Home > Pascack Community Bank > Securities
Pascack Community Bank, Securities
| 2015-12-31 | Rank | |
| Total securities | $3,925,000 | 5,548 |
| U.S. Government securities | $3,925,000 | 5,040 |
| U.S. Treasury securities | $995,000 | 1,091 |
| U.S. Government agency obligations | $2,930,000 | 5,104 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,301 |
| Mortgage-backed securities | $2,930,000 | 3,908 |
| Certificates of participation in pools of residential mortgages | $2,930,000 | 3,518 |
| Issued or guaranteed by U.S. | $2,930,000 | 3,514 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $3,925,000 | 1,449 |
| Available-for-sale securities (fair market value) | $0 | 5,708 |
| Total debt securities | $3,925,000 | 5,523 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $4,089,000 | 5,615 |
| U.S. Government securities | $4,089,000 | 5,095 |
| U.S. Treasury securities | $994,000 | 1,048 |
| U.S. Government agency obligations | $3,095,000 | 5,172 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,371 |
| Mortgage-backed securities | $3,095,000 | 3,932 |
| Certificates of participation in pools of residential mortgages | $3,095,000 | 3,517 |
| Issued or guaranteed by U.S. | $3,095,000 | 3,512 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $4,089,000 | 1,434 |
| Available-for-sale securities (fair market value) | $0 | 5,787 |
| Total debt securities | $4,089,000 | 5,594 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $4,234,000 | 5,684 |
| U.S. Government securities | $4,234,000 | 5,177 |
| U.S. Treasury securities | $994,000 | 1,070 |
| U.S. Government agency obligations | $3,240,000 | 5,243 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,428 |
| Mortgage-backed securities | $3,240,000 | 3,975 |
| Certificates of participation in pools of residential mortgages | $3,240,000 | 3,563 |
| Issued or guaranteed by U.S. | $3,240,000 | 3,559 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $4,234,000 | 1,440 |
| Available-for-sale securities (fair market value) | $0 | 5,863 |
| Total debt securities | $4,234,000 | 5,658 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $4,420,000 | 5,726 |
| U.S. Government securities | $4,420,000 | 5,232 |
| U.S. Treasury securities | $993,000 | 1,062 |
| U.S. Government agency obligations | $3,427,000 | 5,290 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,487 |
| Mortgage-backed securities | $3,427,000 | 3,994 |
| Certificates of participation in pools of residential mortgages | $3,427,000 | 3,595 |
| Issued or guaranteed by U.S. | $3,427,000 | 3,591 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $4,420,000 | 1,439 |
| Available-for-sale securities (fair market value) | $0 | 5,927 |
| Total debt securities | $4,420,000 | 5,701 |
| 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 | $4,687,000 | 5,793 |
| U.S. Government securities | $4,687,000 | 5,284 |
| U.S. Treasury securities | $992,000 | 1,072 |
| U.S. Government agency obligations | $3,695,000 | 5,339 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,563 |
| Mortgage-backed securities | $3,695,000 | 4,005 |
| Certificates of participation in pools of residential mortgages | $3,695,000 | 3,580 |
| Issued or guaranteed by U.S. | $3,695,000 | 3,574 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $4,687,000 | 1,430 |
| Available-for-sale securities (fair market value) | $0 | 6,022 |
| Total debt securities | $4,687,000 | 5,773 |
| 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 | $4,839,000 | 5,858 |
| U.S. Government securities | $4,839,000 | 5,340 |
| U.S. Treasury securities | $992,000 | 1,066 |
| U.S. Government agency obligations | $3,847,000 | 5,393 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $3,847,000 | 4,065 |
| Certificates of participation in pools of residential mortgages | $3,847,000 | 3,632 |
| Issued or guaranteed by U.S. | $3,847,000 | 3,630 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $4,839,000 | 1,433 |
| Available-for-sale securities (fair market value) | $0 | 6,094 |
| Total debt securities | $4,839,000 | 5,838 |
| 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 | $4,982,000 | 5,908 |
| U.S. Government securities | $4,982,000 | 5,387 |
| U.S. Treasury securities | $991,000 | 1,028 |
| U.S. Government agency obligations | $3,991,000 | 5,434 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,698 |
| Mortgage-backed securities | $3,991,000 | 4,097 |
| Certificates of participation in pools of residential mortgages | $3,991,000 | 3,654 |
| Issued or guaranteed by U.S. | $3,991,000 | 3,653 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $4,982,000 | 1,434 |
| Available-for-sale securities (fair market value) | $0 | 6,156 |
| Total debt securities | $4,982,000 | 5,887 |
| 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 | $0 | 6,578 |
| U.S. Government securities | $0 | 6,445 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $0 | 6,370 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,749 |
| Mortgage-backed securities | $0 | 5,578 |
| Certificates of participation in pools of residential mortgages | $0 | 5,421 |
| Issued or guaranteed by U.S. | $0 | 5,413 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $0 | 6,227 |
| Total debt securities | $0 | 6,551 |
| 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 | $0 | 6,660 |
| U.S. Government securities | $0 | 6,522 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $0 | 6,445 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,833 |
| Mortgage-backed securities | $0 | 5,624 |
| Certificates of participation in pools of residential mortgages | $0 | 5,462 |
| Issued or guaranteed by U.S. | $0 | 5,453 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $0 | 6,303 |
| Total debt securities | $0 | 6,633 |
| 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 | $0 | 6,732 |
| U.S. Government securities | $0 | 6,598 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $0 | 6,522 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $0 | 5,680 |
| Certificates of participation in pools of residential mortgages | $0 | 5,517 |
| Issued or guaranteed by U.S. | $0 | 5,508 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $0 | 6,372 |
| Total debt securities | $0 | 6,705 |
| 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 | $0 | 6,781 |
| U.S. Government securities | $0 | 6,632 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $0 | 6,558 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $0 | 5,709 |
| Certificates of participation in pools of residential mortgages | $0 | 5,540 |
| Issued or guaranteed by U.S. | $0 | 5,530 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $0 | 6,421 |
| Total debt securities | $0 | 6,752 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $1,381,000 | 6,582 |
| U.S. Government securities | $0 | 6,696 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $0 | 6,616 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $1,381,000 | 1,814 |
| Privately issued residential mortgage-backed securities | $1,381,000 | 496 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $1,381,000 | 4,890 |
| Certificates of participation in pools of residential mortgages | $0 | 5,582 |
| Issued or guaranteed by U.S. | $0 | 5,574 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,381,000 | 2,832 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $1,381,000 | 478 |
| 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) | $1,381,000 | 6,206 |
| Total debt securities | $1,381,000 | 6,553 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $1,325,000 | 6,658 |
| U.S. Government securities | $0 | 6,761 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $0 | 6,682 |
| Securities issued by states & political subdivisions | $40,000 | 5,603 |
| Other domestic debt securities | $1,285,000 | 1,816 |
| Privately issued residential mortgage-backed securities | $1,285,000 | 525 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $1,285,000 | 4,958 |
| Certificates of participation in pools of residential mortgages | $0 | 5,614 |
| Issued or guaranteed by U.S. | $0 | 5,608 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,285,000 | 2,926 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $1,285,000 | 509 |
| 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) | $1,325,000 | 6,258 |
| Total debt securities | $1,325,000 | 6,627 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $1,094,000 | 6,781 |
| U.S. Government securities | $0 | 6,863 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $0 | 6,788 |
| Securities issued by states & political subdivisions | $40,000 | 5,651 |
| Other domestic debt securities | $1,054,000 | 1,978 |
| Privately issued residential mortgage-backed securities | $1,054,000 | 602 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $1,054,000 | 5,137 |
| Certificates of participation in pools of residential mortgages | $0 | 5,717 |
| Issued or guaranteed by U.S. | $0 | 5,706 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,054,000 | 3,086 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $1,054,000 | 579 |
| 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) | $1,094,000 | 6,368 |
| Total debt securities | $1,094,000 | 6,753 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $5,633,000 | 6,247 |
| U.S. Government securities | $4,539,000 | 5,861 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $4,539,000 | 5,767 |
| Securities issued by states & political subdivisions | $40,000 | 5,678 |
| Other domestic debt securities | $1,054,000 | 1,981 |
| Privately issued residential mortgage-backed securities | $1,054,000 | 653 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,778,000 | 5,414 |
| Mortgage-backed securities | $4,392,000 | 4,385 |
| Certificates of participation in pools of residential mortgages | $3,338,000 | 4,103 |
| Issued or guaranteed by U.S. | $3,338,000 | 4,101 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,054,000 | 3,100 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $1,054,000 | 627 |
| 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) | $5,633,000 | 5,833 |
| Total debt securities | $5,632,000 | 6,215 |
| Structured notes | ||
| Amortized cost | $1,199,000 | 1,894 |
| Fair value | $1,201,000 | 1,895 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $7,146,000 | 6,099 |
| U.S. Government securities | $5,178,000 | 5,831 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $5,178,000 | 5,720 |
| Securities issued by states & political subdivisions | $40,000 | 5,678 |
| Other domestic debt securities | $1,928,000 | 1,642 |
| Privately issued residential mortgage-backed securities | $1,928,000 | 553 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 5,761 |
| Mortgage-backed securities | $1,928,000 | 4,940 |
| Certificates of participation in pools of residential mortgages | $0 | 5,796 |
| Issued or guaranteed by U.S. | $0 | 5,788 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,928,000 | 2,822 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $1,928,000 | 533 |
| 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) | $7,146,000 | 1,165 |
| Available-for-sale securities (fair market value) | $0 | 6,742 |
| Total debt securities | $7,146,000 | 6,073 |
| Structured notes | ||
| Amortized cost | $3,196,000 | 1,351 |
| Fair value | $3,204,000 | 1,346 |
| 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 | $13,976,000 | 5,222 |
| U.S. Government securities | $11,966,000 | 4,637 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $11,966,000 | 4,549 |
| Securities issued by states & political subdivisions | $65,000 | 5,656 |
| Other domestic debt securities | $1,945,000 | 1,626 |
| Privately issued residential mortgage-backed securities | $1,945,000 | 611 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $650,000 | 5,635 |
| Mortgage-backed securities | $1,945,000 | 4,919 |
| Certificates of participation in pools of residential mortgages | $0 | 5,792 |
| Issued or guaranteed by U.S. | $0 | 5,781 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,945,000 | 2,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $1,945,000 | 584 |
| 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) | $13,976,000 | 851 |
| Available-for-sale securities (fair market value) | $0 | 6,765 |
| Total debt securities | $13,976,000 | 5,195 |
| Structured notes | ||
| Amortized cost | $9,985,000 | 569 |
| Fair value | $10,016,000 | 559 |
| 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 | $15,987,000 | 4,959 |
| U.S. Government securities | $13,965,000 | 4,297 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $13,965,000 | 4,202 |
| Securities issued by states & political subdivisions | $65,000 | 5,682 |
| Other domestic debt securities | $1,957,000 | 1,627 |
| Privately issued residential mortgage-backed securities | $1,957,000 | 650 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $650,000 | 5,651 |
| Mortgage-backed securities | $1,957,000 | 4,894 |
| Certificates of participation in pools of residential mortgages | $0 | 5,817 |
| Issued or guaranteed by U.S. | $0 | 5,805 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,957,000 | 2,781 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $1,957,000 | 613 |
| 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) | $15,987,000 | 782 |
| Available-for-sale securities (fair market value) | $0 | 6,827 |
| Total debt securities | $15,987,000 | 4,929 |
| Structured notes | ||
| Amortized cost | $11,984,000 | 477 |
| Fair value | $12,007,000 | 476 |
| 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 | $28,058,000 | 3,776 |
| U.S. Government securities | $26,011,000 | 3,097 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $26,011,000 | 3,016 |
| Securities issued by states & political subdivisions | $65,000 | 5,684 |
| Other domestic debt securities | $1,982,000 | 1,567 |
| Privately issued residential mortgage-backed securities | $1,982,000 | 655 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,051,000 | 1,910 |
| Mortgage-backed securities | $2,033,000 | 4,859 |
| Certificates of participation in pools of residential mortgages | $0 | 5,842 |
| Issued or guaranteed by U.S. | $0 | 5,835 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $2,033,000 | 2,708 |
| CMOs issued by government agencies or sponsored agencies | $51,000 | 3,433 |
| Privately issued | $1,982,000 | 620 |
| 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) | $28,007,000 | 529 |
| Available-for-sale securities (fair market value) | $51,000 | 6,832 |
| Total debt securities | $28,057,000 | 3,746 |
| Structured notes | ||
| Amortized cost | $17,980,000 | 387 |
| Fair value | $17,617,000 | 396 |
| 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 | $30,118,000 | 3,622 |
| U.S. Government securities | $28,034,000 | 2,921 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $28,034,000 | 2,832 |
| Securities issued by states & political subdivisions | $65,000 | 5,716 |
| Other domestic debt securities | $2,019,000 | 1,578 |
| Privately issued residential mortgage-backed securities | $2,019,000 | 682 |
| 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 | $28,410,000 | 1,675 |
| Mortgage-backed securities | $2,095,000 | 4,794 |
| Certificates of participation in pools of residential mortgages | $0 | 5,856 |
| Issued or guaranteed by U.S. | $0 | 5,845 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $2,095,000 | 2,616 |
| CMOs issued by government agencies or sponsored agencies | $76,000 | 3,355 |
| Privately issued | $2,019,000 | 648 |
| 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) | $30,042,000 | 511 |
| Available-for-sale securities (fair market value) | $76,000 | 6,873 |
| Total debt securities | $30,110,000 | 3,591 |
| Structured notes | ||
| Amortized cost | $19,979,000 | 366 |
| Fair value | $19,349,000 | 376 |
| 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 | $29,422,000 | 3,544 |
| U.S. Government securities | $27,214,000 | 2,845 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $27,214,000 | 2,758 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $2,208,000 | 1,612 |
| Privately issued residential mortgage-backed securities | $2,208,000 | 699 |
| 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 | $25,956,000 | 1,776 |
| Mortgage-backed securities | $3,464,000 | 4,369 |
| Certificates of participation in pools of residential mortgages | $0 | 5,868 |
| Issued or guaranteed by U.S. | $0 | 5,854 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,464,000 | 2,252 |
| CMOs issued by government agencies or sponsored agencies | $1,256,000 | 2,614 |
| Privately issued | $2,208,000 | 665 |
| 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) | $26,164,000 | 553 |
| Available-for-sale securities (fair market value) | $3,258,000 | 6,334 |
| Total debt securities | $29,423,000 | 3,518 |
| Structured notes | ||
| Amortized cost | $17,977,000 | 373 |
| Fair value | $17,461,000 | 377 |
| 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 | $25,175,000 | 3,857 |
| U.S. Government securities | $22,103,000 | 3,218 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $22,103,000 | 3,110 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $3,072,000 | 1,439 |
| Privately issued residential mortgage-backed securities | $3,072,000 | 680 |
| 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 | $22,546,000 | 1,979 |
| Mortgage-backed securities | $5,158,000 | 3,980 |
| Certificates of participation in pools of residential mortgages | $33,000 | 5,634 |
| Issued or guaranteed by U.S. | $33,000 | 5,621 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $5,125,000 | 1,948 |
| CMOs issued by government agencies or sponsored agencies | $2,053,000 | 2,335 |
| Privately issued | $3,072,000 | 649 |
| 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) | $19,061,000 | 722 |
| Available-for-sale securities (fair market value) | $6,114,000 | 5,857 |
| Total debt securities | $25,174,000 | 3,822 |
| Structured notes | ||
| Amortized cost | $15,986,000 | 387 |
| Fair value | $16,021,000 | 389 |
| 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 | $39,763,000 | 2,859 |
| U.S. Government securities | $36,254,000 | 2,299 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $36,254,000 | 2,226 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $3,509,000 | 1,362 |
| Privately issued residential mortgage-backed securities | $3,509,000 | 685 |
| 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 | $26,661,000 | 1,761 |
| Mortgage-backed securities | $8,447,000 | 3,376 |
| Certificates of participation in pools of residential mortgages | $2,249,000 | 4,197 |
| Issued or guaranteed by U.S. | $2,249,000 | 4,188 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $6,198,000 | 1,751 |
| CMOs issued by government agencies or sponsored agencies | $2,689,000 | 2,079 |
| Privately issued | $3,509,000 | 657 |
| 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) | $16,507,000 | 811 |
| Available-for-sale securities (fair market value) | $23,256,000 | 3,700 |
| Total debt securities | $39,763,000 | 2,831 |
| Structured notes | ||
| Amortized cost | $22,665,000 | 284 |
| Fair value | $22,784,000 | 285 |
| 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 | $50,405,000 | 2,388 |
| U.S. Government securities | $46,756,000 | 1,907 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $46,756,000 | 1,847 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $3,649,000 | 1,381 |
| Privately issued residential mortgage-backed securities | $3,649,000 | 698 |
| 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 | $26,708,000 | 1,813 |
| Mortgage-backed securities | $11,204,000 | 3,055 |
| Certificates of participation in pools of residential mortgages | $3,670,000 | 3,834 |
| Issued or guaranteed by U.S. | $3,670,000 | 3,827 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $7,534,000 | 1,567 |
| CMOs issued by government agencies or sponsored agencies | $3,885,000 | 1,777 |
| Privately issued | $3,649,000 | 670 |
| 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) | $25,672,000 | 595 |
| Available-for-sale securities (fair market value) | $24,733,000 | 3,578 |
| Total debt securities | $50,405,000 | 2,364 |
| Structured notes | ||
| Amortized cost | $18,666,000 | 285 |
| Fair value | $18,621,000 | 285 |
| 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 | $40,261,000 | 2,842 |
| U.S. Government securities | $36,290,000 | 2,297 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $36,290,000 | 2,231 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $3,971,000 | 1,372 |
| Privately issued residential mortgage-backed securities | $3,971,000 | 704 |
| 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 | $26,389,000 | 1,840 |
| Mortgage-backed securities | $14,374,000 | 2,786 |
| Certificates of participation in pools of residential mortgages | $4,334,000 | 3,713 |
| Issued or guaranteed by U.S. | $4,334,000 | 3,707 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $10,040,000 | 1,360 |
| CMOs issued by government agencies or sponsored agencies | $6,069,000 | 1,452 |
| Privately issued | $3,971,000 | 676 |
| 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) | $29,522,000 | 552 |
| Available-for-sale securities (fair market value) | $10,739,000 | 5,189 |
| Total debt securities | $40,261,000 | 2,823 |
| Structured notes | ||
| Amortized cost | $11,500,000 | 366 |
| Fair value | $11,282,000 | 373 |
| 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 | $43,006,000 | 2,703 |
| U.S. Government securities | $38,753,000 | 2,154 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $38,753,000 | 2,093 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $4,253,000 | 1,401 |
| Privately issued residential mortgage-backed securities | $4,253,000 | 738 |
| 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 | $26,594,000 | 1,811 |
| Mortgage-backed securities | $15,145,000 | 2,735 |
| Certificates of participation in pools of residential mortgages | $5,080,000 | 3,623 |
| Issued or guaranteed by U.S. | $5,080,000 | 3,613 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $10,065,000 | 1,375 |
| CMOs issued by government agencies or sponsored agencies | $5,812,000 | 1,434 |
| Privately issued | $4,253,000 | 708 |
| 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) | $30,767,000 | 555 |
| Available-for-sale securities (fair market value) | $12,239,000 | 4,985 |
| Total debt securities | $43,004,000 | 2,673 |
| Structured notes | ||
| Amortized cost | $8,502,000 | 304 |
| Fair value | $8,481,000 | 308 |
| 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 | $50,387,000 | 2,318 |
| U.S. Government securities | $44,113,000 | 1,872 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $44,113,000 | 1,831 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $6,274,000 | 1,173 |
| Privately issued residential mortgage-backed securities | $6,274,000 | 641 |
| 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 | $28,784,000 | 1,725 |
| Mortgage-backed securities | $26,631,000 | 1,949 |
| Certificates of participation in pools of residential mortgages | $6,007,000 | 3,422 |
| Issued or guaranteed by U.S. | $6,007,000 | 3,409 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $20,624,000 | 887 |
| CMOs issued by government agencies or sponsored agencies | $14,350,000 | 868 |
| Privately issued | $6,274,000 | 618 |
| 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) | $27,747,000 | 599 |
| Available-for-sale securities (fair market value) | $22,640,000 | 3,713 |
| Total debt securities | $50,386,000 | 2,285 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 424 |
| Fair value | $4,011,000 | 420 |
| 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 | $39,360,000 | 2,819 |
| U.S. Government securities | $34,869,000 | 2,326 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $34,869,000 | 2,278 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $4,491,000 | 1,320 |
| Privately issued residential mortgage-backed securities | $4,491,000 | 748 |
| 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 | $28,183,000 | 1,775 |
| Mortgage-backed securities | $16,825,000 | 2,651 |
| Certificates of participation in pools of residential mortgages | $2,093,000 | 4,706 |
| Issued or guaranteed by U.S. | $2,093,000 | 4,693 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $14,732,000 | 1,097 |
| CMOs issued by government agencies or sponsored agencies | $10,241,000 | 1,057 |
| Privately issued | $4,491,000 | 716 |
| 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) | $24,535,000 | 646 |
| Available-for-sale securities (fair market value) | $14,825,000 | 4,633 |
| Total debt securities | $39,359,000 | 2,793 |
| 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 | $38,081,000 | 2,893 |
| U.S. Government securities | $33,510,000 | 2,427 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $33,510,000 | 2,377 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $4,571,000 | 1,267 |
| Privately issued residential mortgage-backed securities | $4,571,000 | 708 |
| 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 | $30,436,000 | 1,672 |
| Mortgage-backed securities | $16,982,000 | 2,575 |
| Certificates of participation in pools of residential mortgages | $8,255,000 | 3,010 |
| Issued or guaranteed by U.S. | $8,255,000 | 2,998 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $8,727,000 | 1,402 |
| CMOs issued by government agencies or sponsored agencies | $4,156,000 | 1,620 |
| Privately issued | $4,571,000 | 678 |
| 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) | $21,565,000 | 711 |
| Available-for-sale securities (fair market value) | $16,516,000 | 4,402 |
| Total debt securities | $38,082,000 | 2,857 |
| 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 | $44,188,000 | 2,515 |
| U.S. Government securities | $39,640,000 | 2,037 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $39,640,000 | 1,995 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $4,548,000 | 1,249 |
| Privately issued residential mortgage-backed securities | $4,548,000 | 716 |
| 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 | $36,344,000 | 1,408 |
| Mortgage-backed securities | $21,862,000 | 2,127 |
| Certificates of participation in pools of residential mortgages | $13,112,000 | 2,259 |
| Issued or guaranteed by U.S. | $13,112,000 | 2,247 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $8,750,000 | 1,349 |
| CMOs issued by government agencies or sponsored agencies | $4,202,000 | 1,525 |
| Privately issued | $4,548,000 | 686 |
| 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) | $22,541,000 | 690 |
| Available-for-sale securities (fair market value) | $21,647,000 | 3,721 |
| Total debt securities | $44,188,000 | 2,482 |
| 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 | $53,893,000 | 2,161 |
| U.S. Government securities | $49,322,000 | 1,694 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $49,322,000 | 1,666 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $4,571,000 | 1,288 |
| Privately issued residential mortgage-backed securities | $4,571,000 | 719 |
| 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 | $30,943,000 | 1,589 |
| Mortgage-backed securities | $28,613,000 | 1,738 |
| Certificates of participation in pools of residential mortgages | $19,725,000 | 1,710 |
| Issued or guaranteed by U.S. | $19,725,000 | 1,701 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $8,888,000 | 1,329 |
| CMOs issued by government agencies or sponsored agencies | $4,317,000 | 1,513 |
| Privately issued | $4,571,000 | 685 |
| 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) | $18,994,000 | 769 |
| Available-for-sale securities (fair market value) | $34,899,000 | 2,750 |
| Total debt securities | $53,893,000 | 2,122 |
| 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 | $49,714,000 | 2,328 |
| U.S. Government securities | $44,688,000 | 1,849 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $44,688,000 | 1,813 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $5,026,000 | 1,200 |
| Privately issued residential mortgage-backed securities | $5,026,000 | 660 |
| 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 | $27,765,000 | 1,718 |
| Mortgage-backed securities | $19,584,000 | 2,203 |
| Certificates of participation in pools of residential mortgages | $8,004,000 | 2,854 |
| Issued or guaranteed by U.S. | $8,004,000 | 2,843 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $11,580,000 | 1,147 |
| CMOs issued by government agencies or sponsored agencies | $6,554,000 | 1,230 |
| Privately issued | $5,026,000 | 624 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,744,000 | 737 |
| Available-for-sale securities (fair market value) | $29,970,000 | 3,057 |
| Total debt securities | $49,713,000 | 2,273 |
| 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 | $39,887,000 | 2,769 |
| U.S. Government securities | $34,688,000 | 2,341 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $34,688,000 | 2,292 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $5,199,000 | 1,107 |
| Privately issued residential mortgage-backed securities | $5,199,000 | 603 |
| 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 | $25,000,000 | 1,861 |
| Mortgage-backed securities | $15,105,000 | 2,317 |
| Certificates of participation in pools of residential mortgages | $4,722,000 | 3,307 |
| Issued or guaranteed by U.S. | $4,722,000 | 3,292 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $10,383,000 | 1,135 |
| CMOs issued by government agencies or sponsored agencies | $5,184,000 | 1,328 |
| Privately issued | $5,199,000 | 566 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,490,000 | 1,015 |
| Available-for-sale securities (fair market value) | $26,397,000 | 3,314 |
| Total debt securities | $39,886,000 | 2,729 |
| 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 | $41,612,000 | 2,673 |
| U.S. Government securities | $36,424,000 | 2,254 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $36,424,000 | 2,197 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $5,188,000 | 1,065 |
| Privately issued residential mortgage-backed securities | $5,188,000 | 584 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,035,000 | 4,241 |
| Mortgage-backed securities | $9,001,000 | 2,897 |
| Certificates of participation in pools of residential mortgages | $1,729,000 | 4,358 |
| Issued or guaranteed by U.S. | $1,729,000 | 4,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $7,272,000 | 1,326 |
| CMOs issued by government agencies or sponsored agencies | $2,084,000 | 1,863 |
| Privately issued | $5,188,000 | 553 |
| 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) | $21,981,000 | 740 |
| Available-for-sale securities (fair market value) | $19,631,000 | 4,006 |
| Total debt securities | $41,612,000 | 2,631 |
| 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 | $34,408,000 | 3,120 |
| U.S. Government securities | $29,318,000 | 2,733 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $29,318,000 | 2,668 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $5,090,000 | 1,007 |
| Privately issued residential mortgage-backed securities | $5,090,000 | 545 |
| 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 | $6,033,000 | 4,241 |
| Mortgage-backed securities | $8,960,000 | 2,848 |
| Certificates of participation in pools of residential mortgages | $1,752,000 | 4,328 |
| Issued or guaranteed by U.S. | $1,752,000 | 4,314 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $7,208,000 | 1,297 |
| CMOs issued by government agencies or sponsored agencies | $2,118,000 | 1,842 |
| Privately issued | $5,090,000 | 513 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,991,000 | 994 |
| Available-for-sale securities (fair market value) | $19,417,000 | 4,020 |
| Total debt securities | $34,409,000 | 3,077 |
| 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 | $35,119,000 | 3,088 |
| U.S. Government securities | $29,795,000 | 2,716 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $29,795,000 | 2,644 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $5,324,000 | 993 |
| Privately issued residential mortgage-backed securities | $5,324,000 | 523 |
| 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 | $6,150,000 | 4,246 |
| Mortgage-backed securities | $9,478,000 | 2,722 |
| Certificates of participation in pools of residential mortgages | $1,929,000 | 4,215 |
| Issued or guaranteed by U.S. | $1,929,000 | 4,197 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $7,549,000 | 1,228 |
| CMOs issued by government agencies or sponsored agencies | $2,225,000 | 1,789 |
| Privately issued | $5,324,000 | 489 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,991,000 | 1,006 |
| Available-for-sale securities (fair market value) | $20,128,000 | 3,942 |
| Total debt securities | $35,120,000 | 3,051 |
| 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 | $38,570,000 | 2,891 |
| U.S. Government securities | $33,133,000 | 2,530 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $33,133,000 | 2,465 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $5,437,000 | 983 |
| Privately issued residential mortgage-backed securities | $5,437,000 | 515 |
| 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 | $6,200,000 | 4,227 |
| Mortgage-backed securities | $9,731,000 | 2,683 |
| Certificates of participation in pools of residential mortgages | $2,017,000 | 4,164 |
| Issued or guaranteed by U.S. | $2,017,000 | 4,151 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $7,714,000 | 1,213 |
| CMOs issued by government agencies or sponsored agencies | $2,277,000 | 1,783 |
| Privately issued | $5,437,000 | 486 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,995,000 | 988 |
| Available-for-sale securities (fair market value) | $22,575,000 | 3,676 |
| Total debt securities | $38,570,000 | 2,848 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $28,278,000 | 3,643 |
| U.S. Government securities | $22,699,000 | 3,428 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $22,699,000 | 3,327 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $5,579,000 | 988 |
| Privately issued residential mortgage-backed securities | $5,579,000 | 507 |
| 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 | $11,746,000 | 3,123 |
| Mortgage-backed securities | $9,219,000 | 2,747 |
| Certificates of participation in pools of residential mortgages | $2,113,000 | 4,107 |
| Issued or guaranteed by U.S. | $2,113,000 | 4,087 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $7,106,000 | 1,237 |
| CMOs issued by government agencies or sponsored agencies | $1,527,000 | 1,976 |
| Privately issued | $5,579,000 | 478 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,749,000 | 1,241 |
| Available-for-sale securities (fair market value) | $16,529,000 | 4,480 |
| Total debt securities | $28,277,000 | 3,594 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,398 |
| Fair value | $749,000 | 2,399 |
| 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 | $17,720,000 | 4,887 |
| U.S. Government securities | $17,720,000 | 4,092 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $17,720,000 | 3,965 |
| 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 | $5,767,000 | 4,375 |
| Mortgage-backed securities | $2,885,000 | 4,335 |
| Certificates of participation in pools of residential mortgages | $2,151,000 | 4,088 |
| Issued or guaranteed by U.S. | $2,151,000 | 4,074 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $734,000 | 2,660 |
| CMOs issued by government agencies or sponsored agencies | $734,000 | 2,381 |
| 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) | $7,749,000 | 1,576 |
| Available-for-sale securities (fair market value) | $9,971,000 | 5,546 |
| Total debt securities | $17,720,000 | 4,838 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,462 |
| Fair value | $735,000 | 2,470 |
| 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 | $11,941,000 | 5,886 |
| U.S. Government securities | $11,941,000 | 5,154 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $11,941,000 | 5,012 |
| 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 | $5,794,000 | 4,386 |
| Mortgage-backed securities | $2,996,000 | 4,305 |
| Certificates of participation in pools of residential mortgages | $2,241,000 | 4,083 |
| Issued or guaranteed by U.S. | $2,241,000 | 4,069 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $755,000 | 2,655 |
| CMOs issued by government agencies or sponsored agencies | $755,000 | 2,364 |
| 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) | $7,749,000 | 1,597 |
| Available-for-sale securities (fair market value) | $4,192,000 | 6,857 |
| Total debt securities | $11,941,000 | 5,832 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,456 |
| Fair value | $737,000 | 2,472 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $11,073,000 | 6,101 |
| U.S. Government securities | $11,073,000 | 5,334 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $11,073,000 | 5,199 |
| 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 | $244,000 | 6,911 |
| Mortgage-backed securities | $3,120,000 | 4,281 |
| Certificates of participation in pools of residential mortgages | $2,342,000 | 4,051 |
| Issued or guaranteed by U.S. | $2,342,000 | 4,036 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $778,000 | 2,639 |
| CMOs issued by government agencies or sponsored agencies | $778,000 | 2,356 |
| 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) | $6,749,000 | 1,723 |
| Available-for-sale securities (fair market value) | $4,324,000 | 6,851 |
| Total debt securities | $11,073,000 | 6,047 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,450 |
| Fair value | $737,000 | 2,476 |
| 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 | $8,138,000 | 6,732 |
| U.S. Government securities | $8,138,000 | 6,026 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $8,138,000 | 5,886 |
| 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 | $250,000 | 6,931 |
| Mortgage-backed securities | $2,174,000 | 4,744 |
| Certificates of participation in pools of residential mortgages | $1,351,000 | 4,708 |
| Issued or guaranteed by U.S. | $1,351,000 | 4,689 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $823,000 | 2,625 |
| CMOs issued by government agencies or sponsored agencies | $823,000 | 2,346 |
| 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) | $4,749,000 | 2,009 |
| Available-for-sale securities (fair market value) | $3,389,000 | 7,097 |
| Total debt securities | $8,135,000 | 6,677 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,409 |
| Fair value | $738,000 | 2,445 |
| 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 | $6,220,000 | 7,232 |
| U.S. Government securities | $6,220,000 | 6,627 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $6,220,000 | 6,483 |
| 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 | $250,000 | 6,941 |
| Mortgage-backed securities | $1,250,000 | 5,360 |
| Certificates of participation in pools of residential mortgages | $384,000 | 5,630 |
| Issued or guaranteed by U.S. | $384,000 | 5,603 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $866,000 | 2,666 |
| CMOs issued by government agencies or sponsored agencies | $866,000 | 2,400 |
| 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) | $3,749,000 | 2,222 |
| Available-for-sale securities (fair market value) | $2,471,000 | 7,354 |
| Total debt securities | $6,220,000 | 7,163 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,395 |
| Fair value | $742,000 | 2,416 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $5,223,000 | 7,538 |
| U.S. Government securities | $5,223,000 | 7,002 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,223,000 | 6,847 |
| 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 | $250,000 | 6,986 |
| Mortgage-backed securities | $1,278,000 | 5,407 |
| Certificates of participation in pools of residential mortgages | $397,000 | 5,685 |
| Issued or guaranteed by U.S. | $397,000 | 5,666 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $881,000 | 2,706 |
| CMOs issued by government agencies or sponsored agencies | $881,000 | 2,449 |
| 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) | $2,749,000 | 2,499 |
| Available-for-sale securities (fair market value) | $2,474,000 | 7,406 |
| Total debt securities | $5,223,000 | 7,473 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,383 |
| Fair value | $728,000 | 2,408 |
| 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 | $5,333,000 | 7,551 |
| U.S. Government securities | $5,333,000 | 6,996 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,333,000 | 6,844 |
| 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 | $250,000 | 7,004 |
| Mortgage-backed securities | $1,357,000 | 5,421 |
| Certificates of participation in pools of residential mortgages | $418,000 | 5,699 |
| Issued or guaranteed by U.S. | $418,000 | 5,682 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $939,000 | 2,709 |
| CMOs issued by government agencies or sponsored agencies | $939,000 | 2,459 |
| 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) | $2,749,000 | 2,529 |
| Available-for-sale securities (fair market value) | $2,584,000 | 7,424 |
| Total debt securities | $5,333,000 | 7,485 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,327 |
| Fair value | $739,000 | 2,349 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $4,923,000 | 7,696 |
| U.S. Government securities | $4,923,000 | 7,154 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $4,923,000 | 7,003 |
| 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 | $250,000 | 7,050 |
| Mortgage-backed securities | $1,443,000 | 5,367 |
| Certificates of participation in pools of residential mortgages | $437,000 | 5,707 |
| Issued or guaranteed by U.S. | $437,000 | 5,691 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,006,000 | 2,657 |
| CMOs issued by government agencies or sponsored agencies | $1,006,000 | 2,417 |
| 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) | $2,249,000 | 2,730 |
| Available-for-sale securities (fair market value) | $2,674,000 | 7,438 |
| Total debt securities | $4,923,000 | 7,636 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,312 |
| Fair value | $741,000 | 2,340 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $4,964,000 | 7,763 |
| U.S. Government securities | $4,964,000 | 7,223 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $4,964,000 | 7,068 |
| 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 | $250,000 | 7,081 |
| Mortgage-backed securities | $1,520,000 | 5,402 |
| Certificates of participation in pools of residential mortgages | $443,000 | 5,766 |
| Issued or guaranteed by U.S. | $443,000 | 5,753 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,077,000 | 2,648 |
| CMOs issued by government agencies or sponsored agencies | $1,077,000 | 2,408 |
| 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) | $2,249,000 | 2,737 |
| Available-for-sale securities (fair market value) | $2,715,000 | 7,498 |
| Total debt securities | $4,964,000 | 7,695 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,280 |
| Fair value | $719,000 | 2,305 |
| 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 | $3,677,000 | 8,072 |
| U.S. Government securities | $3,677,000 | 7,597 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $3,677,000 | 7,438 |
| 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 | $250,000 | 7,095 |
| Mortgage-backed securities | $1,434,000 | 5,502 |
| Certificates of participation in pools of residential mortgages | $479,000 | 5,760 |
| Issued or guaranteed by U.S. | $479,000 | 5,744 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $955,000 | 2,838 |
| CMOs issued by government agencies or sponsored agencies | $955,000 | 2,585 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,499,000 | 3,030 |
| Available-for-sale securities (fair market value) | $2,178,000 | 7,632 |
| Total debt securities | $3,677,000 | 7,998 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $7,088,000 | 7,297 |
| U.S. Government securities | $7,088,000 | 6,561 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $7,088,000 | 6,388 |
| 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 | $250,000 | 7,111 |
| Mortgage-backed securities | $1,616,000 | 5,397 |
| Certificates of participation in pools of residential mortgages | $483,000 | 5,792 |
| Issued or guaranteed by U.S. | $483,000 | 5,773 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,133,000 | 2,687 |
| CMOs issued by government agencies or sponsored agencies | $1,133,000 | 2,556 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,499,000 | 3,078 |
| Available-for-sale securities (fair market value) | $5,589,000 | 6,845 |
| Total debt securities | $7,088,000 | 7,215 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,031 |
| Fair value | $503,000 | 2,070 |
| 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 | $6,942,000 | 7,297 |
| U.S. Government securities | $6,942,000 | 6,489 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $6,942,000 | 6,304 |
| 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 | $250,000 | 7,138 |
| Mortgage-backed securities | $1,992,000 | 5,199 |
| Certificates of participation in pools of residential mortgages | $484,000 | 5,825 |
| Issued or guaranteed by U.S. | $484,000 | 5,800 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,508,000 | 2,539 |
| CMOs issued by government agencies or sponsored agencies | $1,508,000 | 2,406 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,500,000 | 3,119 |
| Available-for-sale securities (fair market value) | $5,442,000 | 6,853 |
| Total debt securities | $6,941,000 | 7,200 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,773 |
| Fair value | $500,000 | 1,866 |
| 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 | $6,998,000 | 7,226 |
| U.S. Government securities | $6,998,000 | 6,403 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $6,998,000 | 6,233 |
| 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 | $0 | 7,339 |
| Mortgage-backed securities | $2,412,000 | 5,106 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $2,412,000 | 2,350 |
| CMOs issued by government agencies or sponsored agencies | $2,412,000 | 2,220 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,500,000 | 3,135 |
| Available-for-sale securities (fair market value) | $5,498,000 | 6,812 |
| Total debt securities | $7,006,000 | 7,129 |
| 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 | $4,927,000 | 7,839 |
| U.S. Government securities | $4,927,000 | 7,174 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $4,927,000 | 6,970 |
| 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 | $0 | 7,369 |
| Mortgage-backed securities | $3,423,000 | 4,699 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $3,423,000 | 2,112 |
| CMOs issued by government agencies or sponsored agencies | $3,423,000 | 2,004 |
| 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) | $4,927,000 | 6,978 |
| Total debt securities | $4,922,000 | 7,765 |
| 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 | $5,281,000 | 7,741 |
| U.S. Government securities | $5,281,000 | 7,051 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $5,281,000 | 6,846 |
| 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 | $0 | 7,400 |
| Mortgage-backed securities | $1,504,000 | 5,605 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,504,000 | 2,871 |
| CMOs issued by government agencies or sponsored agencies | $1,504,000 | 2,732 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,494,000 | 3,265 |
| Available-for-sale securities (fair market value) | $3,787,000 | 7,307 |
| Total debt securities | $5,281,000 | 7,659 |
| 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 |