Home > The First National Bank of Odon > Securities
The First National Bank of Odon, Securities
| 2017-12-31 | Rank | |
| Total securities | $42,315,000 | 2,564 |
| U.S. Government securities | $19,786,000 | 2,820 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $19,786,000 | 2,686 |
| Securities issued by states & political subdivisions | $21,015,000 | 1,754 |
| Other domestic debt securities | $1,514,000 | 1,335 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $1,514,000 | 1,076 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,396,000 | 4,122 |
| Mortgage-backed securities | $935,000 | 4,092 |
| Certificates of participation in pools of residential mortgages | $877,000 | 3,869 |
| Issued or guaranteed by U.S. | $877,000 | 3,862 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $58,000 | 2,917 |
| CMOs issued by government agencies or sponsored agencies | $58,000 | 2,839 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $42,315,000 | 2,369 |
| Total debt securities | $42,315,000 | 2,547 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $43,801,000 | 2,550 |
| U.S. Government securities | $20,642,000 | 2,784 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $20,642,000 | 2,677 |
| Securities issued by states & political subdivisions | $21,630,000 | 1,748 |
| Other domestic debt securities | $1,529,000 | 1,351 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $1,529,000 | 1,101 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,419,000 | 4,172 |
| Mortgage-backed securities | $1,006,000 | 4,103 |
| Certificates of participation in pools of residential mortgages | $944,000 | 3,884 |
| Issued or guaranteed by U.S. | $944,000 | 3,878 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $62,000 | 2,949 |
| CMOs issued by government agencies or sponsored agencies | $62,000 | 2,871 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $43,801,000 | 2,347 |
| Total debt securities | $43,801,000 | 2,532 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $47,513,000 | 2,453 |
| U.S. Government securities | $21,815,000 | 2,726 |
| U.S. Treasury securities | $501,000 | 1,205 |
| U.S. Government agency obligations | $21,314,000 | 2,657 |
| Securities issued by states & political subdivisions | $24,167,000 | 1,613 |
| Other domestic debt securities | $1,531,000 | 1,371 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $1,531,000 | 1,121 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,931 |
| Mortgage-backed securities | $1,071,000 | 4,127 |
| Certificates of participation in pools of residential mortgages | $1,005,000 | 3,900 |
| Issued or guaranteed by U.S. | $1,005,000 | 3,893 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $66,000 | 2,976 |
| CMOs issued by government agencies or sponsored agencies | $66,000 | 2,888 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $47,513,000 | 2,244 |
| Total debt securities | $47,512,000 | 2,432 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $47,576,000 | 2,473 |
| U.S. Government securities | $22,048,000 | 2,758 |
| U.S. Treasury securities | $502,000 | 1,231 |
| U.S. Government agency obligations | $21,546,000 | 2,680 |
| Securities issued by states & political subdivisions | $24,020,000 | 1,639 |
| Other domestic debt securities | $1,508,000 | 1,405 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $1,508,000 | 1,136 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,409,000 | 4,250 |
| Mortgage-backed securities | $1,113,000 | 4,179 |
| Certificates of participation in pools of residential mortgages | $1,044,000 | 3,949 |
| Issued or guaranteed by U.S. | $1,044,000 | 3,944 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $69,000 | 3,015 |
| CMOs issued by government agencies or sponsored agencies | $69,000 | 2,929 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $47,576,000 | 2,254 |
| Total debt securities | $47,575,000 | 2,452 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $45,230,000 | 2,541 |
| U.S. Government securities | $21,440,000 | 2,802 |
| U.S. Treasury securities | $504,000 | 1,205 |
| U.S. Government agency obligations | $20,936,000 | 2,706 |
| Securities issued by states & political subdivisions | $23,790,000 | 1,643 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,033 |
| Mortgage-backed securities | $1,158,000 | 4,202 |
| Certificates of participation in pools of residential mortgages | $1,084,000 | 3,961 |
| Issued or guaranteed by U.S. | $1,084,000 | 3,953 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $74,000 | 3,021 |
| CMOs issued by government agencies or sponsored agencies | $74,000 | 2,923 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $45,230,000 | 2,310 |
| Total debt securities | $45,230,000 | 2,521 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $40,614,000 | 2,721 |
| U.S. Government securities | $18,444,000 | 3,013 |
| U.S. Treasury securities | $506,000 | 1,080 |
| U.S. Government agency obligations | $17,938,000 | 2,933 |
| Securities issued by states & political subdivisions | $22,170,000 | 1,752 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,467,000 | 4,339 |
| Mortgage-backed securities | $1,270,000 | 4,216 |
| Certificates of participation in pools of residential mortgages | $1,188,000 | 3,965 |
| Issued or guaranteed by U.S. | $1,188,000 | 3,962 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $82,000 | 3,047 |
| CMOs issued by government agencies or sponsored agencies | $82,000 | 2,951 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $40,614,000 | 2,493 |
| Total debt securities | $40,615,000 | 2,700 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $42,642,000 | 2,676 |
| U.S. Government securities | $20,418,000 | 2,922 |
| U.S. Treasury securities | $507,000 | 1,114 |
| U.S. Government agency obligations | $19,911,000 | 2,847 |
| Securities issued by states & political subdivisions | $22,224,000 | 1,747 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,465,000 | 4,423 |
| Mortgage-backed securities | $1,341,000 | 4,245 |
| Certificates of participation in pools of residential mortgages | $1,253,000 | 3,982 |
| Issued or guaranteed by U.S. | $1,253,000 | 3,976 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $88,000 | 3,075 |
| CMOs issued by government agencies or sponsored agencies | $88,000 | 2,968 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $42,642,000 | 2,439 |
| Total debt securities | $42,643,000 | 2,657 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $34,794,000 | 3,073 |
| U.S. Government securities | $17,412,000 | 3,254 |
| U.S. Treasury securities | $508,000 | 1,131 |
| U.S. Government agency obligations | $16,904,000 | 3,175 |
| Securities issued by states & political subdivisions | $17,382,000 | 2,046 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,960,000 | 4,611 |
| Mortgage-backed securities | $1,398,000 | 4,257 |
| Certificates of participation in pools of residential mortgages | $1,301,000 | 3,996 |
| Issued or guaranteed by U.S. | $1,301,000 | 3,991 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $97,000 | 3,088 |
| CMOs issued by government agencies or sponsored agencies | $97,000 | 2,993 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $34,794,000 | 2,794 |
| Total debt securities | $34,793,000 | 3,055 |
| Structured notes | ||
| Amortized cost | $300,000 | 1,291 |
| Fair value | $300,000 | 1,293 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $40,689,000 | 2,813 |
| U.S. Government securities | $22,058,000 | 2,909 |
| U.S. Treasury securities | $508,000 | 1,192 |
| U.S. Government agency obligations | $21,550,000 | 2,838 |
| Securities issued by states & political subdivisions | $18,631,000 | 1,971 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,940,000 | 4,658 |
| Mortgage-backed securities | $1,445,000 | 4,264 |
| Certificates of participation in pools of residential mortgages | $1,342,000 | 4,009 |
| Issued or guaranteed by U.S. | $1,342,000 | 4,005 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $103,000 | 3,115 |
| CMOs issued by government agencies or sponsored agencies | $103,000 | 3,020 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $40,689,000 | 2,572 |
| Total debt securities | $40,689,000 | 2,793 |
| Structured notes | ||
| Amortized cost | $300,000 | 1,439 |
| Fair value | $300,000 | 1,441 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $37,724,000 | 2,974 |
| U.S. Government securities | $19,830,000 | 3,145 |
| U.S. Treasury securities | $511,000 | 1,127 |
| U.S. Government agency obligations | $19,319,000 | 3,086 |
| Securities issued by states & political subdivisions | $17,894,000 | 2,013 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,955,000 | 4,727 |
| Mortgage-backed securities | $1,523,000 | 4,314 |
| Certificates of participation in pools of residential mortgages | $1,407,000 | 4,038 |
| Issued or guaranteed by U.S. | $1,407,000 | 4,033 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $116,000 | 3,148 |
| CMOs issued by government agencies or sponsored agencies | $116,000 | 3,051 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $1,000 | 2,432 |
| Available-for-sale securities (fair market value) | $37,723,000 | 2,720 |
| Total debt securities | $37,725,000 | 2,947 |
| Structured notes | ||
| Amortized cost | $300,000 | 1,618 |
| Fair value | $300,000 | 1,623 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $37,657,000 | 3,028 |
| U.S. Government securities | $19,265,000 | 3,287 |
| U.S. Treasury securities | $1,013,000 | 989 |
| U.S. Government agency obligations | $18,252,000 | 3,272 |
| Securities issued by states & political subdivisions | $18,392,000 | 1,955 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,692,000 | 4,828 |
| Mortgage-backed securities | $1,591,000 | 4,372 |
| Certificates of participation in pools of residential mortgages | $1,462,000 | 4,103 |
| Issued or guaranteed by U.S. | $1,462,000 | 4,098 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $129,000 | 3,181 |
| CMOs issued by government agencies or sponsored agencies | $129,000 | 3,082 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $1,000 | 2,472 |
| Available-for-sale securities (fair market value) | $37,656,000 | 2,769 |
| Total debt securities | $37,655,000 | 3,003 |
| Structured notes | ||
| Amortized cost | $790,000 | 1,468 |
| Fair value | $790,000 | 1,467 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $37,634,000 | 3,093 |
| U.S. Government securities | $19,002,000 | 3,370 |
| U.S. Treasury securities | $1,016,000 | 976 |
| U.S. Government agency obligations | $17,986,000 | 3,355 |
| Securities issued by states & political subdivisions | $18,632,000 | 1,921 |
| 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 | $2,003,000 | 4,804 |
| Mortgage-backed securities | $1,697,000 | 4,414 |
| Certificates of participation in pools of residential mortgages | $1,552,000 | 4,137 |
| Issued or guaranteed by U.S. | $1,552,000 | 4,130 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $145,000 | 3,204 |
| CMOs issued by government agencies or sponsored agencies | $145,000 | 3,101 |
| 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) | $1,000 | 2,485 |
| Available-for-sale securities (fair market value) | $37,633,000 | 2,826 |
| Total debt securities | $37,635,000 | 3,066 |
| Structured notes | ||
| Amortized cost | $1,278,000 | 1,283 |
| Fair value | $1,301,000 | 1,274 |
| 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 | $37,415,000 | 3,140 |
| U.S. Government securities | $17,227,000 | 3,593 |
| U.S. Treasury securities | $1,015,000 | 995 |
| U.S. Government agency obligations | $16,212,000 | 3,581 |
| Securities issued by states & political subdivisions | $20,188,000 | 1,815 |
| 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 | $1,937,000 | 4,896 |
| Mortgage-backed securities | $1,756,000 | 4,480 |
| Certificates of participation in pools of residential mortgages | $1,599,000 | 4,195 |
| Issued or guaranteed by U.S. | $1,599,000 | 4,188 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $157,000 | 3,242 |
| CMOs issued by government agencies or sponsored agencies | $157,000 | 3,140 |
| 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) | $1,000 | 2,520 |
| Available-for-sale securities (fair market value) | $37,414,000 | 2,871 |
| Total debt securities | $37,415,000 | 3,115 |
| Structured notes | ||
| Amortized cost | $2,376,000 | 1,007 |
| Fair value | $2,387,000 | 1,007 |
| 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 | $36,518,000 | 3,269 |
| U.S. Government securities | $16,955,000 | 3,706 |
| U.S. Treasury securities | $1,017,000 | 997 |
| U.S. Government agency obligations | $15,938,000 | 3,714 |
| Securities issued by states & political subdivisions | $19,563,000 | 1,876 |
| 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 | $1,933,000 | 4,950 |
| Mortgage-backed securities | $1,810,000 | 4,539 |
| Certificates of participation in pools of residential mortgages | $1,640,000 | 4,278 |
| Issued or guaranteed by U.S. | $1,640,000 | 4,274 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $170,000 | 3,293 |
| CMOs issued by government agencies or sponsored agencies | $170,000 | 3,177 |
| 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) | $1,000 | 2,560 |
| Available-for-sale securities (fair market value) | $36,517,000 | 2,978 |
| Total debt securities | $36,518,000 | 3,244 |
| Structured notes | ||
| Amortized cost | $1,900,000 | 1,290 |
| Fair value | $1,886,000 | 1,280 |
| 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 | $37,794,000 | 3,244 |
| U.S. Government securities | $14,590,000 | 4,040 |
| U.S. Treasury securities | $1,019,000 | 945 |
| U.S. Government agency obligations | $13,571,000 | 4,047 |
| Securities issued by states & political subdivisions | $22,902,000 | 1,641 |
| Other domestic debt securities | $302,000 | 2,249 |
| 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 | $302,000 | 1,805 |
| 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 | $1,884,000 | 5,022 |
| Mortgage-backed securities | $1,488,000 | 4,699 |
| Certificates of participation in pools of residential mortgages | $1,299,000 | 4,438 |
| Issued or guaranteed by U.S. | $1,299,000 | 4,436 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $189,000 | 3,314 |
| CMOs issued by government agencies or sponsored agencies | $189,000 | 3,199 |
| 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) | $1,000 | 2,597 |
| Available-for-sale securities (fair market value) | $37,793,000 | 2,949 |
| Total debt securities | $37,797,000 | 3,215 |
| Structured notes | ||
| Amortized cost | $1,900,000 | 1,324 |
| Fair value | $1,877,000 | 1,313 |
| 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 | $36,460,000 | 3,319 |
| U.S. Government securities | $11,610,000 | 4,441 |
| U.S. Treasury securities | $1,019,000 | 839 |
| U.S. Government agency obligations | $10,591,000 | 4,468 |
| Securities issued by states & political subdivisions | $24,544,000 | 1,546 |
| Other domestic debt securities | $306,000 | 2,298 |
| 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 | $306,000 | 1,844 |
| 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 | $1,877,000 | 5,062 |
| Mortgage-backed securities | $658,000 | 5,002 |
| Certificates of participation in pools of residential mortgages | $454,000 | 4,841 |
| Issued or guaranteed by U.S. | $454,000 | 4,837 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $204,000 | 3,332 |
| CMOs issued by government agencies or sponsored agencies | $204,000 | 3,212 |
| 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) | $1,000 | 2,617 |
| Available-for-sale securities (fair market value) | $36,459,000 | 3,033 |
| Total debt securities | $36,459,000 | 3,294 |
| Structured notes | ||
| Amortized cost | $1,200,000 | 1,522 |
| Fair value | $1,169,000 | 1,524 |
| 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 | $37,209,000 | 3,276 |
| U.S. Government securities | $10,215,000 | 4,609 |
| U.S. Treasury securities | $1,022,000 | 811 |
| U.S. Government agency obligations | $9,193,000 | 4,650 |
| Securities issued by states & political subdivisions | $26,684,000 | 1,434 |
| Other domestic debt securities | $310,000 | 2,350 |
| 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 | $310,000 | 1,881 |
| 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 | $1,588,000 | 5,195 |
| Mortgage-backed securities | $682,000 | 5,025 |
| Certificates of participation in pools of residential mortgages | $465,000 | 4,866 |
| Issued or guaranteed by U.S. | $465,000 | 4,862 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $217,000 | 3,333 |
| CMOs issued by government agencies or sponsored agencies | $217,000 | 3,209 |
| 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) | $1,000 | 2,638 |
| Available-for-sale securities (fair market value) | $37,208,000 | 2,994 |
| Total debt securities | $37,208,000 | 3,247 |
| Structured notes | ||
| Amortized cost | $1,150,000 | 1,530 |
| Fair value | $1,108,000 | 1,536 |
| 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 | $35,279,000 | 3,384 |
| U.S. Government securities | $10,688,000 | 4,580 |
| U.S. Treasury securities | $1,023,000 | 790 |
| U.S. Government agency obligations | $9,665,000 | 4,625 |
| Securities issued by states & political subdivisions | $24,278,000 | 1,565 |
| Other domestic debt securities | $313,000 | 2,406 |
| 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 | $313,000 | 1,916 |
| 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 | $1,907,000 | 5,134 |
| Mortgage-backed securities | $729,000 | 5,054 |
| Certificates of participation in pools of residential mortgages | $491,000 | 4,881 |
| Issued or guaranteed by U.S. | $491,000 | 4,876 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $238,000 | 3,350 |
| CMOs issued by government agencies or sponsored agencies | $238,000 | 3,222 |
| 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) | $2,000 | 2,637 |
| Available-for-sale securities (fair market value) | $35,277,000 | 3,108 |
| Total debt securities | $35,279,000 | 3,352 |
| Structured notes | ||
| Amortized cost | $1,150,000 | 1,516 |
| Fair value | $1,114,000 | 1,519 |
| 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 | $36,562,000 | 3,318 |
| U.S. Government securities | $10,553,000 | 4,575 |
| U.S. Treasury securities | $1,023,000 | 809 |
| U.S. Government agency obligations | $9,530,000 | 4,632 |
| Securities issued by states & political subdivisions | $25,693,000 | 1,462 |
| Other domestic debt securities | $316,000 | 2,475 |
| 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 | $316,000 | 1,957 |
| 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 | $1,903,000 | 5,171 |
| Mortgage-backed securities | $792,000 | 5,044 |
| Certificates of participation in pools of residential mortgages | $519,000 | 4,856 |
| Issued or guaranteed by U.S. | $519,000 | 4,852 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $273,000 | 3,343 |
| CMOs issued by government agencies or sponsored agencies | $273,000 | 3,213 |
| 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) | $2,000 | 2,588 |
| Available-for-sale securities (fair market value) | $36,560,000 | 3,051 |
| Total debt securities | $36,563,000 | 3,289 |
| Structured notes | ||
| Amortized cost | $1,150,000 | 1,506 |
| Fair value | $1,121,000 | 1,513 |
| 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 | $38,463,000 | 3,225 |
| U.S. Government securities | $11,792,000 | 4,464 |
| U.S. Treasury securities | $1,037,000 | 820 |
| U.S. Government agency obligations | $10,755,000 | 4,514 |
| Securities issued by states & political subdivisions | $26,226,000 | 1,425 |
| Other domestic debt securities | $445,000 | 2,392 |
| 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 | $445,000 | 1,882 |
| 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 | $1,929,000 | 5,223 |
| Mortgage-backed securities | $911,000 | 5,055 |
| Certificates of participation in pools of residential mortgages | $598,000 | 4,866 |
| Issued or guaranteed by U.S. | $598,000 | 4,864 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $313,000 | 3,365 |
| CMOs issued by government agencies or sponsored agencies | $313,000 | 3,223 |
| 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) | $2,000 | 2,593 |
| Available-for-sale securities (fair market value) | $38,461,000 | 2,979 |
| Total debt securities | $38,462,000 | 3,200 |
| Structured notes | ||
| Amortized cost | $1,450,000 | 1,451 |
| Fair value | $1,449,000 | 1,457 |
| 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 | $39,404,000 | 3,129 |
| U.S. Government securities | $11,574,000 | 4,461 |
| U.S. Treasury securities | $1,039,000 | 800 |
| U.S. Government agency obligations | $10,535,000 | 4,516 |
| Securities issued by states & political subdivisions | $27,381,000 | 1,320 |
| Other domestic debt securities | $449,000 | 2,384 |
| 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 | $449,000 | 1,850 |
| 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 | $1,936,000 | 5,243 |
| Mortgage-backed securities | $1,032,000 | 5,046 |
| Certificates of participation in pools of residential mortgages | $672,000 | 4,863 |
| Issued or guaranteed by U.S. | $672,000 | 4,862 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $360,000 | 3,377 |
| CMOs issued by government agencies or sponsored agencies | $360,000 | 3,234 |
| 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) | $2,000 | 2,624 |
| Available-for-sale securities (fair market value) | $39,402,000 | 2,894 |
| Total debt securities | $39,404,000 | 3,101 |
| Structured notes | ||
| Amortized cost | $1,450,000 | 1,498 |
| Fair value | $1,451,000 | 1,499 |
| 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 | $39,495,000 | 3,159 |
| U.S. Government securities | $11,802,000 | 4,543 |
| U.S. Treasury securities | $1,042,000 | 765 |
| U.S. Government agency obligations | $10,760,000 | 4,579 |
| Securities issued by states & political subdivisions | $27,239,000 | 1,312 |
| Other domestic debt securities | $454,000 | 2,460 |
| 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 | $454,000 | 1,922 |
| 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 | $1,839,000 | 5,338 |
| Mortgage-backed securities | $1,113,000 | 5,114 |
| Certificates of participation in pools of residential mortgages | $720,000 | 4,953 |
| Issued or guaranteed by U.S. | $720,000 | 4,950 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $393,000 | 3,439 |
| CMOs issued by government agencies or sponsored agencies | $393,000 | 3,284 |
| 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) | $2,000 | 2,680 |
| Available-for-sale securities (fair market value) | $39,493,000 | 2,923 |
| Total debt securities | $39,495,000 | 3,130 |
| Structured notes | ||
| Amortized cost | $1,700,000 | 1,499 |
| Fair value | $1,704,000 | 1,498 |
| 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 | $37,871,000 | 3,241 |
| U.S. Government securities | $10,505,000 | 4,811 |
| U.S. Treasury securities | $1,039,000 | 756 |
| U.S. Government agency obligations | $9,466,000 | 4,875 |
| Securities issued by states & political subdivisions | $26,911,000 | 1,297 |
| Other domestic debt securities | $455,000 | 2,444 |
| 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 | $455,000 | 1,910 |
| 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 | $1,935,000 | 5,355 |
| Mortgage-backed securities | $1,215,000 | 5,126 |
| Certificates of participation in pools of residential mortgages | $783,000 | 4,947 |
| Issued or guaranteed by U.S. | $783,000 | 4,944 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $432,000 | 3,435 |
| CMOs issued by government agencies or sponsored agencies | $432,000 | 3,276 |
| 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) | $2,000 | 2,705 |
| Available-for-sale securities (fair market value) | $37,869,000 | 2,994 |
| Total debt securities | $37,870,000 | 3,220 |
| Structured notes | ||
| Amortized cost | $1,700,000 | 1,674 |
| Fair value | $1,703,000 | 1,678 |
| 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 | $36,604,000 | 3,331 |
| U.S. Government securities | $10,879,000 | 4,841 |
| U.S. Treasury securities | $1,022,000 | 823 |
| U.S. Government agency obligations | $9,857,000 | 4,912 |
| Securities issued by states & political subdivisions | $25,266,000 | 1,312 |
| Other domestic debt securities | $459,000 | 2,421 |
| 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 | $459,000 | 1,894 |
| 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 | $1,914,000 | 5,402 |
| Mortgage-backed securities | $1,282,000 | 5,133 |
| Certificates of participation in pools of residential mortgages | $804,000 | 4,950 |
| Issued or guaranteed by U.S. | $804,000 | 4,948 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $478,000 | 3,428 |
| CMOs issued by government agencies or sponsored agencies | $478,000 | 3,264 |
| 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) | $3,000 | 2,765 |
| Available-for-sale securities (fair market value) | $36,601,000 | 3,076 |
| Total debt securities | $36,604,000 | 3,305 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,934 |
| Fair value | $1,498,000 | 1,977 |
| 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 | $36,756,000 | 3,240 |
| U.S. Government securities | $10,982,000 | 4,777 |
| U.S. Treasury securities | $1,039,000 | 757 |
| U.S. Government agency obligations | $9,943,000 | 4,857 |
| Securities issued by states & political subdivisions | $24,763,000 | 1,303 |
| Other domestic debt securities | $1,011,000 | 1,969 |
| 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 | $1,011,000 | 1,434 |
| 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 | $858,000 | 5,543 |
| Mortgage-backed securities | $1,372,000 | 5,083 |
| Certificates of participation in pools of residential mortgages | $870,000 | 4,884 |
| Issued or guaranteed by U.S. | $870,000 | 4,877 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $502,000 | 3,358 |
| CMOs issued by government agencies or sponsored agencies | $502,000 | 3,113 |
| 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) | $3,000 | 2,885 |
| Available-for-sale securities (fair market value) | $36,753,000 | 2,976 |
| Total debt securities | $36,758,000 | 3,217 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 2,019 |
| Fair value | $1,251,000 | 2,033 |
| 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 | $34,757,000 | 3,315 |
| U.S. Government securities | $10,989,000 | 4,738 |
| U.S. Treasury securities | $1,035,000 | 795 |
| U.S. Government agency obligations | $9,954,000 | 4,811 |
| Securities issued by states & political subdivisions | $22,147,000 | 1,416 |
| Other domestic debt securities | $1,621,000 | 1,715 |
| 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 | $1,621,000 | 1,196 |
| 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 | $863,000 | 5,568 |
| Mortgage-backed securities | $1,105,000 | 5,163 |
| Certificates of participation in pools of residential mortgages | $899,000 | 4,869 |
| Issued or guaranteed by U.S. | $899,000 | 4,860 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $206,000 | 3,562 |
| CMOs issued by government agencies or sponsored agencies | $206,000 | 3,292 |
| 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) | $3,000 | 2,925 |
| Available-for-sale securities (fair market value) | $34,754,000 | 3,026 |
| Total debt securities | $34,758,000 | 3,285 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 1,924 |
| Fair value | $1,758,000 | 1,922 |
| 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 | $34,798,000 | 3,320 |
| U.S. Government securities | $10,481,000 | 4,947 |
| U.S. Treasury securities | $997,000 | 939 |
| U.S. Government agency obligations | $9,484,000 | 5,027 |
| Securities issued by states & political subdivisions | $22,680,000 | 1,319 |
| Other domestic debt securities | $1,637,000 | 1,650 |
| 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 | $1,637,000 | 1,111 |
| 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 | $754,000 | 5,658 |
| Mortgage-backed securities | $335,000 | 5,551 |
| Certificates of participation in pools of residential mortgages | $3,000 | 5,779 |
| Issued or guaranteed by U.S. | $3,000 | 5,772 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $332,000 | 3,454 |
| CMOs issued by government agencies or sponsored agencies | $332,000 | 3,177 |
| 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) | $3,000 | 2,981 |
| Available-for-sale securities (fair market value) | $34,795,000 | 3,034 |
| Total debt securities | $34,799,000 | 3,294 |
| Structured notes | ||
| Amortized cost | $2,750,000 | 1,722 |
| Fair value | $2,760,000 | 1,723 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $32,178,000 | 3,472 |
| U.S. Government securities | $7,084,000 | 5,572 |
| U.S. Treasury securities | $968,000 | 978 |
| U.S. Government agency obligations | $6,116,000 | 5,660 |
| Securities issued by states & political subdivisions | $23,233,000 | 1,250 |
| Other domestic debt securities | $1,861,000 | 1,643 |
| 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 | $1,861,000 | 1,099 |
| 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 | $504,000 | 5,814 |
| Mortgage-backed securities | $344,000 | 5,530 |
| Certificates of participation in pools of residential mortgages | $3,000 | 5,791 |
| Issued or guaranteed by U.S. | $3,000 | 5,779 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $341,000 | 3,412 |
| CMOs issued by government agencies or sponsored agencies | $341,000 | 3,127 |
| 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) | $3,000 | 2,996 |
| Available-for-sale securities (fair market value) | $32,175,000 | 3,185 |
| Total debt securities | $32,178,000 | 3,445 |
| Structured notes | ||
| Amortized cost | $1,300,000 | 2,369 |
| Fair value | $1,298,000 | 2,372 |
| 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 | $32,229,000 | 3,336 |
| U.S. Government securities | $7,575,000 | 5,341 |
| U.S. Treasury securities | $963,000 | 980 |
| U.S. Government agency obligations | $6,612,000 | 5,433 |
| Securities issued by states & political subdivisions | $22,548,000 | 1,269 |
| Other domestic debt securities | $2,106,000 | 1,639 |
| 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 | $2,106,000 | 1,000 |
| 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 | $757,000 | 5,745 |
| Mortgage-backed securities | $368,000 | 5,522 |
| Certificates of participation in pools of residential mortgages | $4,000 | 5,783 |
| Issued or guaranteed by U.S. | $4,000 | 5,772 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $364,000 | 3,390 |
| CMOs issued by government agencies or sponsored agencies | $364,000 | 3,097 |
| 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) | $4,000 | 3,022 |
| Available-for-sale securities (fair market value) | $32,225,000 | 3,060 |
| Total debt securities | $32,229,000 | 3,307 |
| Structured notes | ||
| Amortized cost | $1,300,000 | 2,224 |
| Fair value | $1,306,000 | 2,226 |
| 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 | $28,858,000 | 3,565 |
| U.S. Government securities | $7,423,000 | 5,322 |
| U.S. Treasury securities | $984,000 | 903 |
| U.S. Government agency obligations | $6,439,000 | 5,440 |
| Securities issued by states & political subdivisions | $19,014,000 | 1,443 |
| Other domestic debt securities | $2,421,000 | 1,596 |
| 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 | $2,421,000 | 937 |
| 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 | $762,000 | 5,835 |
| Mortgage-backed securities | $393,000 | 5,564 |
| Certificates of participation in pools of residential mortgages | $4,000 | 5,828 |
| Issued or guaranteed by U.S. | $4,000 | 5,813 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $389,000 | 3,369 |
| CMOs issued by government agencies or sponsored agencies | $389,000 | 3,058 |
| 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) | $4,000 | 3,095 |
| Available-for-sale securities (fair market value) | $28,854,000 | 3,264 |
| Total debt securities | $28,857,000 | 3,536 |
| Structured notes | ||
| Amortized cost | $1,050,000 | 2,340 |
| Fair value | $1,063,000 | 2,341 |
| 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 | $25,819,000 | 3,808 |
| U.S. Government securities | $5,684,000 | 5,868 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $5,684,000 | 5,758 |
| Securities issued by states & political subdivisions | $17,740,000 | 1,467 |
| Other domestic debt securities | $2,395,000 | 1,603 |
| 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 | $2,395,000 | 915 |
| 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 | $803,000 | 5,868 |
| Mortgage-backed securities | $153,000 | 5,806 |
| Certificates of participation in pools of residential mortgages | $4,000 | 5,881 |
| Issued or guaranteed by U.S. | $4,000 | 5,869 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $149,000 | 3,489 |
| CMOs issued by government agencies or sponsored agencies | $149,000 | 3,172 |
| 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) | $4,000 | 3,164 |
| Available-for-sale securities (fair market value) | $25,815,000 | 3,488 |
| Total debt securities | $25,819,000 | 3,774 |
| Structured notes | ||
| Amortized cost | $2,050,000 | 1,940 |
| Fair value | $2,062,000 | 1,945 |
| 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 | $26,755,000 | 3,756 |
| U.S. Government securities | $6,254,000 | 5,811 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $6,254,000 | 5,701 |
| Securities issued by states & political subdivisions | $17,815,000 | 1,421 |
| Other domestic debt securities | $2,686,000 | 1,579 |
| 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 | $2,686,000 | 886 |
| 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 | $250,000 | 6,225 |
| Mortgage-backed securities | $252,000 | 5,797 |
| Certificates of participation in pools of residential mortgages | $85,000 | 5,675 |
| Issued or guaranteed by U.S. | $85,000 | 5,662 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $167,000 | 3,463 |
| CMOs issued by government agencies or sponsored agencies | $167,000 | 3,129 |
| 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) | $4,000 | 3,212 |
| Available-for-sale securities (fair market value) | $26,751,000 | 3,413 |
| Total debt securities | $26,754,000 | 3,726 |
| Structured notes | ||
| Amortized cost | $2,299,000 | 1,669 |
| Fair value | $2,308,000 | 1,658 |
| 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 | $21,261,000 | 4,269 |
| U.S. Government securities | $2,438,000 | 6,840 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $2,438,000 | 6,740 |
| Securities issued by states & political subdivisions | $16,157,000 | 1,558 |
| Other domestic debt securities | $2,666,000 | 1,620 |
| 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 | $2,666,000 | 902 |
| 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 | $0 | 6,398 |
| Mortgage-backed securities | $332,000 | 5,797 |
| Certificates of participation in pools of residential mortgages | $105,000 | 5,697 |
| Issued or guaranteed by U.S. | $105,000 | 5,682 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $227,000 | 3,416 |
| CMOs issued by government agencies or sponsored agencies | $227,000 | 3,069 |
| 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) | $4,000 | 3,281 |
| Available-for-sale securities (fair market value) | $21,257,000 | 3,878 |
| Total debt securities | $21,262,000 | 4,239 |
| Structured notes | ||
| Amortized cost | $1,050,000 | 1,942 |
| Fair value | $1,053,000 | 1,944 |
| 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 | $21,036,000 | 4,320 |
| U.S. Government securities | $3,485,000 | 6,591 |
| U.S. Treasury securities | $508,000 | 829 |
| U.S. Government agency obligations | $2,977,000 | 6,630 |
| Securities issued by states & political subdivisions | $14,941,000 | 1,656 |
| Other domestic debt securities | $2,610,000 | 1,739 |
| 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 | $2,610,000 | 969 |
| 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 | $0 | 6,412 |
| Mortgage-backed securities | $365,000 | 5,836 |
| Certificates of participation in pools of residential mortgages | $123,000 | 5,760 |
| Issued or guaranteed by U.S. | $123,000 | 5,742 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $242,000 | 3,419 |
| CMOs issued by government agencies or sponsored agencies | $242,000 | 3,066 |
| 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) | $4,000 | 3,374 |
| Available-for-sale securities (fair market value) | $21,032,000 | 3,913 |
| Total debt securities | $21,036,000 | 4,281 |
| Structured notes | ||
| Amortized cost | $1,900,000 | 1,230 |
| Fair value | $1,907,000 | 1,226 |
| 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 | $21,334,000 | 4,276 |
| U.S. Government securities | $4,423,000 | 6,319 |
| U.S. Treasury securities | $525,000 | 805 |
| U.S. Government agency obligations | $3,898,000 | 6,405 |
| Securities issued by states & political subdivisions | $13,121,000 | 1,820 |
| Other domestic debt securities | $2,790,000 | 1,710 |
| 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 | $2,790,000 | 942 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $1,000,000 | 765 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,462 |
| Mortgage-backed securities | $422,000 | 5,865 |
| Certificates of participation in pools of residential mortgages | $153,000 | 5,768 |
| Issued or guaranteed by U.S. | $153,000 | 5,748 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $269,000 | 3,396 |
| CMOs issued by government agencies or sponsored agencies | $269,000 | 3,038 |
| 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) | $4,000 | 3,425 |
| Available-for-sale securities (fair market value) | $21,330,000 | 3,844 |
| Total debt securities | $20,333,000 | 4,355 |
| Structured notes | ||
| Amortized cost | $1,600,000 | 916 |
| Fair value | $1,595,000 | 917 |
| 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 | $21,466,000 | 4,269 |
| U.S. Government securities | $3,499,000 | 6,707 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $3,499,000 | 6,617 |
| Securities issued by states & political subdivisions | $14,265,000 | 1,610 |
| Other domestic debt securities | $2,702,000 | 1,658 |
| 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 | $2,702,000 | 972 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $1,000,000 | 766 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,516 |
| Mortgage-backed securities | $292,000 | 6,003 |
| Certificates of participation in pools of residential mortgages | $5,000 | 6,238 |
| Issued or guaranteed by U.S. | $5,000 | 6,220 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $287,000 | 3,406 |
| CMOs issued by government agencies or sponsored agencies | $287,000 | 3,037 |
| 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) | $5,000 | 3,456 |
| Available-for-sale securities (fair market value) | $21,461,000 | 3,835 |
| Total debt securities | $20,466,000 | 4,348 |
| Structured notes | ||
| Amortized cost | $850,000 | 1,101 |
| Fair value | $848,000 | 1,098 |
| 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 | $18,031,000 | 4,689 |
| U.S. Government securities | $2,848,000 | 7,034 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $2,848,000 | 6,943 |
| Securities issued by states & political subdivisions | $12,549,000 | 1,744 |
| Other domestic debt securities | $2,634,000 | 1,620 |
| 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 | $2,634,000 | 948 |
| 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 | $0 | 6,541 |
| Mortgage-backed securities | $5,000 | 6,524 |
| Certificates of participation in pools of residential mortgages | $5,000 | 6,275 |
| Issued or guaranteed by U.S. | $5,000 | 6,253 |
| 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) | $5,000 | 3,473 |
| Available-for-sale securities (fair market value) | $18,026,000 | 4,214 |
| Total debt securities | $18,032,000 | 4,653 |
| Structured notes | ||
| Amortized cost | $600,000 | 1,278 |
| Fair value | $603,000 | 1,274 |
| 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 | $19,877,000 | 4,408 |
| U.S. Government securities | $4,462,000 | 6,558 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $4,462,000 | 6,465 |
| Securities issued by states & political subdivisions | $12,664,000 | 1,709 |
| Other domestic debt securities | $2,751,000 | 1,573 |
| 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 | $2,751,000 | 923 |
| 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 | $0 | 6,576 |
| Mortgage-backed securities | $5,000 | 6,546 |
| Certificates of participation in pools of residential mortgages | $5,000 | 6,307 |
| Issued or guaranteed by U.S. | $5,000 | 6,287 |
| 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) | $5,000 | 3,504 |
| Available-for-sale securities (fair market value) | $19,872,000 | 3,931 |
| Total debt securities | $19,877,000 | 4,374 |
| Structured notes | ||
| Amortized cost | $601,000 | 1,251 |
| Fair value | $602,000 | 1,249 |
| 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 | $21,297,000 | 4,279 |
| U.S. Government securities | $5,265,000 | 6,368 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $5,265,000 | 6,280 |
| Securities issued by states & political subdivisions | $12,661,000 | 1,717 |
| Other domestic debt securities | $3,371,000 | 1,502 |
| 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 | $3,371,000 | 894 |
| 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 | $0 | 6,612 |
| Mortgage-backed securities | $5,000 | 6,571 |
| Certificates of participation in pools of residential mortgages | $5,000 | 6,332 |
| Issued or guaranteed by U.S. | $5,000 | 6,308 |
| 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) | $5,000 | 3,532 |
| Available-for-sale securities (fair market value) | $21,292,000 | 3,819 |
| Total debt securities | $21,296,000 | 4,237 |
| Structured notes | ||
| Amortized cost | $302,000 | 1,591 |
| Fair value | $302,000 | 1,597 |
| 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 | $19,495,000 | 4,490 |
| U.S. Government securities | $5,346,000 | 6,365 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $5,346,000 | 6,270 |
| Securities issued by states & political subdivisions | $10,115,000 | 2,044 |
| Other domestic debt securities | $4,034,000 | 1,320 |
| 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 | $4,034,000 | 787 |
| 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 | $0 | 6,633 |
| Mortgage-backed securities | $5,000 | 6,579 |
| Certificates of participation in pools of residential mortgages | $5,000 | 6,330 |
| Issued or guaranteed by U.S. | $5,000 | 6,301 |
| 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) | $5,000 | 3,565 |
| Available-for-sale securities (fair market value) | $19,490,000 | 4,014 |
| Total debt securities | $19,494,000 | 4,428 |
| Structured notes | ||
| Amortized cost | $303,000 | 1,744 |
| Fair value | $303,000 | 1,751 |
| 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 | $18,755,000 | 4,617 |
| U.S. Government securities | $6,341,000 | 6,200 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $6,341,000 | 6,092 |
| Securities issued by states & political subdivisions | $8,925,000 | 2,249 |
| Other domestic debt securities | $3,489,000 | 1,317 |
| 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 | $3,489,000 | 823 |
| 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 | $0 | 6,689 |
| Mortgage-backed securities | $6,000 | 6,520 |
| Certificates of participation in pools of residential mortgages | $6,000 | 6,272 |
| Issued or guaranteed by U.S. | $6,000 | 6,251 |
| 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) | $6,000 | 3,617 |
| Available-for-sale securities (fair market value) | $18,749,000 | 4,097 |
| Total debt securities | $18,755,000 | 4,565 |
| 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 | $18,684,000 | 4,653 |
| U.S. Government securities | $9,394,000 | 5,486 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $9,394,000 | 5,378 |
| Securities issued by states & political subdivisions | $6,849,000 | 2,615 |
| Other domestic debt securities | $2,441,000 | 1,470 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,441,000 | 947 |
| 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 | $0 | 6,710 |
| Mortgage-backed securities | $6,000 | 6,499 |
| Certificates of participation in pools of residential mortgages | $6,000 | 6,238 |
| Issued or guaranteed by U.S. | $6,000 | 6,215 |
| 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) | $6,000 | 3,674 |
| Available-for-sale securities (fair market value) | $18,678,000 | 4,117 |
| Total debt securities | $18,685,000 | 4,601 |
| 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 | $20,076,000 | 4,487 |
| U.S. Government securities | $10,158,000 | 5,357 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $10,158,000 | 5,250 |
| Securities issued by states & political subdivisions | $7,236,000 | 2,521 |
| Other domestic debt securities | $2,682,000 | 1,354 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,682,000 | 870 |
| 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 | $0 | 6,778 |
| Mortgage-backed securities | $6,000 | 6,533 |
| Certificates of participation in pools of residential mortgages | $6,000 | 6,264 |
| Issued or guaranteed by U.S. | $6,000 | 6,244 |
| 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) | $6,000 | 3,720 |
| Available-for-sale securities (fair market value) | $20,070,000 | 3,945 |
| Total debt securities | $20,075,000 | 4,439 |
| 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 | $20,871,000 | 4,386 |
| U.S. Government securities | $11,250,000 | 5,151 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $11,250,000 | 5,031 |
| Securities issued by states & political subdivisions | $6,931,000 | 2,602 |
| Other domestic debt securities | $2,690,000 | 1,354 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,690,000 | 879 |
| 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 | $0 | 6,814 |
| Mortgage-backed securities | $6,000 | 6,554 |
| Certificates of participation in pools of residential mortgages | $6,000 | 6,280 |
| Issued or guaranteed by U.S. | $6,000 | 6,257 |
| 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) | $6,000 | 3,792 |
| Available-for-sale securities (fair market value) | $20,865,000 | 3,859 |
| Total debt securities | $20,871,000 | 4,335 |
| Structured notes | ||
| Amortized cost | $949,000 | 2,093 |
| Fair value | $948,000 | 2,083 |
| 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 | $21,755,000 | 4,308 |
| U.S. Government securities | $11,288,000 | 5,204 |
| U.S. Treasury securities | $100,000 | 1,441 |
| U.S. Government agency obligations | $11,188,000 | 5,101 |
| Securities issued by states & political subdivisions | $7,580,000 | 2,459 |
| Other domestic debt securities | $2,887,000 | 1,324 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,887,000 | 882 |
| 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 | $0 | 6,854 |
| Mortgage-backed securities | $7,000 | 6,565 |
| Certificates of participation in pools of residential mortgages | $7,000 | 6,293 |
| Issued or guaranteed by U.S. | $7,000 | 6,269 |
| 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) | $7,000 | 3,868 |
| Available-for-sale securities (fair market value) | $21,748,000 | 3,766 |
| Total debt securities | $21,755,000 | 4,259 |
| Structured notes | ||
| Amortized cost | $947,000 | 2,193 |
| Fair value | $944,000 | 2,183 |
| 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 | $19,412,000 | 4,657 |
| U.S. Government securities | $10,005,000 | 5,513 |
| U.S. Treasury securities | $548,000 | 1,225 |
| U.S. Government agency obligations | $9,457,000 | 5,517 |
| Securities issued by states & political subdivisions | $6,463,000 | 2,688 |
| Other domestic debt securities | $2,944,000 | 1,309 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,944,000 | 873 |
| 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 | $0 | 6,913 |
| Mortgage-backed securities | $7,000 | 6,618 |
| Certificates of participation in pools of residential mortgages | $7,000 | 6,345 |
| Issued or guaranteed by U.S. | $7,000 | 6,318 |
| 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) | $7,000 | 3,956 |
| Available-for-sale securities (fair market value) | $19,405,000 | 4,079 |
| Total debt securities | $19,412,000 | 4,602 |
| Structured notes | ||
| Amortized cost | $949,000 | 2,310 |
| Fair value | $939,000 | 2,308 |
| 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 | $19,557,000 | 4,629 |
| U.S. Government securities | $10,800,000 | 5,383 |
| U.S. Treasury securities | $766,000 | 1,215 |
| U.S. Government agency obligations | $10,034,000 | 5,397 |
| Securities issued by states & political subdivisions | $5,641,000 | 2,896 |
| Other domestic debt securities | $3,116,000 | 1,253 |
| 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 | $3,116,000 | 837 |
| 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 | $0 | 6,970 |
| Mortgage-backed securities | $7,000 | 6,676 |
| Certificates of participation in pools of residential mortgages | $7,000 | 6,398 |
| Issued or guaranteed by U.S. | $7,000 | 6,376 |
| 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) | $62,000 | 3,863 |
| Available-for-sale securities (fair market value) | $19,495,000 | 4,035 |
| Total debt securities | $19,557,000 | 4,576 |
| Structured notes | ||
| Amortized cost | $1,549,000 | 1,827 |
| Fair value | $1,525,000 | 1,826 |
| 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 | $19,296,000 | 4,708 |
| U.S. Government securities | $11,182,000 | 5,314 |
| U.S. Treasury securities | $765,000 | 1,285 |
| U.S. Government agency obligations | $10,417,000 | 5,345 |
| Securities issued by states & political subdivisions | $4,980,000 | 3,093 |
| Other domestic debt securities | $3,134,000 | 1,294 |
| 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 | $3,134,000 | 874 |
| 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 | $0 | 6,996 |
| Mortgage-backed securities | $8,000 | 6,700 |
| Certificates of participation in pools of residential mortgages | $8,000 | 6,415 |
| Issued or guaranteed by U.S. | $8,000 | 6,395 |
| 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) | $63,000 | 3,932 |
| Available-for-sale securities (fair market value) | $19,233,000 | 4,096 |
| Total debt securities | $19,295,000 | 4,656 |
| Structured notes | ||
| Amortized cost | $1,549,000 | 1,831 |
| Fair value | $1,527,000 | 1,832 |
| 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 | $18,961,000 | 4,775 |
| U.S. Government securities | $10,645,000 | 5,431 |
| U.S. Treasury securities | $765,000 | 1,298 |
| U.S. Government agency obligations | $9,880,000 | 5,462 |
| Securities issued by states & political subdivisions | $5,402,000 | 2,939 |
| Other domestic debt securities | $2,914,000 | 1,374 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,914,000 | 959 |
| 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 | $0 | 7,036 |
| Mortgage-backed securities | $8,000 | 6,775 |
| Certificates of participation in pools of residential mortgages | $8,000 | 6,478 |
| Issued or guaranteed by U.S. | $8,000 | 6,460 |
| 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) | $209,000 | 3,733 |
| Available-for-sale securities (fair market value) | $18,752,000 | 4,157 |
| Total debt securities | $18,961,000 | 4,721 |
| Structured notes | ||
| Amortized cost | $1,549,000 | 1,819 |
| Fair value | $1,525,000 | 1,823 |
| 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 | $19,187,000 | 4,725 |
| U.S. Government securities | $10,485,000 | 5,456 |
| U.S. Treasury securities | $768,000 | 1,290 |
| U.S. Government agency obligations | $9,717,000 | 5,495 |
| Securities issued by states & political subdivisions | $5,239,000 | 2,989 |
| Other domestic debt securities | $3,463,000 | 1,290 |
| 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 | $3,463,000 | 903 |
| 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 | $0 | 7,079 |
| Mortgage-backed securities | $8,000 | 6,819 |
| Certificates of participation in pools of residential mortgages | $8,000 | 6,528 |
| Issued or guaranteed by U.S. | $8,000 | 6,511 |
| 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) | $210,000 | 3,792 |
| Available-for-sale securities (fair market value) | $18,977,000 | 4,114 |
| Total debt securities | $19,187,000 | 4,666 |
| Structured notes | ||
| Amortized cost | $1,549,000 | 1,784 |
| Fair value | $1,533,000 | 1,784 |
| 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 | $20,049,000 | 4,630 |
| U.S. Government securities | $10,368,000 | 5,523 |
| U.S. Treasury securities | $770,000 | 1,338 |
| U.S. Government agency obligations | $9,598,000 | 5,562 |
| Securities issued by states & political subdivisions | $6,017,000 | 2,725 |
| Other domestic debt securities | $3,664,000 | 1,279 |
| 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 | $3,664,000 | 907 |
| 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 | $0 | 7,094 |
| Mortgage-backed securities | $9,000 | 6,848 |
| Certificates of participation in pools of residential mortgages | $9,000 | 6,568 |
| Issued or guaranteed by U.S. | $9,000 | 6,549 |
| 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) | $261,000 | 3,767 |
| Available-for-sale securities (fair market value) | $19,788,000 | 4,049 |
| Total debt securities | $20,049,000 | 4,562 |
| Structured notes | ||
| Amortized cost | $1,549,000 | 1,773 |
| Fair value | $1,535,000 | 1,774 |
| 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 | $20,358,000 | 4,669 |
| U.S. Government securities | $10,097,000 | 5,649 |
| U.S. Treasury securities | $779,000 | 1,440 |
| U.S. Government agency obligations | $9,318,000 | 5,705 |
| Securities issued by states & political subdivisions | $5,859,000 | 2,779 |
| Other domestic debt securities | $4,402,000 | 1,209 |
| 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 | $4,402,000 | 872 |
| 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 | $0 | 7,151 |
| Mortgage-backed securities | $9,000 | 6,931 |
| Certificates of participation in pools of residential mortgages | $9,000 | 6,646 |
| Issued or guaranteed by U.S. | $9,000 | 6,629 |
| 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) | $271,000 | 3,808 |
| Available-for-sale securities (fair market value) | $20,087,000 | 4,076 |
| Total debt securities | $20,358,000 | 4,607 |
| Structured notes | ||
| Amortized cost | $1,498,000 | 1,822 |
| Fair value | $1,478,000 | 1,798 |
| 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 | $20,729,000 | 4,623 |
| U.S. Government securities | $10,222,000 | 5,640 |
| U.S. Treasury securities | $787,000 | 1,459 |
| U.S. Government agency obligations | $9,435,000 | 5,672 |
| Securities issued by states & political subdivisions | $6,088,000 | 2,740 |
| Other domestic debt securities | $4,419,000 | 1,232 |
| 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 | $4,419,000 | 895 |
| 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 | $0 | 7,176 |
| Mortgage-backed securities | $9,000 | 6,988 |
| Certificates of participation in pools of residential mortgages | $9,000 | 6,697 |
| Issued or guaranteed by U.S. | $9,000 | 6,685 |
| 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) | $437,000 | 3,678 |
| Available-for-sale securities (fair market value) | $20,292,000 | 4,066 |
| Total debt securities | $20,729,000 | 4,562 |
| Structured notes | ||
| Amortized cost | $1,498,000 | 1,794 |
| Fair value | $1,490,000 | 1,781 |
| 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 | $20,761,000 | 4,620 |
| U.S. Government securities | $9,749,000 | 5,760 |
| U.S. Treasury securities | $1,037,000 | 1,249 |
| U.S. Government agency obligations | $8,712,000 | 5,871 |
| Securities issued by states & political subdivisions | $6,241,000 | 2,710 |
| Other domestic debt securities | $4,771,000 | 1,184 |
| 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 | $4,771,000 | 884 |
| 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 | $0 | 7,214 |
| Mortgage-backed securities | $10,000 | 7,026 |
| Certificates of participation in pools of residential mortgages | $10,000 | 6,726 |
| Issued or guaranteed by U.S. | $10,000 | 6,714 |
| 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) | $799,000 | 3,445 |
| Available-for-sale securities (fair market value) | $19,962,000 | 4,089 |
| Total debt securities | $20,761,000 | 4,563 |
| Structured notes | ||
| Amortized cost | $1,498,000 | 1,792 |
| Fair value | $1,497,000 | 1,773 |
| 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 | $20,992,000 | 4,657 |
| U.S. Government securities | $9,081,000 | 5,993 |
| U.S. Treasury securities | $1,052,000 | 1,309 |
| U.S. Government agency obligations | $8,029,000 | 6,117 |
| Securities issued by states & political subdivisions | $6,758,000 | 2,573 |
| Other domestic debt securities | $5,153,000 | 1,170 |
| 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 | $5,153,000 | 870 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $10,000 | 7,101 |
| Certificates of participation in pools of residential mortgages | $10,000 | 6,801 |
| Issued or guaranteed by U.S. | $10,000 | 6,790 |
| 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) | $992,000 | 3,331 |
| Available-for-sale securities (fair market value) | $20,000,000 | 4,171 |
| Total debt securities | $20,992,000 | 4,591 |
| Structured notes | ||
| Amortized cost | $1,499,000 | 1,760 |
| Fair value | $1,470,000 | 1,762 |
| 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 | $19,191,000 | 4,895 |
| U.S. Government securities | $7,421,000 | 6,399 |
| U.S. Treasury securities | $1,004,000 | 1,392 |
| U.S. Government agency obligations | $6,417,000 | 6,545 |
| Securities issued by states & political subdivisions | $6,050,000 | 2,750 |
| Other domestic debt securities | $5,720,000 | 1,181 |
| 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 | $5,720,000 | 884 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $11,000 | 7,115 |
| Certificates of participation in pools of residential mortgages | $11,000 | 6,810 |
| Issued or guaranteed by U.S. | $11,000 | 6,795 |
| 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) | $974,000 | 3,364 |
| Available-for-sale securities (fair market value) | $18,217,000 | 4,400 |
| Total debt securities | $19,191,000 | 4,823 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,759 |
| Fair value | $1,003,000 | 1,868 |
| 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 | $17,895,000 | 5,116 |
| U.S. Government securities | $5,800,000 | 7,000 |
| U.S. Treasury securities | $254,000 | 1,999 |
| U.S. Government agency obligations | $5,546,000 | 6,884 |
| Securities issued by states & political subdivisions | $6,395,000 | 2,699 |
| Other domestic debt securities | $5,700,000 | 1,184 |
| 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 | $5,700,000 | 954 |
| 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 | $0 | 7,280 |
| Mortgage-backed securities | $11,000 | 7,168 |
| Certificates of participation in pools of residential mortgages | $11,000 | 6,887 |
| Issued or guaranteed by U.S. | $11,000 | 6,863 |
| 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) | $1,157,000 | 3,268 |
| Available-for-sale securities (fair market value) | $16,738,000 | 4,637 |
| Total debt securities | $17,895,000 | 5,034 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,606 |
| Fair value | $995,000 | 1,782 |
| 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 | $17,277,000 | 5,155 |
| U.S. Government securities | $6,262,000 | 6,713 |
| U.S. Treasury securities | $255,000 | 2,061 |
| U.S. Government agency obligations | $6,007,000 | 6,634 |
| Securities issued by states & political subdivisions | $5,493,000 | 2,936 |
| Other domestic debt securities | $5,522,000 | 1,265 |
| 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 | $5,522,000 | 1,028 |
| 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 | $0 | 7,307 |
| Mortgage-backed securities | $12,000 | 7,202 |
| Certificates of participation in pools of residential mortgages | $12,000 | 6,918 |
| Issued or guaranteed by U.S. | $12,000 | 6,894 |
| 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) | $1,161,000 | 3,313 |
| Available-for-sale securities (fair market value) | $16,116,000 | 4,671 |
| Total debt securities | $17,277,000 | 5,067 |
| Structured notes | ||
| Amortized cost | $999,000 | 1,537 |
| Fair value | $993,000 | 1,514 |
| 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 | $15,871,000 | 5,326 |
| U.S. Government securities | $5,924,000 | 6,758 |
| U.S. Treasury securities | $286,000 | 2,058 |
| U.S. Government agency obligations | $5,638,000 | 6,673 |
| Securities issued by states & political subdivisions | $4,946,000 | 3,059 |
| Other domestic debt securities | $5,001,000 | 1,394 |
| 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 | $5,001,000 | 1,136 |
| 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 | $0 | 7,339 |
| Mortgage-backed securities | $13,000 | 7,248 |
| Certificates of participation in pools of residential mortgages | $13,000 | 6,935 |
| Issued or guaranteed by U.S. | $13,000 | 6,915 |
| 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) | $1,275,000 | 3,269 |
| Available-for-sale securities (fair market value) | $14,596,000 | 4,851 |
| Total debt securities | $15,871,000 | 5,226 |
| Structured notes | ||
| Amortized cost | $800,000 | 1,443 |
| Fair value | $801,000 | 1,446 |
| 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 | $15,544,000 | 5,393 |
| U.S. Government securities | $6,213,000 | 6,717 |
| U.S. Treasury securities | $257,000 | 2,136 |
| U.S. Government agency obligations | $5,956,000 | 6,619 |
| Securities issued by states & political subdivisions | $4,558,000 | 3,120 |
| Other domestic debt securities | $4,773,000 | 1,444 |
| 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 | $4,773,000 | 1,176 |
| 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 | $0 | 7,369 |
| Mortgage-backed securities | $14,000 | 7,275 |
| Certificates of participation in pools of residential mortgages | $14,000 | 6,950 |
| Issued or guaranteed by U.S. | $14,000 | 6,930 |
| 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) | $1,279,000 | 3,327 |
| Available-for-sale securities (fair market value) | $14,265,000 | 4,904 |
| Total debt securities | $15,544,000 | 5,288 |
| Structured notes | ||
| Amortized cost | $400,000 | 1,534 |
| Fair value | $401,000 | 1,547 |
| 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 | $15,035,000 | 5,465 |
| U.S. Government securities | $6,421,000 | 6,676 |
| U.S. Treasury securities | $475,000 | 2,121 |
| U.S. Government agency obligations | $5,946,000 | 6,626 |
| Securities issued by states & political subdivisions | $3,875,000 | 3,358 |
| Other domestic debt securities | $4,739,000 | 1,441 |
| 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 | $4,739,000 | 1,188 |
| 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 | $0 | 7,400 |
| Mortgage-backed securities | $14,000 | 7,289 |
| Certificates of participation in pools of residential mortgages | $14,000 | 6,946 |
| Issued or guaranteed by U.S. | $14,000 | 6,925 |
| 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) | $1,573,000 | 3,224 |
| Available-for-sale securities (fair market value) | $13,462,000 | 4,994 |
| Total debt securities | $15,036,000 | 5,367 |
| Structured notes | ||
| Amortized cost | $400,000 | 1,348 |
| Fair value | $400,000 | 1,367 |
| 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 | $13,427,000 | 5,711 |
| U.S. Government securities | $8,209,000 | 6,037 |
| U.S. Treasury securities | $1,072,000 | 1,798 |
| U.S. Government agency obligations | $7,137,000 | 6,171 |
| Securities issued by states & political subdivisions | $1,504,000 | 4,728 |
| Other domestic debt securities | $3,714,000 | 1,678 |
| 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 | $3,714,000 | 1,372 |
| 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 | $0 | 7,583 |
| Mortgage-backed securities | $18,000 | 7,319 |
| Certificates of participation in pools of residential mortgages | $18,000 | 6,931 |
| Issued or guaranteed by U.S. | $18,000 | 6,908 |
| 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) | $4,153,000 | 2,460 |
| Available-for-sale securities (fair market value) | $9,274,000 | 5,793 |
| Total debt securities | $13,426,000 | 5,616 |
| 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 | $13,641,000 | 5,851 |
| U.S. Government securities | $8,704,000 | 6,269 |
| U.S. Treasury securities | $1,766,000 | 2,091 |
| U.S. Government agency obligations | $6,938,000 | 6,583 |
| Securities issued by states & political subdivisions | $403,000 | 6,257 |
| Other domestic debt securities | $4,403,000 | 1,292 |
| 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 | $4,403,000 | 1,082 |
| Foreign debt securities | NA | NA |
| Equity securities | $131,000 | 6,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $22,000 | 7,260 |
| Certificates of participation in pools of residential mortgages | $22,000 | 6,839 |
| Issued or guaranteed by U.S. | $22,000 | 6,818 |
| 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) | $7,613,000 | 2,211 |
| Available-for-sale securities (fair market value) | $6,028,000 | 6,900 |
| Total debt securities | $13,510,000 | 5,744 |
| 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 | $13,494,000 | 6,160 |
| U.S. Government securities | $8,017,000 | 6,787 |
| U.S. Treasury securities | $2,315,000 | 2,509 |
| U.S. Government agency obligations | $5,702,000 | 7,208 |
| Securities issued by states & political subdivisions | $485,000 | 6,420 |
| Other domestic debt securities | $4,861,000 | 1,229 |
| 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 | $4,861,000 | 998 |
| Foreign debt securities | NA | NA |
| Equity securities | $131,000 | 6,394 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $25,000 | 7,631 |
| Certificates of participation in pools of residential mortgages | $25,000 | 7,184 |
| Issued or guaranteed by U.S. | $25,000 | 7,165 |
| 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) | $7,956,000 | 2,422 |
| Available-for-sale securities (fair market value) | $5,538,000 | 7,250 |
| Total debt securities | $13,363,000 | 6,076 |
| Structured notes | ||
| Amortized cost | $100,000 | 1,274 |
| Fair value | $100,000 | 1,275 |
| 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 | $10,964,000 | 6,818 |
| U.S. Government securities | $4,616,000 | 8,216 |
| U.S. Treasury securities | $1,953,000 | 4,060 |
| U.S. Government agency obligations | $2,663,000 | 8,404 |
| Securities issued by states & political subdivisions | $568,000 | 6,451 |
| Other domestic debt securities | $5,656,000 | 1,050 |
| 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 | $5,656,000 | 831 |
| Foreign debt securities | NA | NA |
| Equity securities | $124,000 | 6,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $60,000 | 7,679 |
| Certificates of participation in pools of residential mortgages | $30,000 | 7,379 |
| Issued or guaranteed by U.S. | $30,000 | 7,357 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $30,000 | 4,701 |
| CMOs issued by government agencies or sponsored agencies | $30,000 | 4,462 |
| 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) | $5,997,000 | 3,118 |
| Available-for-sale securities (fair market value) | $4,967,000 | 7,375 |
| Total debt securities | $10,840,000 | 6,716 |
| Structured notes | ||
| Amortized cost | $100,000 | 1,544 |
| Fair value | $100,000 | 1,554 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $11,099,000 | 7,086 |
| U.S. Government securities | $5,913,000 | 8,128 |
| U.S. Treasury securities | $2,808,000 | 4,452 |
| U.S. Government agency obligations | $3,105,000 | 8,367 |
| Securities issued by states & political subdivisions | $741,000 | 6,285 |
| Other domestic debt securities | $4,329,000 | 919 |
| 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 | $4,329,000 | 709 |
| Foreign debt securities | NA | NA |
| Equity securities | $116,000 | 6,229 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $200,000 | 8,580 |
| Mortgage-backed securities | $101,000 | 7,889 |
| Certificates of participation in pools of residential mortgages | $34,000 | 7,672 |
| Issued or guaranteed by U.S. | $34,000 | 7,644 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $67,000 | 4,882 |
| CMOs issued by government agencies or sponsored agencies | $67,000 | 4,652 |
| 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) | $7,888,000 | 3,266 |
| Available-for-sale securities (fair market value) | $3,211,000 | 8,219 |
| Total debt securities | $10,983,000 | 6,992 |
| Structured notes | ||
| Amortized cost | $350,000 | 2,303 |
| Fair value | $350,000 | 2,305 |
| 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 | $11,656,000 | 7,381 |
| U.S. Government securities | $6,717,000 | 8,378 |
| U.S. Treasury securities | $3,532,000 | 4,639 |
| U.S. Government agency obligations | $3,185,000 | 8,684 |
| Securities issued by states & political subdivisions | $833,000 | 6,382 |
| Other domestic debt securities | $3,990,000 | 1,030 |
| 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 | $3,990,000 | 735 |
| Foreign debt securities | NA | NA |
| Equity securities | $116,000 | 6,172 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $199,000 | 9,069 |
| Mortgage-backed securities | $131,000 | 8,373 |
| Certificates of participation in pools of residential mortgages | $41,000 | 8,193 |
| Issued or guaranteed by U.S. | $41,000 | 8,169 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $90,000 | 5,277 |
| CMOs issued by government agencies or sponsored agencies | $90,000 | 5,032 |
| 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) | $10,981,000 | 2,956 |
| Available-for-sale securities (fair market value) | $675,000 | 9,708 |
| Total debt securities | $11,540,000 | 7,301 |
| Structured notes | ||
| Amortized cost | $100,000 | 3,531 |
| Fair value | $100,000 | 3,538 |
| 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 | $10,340,000 | 8,153 |
| U.S. Government securities | $7,173,000 | 8,537 |
| U.S. Treasury securities | $3,918,000 | 5,345 |
| U.S. Government agency obligations | $3,255,000 | 8,818 |
| Securities issued by states & political subdivisions | $677,000 | 6,940 |
| Other domestic debt securities | $2,374,000 | 1,650 |
| 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 | $2,374,000 | 1,260 |
| Foreign debt securities | NA | NA |
| Equity securities | $116,000 | 5,981 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $280,000 | 9,245 |
| Mortgage-backed securities | $154,000 | 8,814 |
| Certificates of participation in pools of residential mortgages | $47,000 | 8,576 |
| Issued or guaranteed by U.S. | $47,000 | 8,542 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $107,000 | 5,697 |
| CMOs issued by government agencies or sponsored agencies | $107,000 | 5,419 |
| 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) | $10,224,000 | 3,351 |
| Available-for-sale securities (fair market value) | $116,000 | 10,651 |
| Total debt securities | $10,224,000 | 8,078 |
| Structured notes | ||
| Amortized cost | $200,000 | 4,276 |
| Fair value | $198,000 | 4,346 |
| 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 | $11,165,000 | 8,344 |
| U.S. Government securities | $8,076,000 | 8,618 |
| U.S. Treasury securities | $4,898,000 | 5,624 |
| U.S. Government agency obligations | $3,178,000 | 8,960 |
| Securities issued by states & political subdivisions | $1,090,000 | 6,474 |
| Other domestic debt securities | $1,883,000 | 2,110 |
| 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 | $1,883,000 | 1,664 |
| Foreign debt securities | NA | NA |
| Equity securities | $116,000 | 5,747 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $299,000 | 9,671 |
| Mortgage-backed securities | $177,000 | 9,320 |
| Certificates of participation in pools of residential mortgages | $52,000 | 9,058 |
| Issued or guaranteed by U.S. | $52,000 | 9,029 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $125,000 | 6,103 |
| CMOs issued by government agencies or sponsored agencies | $125,000 | 5,805 |
| 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) | $11,049,000 | 5,327 |
| Available-for-sale securities (fair market value) | $116,000 | 10,688 |
| Total debt securities | $11,049,000 | 8,264 |
| 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 | $8,218,000 | 9,780 |
| U.S. Government securities | $5,190,000 | 10,408 |
| U.S. Treasury securities | $2,878,000 | 7,518 |
| U.S. Government agency obligations | $2,312,000 | 9,967 |
| Securities issued by states & political subdivisions | $1,423,000 | 6,138 |
| Other domestic debt securities | $1,503,000 | 2,759 |
| 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 | $1,503,000 | 2,103 |
| Foreign debt securities | NA | NA |
| Equity securities | $102,000 | 5,618 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $300,000 | 9,961 |
| Mortgage-backed securities | $424,000 | 9,406 |
| Certificates of participation in pools of residential mortgages | $60,000 | 9,579 |
| Issued or guaranteed by U.S. | $60,000 | 9,528 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $364,000 | 5,986 |
| CMOs issued by government agencies or sponsored agencies | $364,000 | 5,736 |
| 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 | $8,116,000 | 9,675 |
| 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 | $7,545,000 | 10,240 |
| U.S. Government securities | $4,710,000 | 10,983 |
| U.S. Treasury securities | $2,797,000 | 7,790 |
| U.S. Government agency obligations | $1,913,000 | 10,634 |
| Securities issued by states & political subdivisions | $1,343,000 | 5,938 |
| Other domestic debt securities | $1,397,000 | 3,557 |
| 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 | $1,397,000 | 2,495 |
| Foreign debt securities | NA | NA |
| Equity securities | $95,000 | 5,254 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $225,000 | 10,448 |
| Mortgage-backed securities | $556,000 | 9,657 |
| Certificates of participation in pools of residential mortgages | $75,000 | 9,899 |
| Issued or guaranteed by U.S. | $75,000 | 9,824 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $481,000 | 5,947 |
| CMOs issued by government agencies or sponsored agencies | $481,000 | 5,551 |
| 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 | $7,450,000 | 10,149 |
| 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 |