Home > Bank of Birmingham > Securities
Bank of Birmingham, Securities
| 2016-12-31 | Rank | |
| Total securities | $2,253,000 | 5,459 |
| U.S. Government securities | $2,253,000 | 5,024 |
| U.S. Treasury securities | $1,259,000 | 998 |
| U.S. Government agency obligations | $994,000 | 5,199 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,753,000 | 4,467 |
| Mortgage-backed securities | $994,000 | 4,253 |
| Certificates of participation in pools of residential mortgages | $814,000 | 4,068 |
| Issued or guaranteed by U.S. | $814,000 | 4,062 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $180,000 | 2,935 |
| CMOs issued by government agencies or sponsored agencies | $180,000 | 2,841 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $2,253,000 | 5,138 |
| Total debt securities | $2,253,000 | 5,436 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $2,620,000 | 5,479 |
| U.S. Government securities | $2,620,000 | 4,996 |
| U.S. Treasury securities | $1,264,000 | 879 |
| U.S. Government agency obligations | $1,356,000 | 5,170 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,620,000 | 4,290 |
| Mortgage-backed securities | $1,106,000 | 4,259 |
| Certificates of participation in pools of residential mortgages | $889,000 | 4,082 |
| Issued or guaranteed by U.S. | $889,000 | 4,079 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $217,000 | 2,938 |
| CMOs issued by government agencies or sponsored agencies | $217,000 | 2,851 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $2,620,000 | 5,146 |
| Total debt securities | $2,620,000 | 5,451 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $3,234,000 | 5,499 |
| U.S. Government securities | $3,234,000 | 4,991 |
| U.S. Treasury securities | $1,267,000 | 906 |
| U.S. Government agency obligations | $1,967,000 | 5,140 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,234,000 | 4,209 |
| Mortgage-backed securities | $1,215,000 | 4,284 |
| Certificates of participation in pools of residential mortgages | $961,000 | 4,098 |
| Issued or guaranteed by U.S. | $961,000 | 4,093 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $254,000 | 2,950 |
| CMOs issued by government agencies or sponsored agencies | $254,000 | 2,848 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $3,234,000 | 5,157 |
| Total debt securities | $3,235,000 | 5,475 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $3,845,000 | 5,497 |
| U.S. Government securities | $3,845,000 | 4,982 |
| U.S. Treasury securities | $1,268,000 | 930 |
| U.S. Government agency obligations | $2,577,000 | 5,092 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,845,000 | 4,112 |
| Mortgage-backed securities | $1,321,000 | 4,285 |
| Certificates of participation in pools of residential mortgages | $1,029,000 | 4,098 |
| Issued or guaranteed by U.S. | $1,029,000 | 4,093 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $292,000 | 2,945 |
| CMOs issued by government agencies or sponsored agencies | $292,000 | 2,850 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $3,845,000 | 5,153 |
| Total debt securities | $3,846,000 | 5,476 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $3,933,000 | 5,547 |
| U.S. Government securities | $3,933,000 | 5,038 |
| U.S. Treasury securities | $1,267,000 | 980 |
| U.S. Government agency obligations | $2,666,000 | 5,146 |
| 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 | $3,933,000 | 4,126 |
| Mortgage-backed securities | $1,409,000 | 4,281 |
| Certificates of participation in pools of residential mortgages | $1,083,000 | 4,100 |
| Issued or guaranteed by U.S. | $1,083,000 | 4,097 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $326,000 | 2,959 |
| CMOs issued by government agencies or sponsored agencies | $326,000 | 2,868 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $3,933,000 | 5,202 |
| Total debt securities | $3,932,000 | 5,522 |
| 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 | $4,271,000 | 5,598 |
| U.S. Government securities | $4,070,000 | 5,100 |
| U.S. Treasury securities | $1,276,000 | 919 |
| U.S. Government agency obligations | $2,794,000 | 5,236 |
| Securities issued by states & political subdivisions | $201,000 | 5,042 |
| 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 | $4,070,000 | 4,146 |
| Mortgage-backed securities | $1,534,000 | 4,308 |
| Certificates of participation in pools of residential mortgages | $1,165,000 | 4,127 |
| Issued or guaranteed by U.S. | $1,165,000 | 4,121 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $369,000 | 2,981 |
| CMOs issued by government agencies or sponsored agencies | $369,000 | 2,887 |
| 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) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $4,271,000 | 5,232 |
| Total debt securities | $4,271,000 | 5,576 |
| 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 | $4,381,000 | 5,670 |
| U.S. Government securities | $4,179,000 | 5,193 |
| U.S. Treasury securities | $1,277,000 | 946 |
| U.S. Government agency obligations | $2,902,000 | 5,311 |
| Securities issued by states & political subdivisions | $202,000 | 5,079 |
| 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 | $4,178,000 | 4,183 |
| Mortgage-backed securities | $1,642,000 | 4,356 |
| Certificates of participation in pools of residential mortgages | $1,233,000 | 4,192 |
| Issued or guaranteed by U.S. | $1,233,000 | 4,189 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $409,000 | 3,000 |
| CMOs issued by government agencies or sponsored agencies | $409,000 | 2,908 |
| 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) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $4,381,000 | 5,300 |
| Total debt securities | $4,382,000 | 5,644 |
| 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 | $4,744,000 | 5,689 |
| U.S. Government securities | $4,288,000 | 5,245 |
| U.S. Treasury securities | $1,281,000 | 934 |
| U.S. Government agency obligations | $3,007,000 | 5,367 |
| Securities issued by states & political subdivisions | $204,000 | 5,088 |
| Other domestic debt securities | $252,000 | 2,141 |
| 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 | $252,000 | 1,721 |
| 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 | $4,288,000 | 4,219 |
| Mortgage-backed securities | $1,745,000 | 4,397 |
| Certificates of participation in pools of residential mortgages | $1,323,000 | 4,226 |
| Issued or guaranteed by U.S. | $1,323,000 | 4,219 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $422,000 | 3,033 |
| CMOs issued by government agencies or sponsored agencies | $422,000 | 2,934 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $4,744,000 | 5,324 |
| Total debt securities | $4,745,000 | 5,665 |
| 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 | $4,804,000 | 5,782 |
| U.S. Government securities | $4,346,000 | 5,325 |
| U.S. Treasury securities | $1,276,000 | 953 |
| U.S. Government agency obligations | $3,070,000 | 5,444 |
| Securities issued by states & political subdivisions | $204,000 | 5,171 |
| Other domestic debt securities | $254,000 | 2,163 |
| 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 | $254,000 | 1,739 |
| 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 | $4,347,000 | 4,266 |
| Mortgage-backed securities | $1,812,000 | 4,464 |
| Certificates of participation in pools of residential mortgages | $1,380,000 | 4,282 |
| Issued or guaranteed by U.S. | $1,380,000 | 4,274 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $432,000 | 3,079 |
| CMOs issued by government agencies or sponsored agencies | $432,000 | 2,983 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $4,804,000 | 5,407 |
| Total debt securities | $4,804,000 | 5,762 |
| 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 | $5,639,000 | 5,755 |
| U.S. Government securities | $5,177,000 | 5,280 |
| U.S. Treasury securities | $1,276,000 | 951 |
| U.S. Government agency obligations | $3,901,000 | 5,386 |
| Securities issued by states & political subdivisions | $206,000 | 5,225 |
| Other domestic debt securities | $256,000 | 2,221 |
| 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 | $256,000 | 1,766 |
| 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 | $5,177,000 | 4,131 |
| Mortgage-backed securities | $1,894,000 | 4,517 |
| Certificates of participation in pools of residential mortgages | $1,447,000 | 4,345 |
| Issued or guaranteed by U.S. | $1,447,000 | 4,341 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $447,000 | 3,124 |
| CMOs issued by government agencies or sponsored agencies | $447,000 | 3,011 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $5,639,000 | 5,389 |
| Total debt securities | $5,639,000 | 5,735 |
| 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 | $5,751,000 | 5,813 |
| U.S. Government securities | $5,286,000 | 5,345 |
| U.S. Treasury securities | $1,279,000 | 906 |
| U.S. Government agency obligations | $4,007,000 | 5,430 |
| Securities issued by states & political subdivisions | $207,000 | 5,279 |
| Other domestic debt securities | $258,000 | 2,280 |
| 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 | $258,000 | 1,828 |
| 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 | $5,286,000 | 4,128 |
| Mortgage-backed securities | $1,998,000 | 4,557 |
| Certificates of participation in pools of residential mortgages | $1,534,000 | 4,359 |
| Issued or guaranteed by U.S. | $1,534,000 | 4,356 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $464,000 | 3,147 |
| CMOs issued by government agencies or sponsored agencies | $464,000 | 3,040 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $5,751,000 | 5,418 |
| Total debt securities | $5,751,000 | 5,794 |
| 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 | $3,553,000 | 6,111 |
| U.S. Government securities | $2,845,000 | 5,787 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $2,845,000 | 5,689 |
| Securities issued by states & political subdivisions | $449,000 | 5,169 |
| Other domestic debt securities | $259,000 | 2,342 |
| 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 | $259,000 | 1,877 |
| 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 | $2,845,000 | 4,788 |
| Mortgage-backed securities | $1,588,000 | 4,705 |
| Certificates of participation in pools of residential mortgages | $1,106,000 | 4,541 |
| Issued or guaranteed by U.S. | $1,106,000 | 4,537 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $482,000 | 3,156 |
| CMOs issued by government agencies or sponsored agencies | $482,000 | 3,049 |
| 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) | $3,553,000 | 5,712 |
| Total debt securities | $3,553,000 | 6,083 |
| 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 | $2,627,000 | 6,291 |
| U.S. Government securities | $1,915,000 | 6,039 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,915,000 | 5,939 |
| Securities issued by states & political subdivisions | $451,000 | 5,223 |
| Other domestic debt securities | $261,000 | 2,392 |
| 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 | $261,000 | 1,917 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,915,000 | 5,083 |
| Mortgage-backed securities | $658,000 | 5,036 |
| Certificates of participation in pools of residential mortgages | $428,000 | 4,890 |
| Issued or guaranteed by U.S. | $428,000 | 4,886 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $230,000 | 3,321 |
| CMOs issued by government agencies or sponsored agencies | $230,000 | 3,200 |
| 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) | $2,627,000 | 5,879 |
| Total debt securities | $2,626,000 | 6,265 |
| 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 | $3,007,000 | 6,315 |
| U.S. Government securities | $2,290,000 | 6,012 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $2,290,000 | 5,915 |
| Securities issued by states & political subdivisions | $455,000 | 5,245 |
| Other domestic debt securities | $262,000 | 2,447 |
| 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 | $262,000 | 1,952 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,773,000 | 5,186 |
| Mortgage-backed securities | $691,000 | 5,072 |
| Certificates of participation in pools of residential mortgages | $453,000 | 4,909 |
| Issued or guaranteed by U.S. | $453,000 | 4,904 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $238,000 | 3,350 |
| CMOs issued by government agencies or sponsored agencies | $238,000 | 3,222 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $3,007,000 | 5,910 |
| Total debt securities | $3,006,000 | 6,287 |
| 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 | $3,542,000 | 6,268 |
| U.S. Government securities | $2,822,000 | 5,917 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $2,822,000 | 5,813 |
| Securities issued by states & political subdivisions | $458,000 | 5,245 |
| Other domestic debt securities | $262,000 | 2,516 |
| 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 | $262,000 | 1,994 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,822,000 | 4,871 |
| Mortgage-backed securities | $739,000 | 5,062 |
| Certificates of participation in pools of residential mortgages | $483,000 | 4,884 |
| Issued or guaranteed by U.S. | $483,000 | 4,880 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $256,000 | 3,359 |
| CMOs issued by government agencies or sponsored agencies | $256,000 | 3,228 |
| 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) | $3,542,000 | 5,871 |
| Total debt securities | $3,542,000 | 6,240 |
| 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 | $3,636,000 | 6,297 |
| U.S. Government securities | $2,659,000 | 5,986 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $2,659,000 | 5,880 |
| Securities issued by states & political subdivisions | $712,000 | 5,110 |
| Other domestic debt securities | $265,000 | 2,512 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $265,000 | 1,969 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,659,000 | 4,970 |
| Mortgage-backed securities | $810,000 | 5,091 |
| Certificates of participation in pools of residential mortgages | $537,000 | 4,905 |
| Issued or guaranteed by U.S. | $537,000 | 4,903 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $273,000 | 3,393 |
| CMOs issued by government agencies or sponsored agencies | $273,000 | 3,248 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $3,636,000 | 5,908 |
| Total debt securities | $3,636,000 | 6,268 |
| 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 | $3,726,000 | 6,330 |
| U.S. Government securities | $2,745,000 | 6,001 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $2,745,000 | 5,896 |
| Securities issued by states & political subdivisions | $716,000 | 5,134 |
| Other domestic debt securities | $265,000 | 2,502 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $265,000 | 1,933 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,745,000 | 4,946 |
| Mortgage-backed securities | $891,000 | 5,103 |
| Certificates of participation in pools of residential mortgages | $588,000 | 4,911 |
| Issued or guaranteed by U.S. | $588,000 | 4,910 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $303,000 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $303,000 | 3,271 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $3,726,000 | 5,937 |
| Total debt securities | $3,726,000 | 6,302 |
| 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 | $3,838,000 | 6,412 |
| U.S. Government securities | $2,850,000 | 6,106 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $2,850,000 | 6,005 |
| Securities issued by states & political subdivisions | $722,000 | 5,150 |
| Other domestic debt securities | $266,000 | 2,591 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $266,000 | 2,011 |
| 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 | $2,850,000 | 4,979 |
| Mortgage-backed securities | $993,000 | 5,166 |
| Certificates of participation in pools of residential mortgages | $652,000 | 4,988 |
| Issued or guaranteed by U.S. | $652,000 | 4,984 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $341,000 | 3,474 |
| CMOs issued by government agencies or sponsored agencies | $341,000 | 3,323 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $3,838,000 | 6,006 |
| Total debt securities | $3,838,000 | 6,383 |
| 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 | $3,932,000 | 6,467 |
| U.S. Government securities | $2,945,000 | 6,188 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $2,945,000 | 6,093 |
| Securities issued by states & political subdivisions | $724,000 | 5,140 |
| Other domestic debt securities | $263,000 | 2,587 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $263,000 | 2,006 |
| 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 | $2,945,000 | 4,978 |
| Mortgage-backed securities | $1,087,000 | 5,169 |
| Certificates of participation in pools of residential mortgages | $707,000 | 4,983 |
| Issued or guaranteed by U.S. | $707,000 | 4,980 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $380,000 | 3,459 |
| CMOs issued by government agencies or sponsored agencies | $380,000 | 3,303 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $3,932,000 | 6,050 |
| Total debt securities | $3,932,000 | 6,441 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $4,514,000 | 6,451 |
| U.S. Government securities | $3,528,000 | 6,144 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $3,528,000 | 6,040 |
| Securities issued by states & political subdivisions | $720,000 | 5,117 |
| Other domestic debt securities | $266,000 | 2,568 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $266,000 | 2,001 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,528,000 | 4,825 |
| Mortgage-backed securities | $1,178,000 | 5,161 |
| Certificates of participation in pools of residential mortgages | $764,000 | 4,967 |
| Issued or guaranteed by U.S. | $764,000 | 4,965 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $414,000 | 3,460 |
| CMOs issued by government agencies or sponsored agencies | $414,000 | 3,298 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $4,514,000 | 6,032 |
| Total debt securities | $4,514,000 | 6,420 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $4,595,000 | 6,465 |
| U.S. Government securities | $3,612,000 | 6,139 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $3,612,000 | 6,034 |
| Securities issued by states & political subdivisions | $721,000 | 5,111 |
| Other domestic debt securities | $262,000 | 2,567 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $262,000 | 1,926 |
| 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 | $3,612,000 | 4,597 |
| Mortgage-backed securities | $1,258,000 | 5,117 |
| Certificates of participation in pools of residential mortgages | $806,000 | 4,913 |
| Issued or guaranteed by U.S. | $806,000 | 4,906 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $452,000 | 3,394 |
| CMOs issued by government agencies or sponsored agencies | $452,000 | 3,147 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $4,595,000 | 6,008 |
| Total debt securities | $4,595,000 | 6,434 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| 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 | $4,182,000 | 6,576 |
| U.S. Government securities | $3,199,000 | 6,290 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $3,199,000 | 6,178 |
| Securities issued by states & political subdivisions | $724,000 | 5,110 |
| Other domestic debt securities | $259,000 | 2,553 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $259,000 | 1,895 |
| 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 | $0 | 5,942 |
| Mortgage-backed securities | $1,339,000 | 5,093 |
| Certificates of participation in pools of residential mortgages | $846,000 | 4,897 |
| Issued or guaranteed by U.S. | $846,000 | 4,888 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $493,000 | 3,360 |
| CMOs issued by government agencies or sponsored agencies | $493,000 | 3,096 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $4,182,000 | 6,108 |
| Total debt securities | $4,182,000 | 6,539 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| 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 | $2,952,000 | 6,850 |
| U.S. Government securities | $2,228,000 | 6,608 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $2,228,000 | 6,497 |
| Securities issued by states & political subdivisions | $463,000 | 5,307 |
| Other domestic debt securities | $261,000 | 2,497 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $261,000 | 1,826 |
| 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 | $0 | 6,008 |
| Mortgage-backed securities | $866,000 | 5,265 |
| Certificates of participation in pools of residential mortgages | $866,000 | 4,895 |
| Issued or guaranteed by U.S. | $866,000 | 4,887 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $2,952,000 | 6,374 |
| Total debt securities | $2,952,000 | 6,815 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| 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 | $3,151,000 | 6,862 |
| U.S. Government securities | $2,238,000 | 6,638 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $2,238,000 | 6,523 |
| Securities issued by states & political subdivisions | $655,000 | 5,137 |
| Other domestic debt securities | $258,000 | 2,549 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $258,000 | 1,863 |
| 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 | $1,737,000 | 5,301 |
| Mortgage-backed securities | $879,000 | 5,230 |
| Certificates of participation in pools of residential mortgages | $879,000 | 4,852 |
| Issued or guaranteed by U.S. | $879,000 | 4,846 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $3,151,000 | 6,375 |
| Total debt securities | $3,150,000 | 6,823 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| 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 | $3,199,000 | 6,850 |
| U.S. Government securities | $2,288,000 | 6,597 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $2,288,000 | 6,476 |
| Securities issued by states & political subdivisions | $657,000 | 5,156 |
| Other domestic debt securities | $254,000 | 2,702 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $254,000 | 1,880 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,788,000 | 5,317 |
| Mortgage-backed securities | $928,000 | 5,200 |
| Certificates of participation in pools of residential mortgages | $928,000 | 4,745 |
| Issued or guaranteed by U.S. | $928,000 | 4,737 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $3,199,000 | 6,350 |
| Total debt securities | $3,199,000 | 6,812 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| 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 | $3,802,000 | 6,785 |
| U.S. Government securities | $2,878,000 | 6,465 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $2,878,000 | 6,339 |
| Securities issued by states & political subdivisions | $663,000 | 5,084 |
| Other domestic debt securities | $261,000 | 2,781 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $261,000 | 1,902 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,853,000 | 5,366 |
| Mortgage-backed securities | $988,000 | 5,207 |
| Certificates of participation in pools of residential mortgages | $988,000 | 4,720 |
| Issued or guaranteed by U.S. | $988,000 | 4,712 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $3,802,000 | 6,284 |
| Total debt securities | $3,802,000 | 6,750 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| 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 | $4,030,000 | 6,832 |
| U.S. Government securities | $3,326,000 | 6,476 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $3,326,000 | 6,355 |
| Securities issued by states & political subdivisions | $454,000 | 5,276 |
| Other domestic debt securities | $250,000 | 2,788 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $250,000 | 1,870 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,399,000 | 5,587 |
| Mortgage-backed securities | $1,040,000 | 5,190 |
| Certificates of participation in pools of residential mortgages | $1,040,000 | 4,723 |
| Issued or guaranteed by U.S. | $1,040,000 | 4,716 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $4,030,000 | 6,311 |
| Total debt securities | $4,030,000 | 6,788 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $3,634,000 | 6,988 |
| U.S. Government securities | $3,430,000 | 6,559 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $3,430,000 | 6,450 |
| Securities issued by states & political subdivisions | $204,000 | 5,590 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,416,000 | 5,659 |
| Mortgage-backed securities | $1,063,000 | 5,289 |
| Certificates of participation in pools of residential mortgages | $1,063,000 | 4,844 |
| Issued or guaranteed by U.S. | $1,063,000 | 4,835 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $3,634,000 | 6,467 |
| Total debt securities | $3,634,000 | 6,945 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $3,673,000 | 6,993 |
| U.S. Government securities | $3,469,000 | 6,544 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $3,469,000 | 6,451 |
| Securities issued by states & political subdivisions | $204,000 | 5,617 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,450,000 | 5,698 |
| Mortgage-backed securities | $1,109,000 | 5,333 |
| Certificates of participation in pools of residential mortgages | $1,109,000 | 4,899 |
| Issued or guaranteed by U.S. | $1,109,000 | 4,889 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $3,673,000 | 6,470 |
| Total debt securities | $3,673,000 | 6,952 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $4,244,000 | 6,925 |
| U.S. Government securities | $4,040,000 | 6,425 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $4,040,000 | 6,331 |
| Securities issued by states & political subdivisions | $204,000 | 5,647 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,525,000 | 5,680 |
| Mortgage-backed securities | $1,183,000 | 5,379 |
| Certificates of participation in pools of residential mortgages | $1,183,000 | 4,961 |
| Issued or guaranteed by U.S. | $1,183,000 | 4,949 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $4,244,000 | 6,398 |
| Total debt securities | $4,244,000 | 6,887 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $2,778,000 | 7,269 |
| U.S. Government securities | $2,575,000 | 6,881 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $2,575,000 | 6,784 |
| Securities issued by states & political subdivisions | $203,000 | 5,689 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,564,000 | 5,682 |
| Mortgage-backed securities | $1,223,000 | 5,418 |
| Certificates of participation in pools of residential mortgages | $1,223,000 | 4,986 |
| Issued or guaranteed by U.S. | $1,223,000 | 4,973 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $2,778,000 | 6,714 |
| Total debt securities | $2,778,000 | 7,228 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $3,631,000 | 7,137 |
| U.S. Government securities | $3,428,000 | 6,733 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $3,428,000 | 6,641 |
| Securities issued by states & political subdivisions | $203,000 | 5,628 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,516 |
| Mortgage-backed securities | $1,318,000 | 5,453 |
| Certificates of participation in pools of residential mortgages | $1,318,000 | 5,020 |
| Issued or guaranteed by U.S. | $1,318,000 | 5,003 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $3,631,000 | 6,591 |
| Total debt securities | $3,631,000 | 7,089 |
| 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 | $3,880,000 | 7,160 |
| U.S. Government securities | $3,376,000 | 6,865 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $3,376,000 | 6,769 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $504,000 | 2,656 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $504,000 | 1,858 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,541 |
| Mortgage-backed securities | $1,342,000 | 5,446 |
| Certificates of participation in pools of residential mortgages | $1,342,000 | 5,005 |
| Issued or guaranteed by U.S. | $1,342,000 | 4,991 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $3,880,000 | 6,584 |
| Total debt securities | $3,881,000 | 7,120 |
| 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 | $4,318,000 | 7,064 |
| U.S. Government securities | $4,318,000 | 6,595 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $4,318,000 | 6,499 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,576 |
| Mortgage-backed securities | $1,321,000 | 5,414 |
| Certificates of participation in pools of residential mortgages | $1,321,000 | 4,994 |
| Issued or guaranteed by U.S. | $1,321,000 | 4,978 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $4,318,000 | 6,482 |
| Total debt securities | $4,318,000 | 7,021 |
| 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 | $1,767,000 | 7,719 |
| U.S. Government securities | $1,767,000 | 7,432 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $1,767,000 | 7,346 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,612 |
| Mortgage-backed securities | $1,767,000 | 5,249 |
| Certificates of participation in pools of residential mortgages | $1,767,000 | 4,804 |
| Issued or guaranteed by U.S. | $1,767,000 | 4,785 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $1,767,000 | 7,109 |
| Total debt securities | $1,767,000 | 7,670 |
| 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 | $1,893,000 | 7,731 |
| U.S. Government securities | $1,893,000 | 7,431 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $1,893,000 | 7,333 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,633 |
| Mortgage-backed securities | $1,893,000 | 5,141 |
| Certificates of participation in pools of residential mortgages | $1,893,000 | 4,669 |
| Issued or guaranteed by U.S. | $1,893,000 | 4,647 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $1,893,000 | 7,116 |
| Total debt securities | $1,893,000 | 7,680 |
| 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 | $2,596,000 | 7,651 |
| U.S. Government securities | $2,596,000 | 7,315 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $2,596,000 | 7,200 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,689 |
| Mortgage-backed securities | $1,911,000 | 4,894 |
| Certificates of participation in pools of residential mortgages | $1,911,000 | 4,417 |
| Issued or guaranteed by U.S. | $1,911,000 | 4,400 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $2,596,000 | 6,987 |
| Total debt securities | $2,596,000 | 7,603 |
| 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 | $5,912,000 | 6,944 |
| U.S. Government securities | $5,912,000 | 6,417 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $5,912,000 | 6,309 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,710 |
| Mortgage-backed securities | $3,738,000 | 4,066 |
| Certificates of participation in pools of residential mortgages | $3,738,000 | 3,464 |
| Issued or guaranteed by U.S. | $3,738,000 | 3,449 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $5,912,000 | 6,321 |
| Total debt securities | $5,912,000 | 6,896 |
| Structured notes | ||
| Amortized cost | $1,673,000 | 1,398 |
| Fair value | $1,676,000 | 1,395 |
| 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 | $2,377,000 | 7,797 |
| U.S. Government securities | $2,377,000 | 7,519 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $2,377,000 | 7,397 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,778 |
| Mortgage-backed securities | $2,377,000 | 4,559 |
| Certificates of participation in pools of residential mortgages | $2,377,000 | 3,986 |
| Issued or guaranteed by U.S. | $2,377,000 | 3,974 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $2,377,000 | 7,108 |
| Total debt securities | $2,377,000 | 7,749 |
| 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 | $0 | 8,365 |
| U.S. Government securities | $0 | 8,244 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $0 | 8,164 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $0 | 6,691 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $0 | 8,320 |
| 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 | $0 | 8,416 |
| U.S. Government securities | $0 | 8,295 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $0 | 8,217 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $0 | 6,730 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $0 | 8,369 |
| 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 | $0 | 8,496 |
| U.S. Government securities | $0 | 8,377 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $0 | 8,301 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $0 | 6,779 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $0 | 8,450 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |