Home > Bank of Naples > Securities
Bank of Naples, Securities
| 2012-06-30 | Rank | |
| Total securities | $5,419,000 | 6,274 |
| U.S. Government securities | $5,419,000 | 5,694 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $5,419,000 | 5,588 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $3,856,000 | 4,491 |
| Certificates of participation in pools of residential mortgages | $1,618,000 | 4,609 |
| Issued or guaranteed by U.S. | $1,618,000 | 4,607 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,238,000 | 2,710 |
| CMOs issued by government agencies or sponsored agencies | $2,238,000 | 2,582 |
| 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) | $1,977,000 | 1,708 |
| Available-for-sale securities (fair market value) | $3,442,000 | 6,106 |
| Total debt securities | $5,419,000 | 6,245 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $7,192,000 | 6,092 |
| U.S. Government securities | $7,192,000 | 5,465 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $7,192,000 | 5,364 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $5,636,000 | 4,156 |
| Certificates of participation in pools of residential mortgages | $1,970,000 | 4,511 |
| Issued or guaranteed by U.S. | $1,970,000 | 4,508 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,666,000 | 2,375 |
| CMOs issued by government agencies or sponsored agencies | $3,666,000 | 2,260 |
| 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) | $2,381,000 | 1,661 |
| Available-for-sale securities (fair market value) | $4,811,000 | 5,992 |
| Total debt securities | $7,192,000 | 6,066 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $10,218,000 | 5,713 |
| U.S. Government securities | $10,218,000 | 4,903 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $10,218,000 | 4,803 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,916 |
| Mortgage-backed securities | $7,153,000 | 3,839 |
| Certificates of participation in pools of residential mortgages | $2,213,000 | 4,371 |
| Issued or guaranteed by U.S. | $2,213,000 | 4,362 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $4,940,000 | 2,125 |
| CMOs issued by government agencies or sponsored agencies | $4,940,000 | 1,955 |
| 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) | $2,679,000 | 1,658 |
| Available-for-sale securities (fair market value) | $7,539,000 | 5,629 |
| Total debt securities | $10,217,000 | 5,685 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,887 |
| Fair value | $1,505,000 | 1,911 |
| 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 | $10,981,000 | 5,598 |
| U.S. Government securities | $10,981,000 | 4,740 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $10,981,000 | 4,642 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $403,000 | 5,782 |
| Mortgage-backed securities | $7,917,000 | 3,678 |
| Certificates of participation in pools of residential mortgages | $2,415,000 | 4,256 |
| Issued or guaranteed by U.S. | $2,415,000 | 4,241 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $5,502,000 | 2,025 |
| CMOs issued by government agencies or sponsored agencies | $5,502,000 | 1,846 |
| 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) | $2,938,000 | 1,643 |
| Available-for-sale securities (fair market value) | $8,043,000 | 5,563 |
| Total debt securities | $10,981,000 | 5,559 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,991 |
| Fair value | $1,505,000 | 2,016 |
| 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 | $11,589,000 | 5,598 |
| U.S. Government securities | $11,589,000 | 4,787 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $11,589,000 | 4,671 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $438,000 | 5,817 |
| Mortgage-backed securities | $8,553,000 | 3,540 |
| Certificates of participation in pools of residential mortgages | $2,708,000 | 4,140 |
| Issued or guaranteed by U.S. | $2,708,000 | 4,127 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $5,845,000 | 1,968 |
| CMOs issued by government agencies or sponsored agencies | $5,845,000 | 1,781 |
| 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) | $3,291,000 | 1,618 |
| Available-for-sale securities (fair market value) | $8,298,000 | 5,605 |
| Total debt securities | $11,589,000 | 5,564 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,196 |
| Fair value | $1,502,000 | 2,229 |
| 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 | $12,025,000 | 5,516 |
| U.S. Government securities | $12,025,000 | 4,705 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $12,025,000 | 4,585 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $439,000 | 5,860 |
| Mortgage-backed securities | $9,072,000 | 3,395 |
| Certificates of participation in pools of residential mortgages | $2,932,000 | 4,022 |
| Issued or guaranteed by U.S. | $2,932,000 | 4,013 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $6,140,000 | 1,851 |
| CMOs issued by government agencies or sponsored agencies | $6,140,000 | 1,669 |
| 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) | $3,583,000 | 1,582 |
| Available-for-sale securities (fair market value) | $8,442,000 | 5,579 |
| Total debt securities | $12,026,000 | 5,479 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,243 |
| Fair value | $1,462,000 | 2,308 |
| 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 | $30,299,000 | 3,479 |
| U.S. Government securities | $30,299,000 | 2,619 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $30,299,000 | 2,538 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $485,000 | 5,904 |
| Mortgage-backed securities | $27,355,000 | 1,848 |
| Certificates of participation in pools of residential mortgages | $19,920,000 | 1,562 |
| Issued or guaranteed by U.S. | $19,920,000 | 1,556 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $7,435,000 | 1,702 |
| CMOs issued by government agencies or sponsored agencies | $7,435,000 | 1,514 |
| 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) | $3,980,000 | 1,547 |
| Available-for-sale securities (fair market value) | $26,319,000 | 3,489 |
| Total debt securities | $30,302,000 | 3,449 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,096 |
| Fair value | $1,454,000 | 2,160 |
| 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 | $44,873,000 | 2,611 |
| U.S. Government securities | $44,873,000 | 1,904 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $44,873,000 | 1,835 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,770,000 | 4,992 |
| Mortgage-backed securities | $41,855,000 | 1,307 |
| Certificates of participation in pools of residential mortgages | $33,689,000 | 1,033 |
| Issued or guaranteed by U.S. | $33,689,000 | 1,022 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $8,166,000 | 1,618 |
| CMOs issued by government agencies or sponsored agencies | $8,166,000 | 1,422 |
| 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) | $4,763,000 | 1,482 |
| Available-for-sale securities (fair market value) | $40,110,000 | 2,579 |
| Total debt securities | $44,873,000 | 2,583 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,140 |
| Fair value | $1,512,000 | 2,160 |
| 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 | $48,962,000 | 2,402 |
| U.S. Government securities | $48,962,000 | 1,788 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $48,962,000 | 1,727 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,955,000 | 4,983 |
| Mortgage-backed securities | $45,953,000 | 1,204 |
| Certificates of participation in pools of residential mortgages | $37,175,000 | 930 |
| Issued or guaranteed by U.S. | $37,175,000 | 923 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $8,778,000 | 1,510 |
| CMOs issued by government agencies or sponsored agencies | $8,778,000 | 1,300 |
| 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) | $6,283,000 | 1,366 |
| Available-for-sale securities (fair market value) | $42,679,000 | 2,421 |
| Total debt securities | $48,962,000 | 2,376 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,961 |
| Fair value | $2,002,000 | 2,086 |
| 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 | $28,290,000 | 3,624 |
| U.S. Government securities | $28,290,000 | 2,823 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $28,290,000 | 2,753 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,082,000 | 4,998 |
| Mortgage-backed securities | $21,658,000 | 2,160 |
| Certificates of participation in pools of residential mortgages | $16,566,000 | 1,856 |
| Issued or guaranteed by U.S. | $16,566,000 | 1,853 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $5,092,000 | 1,842 |
| CMOs issued by government agencies or sponsored agencies | $5,092,000 | 1,586 |
| 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) | $6,787,000 | 1,330 |
| Available-for-sale securities (fair market value) | $21,503,000 | 3,883 |
| Total debt securities | $28,290,000 | 3,596 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,398 |
| Fair value | $3,002,000 | 1,429 |
| 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 | $16,477,000 | 4,811 |
| U.S. Government securities | $16,477,000 | 3,926 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $16,477,000 | 3,842 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,347,000 | 5,311 |
| Mortgage-backed securities | $12,871,000 | 2,921 |
| Certificates of participation in pools of residential mortgages | $11,074,000 | 2,451 |
| Issued or guaranteed by U.S. | $11,074,000 | 2,444 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,797,000 | 2,565 |
| CMOs issued by government agencies or sponsored agencies | $1,797,000 | 2,237 |
| 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) | $1,907,000 | 2,082 |
| Available-for-sale securities (fair market value) | $14,570,000 | 4,647 |
| Total debt securities | $16,477,000 | 4,773 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $11,679,000 | 5,533 |
| U.S. Government securities | $11,679,000 | 4,674 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $11,679,000 | 4,579 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,464,000 | 5,299 |
| Mortgage-backed securities | $10,657,000 | 3,239 |
| Certificates of participation in pools of residential mortgages | $7,613,000 | 3,053 |
| Issued or guaranteed by U.S. | $7,613,000 | 3,043 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $3,044,000 | 2,195 |
| CMOs issued by government agencies or sponsored agencies | $3,044,000 | 1,897 |
| 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) | $3,082,000 | 1,890 |
| Available-for-sale securities (fair market value) | $8,597,000 | 5,564 |
| Total debt securities | $11,679,000 | 5,490 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $9,888,000 | 5,841 |
| U.S. Government securities | $9,888,000 | 5,003 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $9,888,000 | 4,906 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,645,000 | 5,242 |
| Mortgage-backed securities | $9,888,000 | 3,388 |
| Certificates of participation in pools of residential mortgages | $6,331,000 | 3,346 |
| Issued or guaranteed by U.S. | $6,331,000 | 3,334 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $3,557,000 | 2,071 |
| CMOs issued by government agencies or sponsored agencies | $3,557,000 | 1,751 |
| 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) | $1,939,000 | 2,163 |
| Available-for-sale securities (fair market value) | $7,949,000 | 5,696 |
| Total debt securities | $9,887,000 | 5,795 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $8,546,000 | 6,170 |
| U.S. Government securities | $8,546,000 | 5,390 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $8,546,000 | 5,307 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,987,000 | 5,570 |
| Mortgage-backed securities | $8,546,000 | 3,642 |
| Certificates of participation in pools of residential mortgages | $4,504,000 | 3,906 |
| Issued or guaranteed by U.S. | $4,504,000 | 3,893 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $4,042,000 | 2,018 |
| CMOs issued by government agencies or sponsored agencies | $4,042,000 | 1,676 |
| 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) | $853,000 | 2,592 |
| Available-for-sale securities (fair market value) | $7,693,000 | 5,785 |
| Total debt securities | $8,545,000 | 6,115 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $5,829,000 | 6,750 |
| U.S. Government securities | $5,829,000 | 6,164 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $5,829,000 | 6,079 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,094,000 | 5,558 |
| Mortgage-backed securities | $5,829,000 | 4,121 |
| Certificates of participation in pools of residential mortgages | $3,822,000 | 4,081 |
| Issued or guaranteed by U.S. | $3,822,000 | 4,069 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $2,007,000 | 2,430 |
| CMOs issued by government agencies or sponsored agencies | $2,007,000 | 2,113 |
| 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) | $1,055,000 | 2,503 |
| Available-for-sale securities (fair market value) | $4,774,000 | 6,394 |
| Total debt securities | $5,830,000 | 6,713 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $5,955,000 | 6,704 |
| U.S. Government securities | $5,955,000 | 6,103 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $5,955,000 | 6,013 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,158,000 | 5,550 |
| Mortgage-backed securities | $5,955,000 | 3,983 |
| Certificates of participation in pools of residential mortgages | $4,000,000 | 3,941 |
| Issued or guaranteed by U.S. | $4,000,000 | 3,930 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,955,000 | 2,375 |
| CMOs issued by government agencies or sponsored agencies | $1,955,000 | 2,046 |
| 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) | $1,210,000 | 2,446 |
| Available-for-sale securities (fair market value) | $4,745,000 | 6,379 |
| Total debt securities | $5,954,000 | 6,662 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $6,153,000 | 6,717 |
| U.S. Government securities | $6,153,000 | 6,099 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $6,153,000 | 6,012 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $160,000 | 6,537 |
| Mortgage-backed securities | $6,153,000 | 3,915 |
| Certificates of participation in pools of residential mortgages | $4,171,000 | 3,899 |
| Issued or guaranteed by U.S. | $4,171,000 | 3,885 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,982,000 | 2,360 |
| CMOs issued by government agencies or sponsored agencies | $1,982,000 | 2,043 |
| 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) | $1,327,000 | 2,420 |
| Available-for-sale securities (fair market value) | $4,826,000 | 6,453 |
| Total debt securities | $6,154,000 | 6,657 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $5,128,000 | 6,968 |
| U.S. Government securities | $5,128,000 | 6,423 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $5,128,000 | 6,332 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $503,000 | 6,355 |
| Mortgage-backed securities | $4,625,000 | 4,212 |
| Certificates of participation in pools of residential mortgages | $4,549,000 | 3,658 |
| Issued or guaranteed by U.S. | $4,549,000 | 3,642 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $76,000 | 3,496 |
| CMOs issued by government agencies or sponsored agencies | $76,000 | 3,155 |
| 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) | $1,450,000 | 2,429 |
| Available-for-sale securities (fair market value) | $3,678,000 | 6,719 |
| Total debt securities | $5,129,000 | 6,901 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $5,358,000 | 6,993 |
| U.S. Government securities | $5,358,000 | 6,475 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $5,358,000 | 6,376 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 6,413 |
| Mortgage-backed securities | $4,858,000 | 3,872 |
| Certificates of participation in pools of residential mortgages | $4,782,000 | 3,287 |
| Issued or guaranteed by U.S. | $4,782,000 | 3,271 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $76,000 | 3,425 |
| CMOs issued by government agencies or sponsored agencies | $76,000 | 3,103 |
| 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) | $1,523,000 | 2,445 |
| Available-for-sale securities (fair market value) | $3,835,000 | 6,727 |
| Total debt securities | $5,359,000 | 6,939 |
| 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 | $4,986,000 | 7,137 |
| U.S. Government securities | $4,986,000 | 6,701 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $4,986,000 | 6,583 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $498,000 | 6,457 |
| Mortgage-backed securities | $4,488,000 | 3,841 |
| Certificates of participation in pools of residential mortgages | $4,414,000 | 3,232 |
| Issued or guaranteed by U.S. | $4,414,000 | 3,217 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $74,000 | 3,391 |
| CMOs issued by government agencies or sponsored agencies | $74,000 | 3,063 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,594,000 | 2,481 |
| Available-for-sale securities (fair market value) | $3,392,000 | 6,841 |
| Total debt securities | $4,986,000 | 7,090 |
| 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 | $5,187,000 | 7,125 |
| U.S. Government securities | $5,187,000 | 6,669 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $5,187,000 | 6,544 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $493,000 | 6,537 |
| Mortgage-backed securities | $4,694,000 | 3,721 |
| Certificates of participation in pools of residential mortgages | $4,616,000 | 3,116 |
| Issued or guaranteed by U.S. | $4,616,000 | 3,102 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $78,000 | 3,368 |
| CMOs issued by government agencies or sponsored agencies | $78,000 | 3,049 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,670,000 | 2,481 |
| Available-for-sale securities (fair market value) | $3,517,000 | 6,837 |
| Total debt securities | $5,187,000 | 7,087 |
| 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 | $5,486,000 | 7,117 |
| U.S. Government securities | $5,486,000 | 6,634 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $5,486,000 | 6,503 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $494,000 | 6,569 |
| Mortgage-backed securities | $4,992,000 | 3,643 |
| Certificates of participation in pools of residential mortgages | $4,911,000 | 3,017 |
| Issued or guaranteed by U.S. | $4,911,000 | 3,001 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $81,000 | 3,346 |
| CMOs issued by government agencies or sponsored agencies | $81,000 | 3,048 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,745,000 | 2,499 |
| Available-for-sale securities (fair market value) | $3,741,000 | 6,816 |
| Total debt securities | $5,485,000 | 7,071 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $5,728,000 | 7,100 |
| U.S. Government securities | $5,728,000 | 6,595 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $5,728,000 | 6,462 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $482,000 | 6,616 |
| Mortgage-backed securities | $5,236,000 | 3,554 |
| Certificates of participation in pools of residential mortgages | $5,151,000 | 2,951 |
| Issued or guaranteed by U.S. | $5,151,000 | 2,937 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $85,000 | 3,343 |
| CMOs issued by government agencies or sponsored agencies | $85,000 | 3,047 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,822,000 | 2,534 |
| Available-for-sale securities (fair market value) | $3,906,000 | 6,820 |
| Total debt securities | $5,728,000 | 7,053 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $6,997,000 | 6,883 |
| U.S. Government securities | $6,997,000 | 6,268 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $6,997,000 | 6,144 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $115,000 | 6,847 |
| Mortgage-backed securities | $5,506,000 | 3,478 |
| Certificates of participation in pools of residential mortgages | $5,416,000 | 2,905 |
| Issued or guaranteed by U.S. | $5,416,000 | 2,890 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $90,000 | 3,310 |
| CMOs issued by government agencies or sponsored agencies | $90,000 | 3,016 |
| 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) | $2,908,000 | 2,266 |
| Available-for-sale securities (fair market value) | $4,089,000 | 6,818 |
| Total debt securities | $6,997,000 | 6,828 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $7,210,000 | 6,854 |
| U.S. Government securities | $7,210,000 | 6,211 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $7,210,000 | 6,081 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $115,000 | 6,903 |
| Mortgage-backed securities | $5,724,000 | 3,429 |
| Certificates of participation in pools of residential mortgages | $5,630,000 | 2,864 |
| Issued or guaranteed by U.S. | $5,630,000 | 2,852 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $94,000 | 3,325 |
| CMOs issued by government agencies or sponsored agencies | $94,000 | 3,015 |
| 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) | $2,998,000 | 2,267 |
| Available-for-sale securities (fair market value) | $4,212,000 | 6,816 |
| Total debt securities | $7,210,000 | 6,798 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $7,622,000 | 6,811 |
| U.S. Government securities | $7,509,000 | 6,200 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $7,509,000 | 6,053 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $113,000 | 2,980 |
| Privately issued residential mortgage-backed securities | $113,000 | 1,142 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $115,000 | 6,934 |
| Mortgage-backed securities | $6,133,000 | 3,370 |
| Certificates of participation in pools of residential mortgages | $6,020,000 | 2,816 |
| Issued or guaranteed by U.S. | $6,020,000 | 2,802 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $113,000 | 3,298 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $113,000 | 1,059 |
| 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) | $1,576,000 | 2,752 |
| Available-for-sale securities (fair market value) | $6,046,000 | 6,441 |
| Total debt securities | $7,621,000 | 6,760 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $6,379,000 | 7,130 |
| U.S. Government securities | $6,253,000 | 6,566 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $6,253,000 | 6,420 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $126,000 | 3,071 |
| Privately issued residential mortgage-backed securities | $126,000 | 1,108 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $115,000 | 6,975 |
| Mortgage-backed securities | $4,887,000 | 3,716 |
| Certificates of participation in pools of residential mortgages | $4,761,000 | 3,180 |
| Issued or guaranteed by U.S. | $4,761,000 | 3,169 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $126,000 | 3,285 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $126,000 | 1,018 |
| 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) | $1,611,000 | 2,790 |
| Available-for-sale securities (fair market value) | $4,768,000 | 6,757 |
| Total debt securities | $6,379,000 | 7,076 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $3,396,000 | 7,881 |
| U.S. Government securities | $3,234,000 | 7,546 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $3,234,000 | 7,404 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $162,000 | 3,081 |
| Privately issued residential mortgage-backed securities | $162,000 | 1,081 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $115,000 | 7,019 |
| Mortgage-backed securities | $1,901,000 | 4,897 |
| Certificates of participation in pools of residential mortgages | $1,739,000 | 4,441 |
| Issued or guaranteed by U.S. | $1,739,000 | 4,425 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $162,000 | 3,253 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $162,000 | 993 |
| 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) | $1,661,000 | 2,795 |
| Available-for-sale securities (fair market value) | $1,735,000 | 7,496 |
| Total debt securities | $3,397,000 | 7,830 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $3,646,000 | 7,861 |
| U.S. Government securities | $3,435,000 | 7,517 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $3,435,000 | 7,372 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $211,000 | 3,038 |
| Privately issued residential mortgage-backed securities | $211,000 | 1,023 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $115,000 | 7,027 |
| Mortgage-backed securities | $2,147,000 | 4,850 |
| Certificates of participation in pools of residential mortgages | $1,936,000 | 4,401 |
| Issued or guaranteed by U.S. | $1,936,000 | 4,383 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $211,000 | 3,225 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $211,000 | 937 |
| 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) | $1,723,000 | 2,827 |
| Available-for-sale securities (fair market value) | $1,923,000 | 7,499 |
| Total debt securities | $3,646,000 | 7,806 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $3,865,000 | 7,885 |
| U.S. Government securities | $3,583,000 | 7,540 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $3,583,000 | 7,370 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $282,000 | 2,977 |
| Privately issued residential mortgage-backed securities | $282,000 | 966 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $115,000 | 7,081 |
| Mortgage-backed securities | $2,371,000 | 4,821 |
| Certificates of participation in pools of residential mortgages | $2,089,000 | 4,388 |
| Issued or guaranteed by U.S. | $2,089,000 | 4,376 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $282,000 | 3,185 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $282,000 | 892 |
| 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) | $1,783,000 | 2,839 |
| Available-for-sale securities (fair market value) | $2,082,000 | 7,506 |
| Total debt securities | $3,865,000 | 7,830 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $3,584,000 | 8,003 |
| U.S. Government securities | $3,204,000 | 7,672 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $3,204,000 | 7,514 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $380,000 | 2,933 |
| Privately issued residential mortgage-backed securities | $380,000 | 924 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $115,000 | 7,110 |
| Mortgage-backed securities | $2,585,000 | 4,774 |
| Certificates of participation in pools of residential mortgages | $2,205,000 | 4,368 |
| Issued or guaranteed by U.S. | $2,205,000 | 4,353 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $380,000 | 3,131 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $380,000 | 856 |
| 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) | $1,824,000 | 2,849 |
| Available-for-sale securities (fair market value) | $1,760,000 | 7,634 |
| Total debt securities | $3,584,000 | 7,938 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $4,271,000 | 7,859 |
| U.S. Government securities | $3,831,000 | 7,503 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $3,831,000 | 7,351 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $440,000 | 2,906 |
| Privately issued residential mortgage-backed securities | $440,000 | 850 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $115,000 | 7,142 |
| Mortgage-backed securities | $2,769,000 | 4,728 |
| Certificates of participation in pools of residential mortgages | $2,329,000 | 4,335 |
| Issued or guaranteed by U.S. | $2,329,000 | 4,323 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $440,000 | 3,088 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $440,000 | 784 |
| 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) | $1,876,000 | 2,874 |
| Available-for-sale securities (fair market value) | $2,395,000 | 7,502 |
| Total debt securities | $4,271,000 | 7,797 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $4,385,000 | 7,900 |
| U.S. Government securities | $3,901,000 | 7,556 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $3,901,000 | 7,398 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $484,000 | 2,974 |
| Privately issued residential mortgage-backed securities | $484,000 | 817 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $115,000 | 7,180 |
| Mortgage-backed securities | $2,882,000 | 4,736 |
| Certificates of participation in pools of residential mortgages | $2,398,000 | 4,353 |
| Issued or guaranteed by U.S. | $2,398,000 | 4,340 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $484,000 | 3,095 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $484,000 | 759 |
| 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) | $1,929,000 | 2,859 |
| Available-for-sale securities (fair market value) | $2,456,000 | 7,563 |
| Total debt securities | $4,385,000 | 7,836 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $1,993,000 | 8,481 |
| U.S. Government securities | $1,993,000 | 8,164 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $1,993,000 | 8,015 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $115,000 | 7,184 |
| Mortgage-backed securities | $994,000 | 5,771 |
| Certificates of participation in pools of residential mortgages | $994,000 | 5,263 |
| Issued or guaranteed by U.S. | $994,000 | 5,246 |
| 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) | $1,993,000 | 2,835 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $1,993,000 | 8,418 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $2,003,000 | 8,543 |
| U.S. Government securities | $2,003,000 | 8,227 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $2,003,000 | 8,071 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $115,000 | 7,208 |
| Mortgage-backed securities | $504,000 | 6,201 |
| Certificates of participation in pools of residential mortgages | $504,000 | 5,763 |
| Issued or guaranteed by U.S. | $504,000 | 5,744 |
| 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) | $2,003,000 | 2,859 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $2,003,000 | 8,476 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $1,500,000 | 8,670 |
| U.S. Government securities | $1,500,000 | 8,375 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $1,500,000 | 8,222 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| 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) | $1,500,000 | 3,119 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $1,500,000 | 8,604 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $4,500,000 | 7,900 |
| U.S. Government securities | $4,500,000 | 7,265 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $4,500,000 | 7,085 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $115,000 | 7,263 |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| 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) | $4,500,000 | 2,186 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $4,500,000 | 7,818 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $9,500,000 | 6,600 |
| U.S. Government securities | $9,500,000 | 5,699 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $9,500,000 | 5,525 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $115,000 | 7,298 |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| 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) | $9,500,000 | 1,507 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $9,500,000 | 6,506 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $8,500,000 | 6,887 |
| U.S. Government securities | $8,500,000 | 6,026 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $8,500,000 | 5,823 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $110,000 | 7,327 |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| 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) | $8,500,000 | 1,638 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $8,500,000 | 6,784 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $3,500,000 | 8,426 |
| U.S. Government securities | $3,500,000 | 7,862 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $3,500,000 | 7,616 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $110,000 | 7,516 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| 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) | $3,500,000 | 2,631 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $3,500,000 | 8,322 |
| 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 | $956,000 | 9,542 |
| U.S. Government securities | $956,000 | 9,351 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $956,000 | 9,122 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $110,000 | 7,827 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| 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) | $956,000 | 4,507 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $956,000 | 9,447 |
| 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 |