Home > Mountain National Bank > Securities
Mountain National Bank, Securities
| 2013-03-31 | Rank | |
| Total securities | $71,490,000 | 2,045 |
| U.S. Government securities | $70,282,000 | 1,435 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $70,282,000 | 1,392 |
| Securities issued by states & political subdivisions | $1,208,000 | 4,844 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,043,000 | 1,265 |
| Mortgage-backed securities | $70,282,000 | 966 |
| Certificates of participation in pools of residential mortgages | $70,282,000 | 649 |
| Issued or guaranteed by U.S. | $70,282,000 | 647 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $662,000 | 2,023 |
| Available-for-sale securities (fair market value) | $70,828,000 | 1,878 |
| Total debt securities | $71,490,000 | 2,022 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $78,882,000 | 1,855 |
| U.S. Government securities | $77,675,000 | 1,286 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $77,675,000 | 1,252 |
| Securities issued by states & political subdivisions | $1,207,000 | 4,877 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,102,000 | 1,072 |
| Mortgage-backed securities | $77,675,000 | 881 |
| Certificates of participation in pools of residential mortgages | $77,675,000 | 583 |
| Issued or guaranteed by U.S. | $77,675,000 | 581 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $654,000 | 2,047 |
| Available-for-sale securities (fair market value) | $78,228,000 | 1,691 |
| Total debt securities | $78,882,000 | 1,831 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $85,399,000 | 1,732 |
| U.S. Government securities | $84,203,000 | 1,211 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $84,203,000 | 1,178 |
| Securities issued by states & political subdivisions | $1,196,000 | 4,896 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $78,009,000 | 762 |
| Mortgage-backed securities | $84,203,000 | 854 |
| Certificates of participation in pools of residential mortgages | $84,203,000 | 554 |
| Issued or guaranteed by U.S. | $84,203,000 | 552 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $647,000 | 2,093 |
| Available-for-sale securities (fair market value) | $84,752,000 | 1,586 |
| Total debt securities | $85,399,000 | 1,706 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $88,257,000 | 1,666 |
| U.S. Government securities | $87,116,000 | 1,193 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $87,116,000 | 1,157 |
| Securities issued by states & political subdivisions | $1,141,000 | 4,906 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $78,852,000 | 778 |
| Mortgage-backed securities | $85,981,000 | 867 |
| Certificates of participation in pools of residential mortgages | $85,981,000 | 563 |
| Issued or guaranteed by U.S. | $85,981,000 | 562 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $639,000 | 2,108 |
| Available-for-sale securities (fair market value) | $87,618,000 | 1,530 |
| Total debt securities | $88,267,000 | 1,647 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $76,433,000 | 1,894 |
| U.S. Government securities | $74,516,000 | 1,423 |
| U.S. Treasury securities | $14,000,000 | 219 |
| U.S. Government agency obligations | $60,516,000 | 1,658 |
| Securities issued by states & political subdivisions | $1,917,000 | 4,540 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,585,000 | 858 |
| Mortgage-backed securities | $46,516,000 | 1,463 |
| Certificates of participation in pools of residential mortgages | $46,516,000 | 979 |
| Issued or guaranteed by U.S. | $46,516,000 | 978 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $632,000 | 2,152 |
| Available-for-sale securities (fair market value) | $75,801,000 | 1,738 |
| Total debt securities | $76,433,000 | 1,881 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $96,410,000 | 1,496 |
| U.S. Government securities | $89,655,000 | 1,120 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $89,655,000 | 1,087 |
| Securities issued by states & political subdivisions | $6,755,000 | 3,182 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,868,000 | 745 |
| Mortgage-backed securities | $89,655,000 | 820 |
| Certificates of participation in pools of residential mortgages | $89,655,000 | 508 |
| Issued or guaranteed by U.S. | $89,655,000 | 507 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $1,380,000 | 1,974 |
| Available-for-sale securities (fair market value) | $95,030,000 | 1,371 |
| Total debt securities | $96,410,000 | 1,477 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $86,226,000 | 1,612 |
| U.S. Government securities | $79,483,000 | 1,244 |
| U.S. Treasury securities | $250,000 | 1,039 |
| U.S. Government agency obligations | $79,233,000 | 1,200 |
| Securities issued by states & political subdivisions | $6,743,000 | 3,120 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,133,000 | 683 |
| Mortgage-backed securities | $79,233,000 | 881 |
| Certificates of participation in pools of residential mortgages | $79,233,000 | 552 |
| Issued or guaranteed by U.S. | $79,233,000 | 549 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $1,365,000 | 1,991 |
| Available-for-sale securities (fair market value) | $84,861,000 | 1,480 |
| Total debt securities | $86,225,000 | 1,592 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $88,800,000 | 1,567 |
| U.S. Government securities | $82,306,000 | 1,216 |
| U.S. Treasury securities | $250,000 | 1,137 |
| U.S. Government agency obligations | $82,056,000 | 1,173 |
| Securities issued by states & political subdivisions | $6,494,000 | 3,139 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,503,000 | 691 |
| Mortgage-backed securities | $82,056,000 | 837 |
| Certificates of participation in pools of residential mortgages | $82,056,000 | 521 |
| Issued or guaranteed by U.S. | $82,056,000 | 519 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $1,349,000 | 2,023 |
| Available-for-sale securities (fair market value) | $87,451,000 | 1,436 |
| Total debt securities | $88,801,000 | 1,545 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $91,099,000 | 1,524 |
| U.S. Government securities | $84,777,000 | 1,169 |
| U.S. Treasury securities | $250,000 | 1,181 |
| U.S. Government agency obligations | $84,527,000 | 1,125 |
| Securities issued by states & political subdivisions | $6,322,000 | 3,131 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $85,297,000 | 662 |
| Mortgage-backed securities | $84,527,000 | 795 |
| Certificates of participation in pools of residential mortgages | $84,527,000 | 499 |
| Issued or guaranteed by U.S. | $84,527,000 | 496 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $1,333,000 | 2,044 |
| Available-for-sale securities (fair market value) | $89,766,000 | 1,388 |
| Total debt securities | $91,099,000 | 1,503 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $87,634,000 | 1,514 |
| U.S. Government securities | $81,394,000 | 1,156 |
| U.S. Treasury securities | $250,000 | 1,177 |
| U.S. Government agency obligations | $81,144,000 | 1,104 |
| Securities issued by states & political subdivisions | $6,240,000 | 3,126 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,083,000 | 694 |
| Mortgage-backed securities | $81,144,000 | 785 |
| Certificates of participation in pools of residential mortgages | $81,144,000 | 496 |
| Issued or guaranteed by U.S. | $81,144,000 | 491 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $1,318,000 | 2,059 |
| Available-for-sale securities (fair market value) | $86,316,000 | 1,370 |
| Total debt securities | $87,635,000 | 1,493 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $76,698,000 | 1,653 |
| U.S. Government securities | $71,174,000 | 1,276 |
| U.S. Treasury securities | $250,000 | 1,089 |
| U.S. Government agency obligations | $70,924,000 | 1,229 |
| Securities issued by states & political subdivisions | $5,524,000 | 3,233 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,736,000 | 766 |
| Mortgage-backed securities | $70,924,000 | 858 |
| Certificates of participation in pools of residential mortgages | $70,924,000 | 533 |
| Issued or guaranteed by U.S. | $70,924,000 | 527 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $1,303,000 | 2,099 |
| Available-for-sale securities (fair market value) | $75,395,000 | 1,492 |
| Total debt securities | $76,698,000 | 1,633 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| 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 | $106,710,000 | 1,237 |
| U.S. Government securities | $100,388,000 | 937 |
| U.S. Treasury securities | $17,751,000 | 204 |
| U.S. Government agency obligations | $82,637,000 | 1,090 |
| Securities issued by states & political subdivisions | $6,322,000 | 2,924 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $93,235,000 | 615 |
| Mortgage-backed securities | $68,135,000 | 883 |
| Certificates of participation in pools of residential mortgages | $68,135,000 | 546 |
| Issued or guaranteed by U.S. | $68,135,000 | 541 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $1,288,000 | 2,177 |
| Available-for-sale securities (fair market value) | $105,422,000 | 1,108 |
| Total debt securities | $106,710,000 | 1,221 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| 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 | $158,735,000 | 840 |
| U.S. Government securities | $153,877,000 | 625 |
| U.S. Treasury securities | $87,445,000 | 69 |
| U.S. Government agency obligations | $66,432,000 | 1,349 |
| Securities issued by states & political subdivisions | $4,858,000 | 3,281 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $139,153,000 | 444 |
| Mortgage-backed securities | $60,956,000 | 985 |
| Certificates of participation in pools of residential mortgages | $60,956,000 | 631 |
| Issued or guaranteed by U.S. | $60,956,000 | 629 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $1,273,000 | 2,213 |
| Available-for-sale securities (fair market value) | $157,462,000 | 740 |
| Total debt securities | $158,734,000 | 822 |
| 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 | $146,534,000 | 881 |
| U.S. Government securities | $124,206,000 | 745 |
| U.S. Treasury securities | $3,251,000 | 491 |
| U.S. Government agency obligations | $120,955,000 | 735 |
| Securities issued by states & political subdivisions | $22,328,000 | 1,115 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $133,392,000 | 454 |
| Mortgage-backed securities | $114,057,000 | 590 |
| Certificates of participation in pools of residential mortgages | $114,057,000 | 379 |
| Issued or guaranteed by U.S. | $114,057,000 | 376 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $2,204,000 | 2,005 |
| Available-for-sale securities (fair market value) | $144,330,000 | 766 |
| Total debt securities | $146,534,000 | 864 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,760 |
| Fair value | $1,470,000 | 1,817 |
| 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 | $156,954,000 | 822 |
| U.S. Government securities | $133,172,000 | 681 |
| U.S. Treasury securities | $251,000 | 947 |
| U.S. Government agency obligations | $132,921,000 | 656 |
| Securities issued by states & political subdivisions | $23,782,000 | 1,025 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $134,417,000 | 443 |
| Mortgage-backed securities | $108,632,000 | 607 |
| Certificates of participation in pools of residential mortgages | $108,632,000 | 414 |
| Issued or guaranteed by U.S. | $108,632,000 | 411 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $2,181,000 | 2,086 |
| Available-for-sale securities (fair market value) | $154,773,000 | 725 |
| Total debt securities | $156,954,000 | 807 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,317 |
| Fair value | $1,486,000 | 1,375 |
| 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 | $168,342,000 | 754 |
| U.S. Government securities | $141,838,000 | 631 |
| U.S. Treasury securities | $253,000 | 930 |
| U.S. Government agency obligations | $141,585,000 | 604 |
| Securities issued by states & political subdivisions | $26,504,000 | 879 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $148,292,000 | 395 |
| Mortgage-backed securities | $123,587,000 | 563 |
| Certificates of participation in pools of residential mortgages | $123,587,000 | 377 |
| Issued or guaranteed by U.S. | $123,587,000 | 371 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $2,159,000 | 2,110 |
| Available-for-sale securities (fair market value) | $166,183,000 | 652 |
| Total debt securities | $168,342,000 | 733 |
| 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 | $160,728,000 | 777 |
| U.S. Government securities | $134,502,000 | 677 |
| U.S. Treasury securities | $255,000 | 866 |
| U.S. Government agency obligations | $134,247,000 | 656 |
| Securities issued by states & political subdivisions | $26,226,000 | 841 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $117,996,000 | 489 |
| Mortgage-backed securities | $118,750,000 | 573 |
| Certificates of participation in pools of residential mortgages | $118,750,000 | 412 |
| Issued or guaranteed by U.S. | $118,750,000 | 405 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,136,000 | 2,140 |
| Available-for-sale securities (fair market value) | $158,592,000 | 674 |
| Total debt securities | $160,728,000 | 760 |
| Structured notes | ||
| Amortized cost | $533,000 | 1,257 |
| Fair value | $535,000 | 1,257 |
| 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 | $126,696,000 | 971 |
| U.S. Government securities | $103,857,000 | 813 |
| U.S. Treasury securities | $257,000 | 837 |
| U.S. Government agency obligations | $103,600,000 | 800 |
| Securities issued by states & political subdivisions | $22,724,000 | 961 |
| Other domestic debt securities | $115,000 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $115,000 | 2,310 |
| 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 | $111,725,000 | 520 |
| Mortgage-backed securities | $98,105,000 | 656 |
| Certificates of participation in pools of residential mortgages | $98,105,000 | 459 |
| Issued or guaranteed by U.S. | $98,105,000 | 455 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,117,000 | 2,158 |
| Available-for-sale securities (fair market value) | $124,579,000 | 845 |
| Total debt securities | $126,696,000 | 955 |
| Structured notes | ||
| Amortized cost | $534,000 | 1,312 |
| Fair value | $534,000 | 1,314 |
| 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 | $113,199,000 | 1,051 |
| U.S. Government securities | $89,976,000 | 917 |
| U.S. Treasury securities | $250,000 | 907 |
| U.S. Government agency obligations | $89,726,000 | 898 |
| Securities issued by states & political subdivisions | $23,108,000 | 923 |
| Other domestic debt securities | $115,000 | 3,049 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $115,000 | 2,272 |
| 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 | $92,061,000 | 620 |
| Mortgage-backed securities | $89,226,000 | 688 |
| Certificates of participation in pools of residential mortgages | $88,173,000 | 478 |
| Issued or guaranteed by U.S. | $88,173,000 | 474 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,053,000 | 2,729 |
| CMOs issued by government agencies or sponsored agencies | $1,053,000 | 2,385 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,095,000 | 2,174 |
| Available-for-sale securities (fair market value) | $111,104,000 | 917 |
| Total debt securities | $113,200,000 | 1,037 |
| Structured notes | ||
| Amortized cost | $534,000 | 1,294 |
| Fair value | $535,000 | 1,288 |
| 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 | $91,334,000 | 1,332 |
| U.S. Government securities | $72,064,000 | 1,164 |
| U.S. Treasury securities | $251,000 | 906 |
| U.S. Government agency obligations | $71,813,000 | 1,143 |
| Securities issued by states & political subdivisions | $19,098,000 | 1,147 |
| Other domestic debt securities | $172,000 | 2,977 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $172,000 | 2,244 |
| 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 | $77,330,000 | 709 |
| Mortgage-backed securities | $71,313,000 | 825 |
| Certificates of participation in pools of residential mortgages | $70,221,000 | 567 |
| Issued or guaranteed by U.S. | $70,221,000 | 559 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,092,000 | 2,706 |
| CMOs issued by government agencies or sponsored agencies | $1,092,000 | 2,372 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,070,000 | 2,185 |
| Available-for-sale securities (fair market value) | $89,264,000 | 1,177 |
| Total debt securities | $91,335,000 | 1,304 |
| Structured notes | ||
| Amortized cost | $535,000 | 1,347 |
| Fair value | $535,000 | 1,345 |
| 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 | $97,270,000 | 1,255 |
| U.S. Government securities | $80,094,000 | 1,043 |
| U.S. Treasury securities | $253,000 | 932 |
| U.S. Government agency obligations | $79,841,000 | 1,021 |
| Securities issued by states & political subdivisions | $17,001,000 | 1,323 |
| Other domestic debt securities | $175,000 | 2,939 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $175,000 | 2,203 |
| 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 | $76,564,000 | 708 |
| Mortgage-backed securities | $71,754,000 | 801 |
| Certificates of participation in pools of residential mortgages | $70,549,000 | 548 |
| Issued or guaranteed by U.S. | $70,549,000 | 541 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,205,000 | 2,655 |
| CMOs issued by government agencies or sponsored agencies | $1,205,000 | 2,317 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,046,000 | 2,222 |
| Available-for-sale securities (fair market value) | $95,224,000 | 1,110 |
| Total debt securities | $97,269,000 | 1,216 |
| Structured notes | ||
| Amortized cost | $2,032,000 | 687 |
| Fair value | $2,037,000 | 693 |
| 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 | $83,159,000 | 1,431 |
| U.S. Government securities | $67,151,000 | 1,256 |
| U.S. Treasury securities | $250,000 | 1,031 |
| U.S. Government agency obligations | $66,901,000 | 1,236 |
| Securities issued by states & political subdivisions | $15,833,000 | 1,392 |
| Other domestic debt securities | $175,000 | 2,768 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $175,000 | 2,070 |
| 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 | $68,933,000 | 768 |
| Mortgage-backed securities | $57,972,000 | 876 |
| Certificates of participation in pools of residential mortgages | $56,744,000 | 614 |
| Issued or guaranteed by U.S. | $56,744,000 | 605 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,228,000 | 2,520 |
| CMOs issued by government agencies or sponsored agencies | $1,228,000 | 2,218 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,021,000 | 2,295 |
| Available-for-sale securities (fair market value) | $81,138,000 | 1,278 |
| Total debt securities | $83,160,000 | 1,399 |
| Structured notes | ||
| Amortized cost | $5,950,000 | 426 |
| Fair value | $5,965,000 | 425 |
| 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 | $81,762,000 | 1,459 |
| U.S. Government securities | $66,176,000 | 1,293 |
| U.S. Treasury securities | $247,000 | 1,124 |
| U.S. Government agency obligations | $65,929,000 | 1,266 |
| Securities issued by states & political subdivisions | $15,586,000 | 1,384 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,726,000 | 743 |
| Mortgage-backed securities | $56,550,000 | 841 |
| Certificates of participation in pools of residential mortgages | $55,290,000 | 597 |
| Issued or guaranteed by U.S. | $55,290,000 | 589 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,260,000 | 2,447 |
| CMOs issued by government agencies or sponsored agencies | $1,260,000 | 2,149 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,994,000 | 2,363 |
| Available-for-sale securities (fair market value) | $79,768,000 | 1,294 |
| Total debt securities | $81,762,000 | 1,423 |
| Structured notes | ||
| Amortized cost | $6,450,000 | 489 |
| Fair value | $6,422,000 | 491 |
| 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 | $81,646,000 | 1,455 |
| U.S. Government securities | $66,423,000 | 1,298 |
| U.S. Treasury securities | $244,000 | 1,244 |
| U.S. Government agency obligations | $66,179,000 | 1,270 |
| Securities issued by states & political subdivisions | $15,223,000 | 1,382 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,124,000 | 833 |
| Mortgage-backed securities | $56,959,000 | 825 |
| Certificates of participation in pools of residential mortgages | $56,959,000 | 579 |
| Issued or guaranteed by U.S. | $56,959,000 | 569 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,973,000 | 2,392 |
| Available-for-sale securities (fair market value) | $79,673,000 | 1,291 |
| Total debt securities | $81,647,000 | 1,426 |
| Structured notes | ||
| Amortized cost | $6,449,000 | 528 |
| Fair value | $6,310,000 | 527 |
| 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 | $84,923,000 | 1,399 |
| U.S. Government securities | $69,319,000 | 1,250 |
| U.S. Treasury securities | $244,000 | 1,333 |
| U.S. Government agency obligations | $69,075,000 | 1,223 |
| Securities issued by states & political subdivisions | $15,604,000 | 1,336 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,930,000 | 758 |
| Mortgage-backed securities | $57,752,000 | 811 |
| Certificates of participation in pools of residential mortgages | $57,752,000 | 574 |
| Issued or guaranteed by U.S. | $57,752,000 | 563 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,950,000 | 2,435 |
| Available-for-sale securities (fair market value) | $82,973,000 | 1,242 |
| Total debt securities | $84,923,000 | 1,371 |
| Structured notes | ||
| Amortized cost | $6,457,000 | 562 |
| Fair value | $6,388,000 | 560 |
| 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 | $75,994,000 | 1,593 |
| U.S. Government securities | $60,902,000 | 1,441 |
| U.S. Treasury securities | $243,000 | 1,380 |
| U.S. Government agency obligations | $60,659,000 | 1,417 |
| Securities issued by states & political subdivisions | $15,092,000 | 1,384 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,201,000 | 797 |
| Mortgage-backed securities | $51,367,000 | 906 |
| Certificates of participation in pools of residential mortgages | $51,367,000 | 652 |
| Issued or guaranteed by U.S. | $51,367,000 | 644 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,480,000 | 2,654 |
| Available-for-sale securities (fair market value) | $74,514,000 | 1,397 |
| Total debt securities | $75,993,000 | 1,556 |
| Structured notes | ||
| Amortized cost | $6,457,000 | 581 |
| Fair value | $6,360,000 | 582 |
| 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 | $74,587,000 | 1,622 |
| U.S. Government securities | $60,057,000 | 1,494 |
| U.S. Treasury securities | $242,000 | 1,452 |
| U.S. Government agency obligations | $59,815,000 | 1,461 |
| Securities issued by states & political subdivisions | $14,530,000 | 1,411 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,598,000 | 821 |
| Mortgage-backed securities | $50,591,000 | 924 |
| Certificates of participation in pools of residential mortgages | $50,591,000 | 679 |
| Issued or guaranteed by U.S. | $50,591,000 | 670 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,463,000 | 2,728 |
| Available-for-sale securities (fair market value) | $73,124,000 | 1,412 |
| Total debt securities | $74,587,000 | 1,590 |
| Structured notes | ||
| Amortized cost | $6,457,000 | 625 |
| Fair value | $6,308,000 | 628 |
| 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 | $72,905,000 | 1,653 |
| U.S. Government securities | $59,142,000 | 1,523 |
| U.S. Treasury securities | $239,000 | 1,500 |
| U.S. Government agency obligations | $58,903,000 | 1,487 |
| Securities issued by states & political subdivisions | $13,763,000 | 1,474 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,160,000 | 852 |
| Mortgage-backed securities | $50,269,000 | 927 |
| Certificates of participation in pools of residential mortgages | $50,269,000 | 685 |
| Issued or guaranteed by U.S. | $50,269,000 | 678 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,446,000 | 2,759 |
| Available-for-sale securities (fair market value) | $71,459,000 | 1,438 |
| Total debt securities | $72,906,000 | 1,624 |
| Structured notes | ||
| Amortized cost | $6,457,000 | 663 |
| Fair value | $6,223,000 | 666 |
| 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 | $71,133,000 | 1,705 |
| U.S. Government securities | $57,027,000 | 1,597 |
| U.S. Treasury securities | $240,000 | 1,578 |
| U.S. Government agency obligations | $56,787,000 | 1,543 |
| Securities issued by states & political subdivisions | $14,106,000 | 1,436 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,902,000 | 936 |
| Mortgage-backed securities | $48,069,000 | 978 |
| Certificates of participation in pools of residential mortgages | $48,069,000 | 713 |
| Issued or guaranteed by U.S. | $48,069,000 | 702 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,429,000 | 2,814 |
| Available-for-sale securities (fair market value) | $69,704,000 | 1,493 |
| Total debt securities | $71,138,000 | 1,670 |
| Structured notes | ||
| Amortized cost | $5,462,000 | 802 |
| Fair value | $5,315,000 | 803 |
| 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 | $58,426,000 | 2,060 |
| U.S. Government securities | $47,352,000 | 1,906 |
| U.S. Treasury securities | $242,000 | 1,594 |
| U.S. Government agency obligations | $47,110,000 | 1,848 |
| Securities issued by states & political subdivisions | $11,074,000 | 1,781 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,849,000 | 1,106 |
| Mortgage-backed securities | $40,851,000 | 1,119 |
| Certificates of participation in pools of residential mortgages | $40,851,000 | 819 |
| Issued or guaranteed by U.S. | $40,851,000 | 814 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,411,000 | 2,884 |
| Available-for-sale securities (fair market value) | $57,015,000 | 1,791 |
| Total debt securities | $58,426,000 | 2,018 |
| Structured notes | ||
| Amortized cost | $5,483,000 | 809 |
| Fair value | $5,354,000 | 811 |
| 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 | $61,006,000 | 1,971 |
| U.S. Government securities | $47,912,000 | 1,861 |
| U.S. Treasury securities | $251,000 | 1,595 |
| U.S. Government agency obligations | $47,661,000 | 1,803 |
| Securities issued by states & political subdivisions | $13,094,000 | 1,522 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,506,000 | 1,201 |
| Mortgage-backed securities | $41,799,000 | 1,107 |
| Certificates of participation in pools of residential mortgages | $41,799,000 | 814 |
| Issued or guaranteed by U.S. | $41,799,000 | 808 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,399,000 | 2,912 |
| Available-for-sale securities (fair market value) | $59,607,000 | 1,688 |
| Total debt securities | $61,006,000 | 1,925 |
| Structured notes | ||
| Amortized cost | $4,985,000 | 892 |
| Fair value | $4,944,000 | 869 |
| 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 | $55,169,000 | 2,150 |
| U.S. Government securities | $44,429,000 | 2,000 |
| U.S. Treasury securities | $253,000 | 1,654 |
| U.S. Government agency obligations | $44,176,000 | 1,932 |
| Securities issued by states & political subdivisions | $10,740,000 | 1,807 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,299,000 | 1,173 |
| Mortgage-backed securities | $38,305,000 | 1,202 |
| Certificates of participation in pools of residential mortgages | $38,305,000 | 881 |
| Issued or guaranteed by U.S. | $38,305,000 | 874 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,022,000 | 3,137 |
| Available-for-sale securities (fair market value) | $54,147,000 | 1,841 |
| Total debt securities | $55,164,000 | 2,105 |
| Structured notes | ||
| Amortized cost | $4,986,000 | 871 |
| Fair value | $4,953,000 | 857 |
| 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 | $52,478,000 | 2,306 |
| U.S. Government securities | $45,080,000 | 2,015 |
| U.S. Treasury securities | $254,000 | 1,762 |
| U.S. Government agency obligations | $44,826,000 | 1,937 |
| Securities issued by states & political subdivisions | $7,398,000 | 2,403 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,376,000 | 1,229 |
| Mortgage-backed securities | $37,914,000 | 1,246 |
| Certificates of participation in pools of residential mortgages | $37,914,000 | 923 |
| Issued or guaranteed by U.S. | $37,914,000 | 915 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,010,000 | 3,189 |
| Available-for-sale securities (fair market value) | $51,468,000 | 1,961 |
| Total debt securities | $52,471,000 | 2,258 |
| Structured notes | ||
| Amortized cost | $5,634,000 | 770 |
| Fair value | $5,531,000 | 772 |
| 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 | $50,721,000 | 2,391 |
| U.S. Government securities | $47,415,000 | 1,934 |
| U.S. Treasury securities | $257,000 | 1,767 |
| U.S. Government agency obligations | $47,158,000 | 1,864 |
| Securities issued by states & political subdivisions | $3,306,000 | 3,678 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,733,000 | 1,268 |
| Mortgage-backed securities | $38,332,000 | 1,252 |
| Certificates of participation in pools of residential mortgages | $38,332,000 | 927 |
| Issued or guaranteed by U.S. | $38,332,000 | 919 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $999,000 | 3,236 |
| Available-for-sale securities (fair market value) | $49,722,000 | 2,061 |
| Total debt securities | $50,720,000 | 2,347 |
| Structured notes | ||
| Amortized cost | $7,386,000 | 567 |
| Fair value | $7,345,000 | 560 |
| 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 | $46,954,000 | 2,536 |
| U.S. Government securities | $44,340,000 | 2,021 |
| U.S. Treasury securities | $260,000 | 1,776 |
| U.S. Government agency obligations | $44,080,000 | 1,961 |
| Securities issued by states & political subdivisions | $2,614,000 | 3,999 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,326,000 | 1,389 |
| Mortgage-backed securities | $34,715,000 | 1,338 |
| Certificates of participation in pools of residential mortgages | $34,715,000 | 1,006 |
| Issued or guaranteed by U.S. | $34,715,000 | 999 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $982,000 | 3,314 |
| Available-for-sale securities (fair market value) | $45,972,000 | 2,197 |
| Total debt securities | $46,953,000 | 2,481 |
| Structured notes | ||
| Amortized cost | $6,223,000 | 677 |
| Fair value | $6,271,000 | 673 |
| 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 | $35,833,000 | 3,207 |
| U.S. Government securities | $35,833,000 | 2,471 |
| U.S. Treasury securities | $261,000 | 1,888 |
| U.S. Government agency obligations | $35,572,000 | 2,396 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,961,000 | 1,387 |
| Mortgage-backed securities | $27,538,000 | 1,603 |
| Certificates of participation in pools of residential mortgages | $27,538,000 | 1,207 |
| Issued or guaranteed by U.S. | $27,538,000 | 1,199 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $35,833,000 | 2,767 |
| Total debt securities | $35,833,000 | 3,143 |
| Structured notes | ||
| Amortized cost | $4,513,000 | 893 |
| Fair value | $4,371,000 | 915 |
| 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 | $22,705,000 | 4,411 |
| U.S. Government securities | $22,705,000 | 3,524 |
| U.S. Treasury securities | $519,000 | 1,631 |
| U.S. Government agency obligations | $22,186,000 | 3,456 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,715,000 | 2,023 |
| Mortgage-backed securities | $20,086,000 | 2,009 |
| Certificates of participation in pools of residential mortgages | $20,086,000 | 1,535 |
| Issued or guaranteed by U.S. | $20,086,000 | 1,524 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $22,705,000 | 3,839 |
| Total debt securities | $22,705,000 | 4,339 |
| Structured notes | ||
| Amortized cost | $1,642,000 | 1,475 |
| Fair value | $1,651,000 | 1,473 |
| 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 | $22,256,000 | 4,527 |
| U.S. Government securities | $22,256,000 | 3,630 |
| U.S. Treasury securities | $519,000 | 1,730 |
| U.S. Government agency obligations | $21,737,000 | 3,556 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,873,000 | 1,880 |
| Mortgage-backed securities | $15,710,000 | 2,340 |
| Certificates of participation in pools of residential mortgages | $15,710,000 | 1,839 |
| Issued or guaranteed by U.S. | $15,710,000 | 1,823 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $22,256,000 | 3,930 |
| Total debt securities | $22,256,000 | 4,450 |
| Structured notes | ||
| Amortized cost | $3,300,000 | 878 |
| Fair value | $3,255,000 | 885 |
| 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 | $21,054,000 | 4,592 |
| U.S. Government securities | $21,054,000 | 3,657 |
| U.S. Treasury securities | $525,000 | 1,784 |
| U.S. Government agency obligations | $20,529,000 | 3,589 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,905,000 | 1,970 |
| Mortgage-backed securities | $16,058,000 | 2,298 |
| Certificates of participation in pools of residential mortgages | $16,058,000 | 1,794 |
| Issued or guaranteed by U.S. | $16,058,000 | 1,786 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $21,054,000 | 3,989 |
| Total debt securities | $21,053,000 | 4,519 |
| Structured notes | ||
| Amortized cost | $998,000 | 1,558 |
| Fair value | $1,003,000 | 1,444 |
| 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 | $23,064,000 | 4,271 |
| U.S. Government securities | $23,064,000 | 3,333 |
| U.S. Treasury securities | $532,000 | 1,794 |
| U.S. Government agency obligations | $22,532,000 | 3,272 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,390,000 | 1,897 |
| Mortgage-backed securities | $20,995,000 | 1,977 |
| Certificates of participation in pools of residential mortgages | $20,995,000 | 1,477 |
| Issued or guaranteed by U.S. | $20,995,000 | 1,471 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $23,064,000 | 3,703 |
| Total debt securities | $23,063,000 | 4,188 |
| Structured notes | ||
| Amortized cost | $998,000 | 1,375 |
| Fair value | $1,003,000 | 1,300 |
| 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 | $26,525,000 | 3,845 |
| U.S. Government securities | $26,525,000 | 2,986 |
| U.S. Treasury securities | $530,000 | 1,835 |
| U.S. Government agency obligations | $25,995,000 | 2,901 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,863,000 | 1,883 |
| Mortgage-backed securities | $24,460,000 | 1,786 |
| Certificates of participation in pools of residential mortgages | $24,460,000 | 1,310 |
| Issued or guaranteed by U.S. | $24,460,000 | 1,306 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $26,525,000 | 3,319 |
| Total debt securities | $26,525,000 | 3,768 |
| 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 | $24,624,000 | 4,045 |
| U.S. Government securities | $24,624,000 | 3,153 |
| U.S. Treasury securities | $532,000 | 1,932 |
| U.S. Government agency obligations | $24,092,000 | 3,069 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,894,000 | 1,935 |
| Mortgage-backed securities | $22,559,000 | 1,836 |
| Certificates of participation in pools of residential mortgages | $22,559,000 | 1,339 |
| Issued or guaranteed by U.S. | $22,559,000 | 1,335 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| 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) | $24,624,000 | 3,467 |
| Total debt securities | $24,624,000 | 3,961 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 765 |
| Fair value | $1,000,000 | 943 |
| 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 | $34,838,000 | 2,991 |
| U.S. Government securities | $34,838,000 | 2,246 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $34,838,000 | 2,109 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,849,000 | 3,736 |
| Mortgage-backed securities | $15,766,000 | 2,183 |
| Certificates of participation in pools of residential mortgages | $15,766,000 | 1,563 |
| Issued or guaranteed by U.S. | $15,766,000 | 1,553 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $34,838,000 | 2,485 |
| Total debt securities | $34,838,000 | 2,925 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 323 |
| Fair value | $1,000,000 | 366 |
| 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 | $15,406,000 | 5,489 |
| U.S. Government securities | $15,052,000 | 4,513 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $15,052,000 | 4,223 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $354,000 | 4,603 |
| 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 | $4,477,000 | 3,575 |
| Certificates of participation in pools of residential mortgages | $4,477,000 | 2,812 |
| Issued or guaranteed by U.S. | $4,477,000 | 2,793 |
| 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) | $15,406,000 | 4,530 |
| Total debt securities | $15,052,000 | 5,424 |
| 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 | $7,779,000 | 7,733 |
| U.S. Government securities | $7,425,000 | 7,005 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $7,425,000 | 6,491 |
| 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 | $354,000 | 4,482 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $988,000 | 7,229 |
| Mortgage-backed securities | $2,150,000 | 4,986 |
| Certificates of participation in pools of residential mortgages | $2,150,000 | 4,107 |
| Issued or guaranteed by U.S. | $2,150,000 | 4,089 |
| 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) | $7,779,000 | 6,511 |
| Total debt securities | $7,425,000 | 7,729 |
| 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 | $1,358,000 | 9,961 |
| U.S. Government securities | $1,004,000 | 9,838 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $1,004,000 | 9,320 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $354,000 | 4,296 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $506,000 | 6,664 |
| Certificates of participation in pools of residential mortgages | $506,000 | 5,954 |
| Issued or guaranteed by U.S. | $506,000 | 5,939 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $1,358,000 | 8,710 |
| Total debt securities | $1,004,000 | 9,952 |
| 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 |