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Neighborhood National Bank, Securities
| 2015-03-31 | Rank | |
| Total securities | $11,933,000 | 4,951 |
| U.S. Government securities | $7,578,000 | 4,740 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $7,578,000 | 4,633 |
| Securities issued by states & political subdivisions | $3,433,000 | 3,964 |
| Other domestic debt securities | $922,000 | 1,750 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $922,000 | 1,399 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,663,000 | 4,632 |
| Mortgage-backed securities | $850,000 | 4,677 |
| Certificates of participation in pools of residential mortgages | $27,000 | 4,934 |
| Issued or guaranteed by U.S. | $27,000 | 4,927 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $823,000 | 2,806 |
| CMOs issued by government agencies or sponsored agencies | $823,000 | 2,717 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $11,933,000 | 4,575 |
| Total debt securities | $11,933,000 | 4,928 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $12,486,000 | 4,950 |
| U.S. Government securities | $8,037,000 | 4,716 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $8,037,000 | 4,599 |
| Securities issued by states & political subdivisions | $3,523,000 | 3,979 |
| Other domestic debt securities | $926,000 | 1,756 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $926,000 | 1,408 |
| 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 | $3,139,000 | 4,560 |
| Mortgage-backed securities | $934,000 | 4,735 |
| Certificates of participation in pools of residential mortgages | $36,000 | 4,990 |
| Issued or guaranteed by U.S. | $36,000 | 4,983 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $898,000 | 2,825 |
| CMOs issued by government agencies or sponsored agencies | $898,000 | 2,736 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $12,486,000 | 4,571 |
| Total debt securities | $12,486,000 | 4,932 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $12,446,000 | 5,050 |
| U.S. Government securities | $8,016,000 | 4,821 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $8,016,000 | 4,707 |
| Securities issued by states & political subdivisions | $3,496,000 | 4,034 |
| Other domestic debt securities | $934,000 | 1,808 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $934,000 | 1,436 |
| 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 | $3,121,000 | 4,633 |
| Mortgage-backed securities | $993,000 | 4,796 |
| Certificates of participation in pools of residential mortgages | $46,000 | 5,060 |
| Issued or guaranteed by U.S. | $46,000 | 5,055 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $947,000 | 2,849 |
| CMOs issued by government agencies or sponsored agencies | $947,000 | 2,747 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $12,446,000 | 4,668 |
| Total debt securities | $12,446,000 | 5,029 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $12,475,000 | 5,141 |
| U.S. Government securities | $8,065,000 | 4,885 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $8,065,000 | 4,776 |
| Securities issued by states & political subdivisions | $3,470,000 | 4,077 |
| Other domestic debt securities | $940,000 | 1,859 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $940,000 | 1,476 |
| 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 | $3,139,000 | 4,664 |
| Mortgage-backed securities | $1,055,000 | 4,826 |
| Certificates of participation in pools of residential mortgages | $59,000 | 5,085 |
| Issued or guaranteed by U.S. | $59,000 | 5,080 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $996,000 | 2,866 |
| CMOs issued by government agencies or sponsored agencies | $996,000 | 2,765 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $12,475,000 | 4,731 |
| Total debt securities | $12,475,000 | 5,119 |
| 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 | $11,018,000 | 5,314 |
| U.S. Government securities | $8,102,000 | 4,912 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $8,102,000 | 4,812 |
| Securities issued by states & political subdivisions | $1,971,000 | 4,528 |
| Other domestic debt securities | $945,000 | 1,905 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $945,000 | 1,511 |
| 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 | $3,107,000 | 4,697 |
| Mortgage-backed securities | $2,463,000 | 4,482 |
| Certificates of participation in pools of residential mortgages | $1,424,000 | 4,425 |
| Issued or guaranteed by U.S. | $1,424,000 | 4,422 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,039,000 | 2,860 |
| CMOs issued by government agencies or sponsored agencies | $1,039,000 | 2,759 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $11,018,000 | 4,915 |
| Total debt securities | $11,018,000 | 5,289 |
| 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 | $10,981,000 | 5,343 |
| U.S. Government securities | $8,090,000 | 4,922 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $8,090,000 | 4,823 |
| Securities issued by states & political subdivisions | $1,944,000 | 4,571 |
| Other domestic debt securities | $947,000 | 1,948 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $947,000 | 1,543 |
| 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 | $3,072,000 | 4,721 |
| Mortgage-backed securities | $2,585,000 | 4,476 |
| Certificates of participation in pools of residential mortgages | $1,500,000 | 4,413 |
| Issued or guaranteed by U.S. | $1,500,000 | 4,407 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,085,000 | 2,830 |
| CMOs issued by government agencies or sponsored agencies | $1,085,000 | 2,725 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $10,981,000 | 4,948 |
| Total debt securities | $10,981,000 | 5,317 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $11,976,000 | 5,299 |
| U.S. Government securities | $9,373,000 | 4,760 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $9,373,000 | 4,662 |
| Securities issued by states & political subdivisions | $1,658,000 | 4,690 |
| Other domestic debt securities | $945,000 | 2,005 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $945,000 | 1,579 |
| 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 | $2,143,000 | 5,040 |
| Mortgage-backed securities | $3,781,000 | 4,247 |
| Certificates of participation in pools of residential mortgages | $2,444,000 | 4,154 |
| Issued or guaranteed by U.S. | $2,444,000 | 4,147 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,337,000 | 2,743 |
| CMOs issued by government agencies or sponsored agencies | $1,337,000 | 2,634 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $11,976,000 | 4,906 |
| Total debt securities | $11,976,000 | 5,267 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $12,895,000 | 5,203 |
| U.S. Government securities | $10,297,000 | 4,614 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $10,297,000 | 4,518 |
| Securities issued by states & political subdivisions | $1,663,000 | 4,682 |
| Other domestic debt securities | $935,000 | 2,066 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $935,000 | 1,624 |
| 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 | $2,286,000 | 5,011 |
| Mortgage-backed securities | $4,148,000 | 4,183 |
| Certificates of participation in pools of residential mortgages | $2,685,000 | 4,079 |
| Issued or guaranteed by U.S. | $2,685,000 | 4,073 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,463,000 | 2,746 |
| CMOs issued by government agencies or sponsored agencies | $1,463,000 | 2,633 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $12,895,000 | 4,824 |
| Total debt securities | $12,895,000 | 5,171 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,048 |
| Fair value | $501,000 | 1,944 |
| 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 | $12,958,000 | 5,227 |
| U.S. Government securities | $10,269,000 | 4,688 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $10,269,000 | 4,585 |
| Securities issued by states & political subdivisions | $1,734,000 | 4,650 |
| Other domestic debt securities | $955,000 | 2,061 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $955,000 | 1,593 |
| 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 | $2,253,000 | 5,095 |
| Mortgage-backed securities | $5,271,000 | 4,023 |
| Certificates of participation in pools of residential mortgages | $3,300,000 | 3,949 |
| Issued or guaranteed by U.S. | $3,300,000 | 3,945 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,971,000 | 2,627 |
| CMOs issued by government agencies or sponsored agencies | $1,971,000 | 2,520 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $12,958,000 | 4,853 |
| Total debt securities | $12,958,000 | 5,192 |
| Structured notes | ||
| Amortized cost | $749,000 | 1,844 |
| Fair value | $752,000 | 1,833 |
| 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 | $11,592,000 | 5,352 |
| U.S. Government securities | $9,771,000 | 4,730 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $9,771,000 | 4,634 |
| Securities issued by states & political subdivisions | $874,000 | 5,042 |
| Other domestic debt securities | $947,000 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $947,000 | 1,572 |
| 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 | $2,471,000 | 5,046 |
| Mortgage-backed securities | $5,508,000 | 3,976 |
| Certificates of participation in pools of residential mortgages | $3,129,000 | 3,994 |
| Issued or guaranteed by U.S. | $3,129,000 | 3,990 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $2,379,000 | 2,558 |
| CMOs issued by government agencies or sponsored agencies | $2,379,000 | 2,459 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $11,592,000 | 4,977 |
| Total debt securities | $11,592,000 | 5,325 |
| Structured notes | ||
| Amortized cost | $1,749,000 | 1,375 |
| Fair value | $1,757,000 | 1,372 |
| 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 | $11,750,000 | 5,429 |
| U.S. Government securities | $9,931,000 | 4,801 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $9,931,000 | 4,704 |
| Securities issued by states & political subdivisions | $875,000 | 5,052 |
| Other domestic debt securities | $944,000 | 2,125 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $944,000 | 1,626 |
| 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 | $3,008,000 | 4,912 |
| Mortgage-backed securities | $6,366,000 | 3,971 |
| Certificates of participation in pools of residential mortgages | $3,459,000 | 4,045 |
| Issued or guaranteed by U.S. | $3,459,000 | 4,042 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $2,907,000 | 2,512 |
| CMOs issued by government agencies or sponsored agencies | $2,907,000 | 2,406 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $11,750,000 | 5,037 |
| Total debt securities | $11,750,000 | 5,400 |
| Structured notes | ||
| Amortized cost | $1,749,000 | 1,485 |
| Fair value | $1,760,000 | 1,477 |
| 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 | $11,892,000 | 5,468 |
| U.S. Government securities | $10,125,000 | 4,868 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $10,125,000 | 4,770 |
| Securities issued by states & political subdivisions | $872,000 | 5,038 |
| Other domestic debt securities | $895,000 | 2,147 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $895,000 | 1,636 |
| 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 | $3,240,000 | 4,881 |
| Mortgage-backed securities | $6,132,000 | 4,042 |
| Certificates of participation in pools of residential mortgages | $3,160,000 | 4,156 |
| Issued or guaranteed by U.S. | $3,160,000 | 4,154 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,972,000 | 2,520 |
| CMOs issued by government agencies or sponsored agencies | $2,972,000 | 2,403 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $11,892,000 | 5,075 |
| Total debt securities | $11,892,000 | 5,438 |
| Structured notes | ||
| Amortized cost | $1,749,000 | 1,659 |
| Fair value | $1,763,000 | 1,651 |
| 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 | $11,698,000 | 5,525 |
| U.S. Government securities | $9,933,000 | 4,995 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $9,933,000 | 4,897 |
| Securities issued by states & political subdivisions | $866,000 | 5,025 |
| Other domestic debt securities | $899,000 | 2,120 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $899,000 | 1,624 |
| 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 | $3,482,000 | 4,844 |
| Mortgage-backed securities | $6,129,000 | 4,080 |
| Certificates of participation in pools of residential mortgages | $3,402,000 | 4,103 |
| Issued or guaranteed by U.S. | $3,402,000 | 4,099 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,727,000 | 2,599 |
| CMOs issued by government agencies or sponsored agencies | $2,727,000 | 2,479 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $11,698,000 | 5,116 |
| Total debt securities | $11,696,000 | 5,498 |
| Structured notes | ||
| Amortized cost | $1,499,000 | 1,985 |
| Fair value | $1,503,000 | 1,951 |
| 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 | $9,911,000 | 5,747 |
| U.S. Government securities | $8,206,000 | 5,255 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $8,206,000 | 5,158 |
| Securities issued by states & political subdivisions | $866,000 | 5,029 |
| Other domestic debt securities | $839,000 | 2,119 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $839,000 | 1,562 |
| 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 | $4,226,000 | 4,393 |
| Mortgage-backed securities | $5,133,000 | 4,196 |
| Certificates of participation in pools of residential mortgages | $2,595,000 | 4,264 |
| Issued or guaranteed by U.S. | $2,595,000 | 4,257 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $2,538,000 | 2,612 |
| CMOs issued by government agencies or sponsored agencies | $2,538,000 | 2,410 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $9,911,000 | 5,329 |
| Total debt securities | $9,911,000 | 5,720 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 1,752 |
| Fair value | $2,006,000 | 1,704 |
| 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 | $8,475,000 | 5,949 |
| U.S. Government securities | $7,057,000 | 5,458 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $7,057,000 | 5,348 |
| Securities issued by states & political subdivisions | $861,000 | 5,026 |
| Other domestic debt securities | $557,000 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $557,000 | 1,630 |
| 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 | $4,494,000 | 4,342 |
| Mortgage-backed securities | $3,980,000 | 4,398 |
| Certificates of participation in pools of residential mortgages | $2,849,000 | 4,132 |
| Issued or guaranteed by U.S. | $2,849,000 | 4,117 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,131,000 | 3,056 |
| CMOs issued by government agencies or sponsored agencies | $1,131,000 | 2,820 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $8,475,000 | 5,513 |
| Total debt securities | $8,475,000 | 5,911 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 1,828 |
| Fair value | $2,006,000 | 1,772 |
| 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 | $7,541,000 | 6,162 |
| U.S. Government securities | $6,937,000 | 5,615 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $6,937,000 | 5,502 |
| Securities issued by states & political subdivisions | $604,000 | 5,175 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,080,000 | 4,810 |
| Mortgage-backed securities | $3,106,000 | 4,567 |
| Certificates of participation in pools of residential mortgages | $2,483,000 | 4,214 |
| Issued or guaranteed by U.S. | $2,483,000 | 4,201 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $623,000 | 3,255 |
| CMOs issued by government agencies or sponsored agencies | $623,000 | 2,989 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $7,541,000 | 5,716 |
| Total debt securities | $7,541,000 | 6,130 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,953 |
| Fair value | $2,003,000 | 2,008 |
| 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 | $7,799,000 | 6,117 |
| U.S. Government securities | $7,221,000 | 5,546 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $7,221,000 | 5,434 |
| Securities issued by states & political subdivisions | $578,000 | 5,197 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,941,000 | 4,531 |
| Mortgage-backed securities | $2,279,000 | 4,745 |
| Certificates of participation in pools of residential mortgages | $2,160,000 | 4,282 |
| Issued or guaranteed by U.S. | $2,160,000 | 4,273 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $119,000 | 3,604 |
| CMOs issued by government agencies or sponsored agencies | $119,000 | 3,317 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $7,799,000 | 5,650 |
| Total debt securities | $7,799,000 | 6,087 |
| Structured notes | ||
| Amortized cost | $2,951,000 | 1,741 |
| Fair value | $2,887,000 | 1,741 |
| 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 | $6,615,000 | 6,247 |
| U.S. Government securities | $6,039,000 | 5,670 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $6,039,000 | 5,552 |
| Securities issued by states & political subdivisions | $576,000 | 5,216 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,224,000 | 5,519 |
| Mortgage-backed securities | $2,048,000 | 4,754 |
| Certificates of participation in pools of residential mortgages | $1,904,000 | 4,270 |
| Issued or guaranteed by U.S. | $1,904,000 | 4,265 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $144,000 | 3,572 |
| CMOs issued by government agencies or sponsored agencies | $144,000 | 3,264 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $6,615,000 | 5,773 |
| Total debt securities | $6,615,000 | 6,214 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,852 |
| Fair value | $1,941,000 | 1,972 |
| 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 | $5,518,000 | 6,462 |
| U.S. Government securities | $5,414,000 | 5,819 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $5,414,000 | 5,692 |
| Securities issued by states & political subdivisions | $104,000 | 5,685 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,325,000 | 5,563 |
| Mortgage-backed securities | $2,336,000 | 4,687 |
| Certificates of participation in pools of residential mortgages | $2,167,000 | 4,169 |
| Issued or guaranteed by U.S. | $2,167,000 | 4,159 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $169,000 | 3,543 |
| CMOs issued by government agencies or sponsored agencies | $169,000 | 3,222 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $5,518,000 | 5,957 |
| Total debt securities | $5,519,000 | 6,420 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,383 |
| Fair value | $999,000 | 2,564 |
| 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 | $5,316,000 | 6,578 |
| U.S. Government securities | $5,115,000 | 5,999 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $5,115,000 | 5,881 |
| Securities issued by states & political subdivisions | $201,000 | 5,560 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,569,000 | 5,508 |
| Mortgage-backed securities | $2,776,000 | 4,572 |
| Certificates of participation in pools of residential mortgages | $2,581,000 | 4,071 |
| Issued or guaranteed by U.S. | $2,581,000 | 4,063 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $195,000 | 3,441 |
| CMOs issued by government agencies or sponsored agencies | $195,000 | 3,123 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $5,316,000 | 6,058 |
| Total debt securities | $5,316,000 | 6,537 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $6,640,000 | 6,414 |
| U.S. Government securities | $6,439,000 | 5,775 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $6,439,000 | 5,663 |
| Securities issued by states & political subdivisions | $201,000 | 5,594 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,710,000 | 5,538 |
| Mortgage-backed securities | $3,124,000 | 4,560 |
| Certificates of participation in pools of residential mortgages | $2,901,000 | 4,083 |
| Issued or guaranteed by U.S. | $2,901,000 | 4,076 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $223,000 | 3,412 |
| CMOs issued by government agencies or sponsored agencies | $223,000 | 3,078 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $6,640,000 | 5,898 |
| Total debt securities | $6,640,000 | 6,374 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $6,271,000 | 6,475 |
| U.S. Government securities | $6,069,000 | 5,835 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $6,069,000 | 5,727 |
| Securities issued by states & political subdivisions | $202,000 | 5,619 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,208,000 | 5,369 |
| Mortgage-backed securities | $3,437,000 | 4,550 |
| Certificates of participation in pools of residential mortgages | $3,185,000 | 4,066 |
| Issued or guaranteed by U.S. | $3,185,000 | 4,059 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $252,000 | 3,394 |
| CMOs issued by government agencies or sponsored agencies | $252,000 | 3,048 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $6,271,000 | 5,954 |
| Total debt securities | $6,271,000 | 6,441 |
| 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 | $5,641,000 | 6,671 |
| U.S. Government securities | $5,438,000 | 6,033 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $5,438,000 | 5,938 |
| Securities issued by states & political subdivisions | $203,000 | 5,649 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,265,000 | 5,364 |
| Mortgage-backed securities | $1,973,000 | 5,099 |
| Certificates of participation in pools of residential mortgages | $1,973,000 | 4,611 |
| Issued or guaranteed by U.S. | $1,973,000 | 4,602 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $5,641,000 | 6,137 |
| Total debt securities | $5,641,000 | 6,629 |
| 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 | $3,111,000 | 7,187 |
| U.S. Government securities | $3,111,000 | 6,710 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $3,111,000 | 6,621 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,431,000 | 5,326 |
| Mortgage-backed securities | $2,196,000 | 5,063 |
| Certificates of participation in pools of residential mortgages | $2,196,000 | 4,574 |
| Issued or guaranteed by U.S. | $2,196,000 | 4,562 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $3,111,000 | 6,642 |
| Total debt securities | $3,111,000 | 7,143 |
| 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 | $4,405,000 | 6,966 |
| U.S. Government securities | $4,405,000 | 6,461 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $4,405,000 | 6,380 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,109,000 | 5,105 |
| Mortgage-backed securities | $2,440,000 | 5,065 |
| Certificates of participation in pools of residential mortgages | $2,440,000 | 4,584 |
| Issued or guaranteed by U.S. | $2,440,000 | 4,573 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $4,405,000 | 6,420 |
| Total debt securities | $4,405,000 | 6,927 |
| 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 | $4,622,000 | 6,984 |
| U.S. Government securities | $4,622,000 | 6,511 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $4,622,000 | 6,416 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,060,000 | 5,572 |
| Mortgage-backed securities | $1,781,000 | 5,295 |
| Certificates of participation in pools of residential mortgages | $1,781,000 | 4,845 |
| Issued or guaranteed by U.S. | $1,781,000 | 4,830 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $4,622,000 | 6,420 |
| Total debt securities | $4,622,000 | 6,945 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $7,483,000 | 6,387 |
| U.S. Government securities | $7,483,000 | 5,705 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $7,483,000 | 5,621 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,762,000 | 5,340 |
| Mortgage-backed securities | $2,532,000 | 4,967 |
| Certificates of participation in pools of residential mortgages | $2,532,000 | 4,471 |
| Issued or guaranteed by U.S. | $2,532,000 | 4,458 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $7,483,000 | 5,825 |
| Total debt securities | $7,483,000 | 6,342 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $4,831,000 | 7,035 |
| U.S. Government securities | $4,831,000 | 6,511 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $4,831,000 | 6,420 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,022,000 | 5,603 |
| Mortgage-backed securities | $1,758,000 | 5,260 |
| Certificates of participation in pools of residential mortgages | $1,758,000 | 4,813 |
| Issued or guaranteed by U.S. | $1,758,000 | 4,793 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $4,831,000 | 6,452 |
| Total debt securities | $4,831,000 | 6,975 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $3,752,000 | 7,318 |
| U.S. Government securities | $3,752,000 | 6,857 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $3,752,000 | 6,750 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,768,000 | 5,741 |
| Mortgage-backed securities | $2,395,000 | 4,940 |
| Certificates of participation in pools of residential mortgages | $2,395,000 | 4,439 |
| Issued or guaranteed by U.S. | $2,395,000 | 4,420 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $3,752,000 | 6,703 |
| Total debt securities | $3,752,000 | 7,264 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $5,814,000 | 6,896 |
| U.S. Government securities | $5,814,000 | 6,345 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $5,814,000 | 6,244 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,252,000 | 5,117 |
| Mortgage-backed securities | $2,785,000 | 4,563 |
| Certificates of participation in pools of residential mortgages | $2,785,000 | 4,001 |
| Issued or guaranteed by U.S. | $2,785,000 | 3,985 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $5,814,000 | 6,279 |
| Total debt securities | $5,814,000 | 6,843 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $6,311,000 | 6,845 |
| U.S. Government securities | $6,311,000 | 6,300 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $6,311,000 | 6,190 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,575,000 | 5,010 |
| Mortgage-backed securities | $3,080,000 | 4,315 |
| Certificates of participation in pools of residential mortgages | $3,080,000 | 3,714 |
| Issued or guaranteed by U.S. | $3,080,000 | 3,698 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $6,311,000 | 6,215 |
| Total debt securities | $6,311,000 | 6,795 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $8,286,000 | 6,444 |
| U.S. Government securities | $8,286,000 | 5,783 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $8,286,000 | 5,669 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,635,000 | 4,684 |
| Mortgage-backed securities | $3,350,000 | 4,174 |
| Certificates of participation in pools of residential mortgages | $3,350,000 | 3,558 |
| Issued or guaranteed by U.S. | $3,350,000 | 3,544 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $8,286,000 | 5,815 |
| Total debt securities | $8,286,000 | 6,392 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $9,670,000 | 6,211 |
| U.S. Government securities | $9,670,000 | 5,508 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $9,670,000 | 5,388 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,708,000 | 5,023 |
| Mortgage-backed securities | $3,693,000 | 4,030 |
| Certificates of participation in pools of residential mortgages | $3,693,000 | 3,413 |
| Issued or guaranteed by U.S. | $3,693,000 | 3,393 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $9,670,000 | 5,558 |
| Total debt securities | $9,670,000 | 6,154 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $12,200,000 | 5,744 |
| U.S. Government securities | $12,200,000 | 5,012 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $12,200,000 | 4,890 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,602,000 | 5,065 |
| Mortgage-backed securities | $3,950,000 | 3,949 |
| Certificates of participation in pools of residential mortgages | $3,950,000 | 3,335 |
| Issued or guaranteed by U.S. | $3,950,000 | 3,321 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $12,200,000 | 5,136 |
| Total debt securities | $12,200,000 | 5,696 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,801 |
| Fair value | $200,000 | 2,802 |
| 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 | $10,370,000 | 6,126 |
| U.S. Government securities | $10,370,000 | 5,436 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $10,370,000 | 5,307 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,243,000 | 5,247 |
| Mortgage-backed securities | $1,912,000 | 4,775 |
| Certificates of participation in pools of residential mortgages | $1,912,000 | 4,240 |
| Issued or guaranteed by U.S. | $1,912,000 | 4,219 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $10,370,000 | 5,461 |
| Total debt securities | $10,370,000 | 6,066 |
| Structured notes | ||
| Amortized cost | $199,000 | 2,959 |
| Fair value | $195,000 | 2,960 |
| 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 | $10,130,000 | 6,201 |
| U.S. Government securities | $10,130,000 | 5,510 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $10,130,000 | 5,382 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,257,000 | 5,245 |
| Mortgage-backed securities | $2,023,000 | 4,709 |
| Certificates of participation in pools of residential mortgages | $2,023,000 | 4,175 |
| Issued or guaranteed by U.S. | $2,023,000 | 4,160 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $10,130,000 | 5,519 |
| Total debt securities | $10,130,000 | 6,141 |
| Structured notes | ||
| Amortized cost | $199,000 | 3,016 |
| Fair value | $198,000 | 2,988 |
| 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 | $8,461,000 | 6,630 |
| U.S. Government securities | $8,461,000 | 5,963 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $8,461,000 | 5,820 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,386,000 | 5,206 |
| Mortgage-backed securities | $2,173,000 | 4,653 |
| Certificates of participation in pools of residential mortgages | $2,173,000 | 4,116 |
| Issued or guaranteed by U.S. | $2,173,000 | 4,102 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $8,461,000 | 5,916 |
| Total debt securities | $8,461,000 | 6,576 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $6,738,000 | 7,057 |
| U.S. Government securities | $6,738,000 | 6,429 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $6,738,000 | 6,290 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,447,000 | 6,158 |
| Mortgage-backed securities | $1,566,000 | 5,043 |
| Certificates of participation in pools of residential mortgages | $1,566,000 | 4,507 |
| Issued or guaranteed by U.S. | $1,566,000 | 4,488 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $6,738,000 | 6,316 |
| Total debt securities | $6,738,000 | 6,995 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $5,614,000 | 7,338 |
| U.S. Government securities | $5,614,000 | 6,766 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $5,614,000 | 6,627 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,581,000 | 6,084 |
| Mortgage-backed securities | $1,723,000 | 5,005 |
| Certificates of participation in pools of residential mortgages | $1,723,000 | 4,456 |
| Issued or guaranteed by U.S. | $1,723,000 | 4,440 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $5,614,000 | 6,570 |
| Total debt securities | $5,614,000 | 7,283 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $5,008,000 | 7,520 |
| U.S. Government securities | $5,008,000 | 6,993 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $5,008,000 | 6,842 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,657,000 | 6,044 |
| Mortgage-backed securities | $1,914,000 | 4,982 |
| Certificates of participation in pools of residential mortgages | $1,914,000 | 4,415 |
| Issued or guaranteed by U.S. | $1,914,000 | 4,397 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $5,008,000 | 6,735 |
| Total debt securities | $5,008,000 | 7,452 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $6,144,000 | 7,346 |
| U.S. Government securities | $6,144,000 | 6,721 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,144,000 | 6,562 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,435,000 | 6,222 |
| Mortgage-backed securities | $2,326,000 | 4,849 |
| Certificates of participation in pools of residential mortgages | $2,326,000 | 4,266 |
| Issued or guaranteed by U.S. | $2,326,000 | 4,252 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $6,144,000 | 6,547 |
| Total debt securities | $6,144,000 | 7,277 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $6,588,000 | 7,227 |
| U.S. Government securities | $6,588,000 | 6,583 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,588,000 | 6,435 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,553,000 | 6,123 |
| Mortgage-backed securities | $2,562,000 | 4,785 |
| Certificates of participation in pools of residential mortgages | $2,562,000 | 4,192 |
| Issued or guaranteed by U.S. | $2,562,000 | 4,179 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $6,588,000 | 6,436 |
| Total debt securities | $6,586,000 | 7,160 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $5,409,000 | 7,585 |
| U.S. Government securities | $5,409,000 | 7,009 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $5,409,000 | 6,849 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,756,000 | 6,060 |
| Mortgage-backed securities | $2,508,000 | 4,846 |
| Certificates of participation in pools of residential mortgages | $2,508,000 | 4,255 |
| Issued or guaranteed by U.S. | $2,508,000 | 4,245 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $5,409,000 | 6,759 |
| Total debt securities | $5,409,000 | 7,520 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $6,906,000 | 7,298 |
| U.S. Government securities | $6,906,000 | 6,614 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $6,906,000 | 6,441 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,931,000 | 5,982 |
| Mortgage-backed securities | $2,766,000 | 4,794 |
| Certificates of participation in pools of residential mortgages | $2,766,000 | 4,189 |
| Issued or guaranteed by U.S. | $2,766,000 | 4,179 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $6,906,000 | 6,487 |
| Total debt securities | $6,908,000 | 7,223 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $5,180,000 | 7,703 |
| U.S. Government securities | $5,180,000 | 7,109 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $5,180,000 | 6,942 |
| 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 | $2,299,000 | 5,713 |
| Mortgage-backed securities | $2,844,000 | 4,837 |
| Certificates of participation in pools of residential mortgages | $2,844,000 | 4,198 |
| Issued or guaranteed by U.S. | $2,844,000 | 4,186 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $5,180,000 | 6,898 |
| Total debt securities | $5,180,000 | 7,625 |
| 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 | $4,292,000 | 8,001 |
| U.S. Government securities | $4,292,000 | 7,452 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $4,292,000 | 7,278 |
| 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 | $2,385,000 | 5,631 |
| Mortgage-backed securities | $2,627,000 | 4,882 |
| Certificates of participation in pools of residential mortgages | $2,627,000 | 4,273 |
| Issued or guaranteed by U.S. | $2,627,000 | 4,259 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $4,292,000 | 7,167 |
| Total debt securities | $4,293,000 | 7,926 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $4,932,000 | 7,807 |
| U.S. Government securities | $4,932,000 | 7,174 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $4,932,000 | 6,998 |
| 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 | $2,673,000 | 5,454 |
| Mortgage-backed securities | $2,998,000 | 4,737 |
| Certificates of participation in pools of residential mortgages | $2,998,000 | 4,099 |
| Issued or guaranteed by U.S. | $2,998,000 | 4,085 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $4,932,000 | 6,984 |
| Total debt securities | $4,932,000 | 7,721 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $4,885,000 | 7,805 |
| U.S. Government securities | $4,885,000 | 7,131 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $4,885,000 | 6,954 |
| 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 | $104,000 | 7,269 |
| Mortgage-backed securities | $3,593,000 | 4,578 |
| Certificates of participation in pools of residential mortgages | $3,593,000 | 3,905 |
| Issued or guaranteed by U.S. | $3,593,000 | 3,893 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $4,885,000 | 6,982 |
| Total debt securities | $4,885,000 | 7,719 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $4,070,000 | 8,065 |
| U.S. Government securities | $4,070,000 | 7,494 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $4,070,000 | 7,296 |
| 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 | $1,514,000 | 6,200 |
| Mortgage-backed securities | $2,050,000 | 5,296 |
| Certificates of participation in pools of residential mortgages | $2,050,000 | 4,630 |
| Issued or guaranteed by U.S. | $2,050,000 | 4,613 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $4,070,000 | 7,202 |
| Total debt securities | $4,068,000 | 7,980 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $4,407,000 | 7,997 |
| U.S. Government securities | $4,407,000 | 7,380 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $4,407,000 | 7,177 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,200,000 | 5,750 |
| Mortgage-backed securities | $1,598,000 | 5,542 |
| Certificates of participation in pools of residential mortgages | $1,598,000 | 4,904 |
| Issued or guaranteed by U.S. | $1,598,000 | 4,888 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $4,407,000 | 7,115 |
| Total debt securities | $4,407,000 | 7,919 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $2,420,000 | 8,749 |
| U.S. Government securities | $2,420,000 | 8,319 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $2,420,000 | 8,106 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $1,263,000 | 5,717 |
| Certificates of participation in pools of residential mortgages | $1,263,000 | 5,020 |
| Issued or guaranteed by U.S. | $1,263,000 | 4,993 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $2,420,000 | 7,800 |
| Total debt securities | $2,420,000 | 8,661 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |