Home > Valley Bank of Helena > Securities
Valley Bank of Helena, Securities
| 2012-03-31 | Rank | |
| Total securities | $248,460,000 | 635 |
| U.S. Government securities | $165,678,000 | 677 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $165,678,000 | 660 |
| Securities issued by states & political subdivisions | $69,813,000 | 391 |
| Other domestic debt securities | $12,969,000 | 617 |
| Privately issued residential mortgage-backed securities | $3,927,000 | 402 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $894,000 | 183 |
| Other domestic debt securities - All other | $8,148,000 | 550 |
| 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 | $69,647,000 | 870 |
| Mortgage-backed securities | $168,604,000 | 505 |
| Certificates of participation in pools of residential mortgages | $123,000 | 5,404 |
| Issued or guaranteed by U.S. | $123,000 | 5,396 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $168,481,000 | 241 |
| CMOs issued by government agencies or sponsored agencies | $164,554,000 | 228 |
| Privately issued | $3,927,000 | 389 |
| 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) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $248,460,000 | 567 |
| Total debt securities | $248,461,000 | 625 |
| Structured notes | ||
| Amortized cost | $978,000 | 2,426 |
| Fair value | $1,001,000 | 2,266 |
| 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 | $241,704,000 | 626 |
| U.S. Government securities | $162,655,000 | 652 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $162,655,000 | 633 |
| Securities issued by states & political subdivisions | $65,744,000 | 404 |
| Other domestic debt securities | $13,305,000 | 616 |
| Privately issued residential mortgage-backed securities | $4,362,000 | 446 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $894,000 | 171 |
| Other domestic debt securities - All other | $8,049,000 | 514 |
| 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 | $59,949,000 | 913 |
| Mortgage-backed securities | $165,916,000 | 489 |
| Certificates of participation in pools of residential mortgages | $124,000 | 5,389 |
| Issued or guaranteed by U.S. | $124,000 | 5,375 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $165,792,000 | 243 |
| CMOs issued by government agencies or sponsored agencies | $161,430,000 | 218 |
| Privately issued | $4,362,000 | 427 |
| 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) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $241,704,000 | 555 |
| Total debt securities | $241,703,000 | 616 |
| Structured notes | ||
| Amortized cost | $1,073,000 | 2,105 |
| Fair value | $1,101,000 | 2,099 |
| 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 | $217,115,000 | 674 |
| U.S. Government securities | $140,898,000 | 746 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $140,898,000 | 723 |
| Securities issued by states & political subdivisions | $63,358,000 | 401 |
| Other domestic debt securities | $12,859,000 | 621 |
| Privately issued residential mortgage-backed securities | $4,894,000 | 440 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $1,075,000 | 162 |
| Other domestic debt securities - All other | $6,890,000 | 538 |
| 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 | $64,423,000 | 835 |
| Mortgage-backed securities | $144,592,000 | 544 |
| Certificates of participation in pools of residential mortgages | $125,000 | 5,400 |
| Issued or guaranteed by U.S. | $125,000 | 5,384 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $144,467,000 | 262 |
| CMOs issued by government agencies or sponsored agencies | $139,573,000 | 237 |
| Privately issued | $4,894,000 | 419 |
| 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) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $217,115,000 | 598 |
| Total debt securities | $217,114,000 | 664 |
| Structured notes | ||
| Amortized cost | $1,166,000 | 2,143 |
| Fair value | $1,200,000 | 2,141 |
| 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 | $198,421,000 | 746 |
| U.S. Government securities | $124,411,000 | 832 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $124,411,000 | 801 |
| Securities issued by states & political subdivisions | $60,840,000 | 396 |
| Other domestic debt securities | $13,170,000 | 602 |
| Privately issued residential mortgage-backed securities | $5,123,000 | 443 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $992,000 | 179 |
| Other domestic debt securities - All other | $7,055,000 | 493 |
| 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 | $54,398,000 | 981 |
| Mortgage-backed securities | $128,262,000 | 578 |
| Certificates of participation in pools of residential mortgages | $129,000 | 5,414 |
| Issued or guaranteed by U.S. | $129,000 | 5,403 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $128,133,000 | 284 |
| CMOs issued by government agencies or sponsored agencies | $123,010,000 | 250 |
| Privately issued | $5,123,000 | 424 |
| 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) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $198,421,000 | 657 |
| Total debt securities | $198,421,000 | 730 |
| Structured notes | ||
| Amortized cost | $1,241,000 | 2,358 |
| Fair value | $1,272,000 | 2,340 |
| 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 | $192,283,000 | 761 |
| U.S. Government securities | $121,986,000 | 846 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $121,986,000 | 813 |
| Securities issued by states & political subdivisions | $56,293,000 | 432 |
| Other domestic debt securities | $14,004,000 | 582 |
| Privately issued residential mortgage-backed securities | $5,785,000 | 451 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $1,179,000 | 158 |
| Other domestic debt securities - All other | $7,040,000 | 493 |
| 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 | $38,895,000 | 1,309 |
| Mortgage-backed securities | $126,446,000 | 570 |
| Certificates of participation in pools of residential mortgages | $132,000 | 5,410 |
| Issued or guaranteed by U.S. | $132,000 | 5,396 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $126,314,000 | 281 |
| CMOs issued by government agencies or sponsored agencies | $120,529,000 | 242 |
| Privately issued | $5,785,000 | 435 |
| 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) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $192,283,000 | 668 |
| Total debt securities | $192,283,000 | 750 |
| Structured notes | ||
| Amortized cost | $1,311,000 | 2,363 |
| Fair value | $1,325,000 | 2,360 |
| 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 | $164,115,000 | 843 |
| U.S. Government securities | $109,099,000 | 883 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $109,099,000 | 844 |
| Securities issued by states & political subdivisions | $47,496,000 | 514 |
| Other domestic debt securities | $7,520,000 | 906 |
| Privately issued residential mortgage-backed securities | $6,421,000 | 465 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $1,099,000 | 165 |
| 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 | $33,084,000 | 1,478 |
| Mortgage-backed securities | $114,058,000 | 600 |
| Certificates of participation in pools of residential mortgages | $144,000 | 5,379 |
| Issued or guaranteed by U.S. | $144,000 | 5,366 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $113,914,000 | 300 |
| CMOs issued by government agencies or sponsored agencies | $107,493,000 | 264 |
| Privately issued | $6,421,000 | 445 |
| 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) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $164,115,000 | 753 |
| Total debt securities | $164,116,000 | 834 |
| Structured notes | ||
| Amortized cost | $1,433,000 | 2,184 |
| Fair value | $1,462,000 | 2,157 |
| 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 | $114,999,000 | 1,159 |
| U.S. Government securities | $62,374,000 | 1,433 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $62,374,000 | 1,375 |
| Securities issued by states & political subdivisions | $43,569,000 | 552 |
| Other domestic debt securities | $9,056,000 | 836 |
| Privately issued residential mortgage-backed securities | $7,841,000 | 450 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $1,215,000 | 171 |
| 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 | $40,027,000 | 1,266 |
| Mortgage-backed securities | $68,579,000 | 884 |
| Certificates of participation in pools of residential mortgages | $149,000 | 5,401 |
| Issued or guaranteed by U.S. | $149,000 | 5,388 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $68,430,000 | 431 |
| CMOs issued by government agencies or sponsored agencies | $60,589,000 | 398 |
| Privately issued | $7,841,000 | 432 |
| 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) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $114,999,000 | 1,030 |
| Total debt securities | $115,000,000 | 1,143 |
| Structured notes | ||
| Amortized cost | $1,595,000 | 2,112 |
| Fair value | $1,636,000 | 2,106 |
| 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 | $116,962,000 | 1,136 |
| U.S. Government securities | $64,140,000 | 1,418 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $64,140,000 | 1,361 |
| Securities issued by states & political subdivisions | $40,357,000 | 575 |
| Other domestic debt securities | $12,465,000 | 678 |
| Privately issued residential mortgage-backed securities | $11,317,000 | 401 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $1,148,000 | 180 |
| 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 | $36,729,000 | 1,375 |
| Mortgage-backed securities | $73,726,000 | 829 |
| Certificates of participation in pools of residential mortgages | $152,000 | 5,455 |
| Issued or guaranteed by U.S. | $152,000 | 5,442 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $73,574,000 | 403 |
| CMOs issued by government agencies or sponsored agencies | $62,257,000 | 372 |
| Privately issued | $11,317,000 | 385 |
| 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) | $116,962,000 | 996 |
| Total debt securities | $116,962,000 | 1,123 |
| Structured notes | ||
| Amortized cost | $1,705,000 | 2,191 |
| Fair value | $1,731,000 | 2,193 |
| 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 | $107,197,000 | 1,240 |
| U.S. Government securities | $51,130,000 | 1,747 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $51,130,000 | 1,691 |
| Securities issued by states & political subdivisions | $42,871,000 | 521 |
| Other domestic debt securities | $13,196,000 | 674 |
| Privately issued residential mortgage-backed securities | $11,994,000 | 408 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $1,202,000 | 186 |
| 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 | $72,714,000 | 780 |
| Mortgage-backed securities | $63,124,000 | 951 |
| Certificates of participation in pools of residential mortgages | $158,000 | 5,554 |
| Issued or guaranteed by U.S. | $158,000 | 5,540 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $62,966,000 | 450 |
| CMOs issued by government agencies or sponsored agencies | $50,972,000 | 424 |
| Privately issued | $11,994,000 | 389 |
| 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) | $107,197,000 | 1,094 |
| Total debt securities | $107,195,000 | 1,222 |
| 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 | $101,131,000 | 1,282 |
| U.S. Government securities | $46,122,000 | 1,880 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $46,122,000 | 1,822 |
| Securities issued by states & political subdivisions | $41,346,000 | 541 |
| Other domestic debt securities | $13,663,000 | 681 |
| Privately issued residential mortgage-backed securities | $12,858,000 | 407 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $805,000 | 231 |
| 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 | $61,114,000 | 903 |
| Mortgage-backed securities | $58,980,000 | 1,019 |
| Certificates of participation in pools of residential mortgages | $162,000 | 5,610 |
| Issued or guaranteed by U.S. | $162,000 | 5,594 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $58,818,000 | 458 |
| CMOs issued by government agencies or sponsored agencies | $45,960,000 | 433 |
| Privately issued | $12,858,000 | 390 |
| 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) | $101,131,000 | 1,124 |
| Total debt securities | $101,131,000 | 1,261 |
| 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 | $85,912,000 | 1,485 |
| U.S. Government securities | $27,399,000 | 2,850 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $27,399,000 | 2,790 |
| Securities issued by states & political subdivisions | $41,966,000 | 528 |
| Other domestic debt securities | $16,547,000 | 652 |
| Privately issued residential mortgage-backed securities | $15,780,000 | 397 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $767,000 | 253 |
| 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 | $49,882,000 | 1,075 |
| Mortgage-backed securities | $43,179,000 | 1,375 |
| Certificates of participation in pools of residential mortgages | $165,000 | 5,692 |
| Issued or guaranteed by U.S. | $165,000 | 5,673 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $43,014,000 | 580 |
| CMOs issued by government agencies or sponsored agencies | $27,234,000 | 602 |
| Privately issued | $15,780,000 | 380 |
| 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) | $85,912,000 | 1,294 |
| Total debt securities | $85,911,000 | 1,461 |
| 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 | $74,874,000 | 1,664 |
| U.S. Government securities | $22,396,000 | 3,220 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $22,396,000 | 3,151 |
| Securities issued by states & political subdivisions | $38,232,000 | 559 |
| Other domestic debt securities | $14,246,000 | 737 |
| Privately issued residential mortgage-backed securities | $12,917,000 | 452 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $1,329,000 | 226 |
| 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 | $55,143,000 | 982 |
| Mortgage-backed securities | $35,313,000 | 1,607 |
| Certificates of participation in pools of residential mortgages | $171,000 | 5,742 |
| Issued or guaranteed by U.S. | $171,000 | 5,723 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $35,142,000 | 635 |
| CMOs issued by government agencies or sponsored agencies | $22,225,000 | 651 |
| Privately issued | $12,917,000 | 434 |
| 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) | $74,874,000 | 1,442 |
| Total debt securities | $74,875,000 | 1,636 |
| 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 | $73,394,000 | 1,676 |
| U.S. Government securities | $25,711,000 | 2,977 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $25,711,000 | 2,916 |
| Securities issued by states & political subdivisions | $38,085,000 | 530 |
| Other domestic debt securities | $9,598,000 | 904 |
| Privately issued residential mortgage-backed securities | $8,241,000 | 576 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,357,000 | 194 |
| 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 | $59,416,000 | 942 |
| Mortgage-backed securities | $33,952,000 | 1,653 |
| Certificates of participation in pools of residential mortgages | $175,000 | 5,792 |
| Issued or guaranteed by U.S. | $175,000 | 5,774 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $33,777,000 | 647 |
| CMOs issued by government agencies or sponsored agencies | $25,536,000 | 580 |
| Privately issued | $8,241,000 | 549 |
| 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) | $73,394,000 | 1,473 |
| Total debt securities | $73,394,000 | 1,652 |
| 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 | $79,630,000 | 1,531 |
| U.S. Government securities | $28,785,000 | 2,757 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $28,785,000 | 2,699 |
| Securities issued by states & political subdivisions | $39,230,000 | 498 |
| Other domestic debt securities | $11,615,000 | 762 |
| Privately issued residential mortgage-backed securities | $9,369,000 | 520 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,246,000 | 1,053 |
| 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 | $61,152,000 | 932 |
| Mortgage-backed securities | $38,154,000 | 1,460 |
| Certificates of participation in pools of residential mortgages | $188,000 | 5,793 |
| Issued or guaranteed by U.S. | $188,000 | 5,772 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $37,966,000 | 582 |
| CMOs issued by government agencies or sponsored agencies | $28,597,000 | 503 |
| Privately issued | $9,369,000 | 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 | 3,539 |
| Available-for-sale securities (fair market value) | $79,630,000 | 1,331 |
| Total debt securities | $79,630,000 | 1,504 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $71,594,000 | 1,657 |
| U.S. Government securities | $31,307,000 | 2,503 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $31,307,000 | 2,447 |
| Securities issued by states & political subdivisions | $28,516,000 | 724 |
| Other domestic debt securities | $11,771,000 | 752 |
| Privately issued residential mortgage-backed securities | $9,497,000 | 520 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,274,000 | 1,026 |
| 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 | $56,425,000 | 969 |
| Mortgage-backed securities | $40,804,000 | 1,310 |
| Certificates of participation in pools of residential mortgages | $195,000 | 5,792 |
| Issued or guaranteed by U.S. | $195,000 | 5,774 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $40,609,000 | 523 |
| CMOs issued by government agencies or sponsored agencies | $31,112,000 | 440 |
| Privately issued | $9,497,000 | 495 |
| 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) | $71,594,000 | 1,432 |
| Total debt securities | $71,593,000 | 1,634 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $65,177,000 | 1,830 |
| U.S. Government securities | $23,695,000 | 3,142 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $23,695,000 | 3,084 |
| Securities issued by states & political subdivisions | $29,350,000 | 716 |
| Other domestic debt securities | $12,132,000 | 785 |
| Privately issued residential mortgage-backed securities | $9,676,000 | 519 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,456,000 | 1,062 |
| 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 | $61,634,000 | 872 |
| Mortgage-backed securities | $33,371,000 | 1,527 |
| Certificates of participation in pools of residential mortgages | $201,000 | 5,801 |
| Issued or guaranteed by U.S. | $201,000 | 5,776 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $33,170,000 | 583 |
| CMOs issued by government agencies or sponsored agencies | $23,494,000 | 532 |
| Privately issued | $9,676,000 | 490 |
| 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) | $65,177,000 | 1,600 |
| Total debt securities | $65,177,000 | 1,803 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $56,848,000 | 2,049 |
| U.S. Government securities | $24,146,000 | 3,087 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $24,146,000 | 3,034 |
| Securities issued by states & political subdivisions | $30,415,000 | 686 |
| Other domestic debt securities | $2,287,000 | 1,663 |
| 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 | $2,287,000 | 1,060 |
| 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 | $53,493,000 | 969 |
| Mortgage-backed securities | $24,146,000 | 1,895 |
| Certificates of participation in pools of residential mortgages | $216,000 | 5,777 |
| Issued or guaranteed by U.S. | $216,000 | 5,745 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $23,930,000 | 704 |
| CMOs issued by government agencies or sponsored agencies | $23,930,000 | 523 |
| 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) | $56,848,000 | 1,799 |
| Total debt securities | $56,848,000 | 2,000 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $58,716,000 | 1,990 |
| U.S. Government securities | $25,871,000 | 2,989 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $25,871,000 | 2,934 |
| Securities issued by states & political subdivisions | $30,401,000 | 658 |
| Other domestic debt securities | $2,444,000 | 1,508 |
| 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 | $2,444,000 | 971 |
| 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 | $54,970,000 | 945 |
| Mortgage-backed securities | $25,871,000 | 1,598 |
| Certificates of participation in pools of residential mortgages | $224,000 | 5,656 |
| Issued or guaranteed by U.S. | $224,000 | 5,635 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $25,647,000 | 636 |
| CMOs issued by government agencies or sponsored agencies | $25,647,000 | 472 |
| 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) | $58,716,000 | 1,728 |
| Total debt securities | $58,717,000 | 1,940 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $60,638,000 | 1,913 |
| U.S. Government securities | $27,861,000 | 2,865 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $27,861,000 | 2,804 |
| Securities issued by states & political subdivisions | $30,295,000 | 649 |
| Other domestic debt securities | $2,482,000 | 1,460 |
| 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 | $2,482,000 | 938 |
| 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 | $54,941,000 | 912 |
| Mortgage-backed securities | $27,861,000 | 1,433 |
| Certificates of participation in pools of residential mortgages | $230,000 | 5,589 |
| Issued or guaranteed by U.S. | $230,000 | 5,567 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $27,631,000 | 583 |
| CMOs issued by government agencies or sponsored agencies | $27,631,000 | 437 |
| 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) | $60,638,000 | 1,653 |
| Total debt securities | $60,639,000 | 1,865 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $62,784,000 | 1,846 |
| U.S. Government securities | $30,196,000 | 2,665 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $30,196,000 | 2,599 |
| Securities issued by states & political subdivisions | $30,079,000 | 647 |
| Other domestic debt securities | $2,509,000 | 1,388 |
| 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 | $2,509,000 | 891 |
| 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 | $55,582,000 | 900 |
| Mortgage-backed securities | $30,196,000 | 1,323 |
| Certificates of participation in pools of residential mortgages | $259,000 | 5,555 |
| Issued or guaranteed by U.S. | $259,000 | 5,535 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $29,937,000 | 555 |
| CMOs issued by government agencies or sponsored agencies | $29,937,000 | 420 |
| 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) | $62,784,000 | 1,597 |
| Total debt securities | $62,784,000 | 1,806 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $66,846,000 | 1,759 |
| U.S. Government securities | $33,532,000 | 2,467 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $33,532,000 | 2,390 |
| Securities issued by states & political subdivisions | $30,687,000 | 625 |
| Other domestic debt securities | $2,627,000 | 1,363 |
| 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 | $2,627,000 | 884 |
| 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 | $50,712,000 | 987 |
| Mortgage-backed securities | $33,532,000 | 1,208 |
| Certificates of participation in pools of residential mortgages | $289,000 | 5,524 |
| Issued or guaranteed by U.S. | $289,000 | 5,499 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $33,243,000 | 522 |
| CMOs issued by government agencies or sponsored agencies | $33,243,000 | 399 |
| 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) | $66,846,000 | 1,510 |
| Total debt securities | $66,848,000 | 1,722 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $69,975,000 | 1,697 |
| U.S. Government securities | $36,675,000 | 2,326 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $36,675,000 | 2,263 |
| Securities issued by states & political subdivisions | $30,673,000 | 615 |
| Other domestic debt securities | $2,627,000 | 1,369 |
| 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 | $2,627,000 | 918 |
| 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 | $63,886,000 | 799 |
| Mortgage-backed securities | $36,675,000 | 1,158 |
| Certificates of participation in pools of residential mortgages | $304,000 | 5,507 |
| Issued or guaranteed by U.S. | $304,000 | 5,486 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $36,371,000 | 492 |
| CMOs issued by government agencies or sponsored agencies | $36,371,000 | 392 |
| 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) | $69,975,000 | 1,472 |
| Total debt securities | $69,975,000 | 1,664 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $72,704,000 | 1,661 |
| U.S. Government securities | $39,287,000 | 2,197 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $39,287,000 | 2,137 |
| Securities issued by states & political subdivisions | $30,752,000 | 619 |
| Other domestic debt securities | $2,665,000 | 1,360 |
| 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 | $2,665,000 | 911 |
| 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 | $66,571,000 | 777 |
| Mortgage-backed securities | $39,287,000 | 1,124 |
| Certificates of participation in pools of residential mortgages | $345,000 | 5,471 |
| Issued or guaranteed by U.S. | $345,000 | 5,445 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $38,942,000 | 470 |
| CMOs issued by government agencies or sponsored agencies | $38,942,000 | 375 |
| 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) | $72,704,000 | 1,419 |
| Total debt securities | $72,704,000 | 1,631 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $74,477,000 | 1,621 |
| U.S. Government securities | $41,657,000 | 2,087 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $41,657,000 | 2,019 |
| Securities issued by states & political subdivisions | $30,158,000 | 604 |
| Other domestic debt securities | $2,662,000 | 1,363 |
| 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 | $2,662,000 | 925 |
| 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 | $68,308,000 | 761 |
| Mortgage-backed securities | $41,657,000 | 1,081 |
| Certificates of participation in pools of residential mortgages | $354,000 | 5,488 |
| Issued or guaranteed by U.S. | $354,000 | 5,463 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $41,303,000 | 452 |
| CMOs issued by government agencies or sponsored agencies | $41,303,000 | 353 |
| 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) | $74,477,000 | 1,393 |
| Total debt securities | $74,477,000 | 1,591 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $78,177,000 | 1,575 |
| U.S. Government securities | $44,872,000 | 1,984 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $44,872,000 | 1,919 |
| Securities issued by states & political subdivisions | $30,641,000 | 596 |
| Other domestic debt securities | $2,664,000 | 1,392 |
| 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 | $2,664,000 | 949 |
| 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 | $72,079,000 | 723 |
| Mortgage-backed securities | $44,872,000 | 1,037 |
| Certificates of participation in pools of residential mortgages | $401,000 | 5,451 |
| Issued or guaranteed by U.S. | $401,000 | 5,428 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $44,471,000 | 429 |
| CMOs issued by government agencies or sponsored agencies | $44,471,000 | 332 |
| 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) | $78,177,000 | 1,362 |
| Total debt securities | $78,177,000 | 1,534 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $81,139,000 | 1,499 |
| U.S. Government securities | $47,822,000 | 1,885 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $47,822,000 | 1,819 |
| Securities issued by states & political subdivisions | $30,653,000 | 598 |
| Other domestic debt securities | $2,664,000 | 1,438 |
| 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 | $2,664,000 | 1,009 |
| 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 | $75,057,000 | 688 |
| Mortgage-backed securities | $47,822,000 | 991 |
| Certificates of participation in pools of residential mortgages | $437,000 | 5,451 |
| Issued or guaranteed by U.S. | $437,000 | 5,425 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $47,385,000 | 409 |
| CMOs issued by government agencies or sponsored agencies | $47,385,000 | 314 |
| 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) | $81,139,000 | 1,282 |
| Total debt securities | $81,139,000 | 1,469 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $87,426,000 | 1,406 |
| U.S. Government securities | $54,030,000 | 1,662 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $54,030,000 | 1,599 |
| Securities issued by states & political subdivisions | $30,732,000 | 586 |
| Other domestic debt securities | $2,664,000 | 1,460 |
| 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 | $2,664,000 | 1,047 |
| 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 | $81,330,000 | 633 |
| Mortgage-backed securities | $54,030,000 | 889 |
| Certificates of participation in pools of residential mortgages | $507,000 | 5,398 |
| Issued or guaranteed by U.S. | $507,000 | 5,378 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $53,523,000 | 380 |
| CMOs issued by government agencies or sponsored agencies | $53,523,000 | 292 |
| 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) | $87,426,000 | 1,197 |
| Total debt securities | $87,426,000 | 1,378 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $94,307,000 | 1,304 |
| U.S. Government securities | $60,559,000 | 1,504 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $60,559,000 | 1,443 |
| Securities issued by states & political subdivisions | $31,079,000 | 565 |
| Other domestic debt securities | $2,669,000 | 1,490 |
| 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 | $2,669,000 | 1,093 |
| 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 | $87,883,000 | 580 |
| Mortgage-backed securities | $60,559,000 | 832 |
| Certificates of participation in pools of residential mortgages | $579,000 | 5,376 |
| Issued or guaranteed by U.S. | $579,000 | 5,352 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $59,980,000 | 363 |
| CMOs issued by government agencies or sponsored agencies | $59,980,000 | 282 |
| 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) | $94,307,000 | 1,122 |
| Total debt securities | $94,307,000 | 1,281 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $97,068,000 | 1,290 |
| U.S. Government securities | $64,048,000 | 1,452 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $64,048,000 | 1,390 |
| Securities issued by states & political subdivisions | $30,332,000 | 581 |
| Other domestic debt securities | $2,688,000 | 1,526 |
| 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 | $2,688,000 | 1,153 |
| 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 | $90,600,000 | 573 |
| Mortgage-backed securities | $64,048,000 | 822 |
| Certificates of participation in pools of residential mortgages | $900,000 | 5,170 |
| Issued or guaranteed by U.S. | $900,000 | 5,155 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $63,148,000 | 362 |
| CMOs issued by government agencies or sponsored agencies | $63,148,000 | 289 |
| 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) | $97,068,000 | 1,103 |
| Total debt securities | $97,068,000 | 1,264 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $100,388,000 | 1,290 |
| U.S. Government securities | $67,077,000 | 1,395 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $67,077,000 | 1,338 |
| Securities issued by states & political subdivisions | $30,617,000 | 585 |
| Other domestic debt securities | $2,694,000 | 1,567 |
| 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 | $2,694,000 | 1,200 |
| 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 | $94,010,000 | 551 |
| Mortgage-backed securities | $67,077,000 | 816 |
| Certificates of participation in pools of residential mortgages | $1,063,000 | 5,076 |
| Issued or guaranteed by U.S. | $1,063,000 | 5,063 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $66,014,000 | 365 |
| CMOs issued by government agencies or sponsored agencies | $66,014,000 | 288 |
| 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) | $100,388,000 | 1,093 |
| Total debt securities | $100,388,000 | 1,249 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $102,386,000 | 1,247 |
| U.S. Government securities | $69,195,000 | 1,330 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $69,195,000 | 1,283 |
| Securities issued by states & political subdivisions | $30,492,000 | 588 |
| Other domestic debt securities | $2,699,000 | 1,593 |
| 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 | $2,699,000 | 1,256 |
| 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 | $96,049,000 | 525 |
| Mortgage-backed securities | $62,102,000 | 870 |
| Certificates of participation in pools of residential mortgages | $1,507,000 | 4,807 |
| Issued or guaranteed by U.S. | $1,507,000 | 4,796 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $60,595,000 | 373 |
| CMOs issued by government agencies or sponsored agencies | $60,595,000 | 301 |
| 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) | $102,386,000 | 1,058 |
| Total debt securities | $102,386,000 | 1,211 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $103,350,000 | 1,259 |
| U.S. Government securities | $71,944,000 | 1,315 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $71,944,000 | 1,261 |
| Securities issued by states & political subdivisions | $28,947,000 | 614 |
| Other domestic debt securities | $2,459,000 | 1,720 |
| 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 | $2,459,000 | 1,381 |
| 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 | $73,883,000 | 634 |
| Mortgage-backed securities | $68,951,000 | 825 |
| Certificates of participation in pools of residential mortgages | $1,722,000 | 4,735 |
| Issued or guaranteed by U.S. | $1,722,000 | 4,721 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $67,229,000 | 367 |
| CMOs issued by government agencies or sponsored agencies | $67,229,000 | 291 |
| 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) | $103,350,000 | 1,062 |
| Total debt securities | $103,350,000 | 1,227 |
| 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 | $105,064,000 | 1,257 |
| U.S. Government securities | $71,681,000 | 1,314 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $71,681,000 | 1,262 |
| Securities issued by states & political subdivisions | $30,923,000 | 571 |
| Other domestic debt securities | $2,460,000 | 1,816 |
| 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 | $2,460,000 | 1,467 |
| 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 | $18,872,000 | 2,103 |
| Mortgage-backed securities | $71,681,000 | 816 |
| Certificates of participation in pools of residential mortgages | $2,069,000 | 4,567 |
| Issued or guaranteed by U.S. | $2,069,000 | 4,548 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $69,612,000 | 367 |
| CMOs issued by government agencies or sponsored agencies | $69,612,000 | 294 |
| 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) | $105,064,000 | 1,072 |
| Total debt securities | $105,064,000 | 1,213 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $104,316,000 | 1,311 |
| U.S. Government securities | $71,559,000 | 1,375 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $71,559,000 | 1,322 |
| Securities issued by states & political subdivisions | $30,297,000 | 586 |
| Other domestic debt securities | $2,460,000 | 1,850 |
| 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 | $2,460,000 | 1,570 |
| 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 | $21,525,000 | 1,842 |
| Mortgage-backed securities | $71,559,000 | 826 |
| Certificates of participation in pools of residential mortgages | $2,391,000 | 4,391 |
| Issued or guaranteed by U.S. | $2,391,000 | 4,370 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $69,168,000 | 376 |
| CMOs issued by government agencies or sponsored agencies | $69,168,000 | 329 |
| 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) | $104,316,000 | 1,114 |
| Total debt securities | $104,315,000 | 1,265 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $103,314,000 | 1,288 |
| U.S. Government securities | $71,055,000 | 1,354 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $71,055,000 | 1,307 |
| Securities issued by states & political subdivisions | $29,799,000 | 596 |
| Other domestic debt securities | $2,460,000 | 1,926 |
| 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 | $2,460,000 | 1,647 |
| 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 | $27,743,000 | 1,430 |
| Mortgage-backed securities | $71,055,000 | 826 |
| Certificates of participation in pools of residential mortgages | $2,813,000 | 4,178 |
| Issued or guaranteed by U.S. | $2,813,000 | 4,163 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $68,242,000 | 372 |
| CMOs issued by government agencies or sponsored agencies | $68,242,000 | 329 |
| 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) | $103,314,000 | 1,097 |
| Total debt securities | $103,314,000 | 1,238 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $89,841,000 | 1,421 |
| U.S. Government securities | $68,948,000 | 1,325 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $68,948,000 | 1,276 |
| Securities issued by states & political subdivisions | $18,438,000 | 1,042 |
| Other domestic debt securities | $2,455,000 | 2,001 |
| 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 | $2,455,000 | 1,725 |
| 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 | $28,935,000 | 1,356 |
| Mortgage-backed securities | $68,948,000 | 848 |
| Certificates of participation in pools of residential mortgages | $3,572,000 | 3,914 |
| Issued or guaranteed by U.S. | $3,572,000 | 3,903 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $65,376,000 | 406 |
| CMOs issued by government agencies or sponsored agencies | $65,376,000 | 359 |
| 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) | $89,841,000 | 1,218 |
| Total debt securities | $89,841,000 | 1,374 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $81,641,000 | 1,528 |
| U.S. Government securities | $57,423,000 | 1,555 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $57,423,000 | 1,497 |
| Securities issued by states & political subdivisions | $16,909,000 | 1,082 |
| Other domestic debt securities | $7,309,000 | 1,128 |
| 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 | $7,309,000 | 893 |
| 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 | $30,107,000 | 1,287 |
| Mortgage-backed securities | $57,423,000 | 953 |
| Certificates of participation in pools of residential mortgages | $4,477,000 | 3,586 |
| Issued or guaranteed by U.S. | $4,477,000 | 3,576 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $52,946,000 | 445 |
| CMOs issued by government agencies or sponsored agencies | $52,946,000 | 400 |
| 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) | $81,641,000 | 1,306 |
| Total debt securities | $81,641,000 | 1,490 |
| 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 | $75,255,000 | 1,633 |
| U.S. Government securities | $49,987,000 | 1,744 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $49,987,000 | 1,667 |
| Securities issued by states & political subdivisions | $17,027,000 | 1,049 |
| Other domestic debt securities | $8,241,000 | 1,044 |
| 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 | $8,241,000 | 825 |
| 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 | $31,262,000 | 1,252 |
| Mortgage-backed securities | $49,987,000 | 1,028 |
| Certificates of participation in pools of residential mortgages | $5,059,000 | 3,355 |
| Issued or guaranteed by U.S. | $5,059,000 | 3,342 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $44,928,000 | 506 |
| CMOs issued by government agencies or sponsored agencies | $44,928,000 | 457 |
| 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) | $75,255,000 | 1,385 |
| Total debt securities | $75,255,000 | 1,579 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $47,460,000 | 2,295 |
| U.S. Government securities | $25,041,000 | 2,946 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $25,041,000 | 2,790 |
| Securities issued by states & political subdivisions | $12,506,000 | 1,371 |
| Other domestic debt securities | $9,913,000 | 949 |
| 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 | $9,913,000 | 731 |
| 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 | $12,709,000 | 2,515 |
| Mortgage-backed securities | $25,041,000 | 1,563 |
| Certificates of participation in pools of residential mortgages | $11,984,000 | 1,873 |
| Issued or guaranteed by U.S. | $11,984,000 | 1,862 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $13,057,000 | 1,106 |
| CMOs issued by government agencies or sponsored agencies | $13,057,000 | 1,018 |
| 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) | $47,460,000 | 1,899 |
| Total debt securities | $47,460,000 | 2,223 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $16,555,000 | 5,252 |
| U.S. Government securities | $11,681,000 | 5,341 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $11,681,000 | 5,026 |
| Securities issued by states & political subdivisions | $3,875,000 | 3,260 |
| 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 | $999,000 | 2,527 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,185,000 | 2,468 |
| Mortgage-backed securities | $11,681,000 | 2,126 |
| Certificates of participation in pools of residential mortgages | $3,244,000 | 3,262 |
| Issued or guaranteed by U.S. | $3,244,000 | 3,246 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $8,437,000 | 1,128 |
| CMOs issued by government agencies or sponsored agencies | $8,437,000 | 1,015 |
| 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) | $16,555,000 | 4,314 |
| Total debt securities | $15,556,000 | 5,325 |
| 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 | $17,043,000 | 5,373 |
| U.S. Government securities | $12,749,000 | 5,315 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $12,749,000 | 4,807 |
| Securities issued by states & political subdivisions | $3,362,000 | 3,689 |
| 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 | $932,000 | 2,554 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,062,000 | 2,610 |
| Mortgage-backed securities | $10,729,000 | 2,420 |
| Certificates of participation in pools of residential mortgages | $2,190,000 | 4,081 |
| Issued or guaranteed by U.S. | $2,190,000 | 4,065 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $8,539,000 | 1,203 |
| CMOs issued by government agencies or sponsored agencies | $8,539,000 | 1,083 |
| 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) | $17,043,000 | 4,347 |
| Total debt securities | $16,111,000 | 5,466 |
| 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 | $10,751,000 | 6,872 |
| U.S. Government securities | $7,860,000 | 6,824 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $7,860,000 | 5,964 |
| Securities issued by states & political subdivisions | $2,041,000 | 4,675 |
| 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 | $850,000 | 2,612 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,215,000 | 2,980 |
| Mortgage-backed securities | $345,000 | 6,933 |
| Certificates of participation in pools of residential mortgages | $248,000 | 6,498 |
| Issued or guaranteed by U.S. | $248,000 | 6,476 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $97,000 | 4,479 |
| CMOs issued by government agencies or sponsored agencies | $97,000 | 4,289 |
| 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) | $4,924,000 | 3,440 |
| Available-for-sale securities (fair market value) | $5,827,000 | 7,058 |
| Total debt securities | $9,901,000 | 6,990 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $11,885,000 | 6,841 |
| U.S. Government securities | $9,051,000 | 6,829 |
| U.S. Treasury securities | $735,000 | 6,848 |
| U.S. Government agency obligations | $8,316,000 | 5,839 |
| Securities issued by states & political subdivisions | $1,947,000 | 4,661 |
| Other domestic debt securities | $252,000 | 2,781 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $252,000 | 2,214 |
| Foreign debt securities | NA | NA |
| Equity securities | $635,000 | 3,124 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,053,000 | 2,653 |
| Mortgage-backed securities | $982,000 | 6,356 |
| Certificates of participation in pools of residential mortgages | $318,000 | 6,572 |
| Issued or guaranteed by U.S. | $318,000 | 6,550 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $664,000 | 3,783 |
| CMOs issued by government agencies or sponsored agencies | $664,000 | 3,647 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,037,000 | 4,123 |
| Available-for-sale securities (fair market value) | $6,848,000 | 6,759 |
| Total debt securities | $11,250,000 | 6,914 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $12,827,000 | 7,043 |
| U.S. Government securities | $10,064,000 | 6,991 |
| U.S. Treasury securities | $986,000 | 7,423 |
| U.S. Government agency obligations | $9,078,000 | 5,813 |
| Securities issued by states & political subdivisions | $1,915,000 | 4,887 |
| Other domestic debt securities | $252,000 | 3,208 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $252,000 | 2,467 |
| Foreign debt securities | NA | NA |
| Equity securities | $596,000 | 3,163 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,425,000 | 2,831 |
| Mortgage-backed securities | $1,472,000 | 6,332 |
| Certificates of participation in pools of residential mortgages | $392,000 | 6,935 |
| Issued or guaranteed by U.S. | $392,000 | 6,916 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,080,000 | 3,729 |
| CMOs issued by government agencies or sponsored agencies | $1,080,000 | 3,578 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,025,000 | 4,674 |
| Available-for-sale securities (fair market value) | $7,802,000 | 6,690 |
| Total debt securities | $12,231,000 | 7,069 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $14,107,000 | 6,950 |
| U.S. Government securities | $11,300,000 | 6,817 |
| U.S. Treasury securities | $1,763,000 | 7,431 |
| U.S. Government agency obligations | $9,537,000 | 5,644 |
| Securities issued by states & political subdivisions | $2,043,000 | 4,846 |
| Other domestic debt securities | $256,000 | 3,785 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $256,000 | 2,963 |
| Foreign debt securities | NA | NA |
| Equity securities | $508,000 | 3,269 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,721,000 | 2,770 |
| Mortgage-backed securities | $1,871,000 | 6,386 |
| Certificates of participation in pools of residential mortgages | $492,000 | 7,016 |
| Issued or guaranteed by U.S. | $492,000 | 6,983 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,379,000 | 3,921 |
| CMOs issued by government agencies or sponsored agencies | $1,379,000 | 3,758 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,138,000 | 4,943 |
| Available-for-sale securities (fair market value) | $8,969,000 | 6,484 |
| Total debt securities | $13,599,000 | 6,957 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $14,937,000 | 7,140 |
| U.S. Government securities | $12,122,000 | 6,930 |
| U.S. Treasury securities | $3,668,000 | 6,549 |
| U.S. Government agency obligations | $8,454,000 | 5,984 |
| Securities issued by states & political subdivisions | $2,405,000 | 4,726 |
| Other domestic debt securities | $199,000 | 4,632 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $199,000 | 3,725 |
| Foreign debt securities | NA | NA |
| Equity securities | $211,000 | 4,692 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,350,000 | 3,387 |
| Mortgage-backed securities | $2,339,000 | 6,362 |
| Certificates of participation in pools of residential mortgages | $555,000 | 7,254 |
| Issued or guaranteed by U.S. | $555,000 | 7,227 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $1,784,000 | 3,829 |
| CMOs issued by government agencies or sponsored agencies | $1,784,000 | 3,663 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,062,000 | 6,878 |
| Available-for-sale securities (fair market value) | $7,875,000 | 5,491 |
| Total debt securities | $14,726,000 | 7,085 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $13,976,000 | 7,717 |
| U.S. Government securities | $11,450,000 | 7,448 |
| U.S. Treasury securities | $2,143,000 | 8,232 |
| U.S. Government agency obligations | $9,307,000 | 5,824 |
| Securities issued by states & political subdivisions | $1,593,000 | 5,854 |
| Other domestic debt securities | $203,000 | 5,248 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $203,000 | 4,106 |
| Foreign debt securities | NA | NA |
| Equity securities | $730,000 | 2,509 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,370,000 | 3,515 |
| Mortgage-backed securities | $4,715,000 | 5,424 |
| Certificates of participation in pools of residential mortgages | $1,423,000 | 6,426 |
| Issued or guaranteed by U.S. | $1,423,000 | 6,379 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $3,292,000 | 3,258 |
| CMOs issued by government agencies or sponsored agencies | $3,292,000 | 3,075 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $13,246,000 | 7,791 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $16,298,000 | 6,983 |
| U.S. Government securities | $14,663,000 | 6,354 |
| U.S. Treasury securities | $3,141,000 | 7,348 |
| U.S. Government agency obligations | $11,522,000 | 5,024 |
| Securities issued by states & political subdivisions | $1,147,000 | 6,298 |
| Other domestic debt securities | $488,000 | 5,174 |
| Privately issued residential mortgage-backed securities | $78,000 | 3,624 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $410,000 | 4,080 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,225,000 | 3,131 |
| Mortgage-backed securities | $6,896,000 | 4,628 |
| Certificates of participation in pools of residential mortgages | $1,900,000 | 6,266 |
| Issued or guaranteed by U.S. | $1,822,000 | 6,301 |
| Privately issued | $78,000 | 708 |
| Collaterized mortgage obligations | $4,996,000 | 2,637 |
| CMOs issued by government agencies or sponsored agencies | $4,996,000 | 2,406 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $16,298,000 | 6,874 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |