgage-backed securities | $272,254,000 | 293 |
| Certificates of participation in pools of residential mortgages | $32,921,000 | 1,044 |
| Issued or guaranteed by U.S. | $32,921,000 | 1,037 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $239,333,000 | 156 |
| CMOs issued by government agencies or sponsored agencies | $62,056,000 | 293 |
| Privately issued | $177,277,000 | 88 |
| 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) | $3,010,000 | 2,472 |
| Available-for-sale securities (fair market value) | $342,224,000 | 362 |
| Total debt securities | $309,227,000 | 446 |
| Structured notes | ||
| Amortized cost | $24,992,000 | 130 |
| Fair value | $24,907,000 | 131 |
| 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 | $200,770,000 | 664 |
| U.S. Government securities | $101,202,000 | 959 |
| U.S. Treasury securities | $503,000 | 1,673 |
| U.S. Government agency obligations | $100,699,000 | 922 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $96,101,000 | 211 |
| Privately issued residential mortgage-backed securities | $89,921,000 | 128 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,180,000 | 787 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $3,467,000 | 743 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,712,000 | 496 |
| Mortgage-backed securities | $174,555,000 | 417 |
| Certificates of participation in pools of residential mortgages | $44,418,000 | 827 |
| Issued or guaranteed by U.S. | $44,418,000 | 822 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $130,137,000 | 246 |
| CMOs issued by government agencies or sponsored agencies | $40,216,000 | 388 |
| Privately issued | $89,921,000 | 115 |
| 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) | $3,010,000 | 2,492 |
| Available-for-sale securities (fair market value) | $197,760,000 | 569 |
| Total debt securities | $197,303,000 | 658 |
| Structured notes | ||
| Amortized cost | $9,992,000 | 416 |
| Fair value | $9,638,000 | 425 |
| 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 | $146,066,000 | 895 |
| U.S. Government securities | $84,080,000 | 1,124 |
| U.S. Treasury securities | $509,000 | 1,655 |
| U.S. Government agency obligations | $83,571,000 | 1,086 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $61,769,000 | 270 |
| Privately issued residential mortgage-backed securities | $55,475,000 | 161 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,294,000 | 836 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $217,000 | 1,826 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,302,000 | 765 |
| Mortgage-backed securities | $122,365,000 | 550 |
| Certificates of participation in pools of residential mortgages | $35,592,000 | 1,018 |
| Issued or guaranteed by U.S. | $35,592,000 | 1,011 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $86,773,000 | 324 |
| CMOs issued by government agencies or sponsored agencies | $31,298,000 | 488 |
| Privately issued | $55,475,000 | 147 |
| 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) | $3,011,000 | 2,483 |
| Available-for-sale securities (fair market value) | $143,055,000 | 783 |
| Total debt securities | $145,849,000 | 869 |
| Structured notes | ||
| Amortized cost | $9,992,000 | 354 |
| Fair value | $9,903,000 | 363 |
| 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 | $140,389,000 | 955 |
| U.S. Government securities | $98,465,000 | 1,008 |
| U.S. Treasury securities | $515,000 | 1,746 |
| U.S. Government agency obligations | $97,950,000 | 971 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $40,768,000 | 320 |
| Privately issued residential mortgage-backed securities | $32,765,000 | 164 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,003,000 | 755 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $1,156,000 | 1,230 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,533,000 | 721 |
| Mortgage-backed securities | $114,423,000 | 593 |
| Certificates of participation in pools of residential mortgages | $41,789,000 | 914 |
| Issued or guaranteed by U.S. | $41,789,000 | 906 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $72,634,000 | 359 |
| CMOs issued by government agencies or sponsored agencies | $39,869,000 | 449 |
| Privately issued | $32,765,000 | 138 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,000,000 | 2,863 |
| Available-for-sale securities (fair market value) | $138,389,000 | 834 |
| Total debt securities | $139,233,000 | 934 |
| Structured notes | ||
| Amortized cost | $9,992,000 | 301 |
| Fair value | $9,789,000 | 310 |
| 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 | $130,950,000 | 1,031 |
| U.S. Government securities | $95,165,000 | 1,034 |
| U.S. Treasury securities | $521,000 | 1,789 |
| U.S. Government agency obligations | $94,644,000 | 997 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $32,136,000 | 409 |
| Privately issued residential mortgage-backed securities | $23,000,000 | 186 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,136,000 | 720 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $3,649,000 | 808 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,033,000 | 960 |
| Mortgage-backed securities | $88,025,000 | 710 |
| Certificates of participation in pools of residential mortgages | $45,068,000 | 845 |
| Issued or guaranteed by U.S. | $45,068,000 | 840 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $42,957,000 | 476 |
| CMOs issued by government agencies or sponsored agencies | $19,957,000 | 715 |
| Privately issued | $23,000,000 | 161 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,000,000 | 2,886 |
| Available-for-sale securities (fair market value) | $128,950,000 | 892 |
| Total debt securities | $127,301,000 | 1,019 |
| Structured notes | ||
| Amortized cost | $13,944,000 | 176 |
| Fair value | $13,939,000 | 171 |
| 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 | $95,013,000 | 1,364 |
| U.S. Government securities | $64,876,000 | 1,409 |
| U.S. Treasury securities | $528,000 | 1,810 |
| U.S. Government agency obligations | $64,348,000 | 1,362 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $17,973,000 | 632 |
| Privately issued residential mortgage-backed securities | $5,544,000 | 381 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,429,000 | 600 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $12,164,000 | 358 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,257,000 | 1,034 |
| Mortgage-backed securities | $60,757,000 | 919 |
| Certificates of participation in pools of residential mortgages | $37,094,000 | 965 |
| Issued or guaranteed by U.S. | $37,094,000 | 961 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $23,663,000 | 737 |
| CMOs issued by government agencies or sponsored agencies | $18,119,000 | 804 |
| Privately issued | $5,544,000 | 340 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,000,000 | 2,898 |
| Available-for-sale securities (fair market value) | $93,013,000 | 1,194 |
| Total debt securities | $82,849,000 | 1,477 |
| Structured notes | ||
| Amortized cost | $6,997,000 | 280 |
| Fair value | $7,122,000 | 271 |
| 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 | $79,480,000 | 1,569 |
| U.S. Government securities | $66,549,000 | 1,365 |
| U.S. Treasury securities | $532,000 | 1,832 |
| U.S. Government agency obligations | $66,017,000 | 1,324 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $8,533,000 | 1,025 |
| 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 | $8,533,000 | 796 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $4,398,000 | 757 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,739,000 | 961 |
| Mortgage-backed securities | $46,269,000 | 1,112 |
| Certificates of participation in pools of residential mortgages | $34,238,000 | 999 |
| Issued or guaranteed by U.S. | $34,238,000 | 994 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $12,031,000 | 1,136 |
| CMOs issued by government agencies or sponsored agencies | $12,031,000 | 1,042 |
| 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) | $79,480,000 | 1,335 |
| Total debt securities | $75,082,000 | 1,596 |
| Structured notes | ||
| Amortized cost | $13,988,000 | 84 |
| Fair value | $14,012,000 | 85 |
| 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 | $70,298,000 | 1,745 |
| U.S. Government securities | $53,639,000 | 1,619 |
| U.S. Treasury securities | $537,000 | 1,926 |
| U.S. Government agency obligations | $53,102,000 | 1,562 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $3,087,000 | 1,809 |
| 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 | $3,087,000 | 1,548 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $13,572,000 | 323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,310,000 | 1,220 |
| Mortgage-backed securities | $39,853,000 | 1,216 |
| Certificates of participation in pools of residential mortgages | $31,942,000 | 1,014 |
| Issued or guaranteed by U.S. | $31,942,000 | 1,008 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $7,911,000 | 1,434 |
| CMOs issued by government agencies or sponsored agencies | $7,911,000 | 1,336 |
| 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) | $70,298,000 | 1,474 |
| Total debt securities | $56,726,000 | 2,017 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 482 |
| Fair value | $2,000,000 | 549 |
| 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 | $37,044,000 | 2,849 |
| U.S. Government securities | $20,653,000 | 3,431 |
| U.S. Treasury securities | $3,898,000 | 957 |
| U.S. Government agency obligations | $16,755,000 | 3,848 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $5,598,000 | 1,326 |
| Privately issued residential mortgage-backed securities | $2,465,000 | 576 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,133,000 | 1,514 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $10,793,000 | 381 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,635,000 | 6,218 |
| Mortgage-backed securities | $9,342,000 | 2,985 |
| Certificates of participation in pools of residential mortgages | $6,877,000 | 2,653 |
| Issued or guaranteed by U.S. | $6,877,000 | 2,636 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $2,465,000 | 2,540 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $2,465,000 | 517 |
| 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) | $37,044,000 | 2,371 |
| Total debt securities | $26,251,000 | 3,624 |
| 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 | $19,135,000 | 4,781 |
| U.S. Government securities | $16,840,000 | 4,149 |
| U.S. Treasury securities | $1,591,000 | 2,163 |
| U.S. Government agency obligations | $15,249,000 | 4,172 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $2,043,000 | 1,898 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,043,000 | 1,614 |
| Foreign debt securities | NA | NA |
| Equity securities | $252,000 | 5,342 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,020,000 | 7,006 |
| Mortgage-backed securities | $7,192,000 | 2,822 |
| Certificates of participation in pools of residential mortgages | $7,192,000 | 2,151 |
| Issued or guaranteed by U.S. | $7,192,000 | 2,138 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $19,135,000 | 3,923 |
| Total debt securities | $18,883,000 | 4,692 |
| 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 | $4,896,000 | 8,711 |
| U.S. Government securities | $4,896,000 | 8,097 |
| U.S. Treasury securities | $492,000 | 4,672 |
| U.S. Government agency obligations | $4,404,000 | 7,806 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $2,940,000 | 4,512 |
| Certificates of participation in pools of residential mortgages | $2,940,000 | 3,616 |
| Issued or guaranteed by U.S. | $2,940,000 | 3,601 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $4,896,000 | 7,458 |
| Total debt securities | $4,896,000 | 8,593 |
| 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 |