Home > First National Bank of Colorado City > Securities
First National Bank of Colorado City, Securities
| 2015-03-31 | Rank | |
| Total securities | $17,817,000 | 4,399 |
| U.S. Government securities | $14,251,000 | 3,845 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $14,251,000 | 3,727 |
| Securities issued by states & political subdivisions | $3,566,000 | 3,932 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,817,000 | 2,400 |
| Mortgage-backed securities | $12,751,000 | 2,720 |
| Certificates of participation in pools of residential mortgages | $12,751,000 | 2,165 |
| Issued or guaranteed by U.S. | $12,751,000 | 2,165 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $2,000 | 2,474 |
| Available-for-sale securities (fair market value) | $17,815,000 | 4,037 |
| Total debt securities | $17,817,000 | 4,378 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $17,311,000 | 4,511 |
| U.S. Government securities | $13,767,000 | 3,974 |
| U.S. Treasury securities | $1,000,000 | 1,026 |
| U.S. Government agency obligations | $12,767,000 | 3,970 |
| Securities issued by states & political subdivisions | $3,544,000 | 3,977 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,311,000 | 2,463 |
| Mortgage-backed securities | $12,767,000 | 2,762 |
| Certificates of participation in pools of residential mortgages | $12,767,000 | 2,222 |
| Issued or guaranteed by U.S. | $12,767,000 | 2,220 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $2,000 | 2,512 |
| Available-for-sale securities (fair market value) | $17,309,000 | 4,139 |
| Total debt securities | $17,311,000 | 4,494 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $15,042,000 | 4,805 |
| U.S. Government securities | $11,523,000 | 4,350 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $11,523,000 | 4,239 |
| Securities issued by states & political subdivisions | $3,519,000 | 4,028 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,193,000 | 3,226 |
| Mortgage-backed securities | $11,523,000 | 2,944 |
| Certificates of participation in pools of residential mortgages | $11,523,000 | 2,409 |
| Issued or guaranteed by U.S. | $11,523,000 | 2,405 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $2,000 | 2,554 |
| Available-for-sale securities (fair market value) | $15,040,000 | 4,415 |
| Total debt securities | $15,042,000 | 4,782 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $17,748,000 | 4,619 |
| U.S. Government securities | $12,338,000 | 4,322 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $12,338,000 | 4,217 |
| Securities issued by states & political subdivisions | $5,410,000 | 3,649 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,472,000 | 3,064 |
| Mortgage-backed securities | $12,338,000 | 2,918 |
| Certificates of participation in pools of residential mortgages | $12,338,000 | 2,367 |
| Issued or guaranteed by U.S. | $12,338,000 | 2,365 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $2,000 | 2,586 |
| Available-for-sale securities (fair market value) | $17,746,000 | 4,225 |
| Total debt securities | $17,748,000 | 4,599 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $16,924,000 | 4,748 |
| U.S. Government securities | $10,964,000 | 4,529 |
| U.S. Treasury securities | $2,000,000 | 706 |
| U.S. Government agency obligations | $8,964,000 | 4,695 |
| Securities issued by states & political subdivisions | $5,960,000 | 3,571 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,704,000 | 2,710 |
| Mortgage-backed securities | $8,964,000 | 3,343 |
| Certificates of participation in pools of residential mortgages | $8,964,000 | 2,790 |
| Issued or guaranteed by U.S. | $8,964,000 | 2,790 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $2,000 | 2,606 |
| Available-for-sale securities (fair market value) | $16,922,000 | 4,351 |
| Total debt securities | $16,924,000 | 4,728 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $12,418,000 | 5,211 |
| U.S. Government securities | $7,410,000 | 5,025 |
| U.S. Treasury securities | $1,000,000 | 842 |
| U.S. Government agency obligations | $6,410,000 | 5,078 |
| Securities issued by states & political subdivisions | $5,008,000 | 3,770 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,418,000 | 2,964 |
| Mortgage-backed securities | $6,410,000 | 3,690 |
| Certificates of participation in pools of residential mortgages | $6,410,000 | 3,196 |
| Issued or guaranteed by U.S. | $6,410,000 | 3,193 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $3,000 | 2,625 |
| Available-for-sale securities (fair market value) | $12,415,000 | 4,813 |
| Total debt securities | $12,418,000 | 5,180 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $13,411,000 | 5,140 |
| U.S. Government securities | $10,139,000 | 4,648 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $10,139,000 | 4,548 |
| Securities issued by states & political subdivisions | $3,272,000 | 4,193 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,493,000 | 3,526 |
| Mortgage-backed securities | $10,139,000 | 3,201 |
| Certificates of participation in pools of residential mortgages | $10,139,000 | 2,653 |
| Issued or guaranteed by U.S. | $10,139,000 | 2,649 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $3,000 | 2,631 |
| Available-for-sale securities (fair market value) | $13,408,000 | 4,746 |
| Total debt securities | $13,411,000 | 5,107 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $12,332,000 | 5,264 |
| U.S. Government securities | $10,060,000 | 4,652 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $10,060,000 | 4,558 |
| Securities issued by states & political subdivisions | $2,272,000 | 4,475 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,173,000 | 2,967 |
| Mortgage-backed securities | $10,060,000 | 3,216 |
| Certificates of participation in pools of residential mortgages | $10,060,000 | 2,631 |
| Issued or guaranteed by U.S. | $10,060,000 | 2,629 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $3,000 | 2,582 |
| Available-for-sale securities (fair market value) | $12,329,000 | 4,885 |
| Total debt securities | $12,332,000 | 5,231 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $20,900,000 | 4,436 |
| U.S. Government securities | $18,552,000 | 3,682 |
| U.S. Treasury securities | $6,549,000 | 395 |
| U.S. Government agency obligations | $12,003,000 | 4,338 |
| Securities issued by states & political subdivisions | $2,348,000 | 4,431 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,693,000 | 2,405 |
| Mortgage-backed securities | $11,001,000 | 3,165 |
| Certificates of participation in pools of residential mortgages | $11,001,000 | 2,541 |
| Issued or guaranteed by U.S. | $11,001,000 | 2,540 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $4,000 | 2,582 |
| Available-for-sale securities (fair market value) | $20,896,000 | 4,105 |
| Total debt securities | $20,900,000 | 4,409 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $20,049,000 | 4,474 |
| U.S. Government securities | $17,825,000 | 3,727 |
| U.S. Treasury securities | $5,348,000 | 430 |
| U.S. Government agency obligations | $12,477,000 | 4,237 |
| Securities issued by states & political subdivisions | $2,224,000 | 4,472 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,800,000 | 2,678 |
| Mortgage-backed securities | $11,470,000 | 3,130 |
| Certificates of participation in pools of residential mortgages | $11,470,000 | 2,483 |
| Issued or guaranteed by U.S. | $11,470,000 | 2,482 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $4,000 | 2,614 |
| Available-for-sale securities (fair market value) | $20,045,000 | 4,122 |
| Total debt securities | $20,049,000 | 4,446 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $22,524,000 | 4,296 |
| U.S. Government securities | $21,493,000 | 3,434 |
| U.S. Treasury securities | $6,344,000 | 360 |
| U.S. Government agency obligations | $15,149,000 | 4,002 |
| Securities issued by states & political subdivisions | $1,031,000 | 4,965 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,035,000 | 2,465 |
| Mortgage-backed securities | $14,138,000 | 2,996 |
| Certificates of participation in pools of residential mortgages | $14,138,000 | 2,333 |
| Issued or guaranteed by U.S. | $14,138,000 | 2,332 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $64,000 | 2,528 |
| Available-for-sale securities (fair market value) | $22,460,000 | 3,955 |
| Total debt securities | $22,524,000 | 4,265 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $28,343,000 | 3,829 |
| U.S. Government securities | $27,319,000 | 3,027 |
| U.S. Treasury securities | $6,340,000 | 364 |
| U.S. Government agency obligations | $20,979,000 | 3,464 |
| Securities issued by states & political subdivisions | $1,024,000 | 4,961 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,473,000 | 1,908 |
| Mortgage-backed securities | $15,974,000 | 2,856 |
| Certificates of participation in pools of residential mortgages | $15,974,000 | 2,193 |
| Issued or guaranteed by U.S. | $15,974,000 | 2,192 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $67,000 | 2,548 |
| Available-for-sale securities (fair market value) | $28,276,000 | 3,558 |
| Total debt securities | $28,343,000 | 3,798 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $19,732,000 | 4,625 |
| U.S. Government securities | $19,732,000 | 3,750 |
| U.S. Treasury securities | $5,600,000 | 402 |
| U.S. Government agency obligations | $14,132,000 | 4,289 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,732,000 | 2,293 |
| Mortgage-backed securities | $12,113,000 | 3,247 |
| Certificates of participation in pools of residential mortgages | $12,113,000 | 2,585 |
| Issued or guaranteed by U.S. | $12,113,000 | 2,581 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $71,000 | 2,606 |
| Available-for-sale securities (fair market value) | $19,661,000 | 4,258 |
| Total debt securities | $19,732,000 | 4,596 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $17,066,000 | 4,863 |
| U.S. Government securities | $17,066,000 | 3,957 |
| U.S. Treasury securities | $1,000,000 | 825 |
| U.S. Government agency obligations | $16,066,000 | 3,988 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,066,000 | 2,380 |
| Mortgage-backed securities | $13,042,000 | 3,061 |
| Certificates of participation in pools of residential mortgages | $13,042,000 | 2,366 |
| Issued or guaranteed by U.S. | $13,042,000 | 2,361 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $74,000 | 2,708 |
| Available-for-sale securities (fair market value) | $16,992,000 | 4,467 |
| Total debt securities | $17,066,000 | 4,835 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $19,049,000 | 4,617 |
| U.S. Government securities | $19,049,000 | 3,691 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $19,049,000 | 3,607 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,875,000 | 2,573 |
| Mortgage-backed securities | $14,015,000 | 2,901 |
| Certificates of participation in pools of residential mortgages | $14,015,000 | 2,204 |
| Issued or guaranteed by U.S. | $14,015,000 | 2,197 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $78,000 | 2,736 |
| Available-for-sale securities (fair market value) | $18,971,000 | 4,235 |
| Total debt securities | $19,049,000 | 4,584 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $24,988,000 | 4,059 |
| U.S. Government securities | $24,988,000 | 3,173 |
| U.S. Treasury securities | $4,150,000 | 509 |
| U.S. Government agency obligations | $20,838,000 | 3,484 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,938,000 | 1,858 |
| Mortgage-backed securities | $14,804,000 | 2,790 |
| Certificates of participation in pools of residential mortgages | $14,804,000 | 2,077 |
| Issued or guaranteed by U.S. | $14,804,000 | 2,075 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $81,000 | 2,778 |
| Available-for-sale securities (fair market value) | $24,907,000 | 3,736 |
| Total debt securities | $24,988,000 | 4,020 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $27,516,000 | 3,804 |
| U.S. Government securities | $27,516,000 | 2,968 |
| U.S. Treasury securities | $3,900,000 | 575 |
| U.S. Government agency obligations | $23,616,000 | 3,205 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,976,000 | 1,857 |
| Mortgage-backed securities | $10,207,000 | 3,224 |
| Certificates of participation in pools of residential mortgages | $10,207,000 | 2,529 |
| Issued or guaranteed by U.S. | $10,207,000 | 2,524 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $84,000 | 2,791 |
| Available-for-sale securities (fair market value) | $27,432,000 | 3,512 |
| Total debt securities | $27,516,000 | 3,774 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $17,632,000 | 4,695 |
| U.S. Government securities | $17,632,000 | 3,731 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $17,632,000 | 3,624 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,632,000 | 2,312 |
| Mortgage-backed securities | $8,112,000 | 3,458 |
| Certificates of participation in pools of residential mortgages | $8,112,000 | 2,741 |
| Issued or guaranteed by U.S. | $8,112,000 | 2,733 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $89,000 | 2,826 |
| Available-for-sale securities (fair market value) | $17,543,000 | 4,320 |
| Total debt securities | $17,632,000 | 4,664 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $19,310,000 | 4,447 |
| U.S. Government securities | $19,310,000 | 3,504 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $19,310,000 | 3,406 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,309,000 | 2,174 |
| Mortgage-backed securities | $8,775,000 | 3,325 |
| Certificates of participation in pools of residential mortgages | $8,775,000 | 2,599 |
| Issued or guaranteed by U.S. | $8,775,000 | 2,592 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $100,000 | 2,858 |
| Available-for-sale securities (fair market value) | $19,210,000 | 4,070 |
| Total debt securities | $19,310,000 | 4,402 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $19,882,000 | 4,404 |
| U.S. Government securities | $19,882,000 | 3,510 |
| U.S. Treasury securities | $2,000,000 | 677 |
| U.S. Government agency obligations | $17,882,000 | 3,630 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,882,000 | 2,176 |
| Mortgage-backed securities | $9,351,000 | 3,244 |
| Certificates of participation in pools of residential mortgages | $9,351,000 | 2,529 |
| Issued or guaranteed by U.S. | $9,351,000 | 2,523 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $109,000 | 2,917 |
| Available-for-sale securities (fair market value) | $19,773,000 | 4,011 |
| Total debt securities | $19,882,000 | 4,361 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $23,650,000 | 4,041 |
| U.S. Government securities | $23,650,000 | 3,196 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $23,650,000 | 3,118 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,649,000 | 1,989 |
| Mortgage-backed securities | $9,844,000 | 3,237 |
| Certificates of participation in pools of residential mortgages | $9,844,000 | 2,556 |
| Issued or guaranteed by U.S. | $9,844,000 | 2,549 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $116,000 | 2,962 |
| Available-for-sale securities (fair market value) | $23,534,000 | 3,681 |
| Total debt securities | $23,650,000 | 4,012 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,246 |
| Fair value | $1,001,000 | 2,302 |
| 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 | $22,598,000 | 4,137 |
| U.S. Government securities | $22,598,000 | 3,260 |
| U.S. Treasury securities | $1,999,000 | 621 |
| U.S. Government agency obligations | $20,599,000 | 3,369 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,907,000 | 2,169 |
| Mortgage-backed securities | $10,523,000 | 3,201 |
| Certificates of participation in pools of residential mortgages | $10,523,000 | 2,514 |
| Issued or guaranteed by U.S. | $10,523,000 | 2,507 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $128,000 | 2,993 |
| Available-for-sale securities (fair market value) | $22,470,000 | 3,764 |
| Total debt securities | $22,598,000 | 4,107 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,971 |
| Fair value | $1,001,000 | 2,025 |
| 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 | $23,455,000 | 4,066 |
| U.S. Government securities | $23,455,000 | 3,160 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $23,455,000 | 3,093 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,537,000 | 2,109 |
| Mortgage-backed securities | $11,427,000 | 3,138 |
| Certificates of participation in pools of residential mortgages | $11,427,000 | 2,488 |
| Issued or guaranteed by U.S. | $11,427,000 | 2,478 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $138,000 | 3,066 |
| Available-for-sale securities (fair market value) | $23,317,000 | 3,682 |
| Total debt securities | $23,455,000 | 4,035 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 822 |
| Fair value | $2,988,000 | 873 |
| 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 | $24,000,000 | 3,962 |
| U.S. Government securities | $24,000,000 | 3,073 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $24,000,000 | 3,005 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,822,000 | 2,158 |
| Mortgage-backed securities | $12,000,000 | 3,095 |
| Certificates of participation in pools of residential mortgages | $12,000,000 | 2,460 |
| Issued or guaranteed by U.S. | $12,000,000 | 2,451 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $145,000 | 3,103 |
| Available-for-sale securities (fair market value) | $23,855,000 | 3,585 |
| Total debt securities | $24,000,000 | 3,927 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 542 |
| Fair value | $2,961,000 | 579 |
| 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 | $23,784,000 | 4,007 |
| U.S. Government securities | $23,784,000 | 3,136 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $23,784,000 | 3,077 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,784,000 | 2,002 |
| Mortgage-backed securities | $4,940,000 | 4,380 |
| Certificates of participation in pools of residential mortgages | $4,940,000 | 3,787 |
| Issued or guaranteed by U.S. | $4,940,000 | 3,774 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $152,000 | 3,128 |
| Available-for-sale securities (fair market value) | $23,632,000 | 3,614 |
| Total debt securities | $23,784,000 | 3,975 |
| 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 | $18,297,000 | 4,649 |
| U.S. Government securities | $18,297,000 | 3,776 |
| U.S. Treasury securities | $2,000,000 | 479 |
| U.S. Government agency obligations | $16,297,000 | 3,977 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| 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 | $17,297,000 | 2,541 |
| Mortgage-backed securities | $4,702,000 | 4,380 |
| Certificates of participation in pools of residential mortgages | $4,702,000 | 3,818 |
| Issued or guaranteed by U.S. | $4,702,000 | 3,805 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $159,000 | 3,152 |
| Available-for-sale securities (fair market value) | $18,138,000 | 4,199 |
| Total debt securities | $18,297,000 | 4,616 |
| 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 | $22,326,000 | 4,103 |
| U.S. Government securities | $22,326,000 | 3,223 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $22,326,000 | 3,160 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| 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 | $17,834,000 | 2,452 |
| Mortgage-backed securities | $833,000 | 5,691 |
| Certificates of participation in pools of residential mortgages | $833,000 | 5,288 |
| Issued or guaranteed by U.S. | $833,000 | 5,271 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $166,000 | 3,165 |
| Available-for-sale securities (fair market value) | $22,160,000 | 3,660 |
| Total debt securities | $22,326,000 | 4,068 |
| 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 | $23,819,000 | 3,989 |
| U.S. Government securities | $23,819,000 | 3,126 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $23,819,000 | 3,068 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| 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 | $18,860,000 | 2,325 |
| Mortgage-backed securities | $899,000 | 5,669 |
| Certificates of participation in pools of residential mortgages | $899,000 | 5,255 |
| Issued or guaranteed by U.S. | $899,000 | 5,233 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $173,000 | 3,173 |
| Available-for-sale securities (fair market value) | $23,646,000 | 3,572 |
| Total debt securities | $23,819,000 | 3,941 |
| 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 | $24,125,000 | 3,961 |
| U.S. Government securities | $24,125,000 | 3,089 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $24,125,000 | 3,036 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| 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 | $0 | 2,362 |
| 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 | $22,135,000 | 2,061 |
| Mortgage-backed securities | $986,000 | 5,572 |
| Certificates of participation in pools of residential mortgages | $986,000 | 5,143 |
| Issued or guaranteed by U.S. | $986,000 | 5,116 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $179,000 | 3,212 |
| Available-for-sale securities (fair market value) | $23,946,000 | 3,545 |
| Total debt securities | $24,125,000 | 3,907 |
| 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 | $22,923,000 | 4,099 |
| U.S. Government securities | $22,923,000 | 3,261 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $22,923,000 | 3,188 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,931,000 | 2,311 |
| Mortgage-backed securities | $1,107,000 | 5,304 |
| Certificates of participation in pools of residential mortgages | $1,107,000 | 4,858 |
| Issued or guaranteed by U.S. | $1,107,000 | 4,838 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $195,000 | 3,244 |
| Available-for-sale securities (fair market value) | $22,728,000 | 3,664 |
| Total debt securities | $22,923,000 | 4,042 |
| 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 | $19,693,000 | 4,525 |
| U.S. Government securities | $19,693,000 | 3,674 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $19,693,000 | 3,599 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,243,000 | 2,249 |
| Mortgage-backed securities | $1,236,000 | 5,127 |
| Certificates of participation in pools of residential mortgages | $1,236,000 | 4,634 |
| Issued or guaranteed by U.S. | $1,236,000 | 4,621 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $204,000 | 3,283 |
| Available-for-sale securities (fair market value) | $19,489,000 | 4,022 |
| Total debt securities | $19,693,000 | 4,475 |
| 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 | $19,184,000 | 4,590 |
| U.S. Government securities | $19,184,000 | 3,753 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $19,184,000 | 3,666 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,184,000 | 2,263 |
| Mortgage-backed securities | $1,394,000 | 5,039 |
| Certificates of participation in pools of residential mortgages | $1,394,000 | 4,530 |
| Issued or guaranteed by U.S. | $1,394,000 | 4,515 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $231,000 | 3,289 |
| Available-for-sale securities (fair market value) | $18,953,000 | 4,073 |
| Total debt securities | $19,184,000 | 4,541 |
| 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 | $19,433,000 | 4,569 |
| U.S. Government securities | $19,433,000 | 3,733 |
| U.S. Treasury securities | $13,906,000 | 218 |
| U.S. Government agency obligations | $5,527,000 | 6,483 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,432,000 | 2,242 |
| Mortgage-backed securities | $1,574,000 | 4,949 |
| Certificates of participation in pools of residential mortgages | $1,574,000 | 4,425 |
| Issued or guaranteed by U.S. | $1,574,000 | 4,408 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $238,000 | 3,346 |
| Available-for-sale securities (fair market value) | $19,195,000 | 4,055 |
| Total debt securities | $19,433,000 | 4,523 |
| 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 | $15,235,000 | 5,251 |
| U.S. Government securities | $15,235,000 | 4,447 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $15,235,000 | 4,334 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,235,000 | 2,653 |
| Mortgage-backed securities | $1,729,000 | 4,869 |
| Certificates of participation in pools of residential mortgages | $1,729,000 | 4,342 |
| Issued or guaranteed by U.S. | $1,729,000 | 4,327 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $246,000 | 3,423 |
| Available-for-sale securities (fair market value) | $14,989,000 | 4,684 |
| Total debt securities | $15,235,000 | 5,213 |
| 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 | $13,774,000 | 5,512 |
| U.S. Government securities | $13,774,000 | 4,760 |
| U.S. Treasury securities | $748,000 | 1,178 |
| U.S. Government agency obligations | $13,026,000 | 4,760 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,774,000 | 2,834 |
| Mortgage-backed securities | $1,937,000 | 4,758 |
| Certificates of participation in pools of residential mortgages | $1,937,000 | 4,225 |
| Issued or guaranteed by U.S. | $1,937,000 | 4,204 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $274,000 | 3,470 |
| Available-for-sale securities (fair market value) | $13,500,000 | 4,932 |
| Total debt securities | $13,774,000 | 5,464 |
| 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 | $13,207,000 | 5,648 |
| U.S. Government securities | $13,207,000 | 4,859 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $13,207,000 | 4,725 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,207,000 | 2,905 |
| Mortgage-backed securities | $2,151,000 | 4,635 |
| Certificates of participation in pools of residential mortgages | $2,151,000 | 4,088 |
| Issued or guaranteed by U.S. | $2,151,000 | 4,074 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $308,000 | 3,476 |
| Available-for-sale securities (fair market value) | $12,899,000 | 5,051 |
| Total debt securities | $13,208,000 | 5,594 |
| 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 | $15,338,000 | 5,313 |
| U.S. Government securities | $15,338,000 | 4,496 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $15,338,000 | 4,365 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,337,000 | 2,647 |
| Mortgage-backed securities | $2,375,000 | 4,562 |
| Certificates of participation in pools of residential mortgages | $2,375,000 | 4,007 |
| Issued or guaranteed by U.S. | $2,375,000 | 3,992 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $329,000 | 3,507 |
| Available-for-sale securities (fair market value) | $15,009,000 | 4,710 |
| Total debt securities | $15,337,000 | 5,262 |
| 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 | $11,499,000 | 6,014 |
| U.S. Government securities | $11,499,000 | 5,235 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $11,499,000 | 5,091 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,499,000 | 3,123 |
| Mortgage-backed securities | $2,547,000 | 4,518 |
| Certificates of participation in pools of residential mortgages | $2,547,000 | 3,941 |
| Issued or guaranteed by U.S. | $2,547,000 | 3,925 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $338,000 | 3,568 |
| Available-for-sale securities (fair market value) | $11,161,000 | 5,386 |
| Total debt securities | $11,497,000 | 5,956 |
| 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 | $11,015,000 | 6,135 |
| U.S. Government securities | $11,015,000 | 5,316 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $11,015,000 | 5,169 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,015,000 | 3,204 |
| Mortgage-backed securities | $2,782,000 | 4,464 |
| Certificates of participation in pools of residential mortgages | $2,782,000 | 3,891 |
| Issued or guaranteed by U.S. | $2,782,000 | 3,877 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $353,000 | 3,594 |
| Available-for-sale securities (fair market value) | $10,662,000 | 5,469 |
| Total debt securities | $11,015,000 | 6,067 |
| 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 | $11,851,000 | 5,985 |
| U.S. Government securities | $11,376,000 | 5,288 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $11,376,000 | 5,132 |
| Securities issued by states & political subdivisions | $475,000 | 5,650 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,376,000 | 3,126 |
| Mortgage-backed securities | $2,322,000 | 4,769 |
| Certificates of participation in pools of residential mortgages | $2,322,000 | 4,186 |
| Issued or guaranteed by U.S. | $2,322,000 | 4,170 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $839,000 | 3,267 |
| Available-for-sale securities (fair market value) | $11,012,000 | 5,427 |
| Total debt securities | $11,851,000 | 5,924 |
| 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 | $5,215,000 | 7,539 |
| U.S. Government securities | $4,740,000 | 7,147 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,740,000 | 6,982 |
| Securities issued by states & political subdivisions | $475,000 | 5,672 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,344,000 | 4,840 |
| Mortgage-backed securities | $481,000 | 6,012 |
| Certificates of participation in pools of residential mortgages | $481,000 | 5,576 |
| Issued or guaranteed by U.S. | $481,000 | 5,556 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $858,000 | 3,308 |
| Available-for-sale securities (fair market value) | $4,357,000 | 6,961 |
| Total debt securities | $5,215,000 | 7,475 |
| 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 | $4,319,000 | 7,822 |
| U.S. Government securities | $3,844,000 | 7,473 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $3,844,000 | 7,315 |
| Securities issued by states & political subdivisions | $475,000 | 5,703 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,699,000 | 6,068 |
| Mortgage-backed securities | $564,000 | 5,974 |
| Certificates of participation in pools of residential mortgages | $564,000 | 5,522 |
| Issued or guaranteed by U.S. | $564,000 | 5,503 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $932,000 | 3,288 |
| Available-for-sale securities (fair market value) | $3,387,000 | 7,240 |
| Total debt securities | $4,319,000 | 7,759 |
| 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 | $2,294,000 | 8,332 |
| U.S. Government securities | $1,819,000 | 8,164 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $1,819,000 | 8,030 |
| Securities issued by states & political subdivisions | $475,000 | 5,751 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,819,000 | 6,024 |
| Mortgage-backed securities | $646,000 | 5,939 |
| Certificates of participation in pools of residential mortgages | $646,000 | 5,458 |
| Issued or guaranteed by U.S. | $646,000 | 5,442 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $978,000 | 3,320 |
| Available-for-sale securities (fair market value) | $1,316,000 | 7,771 |
| Total debt securities | $2,294,000 | 8,278 |
| 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 | $2,282,000 | 8,411 |
| U.S. Government securities | $1,807,000 | 8,245 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $1,807,000 | 8,099 |
| Securities issued by states & political subdivisions | $475,000 | 5,788 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,807,000 | 6,043 |
| Mortgage-backed securities | $709,000 | 5,955 |
| Certificates of participation in pools of residential mortgages | $709,000 | 5,470 |
| Issued or guaranteed by U.S. | $709,000 | 5,453 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,012,000 | 3,303 |
| Available-for-sale securities (fair market value) | $1,270,000 | 7,852 |
| Total debt securities | $2,282,000 | 8,358 |
| 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 | $5,525,000 | 7,614 |
| U.S. Government securities | $5,525,000 | 7,013 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $5,525,000 | 6,843 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,524,000 | 4,360 |
| Mortgage-backed securities | $828,000 | 5,910 |
| Certificates of participation in pools of residential mortgages | $828,000 | 5,399 |
| Issued or guaranteed by U.S. | $828,000 | 5,381 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $594,000 | 3,666 |
| Available-for-sale securities (fair market value) | $4,931,000 | 6,964 |
| Total debt securities | $5,525,000 | 7,535 |
| 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 | $7,936,000 | 7,064 |
| U.S. Government securities | $7,936,000 | 6,323 |
| U.S. Treasury securities | $499,000 | 1,858 |
| U.S. Government agency obligations | $7,437,000 | 6,301 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,935,000 | 3,618 |
| Mortgage-backed securities | $950,000 | 5,823 |
| Certificates of participation in pools of residential mortgages | $950,000 | 5,327 |
| Issued or guaranteed by U.S. | $950,000 | 5,305 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $691,000 | 3,631 |
| Available-for-sale securities (fair market value) | $7,245,000 | 6,439 |
| Total debt securities | $7,936,000 | 6,992 |
| 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 | $8,332,000 | 6,928 |
| U.S. Government securities | $8,332,000 | 6,081 |
| U.S. Treasury securities | $1,247,000 | 1,347 |
| U.S. Government agency obligations | $7,085,000 | 6,254 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,332,000 | 3,442 |
| Mortgage-backed securities | $1,103,000 | 5,714 |
| Certificates of participation in pools of residential mortgages | $1,103,000 | 5,202 |
| Issued or guaranteed by U.S. | $1,103,000 | 5,179 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $808,000 | 3,575 |
| Available-for-sale securities (fair market value) | $7,524,000 | 6,321 |
| Total debt securities | $8,332,000 | 6,837 |
| 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 | $7,679,000 | 7,035 |
| U.S. Government securities | $7,679,000 | 6,201 |
| U.S. Treasury securities | $3,145,000 | 881 |
| U.S. Government agency obligations | $4,534,000 | 7,072 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,679,000 | 3,583 |
| Mortgage-backed securities | $1,343,000 | 5,679 |
| Certificates of participation in pools of residential mortgages | $1,343,000 | 5,077 |
| Issued or guaranteed by U.S. | $1,343,000 | 5,059 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $953,000 | 3,504 |
| Available-for-sale securities (fair market value) | $6,726,000 | 6,480 |
| Total debt securities | $7,679,000 | 6,933 |
| 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 | $11,357,000 | 6,231 |
| U.S. Government securities | $11,357,000 | 5,279 |
| U.S. Treasury securities | $7,734,000 | 504 |
| U.S. Government agency obligations | $3,623,000 | 7,472 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,357,000 | 2,816 |
| Mortgage-backed securities | $1,613,000 | 5,551 |
| Certificates of participation in pools of residential mortgages | $1,613,000 | 4,909 |
| Issued or guaranteed by U.S. | $1,613,000 | 4,894 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,113,000 | 3,422 |
| Available-for-sale securities (fair market value) | $10,244,000 | 5,670 |
| Total debt securities | $11,357,000 | 6,140 |
| 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 | $10,631,000 | 6,379 |
| U.S. Government securities | $10,631,000 | 5,435 |
| U.S. Treasury securities | $4,739,000 | 749 |
| U.S. Government agency obligations | $5,892,000 | 6,647 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,631,000 | 2,944 |
| Mortgage-backed securities | $1,862,000 | 5,387 |
| Certificates of participation in pools of residential mortgages | $1,862,000 | 4,735 |
| Issued or guaranteed by U.S. | $1,862,000 | 4,719 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,216,000 | 3,444 |
| Available-for-sale securities (fair market value) | $9,415,000 | 5,853 |
| Total debt securities | $10,631,000 | 6,276 |
| 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 | $11,130,000 | 6,224 |
| U.S. Government securities | $11,130,000 | 5,222 |
| U.S. Treasury securities | $2,989,000 | 1,145 |
| U.S. Government agency obligations | $8,141,000 | 5,830 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,130,000 | 2,782 |
| Mortgage-backed securities | $3,071,000 | 4,688 |
| Certificates of participation in pools of residential mortgages | $3,071,000 | 3,852 |
| Issued or guaranteed by U.S. | $3,071,000 | 3,835 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,907,000 | 3,259 |
| Available-for-sale securities (fair market value) | $9,223,000 | 5,810 |
| Total debt securities | $11,130,000 | 6,129 |
| 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 | $13,931,000 | 5,790 |
| U.S. Government securities | $13,886,000 | 4,805 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $13,886,000 | 4,482 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $45,000 | 7,424 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,299,000 | 2,588 |
| Mortgage-backed securities | $4,647,000 | 3,508 |
| Certificates of participation in pools of residential mortgages | $4,647,000 | 2,732 |
| Issued or guaranteed by U.S. | $4,647,000 | 2,713 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,772,000 | 3,519 |
| Available-for-sale securities (fair market value) | $11,159,000 | 5,426 |
| Total debt securities | $13,886,000 | 5,668 |
| 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 | $12,931,000 | 6,300 |
| U.S. Government securities | $12,621,000 | 5,354 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $12,621,000 | 4,841 |
| Securities issued by states & political subdivisions | $265,000 | 6,842 |
| 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 | $45,000 | 7,392 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,883,000 | 2,635 |
| Mortgage-backed securities | $3,482,000 | 4,240 |
| Certificates of participation in pools of residential mortgages | $3,482,000 | 3,364 |
| Issued or guaranteed by U.S. | $3,482,000 | 3,351 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,588,000 | 3,540 |
| Available-for-sale securities (fair market value) | $9,343,000 | 6,053 |
| Total debt securities | $12,886,000 | 6,201 |
| 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 | $10,780,000 | 6,865 |
| U.S. Government securities | $10,470,000 | 5,948 |
| U.S. Treasury securities | $3,499,000 | 2,882 |
| U.S. Government agency obligations | $6,971,000 | 6,328 |
| Securities issued by states & political subdivisions | $265,000 | 7,061 |
| 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 | $45,000 | 7,201 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,902,000 | 3,590 |
| Mortgage-backed securities | $4,973,000 | 3,833 |
| Certificates of participation in pools of residential mortgages | $4,973,000 | 2,956 |
| Issued or guaranteed by U.S. | $4,973,000 | 2,943 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,487,000 | 2,763 |
| Available-for-sale securities (fair market value) | $3,293,000 | 7,993 |
| Total debt securities | $10,735,000 | 6,738 |
| 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 | $15,792,000 | 5,796 |
| U.S. Government securities | $15,482,000 | 4,947 |
| U.S. Treasury securities | $7,982,000 | 2,266 |
| U.S. Government agency obligations | $7,500,000 | 6,158 |
| Securities issued by states & political subdivisions | $265,000 | 7,297 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $45,000 | 7,141 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,950,000 | 2,496 |
| Mortgage-backed securities | $7,500,000 | 3,122 |
| Certificates of participation in pools of residential mortgages | $7,500,000 | 2,324 |
| Issued or guaranteed by U.S. | $7,500,000 | 2,309 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| 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) | $15,163,000 | 2,086 |
| Available-for-sale securities (fair market value) | $629,000 | 9,403 |
| Total debt securities | $15,747,000 | 5,687 |
| 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 | $15,880,000 | 6,201 |
| U.S. Government securities | $15,570,000 | 5,336 |
| U.S. Treasury securities | $6,989,000 | 2,992 |
| U.S. Government agency obligations | $8,581,000 | 5,998 |
| Securities issued by states & political subdivisions | $265,000 | 7,675 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $45,000 | 7,185 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,657,000 | 2,014 |
| Mortgage-backed securities | $8,581,000 | 3,172 |
| Certificates of participation in pools of residential mortgages | $8,581,000 | 2,370 |
| Issued or guaranteed by U.S. | $8,581,000 | 2,351 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| 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) | $15,193,000 | 2,338 |
| Available-for-sale securities (fair market value) | $687,000 | 9,698 |
| Total debt securities | $15,835,000 | 6,092 |
| 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 | $15,792,000 | 6,495 |
| U.S. Government securities | $15,482,000 | 5,596 |
| U.S. Treasury securities | $8,499,000 | 3,106 |
| U.S. Government agency obligations | $6,983,000 | 6,717 |
| Securities issued by states & political subdivisions | $265,000 | 7,968 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $45,000 | 7,138 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,217,000 | 2,329 |
| Mortgage-backed securities | $6,983,000 | 3,808 |
| Certificates of participation in pools of residential mortgages | $6,983,000 | 2,712 |
| Issued or guaranteed by U.S. | $6,983,000 | 2,689 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| 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) | $14,876,000 | 2,530 |
| Available-for-sale securities (fair market value) | $916,000 | 10,021 |
| Total debt securities | $15,747,000 | 6,372 |
| 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 | $17,143,000 | 6,538 |
| U.S. Government securities | $16,833,000 | 5,604 |
| U.S. Treasury securities | $12,983,000 | 2,682 |
| U.S. Government agency obligations | $3,850,000 | 8,488 |
| Securities issued by states & political subdivisions | $265,000 | 8,415 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $45,000 | 7,088 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,555,000 | 2,416 |
| Mortgage-backed securities | $3,850,000 | 5,305 |
| Certificates of participation in pools of residential mortgages | $3,850,000 | 3,863 |
| Issued or guaranteed by U.S. | $3,850,000 | 3,837 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| 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) | $16,142,000 | 4,070 |
| Available-for-sale securities (fair market value) | $1,001,000 | 9,654 |
| Total debt securities | $17,098,000 | 6,444 |
| 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 | $15,544,000 | 7,226 |
| U.S. Government securities | $15,234,000 | 6,196 |
| U.S. Treasury securities | $10,995,000 | 3,266 |
| U.S. Government agency obligations | $4,239,000 | 8,423 |
| Securities issued by states & political subdivisions | $265,000 | 8,597 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $45,000 | 6,906 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,524,000 | 1,994 |
| Mortgage-backed securities | $4,239,000 | 5,694 |
| Certificates of participation in pools of residential mortgages | $4,239,000 | 4,145 |
| Issued or guaranteed by U.S. | $4,239,000 | 4,105 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| 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 | $15,499,000 | 7,093 |
| 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 | $9,695,000 | 9,283 |
| U.S. Government securities | $9,385,000 | 8,340 |
| U.S. Treasury securities | $2,494,000 | 8,158 |
| U.S. Government agency obligations | $6,891,000 | 6,880 |
| Securities issued by states & political subdivisions | $265,000 | 8,476 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $45,000 | 6,559 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,940,000 | 4,556 |
| Mortgage-backed securities | $6,891,000 | 4,629 |
| Certificates of participation in pools of residential mortgages | $6,891,000 | 3,259 |
| Issued or guaranteed by U.S. | $6,891,000 | 3,214 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| 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 | $9,650,000 | 9,161 |
| 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 |