Home > Enterprise Bank NJ > Securities
Enterprise Bank NJ, Securities
| 2018-09-30 | Rank | |
| Total securities | $2,419,000 | 5,036 |
| U.S. Government securities | $2,417,000 | 4,661 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $2,417,000 | 4,500 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $2,000 | 1,999 |
| Privately issued residential mortgage-backed securities | $2,000 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,000 | 4,607 |
| Mortgage-backed securities | $2,419,000 | 3,620 |
| Certificates of participation in pools of residential mortgages | $2,355,000 | 3,240 |
| Issued or guaranteed by U.S. | $2,355,000 | 3,212 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $64,000 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $62,000 | 2,821 |
| Privately issued | $2,000 | 498 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $430,000 | 1,710 |
| Available-for-sale securities (fair market value) | $1,989,000 | 4,809 |
| Total debt securities | $2,418,000 | 5,013 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $2,583,000 | 5,079 |
| U.S. Government securities | $2,581,000 | 4,669 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $2,581,000 | 4,499 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $2,000 | 2,211 |
| Privately issued residential mortgage-backed securities | $2,000 | 902 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,000 | 4,657 |
| Mortgage-backed securities | $2,583,000 | 3,625 |
| Certificates of participation in pools of residential mortgages | $2,514,000 | 3,238 |
| Issued or guaranteed by U.S. | $2,514,000 | 3,078 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $69,000 | 2,902 |
| CMOs issued by government agencies or sponsored agencies | $67,000 | 2,835 |
| Privately issued | $2,000 | 523 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $451,000 | 1,733 |
| Available-for-sale securities (fair market value) | $2,132,000 | 4,853 |
| Total debt securities | $2,580,000 | 5,057 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $2,785,000 | 5,117 |
| U.S. Government securities | $2,783,000 | 4,709 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $2,783,000 | 4,558 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $2,000 | 2,021 |
| Privately issued residential mortgage-backed securities | $2,000 | 578 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,000 | 4,723 |
| Mortgage-backed securities | $2,785,000 | 3,620 |
| Certificates of participation in pools of residential mortgages | $2,711,000 | 3,234 |
| Issued or guaranteed by U.S. | $2,711,000 | 3,228 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $74,000 | 2,898 |
| CMOs issued by government agencies or sponsored agencies | $72,000 | 2,828 |
| Privately issued | $2,000 | 536 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $467,000 | 1,751 |
| Available-for-sale securities (fair market value) | $2,318,000 | 4,896 |
| Total debt securities | $2,785,000 | 5,095 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $3,020,000 | 5,154 |
| U.S. Government securities | $3,018,000 | 4,694 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $3,018,000 | 4,565 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $2,000 | 2,023 |
| Privately issued residential mortgage-backed securities | $2,000 | 583 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| 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 | $56,000 | 4,799 |
| Mortgage-backed securities | $3,020,000 | 3,617 |
| Certificates of participation in pools of residential mortgages | $2,941,000 | 3,216 |
| Issued or guaranteed by U.S. | $2,941,000 | 3,211 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $79,000 | 2,898 |
| CMOs issued by government agencies or sponsored agencies | $77,000 | 2,824 |
| Privately issued | $2,000 | 548 |
| 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) | $489,000 | 1,767 |
| Available-for-sale securities (fair market value) | $2,531,000 | 4,922 |
| Total debt securities | $3,020,000 | 5,133 |
| 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 | $3,297,000 | 5,199 |
| U.S. Government securities | $3,295,000 | 4,710 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $3,295,000 | 4,580 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $2,000 | 2,051 |
| Privately issued residential mortgage-backed securities | $2,000 | 598 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| 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 | $61,000 | 4,860 |
| Mortgage-backed securities | $3,297,000 | 3,624 |
| Certificates of participation in pools of residential mortgages | $3,211,000 | 3,208 |
| Issued or guaranteed by U.S. | $3,211,000 | 3,205 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $86,000 | 2,921 |
| CMOs issued by government agencies or sponsored agencies | $84,000 | 2,848 |
| Privately issued | $2,000 | 559 |
| 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) | $517,000 | 1,800 |
| Available-for-sale securities (fair market value) | $2,780,000 | 4,954 |
| Total debt securities | $3,297,000 | 5,177 |
| 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 | $3,489,000 | 5,222 |
| U.S. Government securities | $3,487,000 | 4,733 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $3,487,000 | 4,604 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $2,000 | 2,091 |
| Privately issued residential mortgage-backed securities | $2,000 | 619 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| 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 | $3,489,000 | 3,616 |
| Certificates of participation in pools of residential mortgages | $3,397,000 | 3,208 |
| Issued or guaranteed by U.S. | $3,397,000 | 3,204 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $92,000 | 2,953 |
| CMOs issued by government agencies or sponsored agencies | $90,000 | 2,869 |
| Privately issued | $2,000 | 581 |
| 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) | $542,000 | 1,820 |
| Available-for-sale securities (fair market value) | $2,947,000 | 4,983 |
| Total debt securities | $3,489,000 | 5,200 |
| 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 | $3,701,000 | 5,273 |
| U.S. Government securities | $3,699,000 | 4,760 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $3,699,000 | 4,631 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $2,000 | 2,145 |
| Privately issued residential mortgage-backed securities | $2,000 | 653 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| 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 | $68,000 | 4,960 |
| Mortgage-backed securities | $3,701,000 | 3,629 |
| Certificates of participation in pools of residential mortgages | $3,603,000 | 3,228 |
| Issued or guaranteed by U.S. | $3,603,000 | 3,225 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $98,000 | 2,990 |
| CMOs issued by government agencies or sponsored agencies | $96,000 | 2,905 |
| Privately issued | $2,000 | 617 |
| 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) | $574,000 | 1,842 |
| Available-for-sale securities (fair market value) | $3,127,000 | 5,022 |
| Total debt securities | $3,701,000 | 5,251 |
| 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 | $3,944,000 | 5,279 |
| U.S. Government securities | $3,942,000 | 4,727 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $3,942,000 | 4,604 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $2,000 | 2,163 |
| Privately issued residential mortgage-backed securities | $2,000 | 681 |
| 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 | $68,000 | 5,010 |
| Mortgage-backed securities | $3,944,000 | 3,594 |
| Certificates of participation in pools of residential mortgages | $3,841,000 | 3,198 |
| Issued or guaranteed by U.S. | $3,841,000 | 3,194 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $103,000 | 2,995 |
| CMOs issued by government agencies or sponsored agencies | $101,000 | 2,899 |
| Privately issued | $2,000 | 641 |
| 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) | $610,000 | 1,856 |
| Available-for-sale securities (fair market value) | $3,334,000 | 5,028 |
| Total debt securities | $3,944,000 | 5,257 |
| 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 | $4,182,000 | 5,301 |
| U.S. Government securities | $4,180,000 | 4,722 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $4,180,000 | 4,605 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $2,000 | 2,177 |
| Privately issued residential mortgage-backed securities | $2,000 | 688 |
| 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 | $79,000 | 5,089 |
| Mortgage-backed securities | $4,182,000 | 3,590 |
| Certificates of participation in pools of residential mortgages | $4,074,000 | 3,183 |
| Issued or guaranteed by U.S. | $4,074,000 | 3,182 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $108,000 | 3,026 |
| CMOs issued by government agencies or sponsored agencies | $106,000 | 2,931 |
| Privately issued | $2,000 | 650 |
| 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) | $644,000 | 1,858 |
| Available-for-sale securities (fair market value) | $3,538,000 | 5,047 |
| Total debt securities | $4,182,000 | 5,278 |
| 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 | $4,552,000 | 5,347 |
| U.S. Government securities | $4,550,000 | 4,763 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $4,550,000 | 4,637 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $2,000 | 2,217 |
| Privately issued residential mortgage-backed securities | $2,000 | 708 |
| 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 | $84,000 | 5,170 |
| Mortgage-backed securities | $4,552,000 | 3,558 |
| Certificates of participation in pools of residential mortgages | $4,435,000 | 3,145 |
| Issued or guaranteed by U.S. | $4,435,000 | 3,142 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $117,000 | 3,049 |
| CMOs issued by government agencies or sponsored agencies | $115,000 | 2,946 |
| Privately issued | $2,000 | 666 |
| 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) | $696,000 | 1,889 |
| Available-for-sale securities (fair market value) | $3,856,000 | 5,094 |
| Total debt securities | $4,552,000 | 5,324 |
| 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 | $4,780,000 | 5,383 |
| U.S. Government securities | $4,778,000 | 4,823 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $4,778,000 | 4,717 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $2,000 | 2,236 |
| Privately issued residential mortgage-backed securities | $2,000 | 712 |
| 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 | $93,000 | 5,227 |
| Mortgage-backed securities | $4,779,000 | 3,538 |
| Certificates of participation in pools of residential mortgages | $4,653,000 | 3,117 |
| Issued or guaranteed by U.S. | $4,653,000 | 3,116 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $126,000 | 3,062 |
| CMOs issued by government agencies or sponsored agencies | $124,000 | 2,971 |
| Privately issued | $2,000 | 674 |
| 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) | $734,000 | 1,915 |
| Available-for-sale securities (fair market value) | $4,046,000 | 5,136 |
| Total debt securities | $4,780,000 | 5,362 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| 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 | $5,549,000 | 5,351 |
| U.S. Government securities | $5,547,000 | 4,752 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $5,547,000 | 4,637 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $2,000 | 2,232 |
| Privately issued residential mortgage-backed securities | $2,000 | 720 |
| 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 | $94,000 | 5,266 |
| Mortgage-backed securities | $5,050,000 | 3,490 |
| Certificates of participation in pools of residential mortgages | $4,917,000 | 3,052 |
| Issued or guaranteed by U.S. | $4,917,000 | 3,050 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $133,000 | 3,093 |
| CMOs issued by government agencies or sponsored agencies | $131,000 | 3,004 |
| Privately issued | $2,000 | 682 |
| 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) | $1,273,000 | 1,809 |
| Available-for-sale securities (fair market value) | $4,276,000 | 5,158 |
| Total debt securities | $5,549,000 | 5,330 |
| Structured notes | ||
| Amortized cost | $497,000 | 1,369 |
| Fair value | $494,000 | 1,355 |
| 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 | $5,953,000 | 5,397 |
| U.S. Government securities | $5,951,000 | 4,790 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $5,951,000 | 4,675 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $2,000 | 2,274 |
| Privately issued residential mortgage-backed securities | $2,000 | 740 |
| 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 | $95,000 | 5,342 |
| Mortgage-backed securities | $5,453,000 | 3,480 |
| Certificates of participation in pools of residential mortgages | $5,310,000 | 3,019 |
| Issued or guaranteed by U.S. | $5,310,000 | 3,016 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $143,000 | 3,135 |
| CMOs issued by government agencies or sponsored agencies | $141,000 | 3,039 |
| Privately issued | $2,000 | 700 |
| 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) | $1,323,000 | 1,812 |
| Available-for-sale securities (fair market value) | $4,630,000 | 5,195 |
| Total debt securities | $5,953,000 | 5,378 |
| Structured notes | ||
| Amortized cost | $496,000 | 1,546 |
| Fair value | $498,000 | 1,507 |
| 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 | $6,291,000 | 5,454 |
| U.S. Government securities | $6,289,000 | 4,857 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $6,289,000 | 4,748 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $2,000 | 2,299 |
| Privately issued residential mortgage-backed securities | $2,000 | 765 |
| 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 | $97,000 | 5,396 |
| Mortgage-backed securities | $5,790,000 | 3,504 |
| Certificates of participation in pools of residential mortgages | $5,639,000 | 3,042 |
| Issued or guaranteed by U.S. | $5,639,000 | 3,039 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $151,000 | 3,169 |
| CMOs issued by government agencies or sponsored agencies | $149,000 | 3,071 |
| Privately issued | $2,000 | 725 |
| 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) | $1,385,000 | 1,829 |
| Available-for-sale securities (fair market value) | $4,906,000 | 5,240 |
| Total debt securities | $6,291,000 | 5,435 |
| Structured notes | ||
| Amortized cost | $496,000 | 1,692 |
| Fair value | $485,000 | 1,693 |
| 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 | $6,605,000 | 5,458 |
| U.S. Government securities | $6,603,000 | 4,881 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $6,603,000 | 4,778 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $2,000 | 2,364 |
| Privately issued residential mortgage-backed securities | $2,000 | 808 |
| 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 | $96,000 | 5,454 |
| Mortgage-backed securities | $6,104,000 | 3,515 |
| Certificates of participation in pools of residential mortgages | $5,943,000 | 3,054 |
| Issued or guaranteed by U.S. | $5,943,000 | 3,051 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $161,000 | 3,197 |
| CMOs issued by government agencies or sponsored agencies | $159,000 | 3,090 |
| Privately issued | $2,000 | 764 |
| 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) | $1,434,000 | 1,826 |
| Available-for-sale securities (fair market value) | $5,171,000 | 5,266 |
| Total debt securities | $6,606,000 | 5,440 |
| Structured notes | ||
| Amortized cost | $495,000 | 1,798 |
| Fair value | $497,000 | 1,765 |
| 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 | $6,852,000 | 5,535 |
| U.S. Government securities | $6,850,000 | 4,916 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $6,850,000 | 4,798 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $2,000 | 2,389 |
| Privately issued residential mortgage-backed securities | $2,000 | 811 |
| 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 | $98,000 | 5,528 |
| Mortgage-backed securities | $6,350,000 | 3,542 |
| Certificates of participation in pools of residential mortgages | $6,173,000 | 3,074 |
| Issued or guaranteed by U.S. | $6,173,000 | 3,071 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $177,000 | 3,233 |
| CMOs issued by government agencies or sponsored agencies | $175,000 | 3,131 |
| Privately issued | $2,000 | 766 |
| 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) | $1,493,000 | 1,839 |
| Available-for-sale securities (fair market value) | $5,359,000 | 5,337 |
| Total debt securities | $6,851,000 | 5,515 |
| Structured notes | ||
| Amortized cost | $495,000 | 1,884 |
| Fair value | $496,000 | 1,829 |
| 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 | $7,191,000 | 5,593 |
| U.S. Government securities | $7,189,000 | 4,963 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $7,189,000 | 4,855 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $2,000 | 2,446 |
| Privately issued residential mortgage-backed securities | $2,000 | 843 |
| 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 | $107,000 | 5,592 |
| Mortgage-backed securities | $6,689,000 | 3,576 |
| Certificates of participation in pools of residential mortgages | $6,490,000 | 3,099 |
| Issued or guaranteed by U.S. | $6,490,000 | 3,097 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $199,000 | 3,277 |
| CMOs issued by government agencies or sponsored agencies | $197,000 | 3,164 |
| Privately issued | $2,000 | 802 |
| 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) | $1,546,000 | 1,856 |
| Available-for-sale securities (fair market value) | $5,645,000 | 5,388 |
| Total debt securities | $7,191,000 | 5,572 |
| Structured notes | ||
| Amortized cost | $494,000 | 1,987 |
| Fair value | $484,000 | 1,981 |
| 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 | $7,028,000 | 5,668 |
| U.S. Government securities | $7,026,000 | 5,063 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $7,026,000 | 4,962 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $2,000 | 2,509 |
| Privately issued residential mortgage-backed securities | $2,000 | 865 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,955,000 | 4,464 |
| Mortgage-backed securities | $7,019,000 | 3,589 |
| Certificates of participation in pools of residential mortgages | $6,795,000 | 3,106 |
| Issued or guaranteed by U.S. | $6,795,000 | 3,105 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $224,000 | 3,288 |
| CMOs issued by government agencies or sponsored agencies | $222,000 | 3,177 |
| Privately issued | $2,000 | 824 |
| 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) | $1,122,000 | 1,950 |
| Available-for-sale securities (fair market value) | $5,906,000 | 5,398 |
| Total debt securities | $7,028,000 | 5,648 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $7,426,000 | 5,683 |
| U.S. Government securities | $7,424,000 | 5,031 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $7,424,000 | 4,936 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $2,000 | 2,576 |
| Privately issued residential mortgage-backed securities | $2,000 | 895 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,190,000 | 4,422 |
| Mortgage-backed securities | $7,416,000 | 3,554 |
| Certificates of participation in pools of residential mortgages | $7,172,000 | 3,062 |
| Issued or guaranteed by U.S. | $7,172,000 | 3,062 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $244,000 | 3,301 |
| CMOs issued by government agencies or sponsored agencies | $242,000 | 3,185 |
| Privately issued | $2,000 | 852 |
| 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) | $1,264,000 | 1,925 |
| Available-for-sale securities (fair market value) | $6,162,000 | 5,424 |
| Total debt securities | $7,426,000 | 5,659 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $8,072,000 | 5,657 |
| U.S. Government securities | $8,070,000 | 4,925 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $8,070,000 | 4,827 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $2,000 | 2,635 |
| Privately issued residential mortgage-backed securities | $2,000 | 928 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,435,000 | 4,359 |
| Mortgage-backed securities | $7,802,000 | 3,494 |
| Certificates of participation in pools of residential mortgages | $7,537,000 | 3,012 |
| Issued or guaranteed by U.S. | $7,537,000 | 3,010 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $265,000 | 3,291 |
| CMOs issued by government agencies or sponsored agencies | $263,000 | 3,172 |
| Privately issued | $2,000 | 882 |
| 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) | $1,638,000 | 1,834 |
| Available-for-sale securities (fair market value) | $6,434,000 | 5,431 |
| Total debt securities | $8,070,000 | 5,633 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,222 |
| Fair value | $250,000 | 2,230 |
| 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 | $8,578,000 | 5,643 |
| U.S. Government securities | $8,576,000 | 4,874 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $8,576,000 | 4,771 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $2,000 | 2,714 |
| Privately issued residential mortgage-backed securities | $2,000 | 964 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,601,000 | 4,365 |
| Mortgage-backed securities | $8,304,000 | 3,442 |
| Certificates of participation in pools of residential mortgages | $8,002,000 | 2,943 |
| Issued or guaranteed by U.S. | $8,002,000 | 2,940 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $302,000 | 3,304 |
| CMOs issued by government agencies or sponsored agencies | $300,000 | 3,182 |
| Privately issued | $2,000 | 920 |
| 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) | $1,735,000 | 1,805 |
| Available-for-sale securities (fair market value) | $6,843,000 | 5,456 |
| Total debt securities | $8,579,000 | 5,613 |
| Structured notes | ||
| Amortized cost | $251,000 | 2,216 |
| Fair value | $251,000 | 2,223 |
| 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 | $9,228,000 | 5,593 |
| U.S. Government securities | $9,226,000 | 4,773 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $9,226,000 | 4,676 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $2,000 | 2,775 |
| Privately issued residential mortgage-backed securities | $2,000 | 985 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,019,000 | 4,252 |
| Mortgage-backed securities | $8,948,000 | 3,361 |
| Certificates of participation in pools of residential mortgages | $8,582,000 | 2,823 |
| Issued or guaranteed by U.S. | $8,582,000 | 2,821 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $366,000 | 3,290 |
| CMOs issued by government agencies or sponsored agencies | $364,000 | 3,164 |
| Privately issued | $2,000 | 940 |
| 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) | $1,876,000 | 1,714 |
| Available-for-sale securities (fair market value) | $7,352,000 | 5,428 |
| Total debt securities | $9,229,000 | 5,556 |
| Structured notes | ||
| Amortized cost | $251,000 | 2,208 |
| Fair value | $252,000 | 2,213 |
| 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 | $10,493,000 | 5,498 |
| U.S. Government securities | $10,490,000 | 4,650 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $10,490,000 | 4,550 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $3,000 | 2,769 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,016 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,614,000 | 4,152 |
| Mortgage-backed securities | $10,211,000 | 3,250 |
| Certificates of participation in pools of residential mortgages | $9,497,000 | 2,728 |
| Issued or guaranteed by U.S. | $9,497,000 | 2,727 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $449,000 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $446,000 | 3,141 |
| Privately issued | $3,000 | 971 |
| Commercial mortgage-backed securities | $265,000 | 724 |
| Commercial mortgage pass-through securities | $265,000 | 520 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $2,015,000 | 1,648 |
| Available-for-sale securities (fair market value) | $8,478,000 | 5,341 |
| Total debt securities | $10,493,000 | 5,463 |
| Structured notes | ||
| Amortized cost | $251,000 | 2,260 |
| Fair value | $253,000 | 2,265 |
| 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 | $11,347,000 | 5,385 |
| U.S. Government securities | $11,344,000 | 4,496 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $11,344,000 | 4,397 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $3,000 | 2,767 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,037 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,156,000 | 4,035 |
| Mortgage-backed securities | $11,063,000 | 3,174 |
| Certificates of participation in pools of residential mortgages | $10,240,000 | 2,626 |
| Issued or guaranteed by U.S. | $10,240,000 | 2,624 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $557,000 | 3,248 |
| CMOs issued by government agencies or sponsored agencies | $554,000 | 3,113 |
| Privately issued | $3,000 | 994 |
| Commercial mortgage-backed securities | $266,000 | 609 |
| Commercial mortgage pass-through securities | $266,000 | 453 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $2,176,000 | 1,637 |
| Available-for-sale securities (fair market value) | $9,171,000 | 5,262 |
| Total debt securities | $11,346,000 | 5,360 |
| Structured notes | ||
| Amortized cost | $252,000 | 2,305 |
| Fair value | $253,000 | 2,307 |
| 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 | $12,709,000 | 5,313 |
| U.S. Government securities | $12,706,000 | 4,411 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $12,706,000 | 4,324 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $3,000 | 2,854 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,085 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,126,000 | 3,864 |
| Mortgage-backed securities | $12,365,000 | 3,176 |
| Certificates of participation in pools of residential mortgages | $11,407,000 | 2,618 |
| Issued or guaranteed by U.S. | $11,407,000 | 2,616 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $685,000 | 3,279 |
| CMOs issued by government agencies or sponsored agencies | $682,000 | 3,126 |
| Privately issued | $3,000 | 1,037 |
| Commercial mortgage-backed securities | $273,000 | 580 |
| Commercial mortgage pass-through securities | $273,000 | 420 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $2,465,000 | 1,626 |
| Available-for-sale securities (fair market value) | $10,244,000 | 5,219 |
| Total debt securities | $12,708,000 | 5,287 |
| Structured notes | ||
| Amortized cost | $301,000 | 2,453 |
| Fair value | $303,000 | 2,455 |
| 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 | $14,982,000 | 5,058 |
| U.S. Government securities | $14,979,000 | 4,171 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $14,979,000 | 4,088 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $3,000 | 2,858 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,136 |
| 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 | $7,759,000 | 3,774 |
| Mortgage-backed securities | $13,644,000 | 3,081 |
| Certificates of participation in pools of residential mortgages | $12,510,000 | 2,523 |
| Issued or guaranteed by U.S. | $12,510,000 | 2,520 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $859,000 | 3,216 |
| CMOs issued by government agencies or sponsored agencies | $856,000 | 3,064 |
| Privately issued | $3,000 | 1,087 |
| Commercial mortgage-backed securities | $275,000 | 544 |
| Commercial mortgage pass-through securities | $275,000 | 380 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $2,715,000 | 1,580 |
| Available-for-sale securities (fair market value) | $12,267,000 | 5,026 |
| Total debt securities | $14,983,000 | 5,027 |
| Structured notes | ||
| Amortized cost | $1,284,000 | 1,856 |
| Fair value | $1,288,000 | 1,857 |
| 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 | $16,337,000 | 4,970 |
| U.S. Government securities | $16,334,000 | 4,123 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $16,334,000 | 4,029 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $3,000 | 2,855 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,170 |
| 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 | $9,384,000 | 3,468 |
| Mortgage-backed securities | $14,991,000 | 2,956 |
| Certificates of participation in pools of residential mortgages | $13,659,000 | 2,394 |
| Issued or guaranteed by U.S. | $13,659,000 | 2,390 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,052,000 | 3,129 |
| CMOs issued by government agencies or sponsored agencies | $1,049,000 | 2,974 |
| Privately issued | $3,000 | 1,123 |
| Commercial mortgage-backed securities | $280,000 | 507 |
| Commercial mortgage pass-through securities | $280,000 | 353 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $3,137,000 | 1,540 |
| Available-for-sale securities (fair market value) | $13,200,000 | 4,930 |
| Total debt securities | $16,338,000 | 4,940 |
| Structured notes | ||
| Amortized cost | $1,293,000 | 2,055 |
| Fair value | $1,298,000 | 2,054 |
| 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 | $18,017,000 | 4,761 |
| U.S. Government securities | $18,014,000 | 3,848 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $18,014,000 | 3,772 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $3,000 | 2,857 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,253 |
| 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 | $10,053,000 | 3,226 |
| Mortgage-backed securities | $16,106,000 | 2,778 |
| Certificates of participation in pools of residential mortgages | $14,548,000 | 2,220 |
| Issued or guaranteed by U.S. | $14,548,000 | 2,214 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,274,000 | 3,015 |
| CMOs issued by government agencies or sponsored agencies | $1,271,000 | 2,778 |
| Privately issued | $3,000 | 1,186 |
| Commercial mortgage-backed securities | $284,000 | 436 |
| Commercial mortgage pass-through securities | $284,000 | 303 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $3,586,000 | 1,528 |
| Available-for-sale securities (fair market value) | $14,431,000 | 4,744 |
| Total debt securities | $18,016,000 | 4,734 |
| Structured notes | ||
| Amortized cost | $1,602,000 | 1,854 |
| Fair value | $1,611,000 | 1,856 |
| 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 | $20,008,000 | 4,508 |
| U.S. Government securities | $20,005,000 | 3,586 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $20,005,000 | 3,507 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $3,000 | 2,837 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,271 |
| 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 | $11,200,000 | 3,008 |
| Mortgage-backed securities | $17,782,000 | 2,595 |
| Certificates of participation in pools of residential mortgages | $15,870,000 | 2,042 |
| Issued or guaranteed by U.S. | $15,870,000 | 2,036 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,623,000 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $1,620,000 | 2,665 |
| Privately issued | $3,000 | 1,202 |
| Commercial mortgage-backed securities | $289,000 | 388 |
| Commercial mortgage pass-through securities | $289,000 | 273 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $4,073,000 | 1,479 |
| Available-for-sale securities (fair market value) | $15,935,000 | 4,554 |
| Total debt securities | $20,009,000 | 4,475 |
| Structured notes | ||
| Amortized cost | $1,909,000 | 1,878 |
| Fair value | $1,921,000 | 1,878 |
| 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 | $20,806,000 | 4,485 |
| U.S. Government securities | $20,700,000 | 3,585 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $20,700,000 | 3,497 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $106,000 | 2,655 |
| Privately issued residential mortgage-backed securities | $106,000 | 1,193 |
| 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 | $4,078,000 | 4,473 |
| Mortgage-backed securities | $18,779,000 | 2,444 |
| Certificates of participation in pools of residential mortgages | $16,469,000 | 1,930 |
| Issued or guaranteed by U.S. | $16,469,000 | 1,928 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $2,018,000 | 2,713 |
| CMOs issued by government agencies or sponsored agencies | $1,912,000 | 2,526 |
| Privately issued | $106,000 | 1,137 |
| Commercial mortgage-backed securities | $292,000 | 375 |
| Commercial mortgage pass-through securities | $292,000 | 272 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $4,324,000 | 1,476 |
| Available-for-sale securities (fair market value) | $16,482,000 | 4,544 |
| Total debt securities | $20,806,000 | 4,454 |
| Structured notes | ||
| Amortized cost | $1,714,000 | 2,128 |
| Fair value | $1,719,000 | 2,130 |
| 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 | $21,065,000 | 4,421 |
| U.S. Government securities | $20,951,000 | 3,557 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $20,951,000 | 3,454 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $114,000 | 2,702 |
| Privately issued residential mortgage-backed securities | $114,000 | 1,214 |
| 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 | $4,330,000 | 4,414 |
| Mortgage-backed securities | $19,558,000 | 2,330 |
| Certificates of participation in pools of residential mortgages | $17,011,000 | 1,853 |
| Issued or guaranteed by U.S. | $17,011,000 | 1,850 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $2,251,000 | 2,585 |
| CMOs issued by government agencies or sponsored agencies | $2,137,000 | 2,376 |
| Privately issued | $114,000 | 1,158 |
| Commercial mortgage-backed securities | $296,000 | 361 |
| Commercial mortgage pass-through securities | $296,000 | 264 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $3,730,000 | 1,559 |
| Available-for-sale securities (fair market value) | $17,335,000 | 4,446 |
| Total debt securities | $21,068,000 | 4,389 |
| Structured notes | ||
| Amortized cost | $1,468,000 | 2,324 |
| Fair value | $1,443,000 | 2,322 |
| 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 | $22,198,000 | 4,165 |
| U.S. Government securities | $21,760,000 | 3,302 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $21,760,000 | 3,198 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $438,000 | 2,559 |
| Privately issued residential mortgage-backed securities | $138,000 | 1,259 |
| Commercial mortgage-backed securities - Total | $300,000 | 330 |
| 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 | $4,680,000 | 4,296 |
| Mortgage-backed securities | $20,673,000 | 2,187 |
| Certificates of participation in pools of residential mortgages | $18,044,000 | 1,689 |
| Issued or guaranteed by U.S. | $18,044,000 | 1,683 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,329,000 | 2,523 |
| CMOs issued by government agencies or sponsored agencies | $2,191,000 | 2,325 |
| Privately issued | $138,000 | 1,200 |
| Commercial mortgage-backed securities | $300,000 | 330 |
| Commercial mortgage pass-through securities | $300,000 | 251 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $3,468,000 | 1,617 |
| Available-for-sale securities (fair market value) | $18,730,000 | 4,173 |
| Total debt securities | $22,199,000 | 4,133 |
| Structured notes | ||
| Amortized cost | $1,477,000 | 2,171 |
| Fair value | $1,448,000 | 2,169 |
| 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 | $20,485,000 | 4,296 |
| U.S. Government securities | $20,008,000 | 3,430 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $20,008,000 | 3,334 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $477,000 | 2,619 |
| Privately issued residential mortgage-backed securities | $170,000 | 1,311 |
| Commercial mortgage-backed securities - Total | $307,000 | 305 |
| 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 | $5,136,000 | 4,197 |
| Mortgage-backed securities | $19,497,000 | 2,231 |
| Certificates of participation in pools of residential mortgages | $17,213,000 | 1,711 |
| Issued or guaranteed by U.S. | $17,213,000 | 1,706 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,977,000 | 2,613 |
| CMOs issued by government agencies or sponsored agencies | $1,807,000 | 2,403 |
| Privately issued | $170,000 | 1,252 |
| Commercial mortgage-backed securities | $307,000 | 305 |
| Commercial mortgage pass-through securities | $307,000 | 226 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $2,176,000 | 1,889 |
| Available-for-sale securities (fair market value) | $18,309,000 | 4,158 |
| Total debt securities | $20,488,000 | 4,258 |
| Structured notes | ||
| Amortized cost | $886,000 | 2,610 |
| Fair value | $889,000 | 2,606 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $19,031,000 | 4,514 |
| U.S. Government securities | $18,529,000 | 3,634 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $18,529,000 | 3,541 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $502,000 | 2,553 |
| Privately issued residential mortgage-backed securities | $193,000 | 1,328 |
| Commercial mortgage-backed securities - Total | $309,000 | 299 |
| 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 | $5,585,000 | 4,136 |
| Mortgage-backed securities | $17,558,000 | 2,374 |
| Certificates of participation in pools of residential mortgages | $15,918,000 | 1,831 |
| Issued or guaranteed by U.S. | $15,918,000 | 1,824 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,331,000 | 2,751 |
| CMOs issued by government agencies or sponsored agencies | $1,138,000 | 2,536 |
| Privately issued | $193,000 | 1,270 |
| Commercial mortgage-backed securities | $309,000 | 299 |
| Commercial mortgage pass-through securities | $309,000 | 220 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $2,440,000 | 1,905 |
| Available-for-sale securities (fair market value) | $16,591,000 | 4,382 |
| Total debt securities | $19,030,000 | 4,471 |
| Structured notes | ||
| Amortized cost | $1,365,000 | 2,347 |
| Fair value | $1,371,000 | 2,346 |
| 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 | $19,106,000 | 4,545 |
| U.S. Government securities | $18,589,000 | 3,704 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $18,589,000 | 3,623 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $517,000 | 2,584 |
| Privately issued residential mortgage-backed securities | $207,000 | 1,359 |
| Commercial mortgage-backed securities - Total | $310,000 | 312 |
| 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 | $6,553,000 | 3,968 |
| Mortgage-backed securities | $16,546,000 | 2,513 |
| Certificates of participation in pools of residential mortgages | $14,497,000 | 2,043 |
| Issued or guaranteed by U.S. | $14,497,000 | 2,037 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,739,000 | 2,575 |
| CMOs issued by government agencies or sponsored agencies | $1,532,000 | 2,327 |
| Privately issued | $207,000 | 1,305 |
| Commercial mortgage-backed securities | $310,000 | 312 |
| Commercial mortgage pass-through securities | $310,000 | 229 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $2,687,000 | 1,870 |
| Available-for-sale securities (fair market value) | $16,419,000 | 4,428 |
| Total debt securities | $19,106,000 | 4,506 |
| Structured notes | ||
| Amortized cost | $1,754,000 | 1,955 |
| Fair value | $1,747,000 | 1,967 |
| 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 | $17,807,000 | 4,656 |
| U.S. Government securities | $17,264,000 | 3,830 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $17,264,000 | 3,747 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $543,000 | 2,599 |
| Privately issued residential mortgage-backed securities | $234,000 | 1,388 |
| Commercial mortgage-backed securities - Total | $309,000 | 298 |
| 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 | $6,661,000 | 3,970 |
| Mortgage-backed securities | $17,101,000 | 2,519 |
| Certificates of participation in pools of residential mortgages | $14,302,000 | 2,134 |
| Issued or guaranteed by U.S. | $14,302,000 | 2,127 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,490,000 | 2,316 |
| CMOs issued by government agencies or sponsored agencies | $2,256,000 | 2,076 |
| Privately issued | $234,000 | 1,328 |
| Commercial mortgage-backed securities | $309,000 | 298 |
| Commercial mortgage pass-through securities | $309,000 | 218 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $2,943,000 | 1,850 |
| Available-for-sale securities (fair market value) | $14,864,000 | 4,602 |
| Total debt securities | $17,806,000 | 4,616 |
| 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 | $18,057,000 | 4,666 |
| U.S. Government securities | $17,428,000 | 3,796 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $17,428,000 | 3,722 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $629,000 | 2,651 |
| Privately issued residential mortgage-backed securities | $318,000 | 1,399 |
| Commercial mortgage-backed securities - Total | $311,000 | 315 |
| 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 | $7,144,000 | 3,890 |
| Mortgage-backed securities | $17,339,000 | 2,548 |
| Certificates of participation in pools of residential mortgages | $14,941,000 | 2,136 |
| Issued or guaranteed by U.S. | $14,941,000 | 2,125 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $2,087,000 | 2,457 |
| CMOs issued by government agencies or sponsored agencies | $1,769,000 | 2,213 |
| Privately issued | $318,000 | 1,337 |
| Commercial mortgage-backed securities | $311,000 | 315 |
| Commercial mortgage pass-through securities | $311,000 | 219 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $3,311,000 | 1,851 |
| Available-for-sale securities (fair market value) | $14,746,000 | 4,660 |
| Total debt securities | $18,057,000 | 4,615 |
| 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 | $13,833,000 | 5,218 |
| U.S. Government securities | $13,359,000 | 4,392 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $13,359,000 | 4,295 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $474,000 | 2,869 |
| Privately issued residential mortgage-backed securities | $474,000 | 1,353 |
| 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 | $7,242,000 | 3,860 |
| Mortgage-backed securities | $13,685,000 | 2,900 |
| Certificates of participation in pools of residential mortgages | $11,688,000 | 2,497 |
| Issued or guaranteed by U.S. | $11,688,000 | 2,487 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,997,000 | 2,495 |
| CMOs issued by government agencies or sponsored agencies | $1,523,000 | 2,298 |
| Privately issued | $474,000 | 1,290 |
| 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) | $3,788,000 | 1,780 |
| Available-for-sale securities (fair market value) | $10,045,000 | 5,313 |
| Total debt securities | $13,833,000 | 5,175 |
| 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 | $15,119,000 | 5,071 |
| U.S. Government securities | $14,593,000 | 4,255 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $14,593,000 | 4,173 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $526,000 | 2,686 |
| Privately issued residential mortgage-backed securities | $526,000 | 1,359 |
| 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 | $7,611,000 | 3,829 |
| Mortgage-backed securities | $14,704,000 | 2,851 |
| Certificates of participation in pools of residential mortgages | $12,552,000 | 2,433 |
| Issued or guaranteed by U.S. | $12,552,000 | 2,421 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,152,000 | 2,465 |
| CMOs issued by government agencies or sponsored agencies | $1,626,000 | 2,262 |
| Privately issued | $526,000 | 1,301 |
| 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) | $4,202,000 | 1,735 |
| Available-for-sale securities (fair market value) | $10,917,000 | 5,222 |
| Total debt securities | $15,118,000 | 5,032 |
| 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 | $15,839,000 | 4,989 |
| U.S. Government securities | $15,282,000 | 4,198 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $15,282,000 | 4,125 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $557,000 | 2,617 |
| Privately issued residential mortgage-backed securities | $557,000 | 1,293 |
| 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 | $7,853,000 | 3,828 |
| Mortgage-backed securities | $15,080,000 | 2,765 |
| Certificates of participation in pools of residential mortgages | $13,202,000 | 2,341 |
| Issued or guaranteed by U.S. | $13,202,000 | 2,330 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,878,000 | 2,479 |
| CMOs issued by government agencies or sponsored agencies | $1,321,000 | 2,359 |
| Privately issued | $557,000 | 1,237 |
| 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) | $4,566,000 | 1,690 |
| Available-for-sale securities (fair market value) | $11,273,000 | 5,177 |
| Total debt securities | $15,838,000 | 4,951 |
| Structured notes | ||
| Amortized cost | $329,000 | 1,534 |
| Fair value | $336,000 | 1,525 |
| 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 | $16,462,000 | 4,870 |
| U.S. Government securities | $15,880,000 | 4,072 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $15,880,000 | 3,991 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $582,000 | 2,557 |
| Privately issued residential mortgage-backed securities | $582,000 | 1,262 |
| 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 | $7,872,000 | 3,831 |
| Mortgage-backed securities | $15,020,000 | 2,685 |
| Certificates of participation in pools of residential mortgages | $13,340,000 | 2,234 |
| Issued or guaranteed by U.S. | $13,340,000 | 2,222 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,680,000 | 2,459 |
| CMOs issued by government agencies or sponsored agencies | $1,098,000 | 2,367 |
| Privately issued | $582,000 | 1,208 |
| 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) | $4,872,000 | 1,670 |
| Available-for-sale securities (fair market value) | $11,590,000 | 5,077 |
| Total debt securities | $16,463,000 | 4,829 |
| Structured notes | ||
| Amortized cost | $337,000 | 1,526 |
| Fair value | $339,000 | 1,524 |
| 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 | $16,770,000 | 4,869 |
| U.S. Government securities | $16,165,000 | 4,054 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $16,165,000 | 3,985 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $605,000 | 2,525 |
| Privately issued residential mortgage-backed securities | $605,000 | 1,244 |
| 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 | $9,173,000 | 3,518 |
| Mortgage-backed securities | $15,236,000 | 2,634 |
| Certificates of participation in pools of residential mortgages | $13,403,000 | 2,207 |
| Issued or guaranteed by U.S. | $13,403,000 | 2,197 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,833,000 | 2,415 |
| CMOs issued by government agencies or sponsored agencies | $1,228,000 | 2,322 |
| Privately issued | $605,000 | 1,186 |
| 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) | $5,372,000 | 1,592 |
| Available-for-sale securities (fair market value) | $11,398,000 | 5,172 |
| Total debt securities | $16,770,000 | 4,816 |
| Structured notes | ||
| Amortized cost | $347,000 | 1,566 |
| Fair value | $346,000 | 1,566 |
| 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 | $18,702,000 | 4,582 |
| U.S. Government securities | $18,068,000 | 3,770 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $18,068,000 | 3,704 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $634,000 | 2,450 |
| Privately issued residential mortgage-backed securities | $634,000 | 1,213 |
| 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 | $8,999,000 | 3,535 |
| Mortgage-backed securities | $16,740,000 | 2,431 |
| Certificates of participation in pools of residential mortgages | $14,620,000 | 2,042 |
| Issued or guaranteed by U.S. | $14,620,000 | 2,032 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,120,000 | 2,293 |
| CMOs issued by government agencies or sponsored agencies | $1,486,000 | 2,204 |
| Privately issued | $634,000 | 1,155 |
| 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) | $5,988,000 | 1,522 |
| Available-for-sale securities (fair market value) | $12,714,000 | 4,980 |
| Total debt securities | $18,700,000 | 4,519 |
| Structured notes | ||
| Amortized cost | $659,000 | 1,398 |
| Fair value | $668,000 | 1,400 |
| 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 | $20,411,000 | 4,410 |
| U.S. Government securities | $19,747,000 | 3,625 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $19,747,000 | 3,548 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $664,000 | 2,267 |
| Privately issued residential mortgage-backed securities | $664,000 | 1,112 |
| 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 | $6,753,000 | 4,054 |
| Mortgage-backed securities | $17,369,000 | 2,116 |
| Certificates of participation in pools of residential mortgages | $14,996,000 | 1,751 |
| Issued or guaranteed by U.S. | $14,996,000 | 1,742 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,373,000 | 2,132 |
| CMOs issued by government agencies or sponsored agencies | $1,709,000 | 2,032 |
| Privately issued | $664,000 | 1,058 |
| 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) | $6,625,000 | 1,499 |
| Available-for-sale securities (fair market value) | $13,786,000 | 4,803 |
| Total debt securities | $20,410,000 | 4,353 |
| Structured notes | ||
| Amortized cost | $1,312,000 | 1,373 |
| Fair value | $1,317,000 | 1,375 |
| 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 | $20,094,000 | 4,472 |
| U.S. Government securities | $19,398,000 | 3,716 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $19,398,000 | 3,641 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $696,000 | 2,183 |
| Privately issued residential mortgage-backed securities | $696,000 | 1,063 |
| 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 | $6,891,000 | 4,044 |
| Mortgage-backed securities | $16,752,000 | 2,030 |
| Certificates of participation in pools of residential mortgages | $14,123,000 | 1,706 |
| Issued or guaranteed by U.S. | $14,123,000 | 1,697 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,629,000 | 1,986 |
| CMOs issued by government agencies or sponsored agencies | $1,933,000 | 1,917 |
| Privately issued | $696,000 | 1,011 |
| 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) | $7,262,000 | 1,478 |
| Available-for-sale securities (fair market value) | $12,832,000 | 4,989 |
| Total debt securities | $20,093,000 | 4,420 |
| Structured notes | ||
| Amortized cost | $1,325,000 | 1,566 |
| Fair value | $1,321,000 | 1,567 |
| 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 | $21,282,000 | 4,314 |
| U.S. Government securities | $20,556,000 | 3,573 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $20,556,000 | 3,487 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $726,000 | 2,107 |
| Privately issued residential mortgage-backed securities | $726,000 | 1,010 |
| 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 | $3,936,000 | 4,922 |
| Mortgage-backed securities | $17,965,000 | 1,881 |
| Certificates of participation in pools of residential mortgages | $14,998,000 | 1,581 |
| Issued or guaranteed by U.S. | $14,998,000 | 1,575 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,967,000 | 1,881 |
| CMOs issued by government agencies or sponsored agencies | $2,241,000 | 1,808 |
| Privately issued | $726,000 | 953 |
| 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) | $8,025,000 | 1,414 |
| Available-for-sale securities (fair market value) | $13,257,000 | 4,906 |
| Total debt securities | $21,282,000 | 4,267 |
| Structured notes | ||
| Amortized cost | $1,338,000 | 1,645 |
| Fair value | $1,317,000 | 1,645 |
| 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 | $22,583,000 | 4,172 |
| U.S. Government securities | $21,819,000 | 3,454 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $21,819,000 | 3,363 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $764,000 | 2,087 |
| Privately issued residential mortgage-backed securities | $764,000 | 974 |
| 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 | $4,015,000 | 4,898 |
| Mortgage-backed securities | $19,189,000 | 1,804 |
| Certificates of participation in pools of residential mortgages | $15,912,000 | 1,521 |
| Issued or guaranteed by U.S. | $15,912,000 | 1,515 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $3,277,000 | 1,804 |
| CMOs issued by government agencies or sponsored agencies | $2,513,000 | 1,716 |
| Privately issued | $764,000 | 913 |
| 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) | $8,866,000 | 1,360 |
| Available-for-sale securities (fair market value) | $13,717,000 | 4,857 |
| Total debt securities | $22,584,000 | 4,117 |
| Structured notes | ||
| Amortized cost | $1,356,000 | 1,721 |
| Fair value | $1,350,000 | 1,719 |
| 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 | $22,222,000 | 4,255 |
| U.S. Government securities | $21,628,000 | 3,525 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $21,628,000 | 3,425 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $594,000 | 2,212 |
| Privately issued residential mortgage-backed securities | $594,000 | 983 |
| 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 | $4,363,000 | 4,791 |
| Mortgage-backed securities | $18,446,000 | 1,859 |
| Certificates of participation in pools of residential mortgages | $15,125,000 | 1,593 |
| Issued or guaranteed by U.S. | $15,125,000 | 1,585 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $3,321,000 | 1,794 |
| CMOs issued by government agencies or sponsored agencies | $2,727,000 | 1,674 |
| Privately issued | $594,000 | 927 |
| 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) | $9,602,000 | 1,341 |
| Available-for-sale securities (fair market value) | $12,620,000 | 5,060 |
| Total debt securities | $22,222,000 | 4,200 |
| Structured notes | ||
| Amortized cost | $1,370,000 | 1,818 |
| Fair value | $1,360,000 | 1,817 |
| 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 | $22,507,000 | 4,250 |
| U.S. Government securities | $21,881,000 | 3,523 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $21,881,000 | 3,419 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $626,000 | 2,220 |
| Privately issued residential mortgage-backed securities | $626,000 | 958 |
| 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 | $4,360,000 | 4,822 |
| Mortgage-backed securities | $18,266,000 | 1,877 |
| Certificates of participation in pools of residential mortgages | $14,716,000 | 1,650 |
| Issued or guaranteed by U.S. | $14,716,000 | 1,640 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $3,550,000 | 1,710 |
| CMOs issued by government agencies or sponsored agencies | $2,924,000 | 1,606 |
| Privately issued | $626,000 | 893 |
| 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) | $10,408,000 | 1,323 |
| Available-for-sale securities (fair market value) | $12,099,000 | 5,183 |
| Total debt securities | $22,508,000 | 4,203 |
| Structured notes | ||
| Amortized cost | $1,384,000 | 1,913 |
| Fair value | $1,368,000 | 1,911 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $21,805,000 | 4,327 |
| U.S. Government securities | $21,142,000 | 3,610 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $21,142,000 | 3,495 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $663,000 | 2,223 |
| Privately issued residential mortgage-backed securities | $663,000 | 929 |
| 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 | $6,857,000 | 4,080 |
| Mortgage-backed securities | $17,585,000 | 1,923 |
| Certificates of participation in pools of residential mortgages | $14,017,000 | 1,701 |
| Issued or guaranteed by U.S. | $14,017,000 | 1,691 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $3,568,000 | 1,696 |
| CMOs issued by government agencies or sponsored agencies | $2,905,000 | 1,596 |
| Privately issued | $663,000 | 871 |
| 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) | $11,296,000 | 1,273 |
| Available-for-sale securities (fair market value) | $10,509,000 | 5,456 |
| Total debt securities | $21,806,000 | 4,261 |
| Structured notes | ||
| Amortized cost | $1,398,000 | 1,968 |
| Fair value | $1,355,000 | 1,970 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $22,478,000 | 4,310 |
| U.S. Government securities | $22,137,000 | 3,527 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $22,137,000 | 3,405 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $341,000 | 2,668 |
| Privately issued residential mortgage-backed securities | $341,000 | 1,038 |
| 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 | $7,553,000 | 3,901 |
| Mortgage-backed securities | $17,685,000 | 1,944 |
| Certificates of participation in pools of residential mortgages | $14,385,000 | 1,699 |
| Issued or guaranteed by U.S. | $14,385,000 | 1,689 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,300,000 | 1,756 |
| CMOs issued by government agencies or sponsored agencies | $2,959,000 | 1,585 |
| Privately issued | $341,000 | 970 |
| 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) | $12,286,000 | 1,240 |
| Available-for-sale securities (fair market value) | $10,192,000 | 5,532 |
| Total debt securities | $22,478,000 | 4,253 |
| Structured notes | ||
| Amortized cost | $1,668,000 | 1,797 |
| Fair value | $1,646,000 | 1,796 |
| 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 | $19,623,000 | 4,676 |
| U.S. Government securities | $19,265,000 | 3,908 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $19,265,000 | 3,774 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $358,000 | 2,729 |
| Privately issued residential mortgage-backed securities | $358,000 | 992 |
| 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 | $7,683,000 | 3,853 |
| Mortgage-backed securities | $16,937,000 | 2,014 |
| Certificates of participation in pools of residential mortgages | $13,057,000 | 1,829 |
| Issued or guaranteed by U.S. | $13,057,000 | 1,818 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $3,880,000 | 1,640 |
| CMOs issued by government agencies or sponsored agencies | $3,522,000 | 1,487 |
| Privately issued | $358,000 | 923 |
| 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) | $13,253,000 | 1,217 |
| Available-for-sale securities (fair market value) | $6,370,000 | 6,402 |
| Total debt securities | $19,622,000 | 4,615 |
| Structured notes | ||
| Amortized cost | $690,000 | 2,525 |
| Fair value | $670,000 | 2,528 |
| 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 | $20,338,000 | 4,563 |
| U.S. Government securities | $19,958,000 | 3,769 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $19,958,000 | 3,634 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $380,000 | 2,762 |
| Privately issued residential mortgage-backed securities | $380,000 | 974 |
| 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 | $5,956,000 | 4,309 |
| Mortgage-backed securities | $18,115,000 | 1,926 |
| Certificates of participation in pools of residential mortgages | $13,733,000 | 1,793 |
| Issued or guaranteed by U.S. | $13,733,000 | 1,781 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,382,000 | 1,563 |
| CMOs issued by government agencies or sponsored agencies | $4,002,000 | 1,409 |
| Privately issued | $380,000 | 908 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,529,000 | 1,159 |
| Available-for-sale securities (fair market value) | $5,809,000 | 6,537 |
| Total debt securities | $20,336,000 | 4,503 |
| Structured notes | ||
| Amortized cost | $689,000 | 2,470 |
| Fair value | $684,000 | 2,471 |
| 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 | $21,896,000 | 4,386 |
| U.S. Government securities | $21,494,000 | 3,627 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $21,494,000 | 3,503 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $402,000 | 2,809 |
| Privately issued residential mortgage-backed securities | $402,000 | 950 |
| 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 | $7,406,000 | 3,907 |
| Mortgage-backed securities | $19,637,000 | 1,873 |
| Certificates of participation in pools of residential mortgages | $14,850,000 | 1,762 |
| Issued or guaranteed by U.S. | $14,850,000 | 1,748 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $4,787,000 | 1,540 |
| CMOs issued by government agencies or sponsored agencies | $4,385,000 | 1,397 |
| Privately issued | $402,000 | 878 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,453,000 | 1,083 |
| Available-for-sale securities (fair market value) | $5,443,000 | 6,640 |
| Total debt securities | $21,896,000 | 4,323 |
| Structured notes | ||
| Amortized cost | $689,000 | 2,450 |
| Fair value | $688,000 | 2,450 |
| 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 | $24,182,000 | 4,203 |
| U.S. Government securities | $23,759,000 | 3,438 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $23,759,000 | 3,307 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $423,000 | 2,842 |
| Privately issued residential mortgage-backed securities | $423,000 | 928 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,727,000 | 4,707 |
| Mortgage-backed securities | $21,807,000 | 1,800 |
| Certificates of participation in pools of residential mortgages | $16,593,000 | 1,686 |
| Issued or guaranteed by U.S. | $16,593,000 | 1,674 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $5,214,000 | 1,512 |
| CMOs issued by government agencies or sponsored agencies | $4,791,000 | 1,379 |
| Privately issued | $423,000 | 860 |
| 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) | $17,972,000 | 1,023 |
| Available-for-sale securities (fair market value) | $6,210,000 | 6,525 |
| Total debt securities | $24,181,000 | 4,147 |
| Structured notes | ||
| Amortized cost | $794,000 | 2,377 |
| Fair value | $775,000 | 2,378 |
| 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 | $25,206,000 | 4,111 |
| U.S. Government securities | $24,756,000 | 3,311 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $24,756,000 | 3,179 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $450,000 | 2,856 |
| Privately issued residential mortgage-backed securities | $450,000 | 903 |
| 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 | $5,606,000 | 4,403 |
| Mortgage-backed securities | $21,736,000 | 1,834 |
| Certificates of participation in pools of residential mortgages | $16,232,000 | 1,736 |
| Issued or guaranteed by U.S. | $16,232,000 | 1,727 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $5,504,000 | 1,491 |
| CMOs issued by government agencies or sponsored agencies | $5,054,000 | 1,363 |
| Privately issued | $450,000 | 837 |
| 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) | $19,187,000 | 967 |
| Available-for-sale securities (fair market value) | $6,019,000 | 6,586 |
| Total debt securities | $25,208,000 | 4,043 |
| Structured notes | ||
| Amortized cost | $792,000 | 2,317 |
| Fair value | $783,000 | 2,318 |
| 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 | $27,889,000 | 3,817 |
| U.S. Government securities | $27,406,000 | 3,052 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $27,406,000 | 2,937 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $483,000 | 2,873 |
| Privately issued residential mortgage-backed securities | $483,000 | 830 |
| 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 | $3,351,000 | 5,245 |
| Mortgage-backed securities | $23,106,000 | 1,765 |
| Certificates of participation in pools of residential mortgages | $17,306,000 | 1,661 |
| Issued or guaranteed by U.S. | $17,306,000 | 1,652 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,800,000 | 1,458 |
| CMOs issued by government agencies or sponsored agencies | $5,317,000 | 1,329 |
| Privately issued | $483,000 | 765 |
| 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) | $20,618,000 | 929 |
| Available-for-sale securities (fair market value) | $7,271,000 | 6,315 |
| Total debt securities | $27,888,000 | 3,743 |
| Structured notes | ||
| Amortized cost | $1,942,000 | 1,619 |
| Fair value | $1,947,000 | 1,614 |
| 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 | $23,956,000 | 4,294 |
| U.S. Government securities | $23,741,000 | 3,493 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $23,741,000 | 3,364 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $215,000 | 3,296 |
| Privately issued residential mortgage-backed securities | $215,000 | 931 |
| 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 | $5,085,000 | 4,550 |
| Mortgage-backed securities | $19,936,000 | 1,971 |
| Certificates of participation in pools of residential mortgages | $15,971,000 | 1,778 |
| Issued or guaranteed by U.S. | $15,971,000 | 1,770 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,965,000 | 1,727 |
| CMOs issued by government agencies or sponsored agencies | $3,750,000 | 1,572 |
| Privately issued | $215,000 | 863 |
| 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) | $19,266,000 | 977 |
| Available-for-sale securities (fair market value) | $4,690,000 | 7,031 |
| Total debt securities | $23,955,000 | 4,222 |
| Structured notes | ||
| Amortized cost | $936,000 | 2,235 |
| Fair value | $904,000 | 2,236 |
| 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 | $16,228,000 | 5,339 |
| U.S. Government securities | $16,228,000 | 4,428 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $16,228,000 | 4,278 |
| 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 | $221,000 | 7,121 |
| Mortgage-backed securities | $14,618,000 | 2,453 |
| Certificates of participation in pools of residential mortgages | $11,421,000 | 2,232 |
| Issued or guaranteed by U.S. | $11,421,000 | 2,222 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $3,197,000 | 1,937 |
| CMOs issued by government agencies or sponsored agencies | $3,197,000 | 1,730 |
| 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) | $14,924,000 | 1,147 |
| Available-for-sale securities (fair market value) | $1,304,000 | 7,857 |
| Total debt securities | $16,226,000 | 5,255 |
| 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 | $16,055,000 | 5,436 |
| U.S. Government securities | $16,055,000 | 4,500 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $16,055,000 | 4,351 |
| 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 | $224,000 | 7,133 |
| Mortgage-backed securities | $13,417,000 | 2,583 |
| Certificates of participation in pools of residential mortgages | $10,464,000 | 2,358 |
| Issued or guaranteed by U.S. | $10,464,000 | 2,346 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,953,000 | 2,005 |
| CMOs issued by government agencies or sponsored agencies | $2,953,000 | 1,880 |
| 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) | $13,852,000 | 1,205 |
| Available-for-sale securities (fair market value) | $2,203,000 | 7,675 |
| Total debt securities | $16,054,000 | 5,344 |
| Structured notes | ||
| Amortized cost | $559,000 | 2,002 |
| Fair value | $551,000 | 2,004 |
| 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 | $16,581,000 | 5,265 |
| U.S. Government securities | $16,581,000 | 4,286 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $16,581,000 | 4,115 |
| 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 | $231,000 | 7,157 |
| Mortgage-backed securities | $12,433,000 | 2,658 |
| Certificates of participation in pools of residential mortgages | $9,751,000 | 2,429 |
| Issued or guaranteed by U.S. | $9,751,000 | 2,420 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $2,682,000 | 2,118 |
| CMOs issued by government agencies or sponsored agencies | $2,682,000 | 1,988 |
| 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) | $12,868,000 | 1,247 |
| Available-for-sale securities (fair market value) | $3,713,000 | 7,284 |
| Total debt securities | $16,582,000 | 5,180 |
| Structured notes | ||
| Amortized cost | $614,000 | 1,713 |
| Fair value | $603,000 | 1,716 |
| 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 | $15,000,000 | 5,487 |
| U.S. Government securities | $15,000,000 | 4,502 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $15,000,000 | 4,347 |
| 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 | $242,000 | 7,177 |
| Mortgage-backed securities | $11,499,000 | 2,847 |
| Certificates of participation in pools of residential mortgages | $8,438,000 | 2,637 |
| Issued or guaranteed by U.S. | $8,438,000 | 2,626 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $3,061,000 | 2,135 |
| CMOs issued by government agencies or sponsored agencies | $3,061,000 | 2,024 |
| 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) | $11,499,000 | 1,326 |
| Available-for-sale securities (fair market value) | $3,501,000 | 7,329 |
| Total debt securities | $15,000,000 | 5,383 |
| Structured notes | ||
| Amortized cost | $428,000 | 1,782 |
| Fair value | $431,000 | 1,782 |
| 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 | $10,000,000 | 6,498 |
| U.S. Government securities | $10,000,000 | 5,581 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $10,000,000 | 5,400 |
| 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 | $244,000 | 7,205 |
| Mortgage-backed securities | $7,672,000 | 3,481 |
| Certificates of participation in pools of residential mortgages | $5,472,000 | 3,289 |
| Issued or guaranteed by U.S. | $5,472,000 | 3,277 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,200,000 | 2,496 |
| CMOs issued by government agencies or sponsored agencies | $2,200,000 | 2,366 |
| 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) | $7,672,000 | 1,714 |
| Available-for-sale securities (fair market value) | $2,328,000 | 7,701 |
| Total debt securities | $9,998,000 | 6,406 |
| Structured notes | ||
| Amortized cost | $501,000 | 1,314 |
| Fair value | $501,000 | 1,425 |
| 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 | $5,969,000 | 7,543 |
| U.S. Government securities | $5,870,000 | 6,857 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $5,870,000 | 6,655 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $99,000 | 3,908 |
| Privately issued residential mortgage-backed securities | $99,000 | 1,137 |
| 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 | $256,000 | 7,210 |
| Mortgage-backed securities | $5,515,000 | 3,990 |
| Certificates of participation in pools of residential mortgages | $4,957,000 | 3,401 |
| Issued or guaranteed by U.S. | $4,957,000 | 3,387 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $558,000 | 3,528 |
| CMOs issued by government agencies or sponsored agencies | $459,000 | 3,506 |
| Privately issued | $99,000 | 1,014 |
| 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) | $5,515,000 | 2,079 |
| Available-for-sale securities (fair market value) | $454,000 | 8,263 |
| Total debt securities | $5,977,000 | 7,468 |
| Structured notes | ||
| Amortized cost | $454,000 | 1,339 |
| Fair value | $454,000 | 1,342 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |