Home > The Connecticut Bank and Trust Company > Securities
The Connecticut Bank and Trust Company, Securities
| 2012-03-31 | Rank | |
| Total securities | $39,669,000 | 3,182 |
| U.S. Government securities | $38,736,000 | 2,389 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $38,736,000 | 2,328 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $933,000 | 2,104 |
| 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 | $933,000 | 1,615 |
| 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 | $10,836,000 | 3,241 |
| Mortgage-backed securities | $34,220,000 | 1,826 |
| Certificates of participation in pools of residential mortgages | $18,053,000 | 2,020 |
| Issued or guaranteed by U.S. | $18,053,000 | 2,017 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $14,283,000 | 1,364 |
| CMOs issued by government agencies or sponsored agencies | $14,283,000 | 1,265 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $1,884,000 | 340 |
| Commercial mortgage pass-through securities | $1,884,000 | 209 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $39,669,000 | 2,929 |
| Total debt securities | $39,669,000 | 3,150 |
| Structured notes | ||
| Amortized cost | $4,505,000 | 1,112 |
| Fair value | $4,516,000 | 1,110 |
| 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 | $42,436,000 | 2,948 |
| U.S. Government securities | $41,579,000 | 2,177 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $41,579,000 | 2,124 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $857,000 | 2,110 |
| 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 | $857,000 | 1,557 |
| 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 | $13,511,000 | 2,744 |
| Mortgage-backed securities | $36,056,000 | 1,699 |
| Certificates of participation in pools of residential mortgages | $19,017,000 | 1,847 |
| Issued or guaranteed by U.S. | $19,017,000 | 1,846 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $15,123,000 | 1,287 |
| CMOs issued by government agencies or sponsored agencies | $15,123,000 | 1,141 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $1,916,000 | 280 |
| Commercial mortgage pass-through securities | $1,916,000 | 168 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $42,436,000 | 2,701 |
| Total debt securities | $42,436,000 | 2,926 |
| Structured notes | ||
| Amortized cost | $5,512,000 | 931 |
| Fair value | $5,523,000 | 931 |
| 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 | $42,576,000 | 2,854 |
| U.S. Government securities | $41,705,000 | 2,125 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $41,705,000 | 2,069 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $871,000 | 2,094 |
| 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 | $871,000 | 1,515 |
| 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 | $7,997,000 | 3,546 |
| Mortgage-backed securities | $35,178,000 | 1,667 |
| Certificates of participation in pools of residential mortgages | $17,950,000 | 1,882 |
| Issued or guaranteed by U.S. | $17,950,000 | 1,876 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $15,302,000 | 1,254 |
| CMOs issued by government agencies or sponsored agencies | $15,302,000 | 1,111 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $1,926,000 | 246 |
| Commercial mortgage pass-through securities | $1,926,000 | 154 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $42,576,000 | 2,616 |
| Total debt securities | $42,576,000 | 2,832 |
| Structured notes | ||
| Amortized cost | $6,518,000 | 837 |
| Fair value | $6,527,000 | 849 |
| 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 | $35,921,000 | 3,249 |
| U.S. Government securities | $34,968,000 | 2,482 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $34,968,000 | 2,416 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $953,000 | 1,996 |
| 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 | $953,000 | 1,410 |
| 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 | $6,152,000 | 3,948 |
| Mortgage-backed securities | $25,124,000 | 2,049 |
| Certificates of participation in pools of residential mortgages | $17,455,000 | 1,856 |
| Issued or guaranteed by U.S. | $17,455,000 | 1,854 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $5,805,000 | 1,973 |
| CMOs issued by government agencies or sponsored agencies | $5,805,000 | 1,787 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $1,864,000 | 224 |
| Commercial mortgage pass-through securities | $1,864,000 | 148 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $35,921,000 | 2,960 |
| Total debt securities | $35,921,000 | 3,222 |
| Structured notes | ||
| Amortized cost | $10,011,000 | 692 |
| Fair value | $9,844,000 | 715 |
| 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 | $32,175,000 | 3,473 |
| U.S. Government securities | $31,214,000 | 2,701 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $31,214,000 | 2,620 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $961,000 | 2,040 |
| 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 | $961,000 | 1,440 |
| 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 | $10,056,000 | 3,197 |
| Mortgage-backed securities | $22,043,000 | 2,168 |
| Certificates of participation in pools of residential mortgages | $15,064,000 | 1,998 |
| Issued or guaranteed by U.S. | $15,064,000 | 1,995 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $5,135,000 | 1,981 |
| CMOs issued by government agencies or sponsored agencies | $5,135,000 | 1,795 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $1,844,000 | 224 |
| Commercial mortgage pass-through securities | $1,844,000 | 147 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $32,175,000 | 3,185 |
| Total debt securities | $32,175,000 | 3,446 |
| Structured notes | ||
| Amortized cost | $10,502,000 | 686 |
| Fair value | $10,132,000 | 705 |
| 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 | $35,349,000 | 3,148 |
| U.S. Government securities | $32,680,000 | 2,483 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $32,680,000 | 2,402 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $2,669,000 | 1,483 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $1,843,000 | 194 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $826,000 | 1,491 |
| 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 | $27,910,000 | 1,673 |
| Mortgage-backed securities | $28,179,000 | 1,811 |
| Certificates of participation in pools of residential mortgages | $15,365,000 | 1,889 |
| Issued or guaranteed by U.S. | $15,365,000 | 1,884 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $10,971,000 | 1,426 |
| CMOs issued by government agencies or sponsored agencies | $10,971,000 | 1,246 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $1,843,000 | 194 |
| Commercial mortgage pass-through securities | $1,843,000 | 134 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $35,349,000 | 2,870 |
| Total debt securities | $35,349,000 | 3,125 |
| Structured notes | ||
| Amortized cost | $6,973,000 | 890 |
| Fair value | $6,835,000 | 893 |
| 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 | $31,554,000 | 3,360 |
| U.S. Government securities | $29,424,000 | 2,669 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $29,424,000 | 2,583 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $2,130,000 | 1,674 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $1,362,000 | 192 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $768,000 | 1,532 |
| 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 | $14,615,000 | 2,609 |
| Mortgage-backed securities | $30,786,000 | 1,696 |
| Certificates of participation in pools of residential mortgages | $17,221,000 | 1,709 |
| Issued or guaranteed by U.S. | $17,221,000 | 1,704 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $12,203,000 | 1,325 |
| CMOs issued by government agencies or sponsored agencies | $12,203,000 | 1,143 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $1,362,000 | 192 |
| Commercial mortgage pass-through securities | $1,362,000 | 133 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $31,554,000 | 3,060 |
| Total debt securities | $31,554,000 | 3,330 |
| 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 | $28,130,000 | 3,624 |
| U.S. Government securities | $27,295,000 | 2,857 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $27,295,000 | 2,774 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $835,000 | 2,294 |
| 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 | $835,000 | 1,448 |
| 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 | $8,055,000 | 3,598 |
| Mortgage-backed securities | $26,291,000 | 1,847 |
| Certificates of participation in pools of residential mortgages | $25,060,000 | 1,287 |
| Issued or guaranteed by U.S. | $25,060,000 | 1,282 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,231,000 | 2,796 |
| CMOs issued by government agencies or sponsored agencies | $1,231,000 | 2,499 |
| 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) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $28,130,000 | 3,306 |
| Total debt securities | $28,130,000 | 3,592 |
| 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 | $27,574,000 | 3,683 |
| U.S. Government securities | $26,779,000 | 2,936 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $26,779,000 | 2,854 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $795,000 | 2,372 |
| 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 | $795,000 | 1,490 |
| 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 | $14,926,000 | 2,686 |
| Mortgage-backed securities | $25,775,000 | 1,905 |
| Certificates of participation in pools of residential mortgages | $24,402,000 | 1,403 |
| Issued or guaranteed by U.S. | $24,402,000 | 1,398 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,373,000 | 2,714 |
| CMOs issued by government agencies or sponsored agencies | $1,373,000 | 2,393 |
| 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) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $27,574,000 | 3,345 |
| Total debt securities | $27,574,000 | 3,658 |
| 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 | $27,431,000 | 3,673 |
| U.S. Government securities | $26,733,000 | 2,896 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $26,733,000 | 2,832 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $698,000 | 2,505 |
| 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 | $698,000 | 1,585 |
| 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 | $15,404,000 | 2,628 |
| Mortgage-backed securities | $25,753,000 | 1,957 |
| Certificates of participation in pools of residential mortgages | $24,162,000 | 1,459 |
| Issued or guaranteed by U.S. | $24,162,000 | 1,450 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,591,000 | 2,621 |
| CMOs issued by government agencies or sponsored agencies | $1,591,000 | 2,297 |
| 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) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $27,431,000 | 3,316 |
| Total debt securities | $27,431,000 | 3,637 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $29,017,000 | 3,568 |
| U.S. Government securities | $28,331,000 | 2,788 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $28,331,000 | 2,720 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $686,000 | 2,613 |
| 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 | $686,000 | 1,675 |
| 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 | $18,867,000 | 2,326 |
| Mortgage-backed securities | $27,325,000 | 1,904 |
| Certificates of participation in pools of residential mortgages | $25,634,000 | 1,437 |
| Issued or guaranteed by U.S. | $25,634,000 | 1,430 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,691,000 | 2,585 |
| CMOs issued by government agencies or sponsored agencies | $1,691,000 | 2,230 |
| 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) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $29,017,000 | 3,221 |
| Total debt securities | $29,017,000 | 3,524 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $29,569,000 | 3,489 |
| U.S. Government securities | $29,189,000 | 2,681 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $29,189,000 | 2,616 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $380,000 | 2,958 |
| 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 | $380,000 | 1,996 |
| 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 | $11,072,000 | 3,179 |
| Mortgage-backed securities | $27,205,000 | 1,917 |
| Certificates of participation in pools of residential mortgages | $25,362,000 | 1,469 |
| Issued or guaranteed by U.S. | $25,362,000 | 1,461 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,843,000 | 2,544 |
| CMOs issued by government agencies or sponsored agencies | $1,843,000 | 2,184 |
| 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) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $29,569,000 | 3,120 |
| Total debt securities | $29,569,000 | 3,453 |
| 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 | $29,024,000 | 3,552 |
| U.S. Government securities | $26,629,000 | 2,916 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $26,629,000 | 2,850 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $2,395,000 | 1,742 |
| Privately issued residential mortgage-backed securities | $2,040,000 | 998 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $355,000 | 2,108 |
| 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 | $11,072,000 | 3,237 |
| Mortgage-backed securities | $26,672,000 | 1,973 |
| Certificates of participation in pools of residential mortgages | $24,632,000 | 1,546 |
| Issued or guaranteed by U.S. | $24,632,000 | 1,535 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,040,000 | 2,506 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $2,040,000 | 958 |
| 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 | 3,516 |
| Available-for-sale securities (fair market value) | $29,024,000 | 3,176 |
| Total debt securities | $29,024,000 | 3,524 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $32,461,000 | 3,273 |
| U.S. Government securities | $31,979,000 | 2,541 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $31,979,000 | 2,487 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $482,000 | 2,733 |
| 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 | $482,000 | 1,943 |
| 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 | $23,663,000 | 2,026 |
| Mortgage-backed securities | $24,808,000 | 2,037 |
| Certificates of participation in pools of residential mortgages | $22,638,000 | 1,622 |
| Issued or guaranteed by U.S. | $22,638,000 | 1,613 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $2,170,000 | 2,374 |
| CMOs issued by government agencies or sponsored agencies | $2,170,000 | 2,052 |
| 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) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $32,461,000 | 2,912 |
| Total debt securities | $32,461,000 | 3,234 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 943 |
| Fair value | $1,005,000 | 978 |
| 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 | $28,381,000 | 3,528 |
| U.S. Government securities | $27,860,000 | 2,746 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $27,860,000 | 2,694 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $521,000 | 2,604 |
| 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 | $521,000 | 1,821 |
| 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 | $16,220,000 | 2,617 |
| Mortgage-backed securities | $22,793,000 | 2,063 |
| Certificates of participation in pools of residential mortgages | $22,793,000 | 1,545 |
| Issued or guaranteed by U.S. | $22,793,000 | 1,536 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| 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) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $28,381,000 | 3,129 |
| Total debt securities | $28,381,000 | 3,494 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 926 |
| Fair value | $978,000 | 1,048 |
| 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 | $27,740,000 | 3,644 |
| U.S. Government securities | $26,998,000 | 2,847 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $26,998,000 | 2,800 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $742,000 | 2,451 |
| 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 | $742,000 | 1,726 |
| 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 | $22,193,000 | 2,076 |
| Mortgage-backed securities | $21,880,000 | 2,115 |
| Certificates of participation in pools of residential mortgages | $21,880,000 | 1,578 |
| Issued or guaranteed by U.S. | $21,880,000 | 1,570 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| 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) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $27,740,000 | 3,229 |
| Total debt securities | $27,740,000 | 3,603 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 979 |
| Fair value | $987,000 | 1,091 |
| 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 | $29,306,000 | 3,483 |
| U.S. Government securities | $28,646,000 | 2,719 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $28,646,000 | 2,666 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $660,000 | 2,433 |
| 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 | $660,000 | 1,730 |
| 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 | $29,306,000 | 1,644 |
| Mortgage-backed securities | $23,431,000 | 1,938 |
| Certificates of participation in pools of residential mortgages | $23,431,000 | 1,436 |
| Issued or guaranteed by U.S. | $23,431,000 | 1,425 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| 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) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $29,306,000 | 3,109 |
| Total debt securities | $29,306,000 | 3,439 |
| Structured notes | ||
| Amortized cost | $993,000 | 1,224 |
| Fair value | $990,000 | 1,238 |
| 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 | $19,894,000 | 4,465 |
| U.S. Government securities | $19,894,000 | 3,604 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $19,894,000 | 3,527 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| 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 | $0 | 2,243 |
| 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 | $19,894,000 | 2,227 |
| Mortgage-backed securities | $5,760,000 | 3,664 |
| Certificates of participation in pools of residential mortgages | $5,760,000 | 3,051 |
| Issued or guaranteed by U.S. | $5,760,000 | 3,036 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| 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) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $19,894,000 | 3,969 |
| Total debt securities | $19,894,000 | 4,415 |
| Structured notes | ||
| Amortized cost | $4,049,000 | 596 |
| Fair value | $4,040,000 | 599 |
| 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 | $21,089,000 | 4,349 |
| U.S. Government securities | $21,089,000 | 3,494 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $21,089,000 | 3,423 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| 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 | $21,089,000 | 2,088 |
| Mortgage-backed securities | $5,997,000 | 3,451 |
| Certificates of participation in pools of residential mortgages | $5,997,000 | 2,846 |
| Issued or guaranteed by U.S. | $5,997,000 | 2,832 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| 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) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $21,089,000 | 3,833 |
| Total debt securities | $21,089,000 | 4,300 |
| Structured notes | ||
| Amortized cost | $5,047,000 | 612 |
| Fair value | $5,031,000 | 608 |
| 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 | $20,125,000 | 4,480 |
| U.S. Government securities | $20,125,000 | 3,633 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $20,125,000 | 3,543 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| 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 | $15,314,000 | 2,630 |
| Mortgage-backed securities | $5,262,000 | 3,563 |
| Certificates of participation in pools of residential mortgages | $5,262,000 | 2,932 |
| Issued or guaranteed by U.S. | $5,262,000 | 2,917 |
| 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) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $20,125,000 | 3,940 |
| Total debt securities | $20,125,000 | 4,432 |
| Structured notes | ||
| Amortized cost | $5,047,000 | 633 |
| Fair value | $4,966,000 | 639 |
| 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 | $20,857,000 | 4,390 |
| U.S. Government securities | $20,857,000 | 3,562 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $20,857,000 | 3,475 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| 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 | $20,857,000 | 2,123 |
| Mortgage-backed securities | $5,704,000 | 3,425 |
| Certificates of participation in pools of residential mortgages | $5,704,000 | 2,814 |
| Issued or guaranteed by U.S. | $5,704,000 | 2,800 |
| 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) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $20,857,000 | 3,861 |
| Total debt securities | $20,857,000 | 4,340 |
| Structured notes | ||
| Amortized cost | $5,047,000 | 680 |
| Fair value | $4,981,000 | 693 |
| 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 | $20,738,000 | 4,432 |
| U.S. Government securities | $20,738,000 | 3,622 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $20,738,000 | 3,527 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| 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 | $20,738,000 | 2,139 |
| Mortgage-backed securities | $4,715,000 | 3,709 |
| Certificates of participation in pools of residential mortgages | $4,715,000 | 3,079 |
| Issued or guaranteed by U.S. | $4,715,000 | 3,066 |
| 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) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $20,738,000 | 3,884 |
| Total debt securities | $20,738,000 | 4,383 |
| Structured notes | ||
| Amortized cost | $8,038,000 | 468 |
| Fair value | $7,901,000 | 475 |
| 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 | $21,035,000 | 4,443 |
| U.S. Government securities | $21,035,000 | 3,625 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $21,035,000 | 3,520 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| 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 | $13,435,000 | 2,872 |
| Mortgage-backed securities | $6,105,000 | 3,317 |
| Certificates of participation in pools of residential mortgages | $6,105,000 | 2,739 |
| Issued or guaranteed by U.S. | $6,105,000 | 2,726 |
| 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) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $21,035,000 | 3,882 |
| Total debt securities | $21,035,000 | 4,390 |
| Structured notes | ||
| Amortized cost | $7,766,000 | 530 |
| Fair value | $8,037,000 | 501 |
| 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 | $21,083,000 | 4,419 |
| U.S. Government securities | $21,083,000 | 3,619 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $21,083,000 | 3,504 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| 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 | $13,943,000 | 2,818 |
| Mortgage-backed securities | $6,423,000 | 3,255 |
| Certificates of participation in pools of residential mortgages | $6,423,000 | 2,700 |
| Issued or guaranteed by U.S. | $6,423,000 | 2,687 |
| 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) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $21,083,000 | 3,843 |
| Total debt securities | $21,083,000 | 4,360 |
| Structured notes | ||
| Amortized cost | $8,037,000 | 537 |
| Fair value | $7,766,000 | 543 |
| 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 | $22,887,000 | 4,256 |
| U.S. Government securities | $22,887,000 | 3,450 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $22,887,000 | 3,337 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| 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 | $1,937,000 | 5,885 |
| Mortgage-backed securities | $7,118,000 | 3,144 |
| Certificates of participation in pools of residential mortgages | $7,118,000 | 2,615 |
| Issued or guaranteed by U.S. | $7,118,000 | 2,602 |
| 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) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $22,887,000 | 3,685 |
| Total debt securities | $22,887,000 | 4,193 |
| Structured notes | ||
| Amortized cost | $8,037,000 | 548 |
| Fair value | $7,803,000 | 561 |
| 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 | $23,908,000 | 4,160 |
| U.S. Government securities | $23,908,000 | 3,341 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $23,908,000 | 3,232 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| 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 | $995,000 | 6,425 |
| Mortgage-backed securities | $7,500,000 | 3,104 |
| Certificates of participation in pools of residential mortgages | $7,500,000 | 2,552 |
| Issued or guaranteed by U.S. | $7,500,000 | 2,542 |
| 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) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $23,908,000 | 3,589 |
| Total debt securities | $23,909,000 | 4,102 |
| Structured notes | ||
| Amortized cost | $8,036,000 | 542 |
| Fair value | $7,866,000 | 555 |
| 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 | $24,676,000 | 4,037 |
| U.S. Government securities | $24,676,000 | 3,221 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $24,676,000 | 3,106 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| 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 | $1,008,000 | 6,408 |
| Mortgage-backed securities | $8,116,000 | 3,017 |
| Certificates of participation in pools of residential mortgages | $8,116,000 | 2,471 |
| Issued or guaranteed by U.S. | $8,116,000 | 2,459 |
| 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) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $24,676,000 | 3,489 |
| Total debt securities | $24,677,000 | 3,979 |
| Structured notes | ||
| Amortized cost | $8,036,000 | 534 |
| Fair value | $7,931,000 | 539 |
| 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 | $29,502,000 | 3,621 |
| U.S. Government securities | $29,502,000 | 2,842 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $29,502,000 | 2,738 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| 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 | $2,991,000 | 5,362 |
| Mortgage-backed securities | $9,512,000 | 2,877 |
| Certificates of participation in pools of residential mortgages | $9,512,000 | 2,336 |
| Issued or guaranteed by U.S. | $9,512,000 | 2,325 |
| 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) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $29,502,000 | 3,138 |
| Total debt securities | $29,502,000 | 3,573 |
| Structured notes | ||
| Amortized cost | $8,524,000 | 509 |
| Fair value | $8,510,000 | 508 |
| 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 | $34,167,000 | 3,284 |
| U.S. Government securities | $34,167,000 | 2,554 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $34,167,000 | 2,460 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| 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 | $2,974,000 | 5,418 |
| Mortgage-backed securities | $9,798,000 | 2,908 |
| Certificates of participation in pools of residential mortgages | $9,798,000 | 2,347 |
| Issued or guaranteed by U.S. | $9,798,000 | 2,337 |
| 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) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $34,167,000 | 2,823 |
| Total debt securities | $34,167,000 | 3,234 |
| Structured notes | ||
| Amortized cost | $9,010,000 | 469 |
| Fair value | $8,882,000 | 470 |
| 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 | $37,927,000 | 3,035 |
| U.S. Government securities | $37,927,000 | 2,337 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $37,927,000 | 2,256 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| 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 | $2,302,000 | 5,727 |
| Mortgage-backed securities | $10,334,000 | 2,888 |
| Certificates of participation in pools of residential mortgages | $10,334,000 | 2,325 |
| Issued or guaranteed by U.S. | $10,334,000 | 2,318 |
| 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) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $37,927,000 | 2,607 |
| Total debt securities | $37,927,000 | 2,981 |
| Structured notes | ||
| Amortized cost | $9,009,000 | 466 |
| Fair value | $8,963,000 | 467 |
| 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 | $17,692,000 | 5,066 |
| U.S. Government securities | $17,692,000 | 4,138 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $17,692,000 | 3,994 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| 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 | $1,636,000 | 6,115 |
| Mortgage-backed securities | $4,542,000 | 4,100 |
| Certificates of participation in pools of residential mortgages | $4,542,000 | 3,475 |
| Issued or guaranteed by U.S. | $4,542,000 | 3,469 |
| 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) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $17,692,000 | 4,414 |
| Total debt securities | $17,692,000 | 4,992 |
| Structured notes | ||
| Amortized cost | $3,044,000 | 1,200 |
| Fair value | $3,043,000 | 1,203 |
| 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 | $8,600,000 | 6,880 |
| U.S. Government securities | $8,600,000 | 6,127 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $8,600,000 | 5,971 |
| 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 | $0 | 7,245 |
| Mortgage-backed securities | $2,622,000 | 4,861 |
| Certificates of participation in pools of residential mortgages | $2,622,000 | 4,246 |
| Issued or guaranteed by U.S. | $2,622,000 | 4,235 |
| 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) | $8,600,000 | 6,126 |
| Total debt securities | $8,600,000 | 6,807 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $8,992,000 | 6,779 |
| U.S. Government securities | $8,992,000 | 5,986 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $8,992,000 | 5,827 |
| 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 | $0 | 7,252 |
| Mortgage-backed securities | $2,886,000 | 4,815 |
| Certificates of participation in pools of residential mortgages | $2,886,000 | 4,180 |
| Issued or guaranteed by U.S. | $2,886,000 | 4,169 |
| 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) | $8,992,000 | 6,029 |
| Total debt securities | $8,992,000 | 6,699 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |