Home > Georgia Commerce Bank > Securities
Georgia Commerce Bank, Securities
| 2015-03-31 | Rank | |
| Total securities | $140,334,000 | 1,055 |
| U.S. Government securities | $90,086,000 | 1,081 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $90,086,000 | 1,031 |
| Securities issued by states & political subdivisions | $2,602,000 | 4,181 |
| Other domestic debt securities | $43,679,000 | 236 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $10,426,000 | 134 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $33,253,000 | 177 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $3,967,000 | 281 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,360,000 | 757 |
| Mortgage-backed securities | $66,213,000 | 923 |
| Certificates of participation in pools of residential mortgages | $61,019,000 | 701 |
| Issued or guaranteed by U.S. | $61,019,000 | 700 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $3,913,000 | 1,938 |
| CMOs issued by government agencies or sponsored agencies | $3,913,000 | 1,867 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $1,281,000 | 776 |
| Commercial mortgage pass-through securities | $1,281,000 | 480 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $140,334,000 | 920 |
| Total debt securities | $136,367,000 | 1,070 |
| 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 | $142,487,000 | 1,031 |
| U.S. Government securities | $93,840,000 | 1,052 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $93,840,000 | 1,000 |
| Securities issued by states & political subdivisions | $1,045,000 | 4,721 |
| Other domestic debt securities | $43,671,000 | 230 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $10,434,000 | 132 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $33,237,000 | 177 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $3,931,000 | 286 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,421,000 | 774 |
| Mortgage-backed securities | $68,572,000 | 915 |
| Certificates of participation in pools of residential mortgages | $63,048,000 | 694 |
| Issued or guaranteed by U.S. | $63,048,000 | 690 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,243,000 | 1,922 |
| CMOs issued by government agencies or sponsored agencies | $4,243,000 | 1,852 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $1,281,000 | 759 |
| Commercial mortgage pass-through securities | $1,281,000 | 478 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $142,487,000 | 911 |
| Total debt securities | $138,556,000 | 1,045 |
| 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 | $146,346,000 | 1,025 |
| U.S. Government securities | $97,384,000 | 1,031 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $97,384,000 | 978 |
| Securities issued by states & political subdivisions | $1,052,000 | 4,781 |
| Other domestic debt securities | $44,012,000 | 226 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $10,462,000 | 136 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $33,550,000 | 180 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $3,898,000 | 294 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,949,000 | 920 |
| Mortgage-backed securities | $70,752,000 | 897 |
| Certificates of participation in pools of residential mortgages | $64,875,000 | 676 |
| Issued or guaranteed by U.S. | $64,875,000 | 675 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $4,605,000 | 1,887 |
| CMOs issued by government agencies or sponsored agencies | $4,605,000 | 1,812 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $1,272,000 | 730 |
| Commercial mortgage pass-through securities | $1,272,000 | 474 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $146,346,000 | 910 |
| Total debt securities | $142,448,000 | 1,042 |
| 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 | $151,236,000 | 1,007 |
| U.S. Government securities | $101,234,000 | 1,008 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $101,234,000 | 968 |
| Securities issued by states & political subdivisions | $1,049,000 | 4,827 |
| Other domestic debt securities | $45,044,000 | 233 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $10,543,000 | 140 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $34,501,000 | 183 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $3,909,000 | 301 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,087,000 | 968 |
| Mortgage-backed securities | $73,918,000 | 889 |
| Certificates of participation in pools of residential mortgages | $67,702,000 | 658 |
| Issued or guaranteed by U.S. | $67,702,000 | 657 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,939,000 | 1,858 |
| CMOs issued by government agencies or sponsored agencies | $4,939,000 | 1,777 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $1,277,000 | 717 |
| Commercial mortgage pass-through securities | $1,277,000 | 472 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $151,236,000 | 880 |
| Total debt securities | $147,326,000 | 1,012 |
| 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 | $153,368,000 | 1,011 |
| U.S. Government securities | $101,960,000 | 1,008 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $101,960,000 | 972 |
| Securities issued by states & political subdivisions | $1,050,000 | 4,862 |
| Other domestic debt securities | $46,500,000 | 238 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $10,522,000 | 142 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $35,978,000 | 189 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $3,858,000 | 312 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,699,000 | 1,029 |
| Mortgage-backed securities | $75,911,000 | 876 |
| Certificates of participation in pools of residential mortgages | $69,382,000 | 660 |
| Issued or guaranteed by U.S. | $69,382,000 | 659 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $5,249,000 | 1,812 |
| CMOs issued by government agencies or sponsored agencies | $5,249,000 | 1,735 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $1,280,000 | 704 |
| Commercial mortgage pass-through securities | $1,280,000 | 460 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $153,368,000 | 881 |
| Total debt securities | $149,510,000 | 1,025 |
| 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 | $124,349,000 | 1,204 |
| U.S. Government securities | $100,147,000 | 1,012 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $100,147,000 | 972 |
| Securities issued by states & political subdivisions | $2,880,000 | 4,295 |
| Other domestic debt securities | $18,474,000 | 461 |
| 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 | $18,474,000 | 305 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $2,848,000 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,400,000 | 1,243 |
| Mortgage-backed securities | $82,211,000 | 815 |
| Certificates of participation in pools of residential mortgages | $75,156,000 | 603 |
| Issued or guaranteed by U.S. | $75,156,000 | 602 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $7,055,000 | 1,613 |
| CMOs issued by government agencies or sponsored agencies | $7,055,000 | 1,533 |
| 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) | $124,349,000 | 1,066 |
| Total debt securities | $121,501,000 | 1,213 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 836 |
| Fair value | $3,545,000 | 895 |
| 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 | $91,862,000 | 1,627 |
| U.S. Government securities | $76,300,000 | 1,311 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $76,300,000 | 1,268 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $12,670,000 | 610 |
| 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 | $12,670,000 | 397 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $2,892,000 | 380 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,864,000 | 1,479 |
| Mortgage-backed securities | $75,445,000 | 884 |
| Certificates of participation in pools of residential mortgages | $70,470,000 | 639 |
| Issued or guaranteed by U.S. | $70,470,000 | 638 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $4,975,000 | 1,888 |
| CMOs issued by government agencies or sponsored agencies | $4,975,000 | 1,806 |
| 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) | $91,862,000 | 1,445 |
| Total debt securities | $88,970,000 | 1,660 |
| 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 | $95,109,000 | 1,576 |
| U.S. Government securities | $79,614,000 | 1,256 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $79,614,000 | 1,221 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $12,590,000 | 614 |
| 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 | $12,590,000 | 398 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $2,905,000 | 376 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,032,000 | 1,519 |
| Mortgage-backed securities | $78,672,000 | 861 |
| Certificates of participation in pools of residential mortgages | $73,332,000 | 619 |
| Issued or guaranteed by U.S. | $73,332,000 | 617 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $5,340,000 | 1,881 |
| CMOs issued by government agencies or sponsored agencies | $5,340,000 | 1,795 |
| 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) | $95,109,000 | 1,406 |
| Total debt securities | $92,204,000 | 1,595 |
| 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 | $102,902,000 | 1,477 |
| U.S. Government securities | $87,074,000 | 1,172 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $87,074,000 | 1,131 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $12,826,000 | 609 |
| 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 | $12,826,000 | 394 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $3,002,000 | 385 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,218,000 | 1,681 |
| Mortgage-backed securities | $86,130,000 | 801 |
| Certificates of participation in pools of residential mortgages | $80,394,000 | 582 |
| Issued or guaranteed by U.S. | $80,394,000 | 580 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $5,736,000 | 1,880 |
| CMOs issued by government agencies or sponsored agencies | $5,736,000 | 1,789 |
| 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) | $102,902,000 | 1,339 |
| Total debt securities | $99,900,000 | 1,496 |
| 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 | $108,198,000 | 1,374 |
| U.S. Government securities | $92,342,000 | 1,084 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $92,342,000 | 1,041 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $12,831,000 | 598 |
| 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 | $12,831,000 | 389 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $3,025,000 | 365 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,350,000 | 1,697 |
| Mortgage-backed securities | $91,354,000 | 754 |
| Certificates of participation in pools of residential mortgages | $85,246,000 | 532 |
| Issued or guaranteed by U.S. | $85,246,000 | 529 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $6,108,000 | 1,889 |
| CMOs issued by government agencies or sponsored agencies | $6,108,000 | 1,795 |
| 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) | $108,198,000 | 1,243 |
| Total debt securities | $105,173,000 | 1,393 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 727 |
| Fair value | $5,029,000 | 725 |
| 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 | $112,651,000 | 1,350 |
| U.S. Government securities | $96,416,000 | 1,062 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $96,416,000 | 1,023 |
| Securities issued by states & political subdivisions | $500,000 | 5,307 |
| Other domestic debt securities | $12,675,000 | 632 |
| 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 | $12,675,000 | 409 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $3,060,000 | 368 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,759,000 | 2,171 |
| Mortgage-backed securities | $95,434,000 | 765 |
| Certificates of participation in pools of residential mortgages | $78,760,000 | 585 |
| Issued or guaranteed by U.S. | $78,760,000 | 584 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $16,674,000 | 1,189 |
| CMOs issued by government agencies or sponsored agencies | $16,674,000 | 1,113 |
| 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) | $112,651,000 | 1,213 |
| Total debt securities | $109,591,000 | 1,362 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 759 |
| Fair value | $4,998,000 | 783 |
| 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 | $116,822,000 | 1,318 |
| U.S. Government securities | $106,424,000 | 982 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $106,424,000 | 950 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $7,362,000 | 867 |
| 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 | $7,362,000 | 587 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $3,036,000 | 354 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,980,000 | 2,186 |
| Mortgage-backed securities | $98,889,000 | 769 |
| Certificates of participation in pools of residential mortgages | $85,760,000 | 566 |
| Issued or guaranteed by U.S. | $85,760,000 | 566 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $13,129,000 | 1,387 |
| CMOs issued by government agencies or sponsored agencies | $13,129,000 | 1,288 |
| 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) | $116,822,000 | 1,189 |
| Total debt securities | $113,786,000 | 1,326 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 880 |
| Fair value | $5,000,000 | 905 |
| 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 | $87,560,000 | 1,677 |
| U.S. Government securities | $84,562,000 | 1,252 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $84,562,000 | 1,217 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $2,998,000 | 350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,331,000 | 2,763 |
| Mortgage-backed securities | $76,442,000 | 970 |
| Certificates of participation in pools of residential mortgages | $73,447,000 | 652 |
| Issued or guaranteed by U.S. | $73,447,000 | 651 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,995,000 | 2,537 |
| CMOs issued by government agencies or sponsored agencies | $2,995,000 | 2,417 |
| 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) | $87,560,000 | 1,521 |
| Total debt securities | $84,562,000 | 1,720 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,683 |
| Fair value | $500,000 | 2,745 |
| 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 | $91,667,000 | 1,560 |
| U.S. Government securities | $88,664,000 | 1,140 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $88,664,000 | 1,102 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $3,003,000 | 331 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,188,000 | 2,473 |
| Mortgage-backed securities | $80,440,000 | 884 |
| Certificates of participation in pools of residential mortgages | $77,155,000 | 584 |
| Issued or guaranteed by U.S. | $77,155,000 | 583 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $3,285,000 | 2,434 |
| CMOs issued by government agencies or sponsored agencies | $3,285,000 | 2,249 |
| 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) | $91,667,000 | 1,408 |
| Total debt securities | $88,664,000 | 1,582 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,578 |
| Fair value | $499,000 | 2,704 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $86,859,000 | 1,604 |
| U.S. Government securities | $86,620,000 | 1,138 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $86,620,000 | 1,101 |
| Securities issued by states & political subdivisions | $239,000 | 5,529 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,323,000 | 2,731 |
| Mortgage-backed securities | $76,285,000 | 906 |
| Certificates of participation in pools of residential mortgages | $69,810,000 | 619 |
| Issued or guaranteed by U.S. | $69,810,000 | 616 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $6,475,000 | 1,902 |
| CMOs issued by government agencies or sponsored agencies | $6,475,000 | 1,731 |
| 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) | $86,859,000 | 1,454 |
| Total debt securities | $86,859,000 | 1,586 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,566 |
| Fair value | $2,500,000 | 1,602 |
| 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 | $73,361,000 | 1,839 |
| U.S. Government securities | $73,361,000 | 1,344 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $73,361,000 | 1,300 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,024,000 | 2,694 |
| Mortgage-backed securities | $68,072,000 | 967 |
| Certificates of participation in pools of residential mortgages | $64,199,000 | 661 |
| Issued or guaranteed by U.S. | $64,199,000 | 658 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $3,873,000 | 2,248 |
| CMOs issued by government agencies or sponsored agencies | $3,873,000 | 2,060 |
| 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) | $73,361,000 | 1,660 |
| Total debt securities | $73,361,000 | 1,820 |
| 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 | $74,536,000 | 1,801 |
| U.S. Government securities | $74,536,000 | 1,333 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $74,536,000 | 1,282 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,572,000 | 4,975 |
| Mortgage-backed securities | $69,209,000 | 922 |
| Certificates of participation in pools of residential mortgages | $64,399,000 | 634 |
| Issued or guaranteed by U.S. | $64,399,000 | 630 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $4,810,000 | 2,026 |
| CMOs issued by government agencies or sponsored agencies | $4,810,000 | 1,837 |
| 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) | $74,536,000 | 1,633 |
| Total debt securities | $74,536,000 | 1,783 |
| 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 | $17,321,000 | 4,740 |
| U.S. Government securities | $17,321,000 | 3,774 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $17,321,000 | 3,661 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,112,000 | 5,568 |
| Mortgage-backed securities | $14,301,000 | 2,661 |
| Certificates of participation in pools of residential mortgages | $2,314,000 | 4,125 |
| Issued or guaranteed by U.S. | $2,314,000 | 4,117 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $11,987,000 | 1,354 |
| CMOs issued by government agencies or sponsored agencies | $11,987,000 | 1,174 |
| 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) | $17,321,000 | 4,348 |
| Total debt securities | $17,321,000 | 4,710 |
| 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 | $18,546,000 | 4,526 |
| U.S. Government securities | $18,546,000 | 3,607 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $18,546,000 | 3,506 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,018,000 | 5,695 |
| Mortgage-backed securities | $15,490,000 | 2,545 |
| Certificates of participation in pools of residential mortgages | $2,504,000 | 4,033 |
| Issued or guaranteed by U.S. | $2,504,000 | 4,023 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $12,986,000 | 1,280 |
| CMOs issued by government agencies or sponsored agencies | $12,986,000 | 1,106 |
| 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) | $18,546,000 | 4,133 |
| Total debt securities | $18,546,000 | 4,488 |
| 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 | $19,659,000 | 4,436 |
| U.S. Government securities | $19,659,000 | 3,535 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $19,659,000 | 3,447 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,026,000 | 5,744 |
| Mortgage-backed securities | $16,574,000 | 2,448 |
| Certificates of participation in pools of residential mortgages | $2,682,000 | 4,025 |
| Issued or guaranteed by U.S. | $2,682,000 | 4,016 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $13,892,000 | 1,187 |
| CMOs issued by government agencies or sponsored agencies | $13,892,000 | 1,001 |
| 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) | $19,659,000 | 4,026 |
| Total debt securities | $19,659,000 | 4,390 |
| 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 | $20,163,000 | 4,431 |
| U.S. Government securities | $20,163,000 | 3,527 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $20,163,000 | 3,440 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,018,000 | 5,814 |
| Mortgage-backed securities | $15,602,000 | 2,604 |
| Certificates of participation in pools of residential mortgages | $1,186,000 | 4,780 |
| Issued or guaranteed by U.S. | $1,186,000 | 4,770 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $14,416,000 | 1,159 |
| CMOs issued by government agencies or sponsored agencies | $14,416,000 | 957 |
| 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) | $20,163,000 | 4,015 |
| Total debt securities | $20,163,000 | 4,397 |
| 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 | $20,533,000 | 4,349 |
| U.S. Government securities | $20,533,000 | 3,455 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $20,533,000 | 3,380 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,398 |
| Mortgage-backed securities | $16,540,000 | 2,576 |
| Certificates of participation in pools of residential mortgages | $1,257,000 | 4,831 |
| Issued or guaranteed by U.S. | $1,257,000 | 4,821 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $15,283,000 | 1,108 |
| CMOs issued by government agencies or sponsored agencies | $15,283,000 | 902 |
| 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) | $20,533,000 | 3,953 |
| Total debt securities | $20,533,000 | 4,316 |
| 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 | $22,102,000 | 4,197 |
| U.S. Government securities | $22,102,000 | 3,279 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $22,102,000 | 3,210 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,412 |
| Mortgage-backed securities | $16,510,000 | 2,611 |
| Certificates of participation in pools of residential mortgages | $1,326,000 | 4,897 |
| Issued or guaranteed by U.S. | $1,326,000 | 4,884 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $15,184,000 | 1,098 |
| CMOs issued by government agencies or sponsored agencies | $15,184,000 | 878 |
| 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) | $22,102,000 | 3,801 |
| Total debt securities | $22,102,000 | 4,162 |
| 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 | $8,550,000 | 6,085 |
| U.S. Government securities | $6,454,000 | 5,794 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $6,454,000 | 5,710 |
| Securities issued by states & political subdivisions | $2,096,000 | 4,293 |
| 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 | $0 | 6,462 |
| Mortgage-backed securities | $0 | 6,522 |
| Certificates of participation in pools of residential mortgages | $0 | 6,269 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| 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) | $8,550,000 | 5,583 |
| Total debt securities | $8,550,000 | 6,036 |
| 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 | $9,735,000 | 5,935 |
| U.S. Government securities | $7,655,000 | 5,586 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $7,655,000 | 5,500 |
| Securities issued by states & political subdivisions | $2,080,000 | 4,222 |
| 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 | $0 | 6,573 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| 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) | $9,735,000 | 5,413 |
| Total debt securities | $9,735,000 | 5,881 |
| 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 | $9,593,000 | 5,996 |
| U.S. Government securities | $7,570,000 | 5,703 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $7,570,000 | 5,623 |
| Securities issued by states & political subdivisions | $2,023,000 | 4,194 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,541 |
| Mortgage-backed securities | $0 | 6,615 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| 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) | $9,593,000 | 5,462 |
| Total debt securities | $9,593,000 | 5,949 |
| 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 | $9,319,000 | 6,022 |
| U.S. Government securities | $7,316,000 | 5,744 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $7,316,000 | 5,660 |
| Securities issued by states & political subdivisions | $2,003,000 | 4,201 |
| 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 | $0 | 6,644 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| 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) | $9,319,000 | 5,469 |
| Total debt securities | $9,319,000 | 5,972 |
| 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 | $9,475,000 | 6,031 |
| U.S. Government securities | $7,403,000 | 5,761 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $7,403,000 | 5,677 |
| Securities issued by states & political subdivisions | $2,072,000 | 4,202 |
| 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 | $108,000 | 6,238 |
| Certificates of participation in pools of residential mortgages | $108,000 | 5,942 |
| Issued or guaranteed by U.S. | $108,000 | 5,917 |
| 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) | $9,475,000 | 5,516 |
| Total debt securities | $9,475,000 | 5,968 |
| 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 | $9,954,000 | 5,953 |
| U.S. Government securities | $7,893,000 | 5,625 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $7,893,000 | 5,535 |
| Securities issued by states & political subdivisions | $2,061,000 | 4,216 |
| 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 | $380,000 | 5,946 |
| Certificates of participation in pools of residential mortgages | $380,000 | 5,583 |
| Issued or guaranteed by U.S. | $380,000 | 5,553 |
| 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) | $9,954,000 | 5,415 |
| Total debt securities | $9,955,000 | 5,883 |
| 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 | $7,622,000 | 6,515 |
| U.S. Government securities | $5,459,000 | 6,449 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $5,459,000 | 6,351 |
| Securities issued by states & political subdivisions | $2,163,000 | 4,196 |
| 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 | $1,940,000 | 4,871 |
| Certificates of participation in pools of residential mortgages | $1,695,000 | 4,525 |
| Issued or guaranteed by U.S. | $1,695,000 | 4,507 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $245,000 | 3,238 |
| CMOs issued by government agencies or sponsored agencies | $245,000 | 2,909 |
| 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) | $7,622,000 | 5,905 |
| Total debt securities | $7,622,000 | 6,455 |
| 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 | $7,685,000 | 6,555 |
| U.S. Government securities | $5,530,000 | 6,528 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $5,530,000 | 6,417 |
| Securities issued by states & political subdivisions | $2,155,000 | 4,189 |
| 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 | $2,058,000 | 4,699 |
| Certificates of participation in pools of residential mortgages | $1,767,000 | 4,336 |
| Issued or guaranteed by U.S. | $1,767,000 | 4,324 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $291,000 | 3,143 |
| CMOs issued by government agencies or sponsored agencies | $291,000 | 2,816 |
| 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) | $7,685,000 | 5,930 |
| Total debt securities | $7,685,000 | 6,499 |
| 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 | $7,739,000 | 6,565 |
| U.S. Government securities | $5,631,000 | 6,526 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $5,631,000 | 6,400 |
| Securities issued by states & political subdivisions | $2,108,000 | 4,193 |
| 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 | $2,205,000 | 4,618 |
| Certificates of participation in pools of residential mortgages | $1,865,000 | 4,262 |
| Issued or guaranteed by U.S. | $1,865,000 | 4,248 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $340,000 | 3,065 |
| CMOs issued by government agencies or sponsored agencies | $340,000 | 2,755 |
| 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) | $7,739,000 | 5,913 |
| Total debt securities | $7,737,000 | 6,506 |
| 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 | $7,985,000 | 6,543 |
| U.S. Government securities | $5,810,000 | 6,527 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $5,810,000 | 6,405 |
| Securities issued by states & political subdivisions | $2,175,000 | 4,179 |
| 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 | $2,349,000 | 4,556 |
| Certificates of participation in pools of residential mortgages | $1,965,000 | 4,198 |
| Issued or guaranteed by U.S. | $1,965,000 | 4,180 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $384,000 | 2,990 |
| CMOs issued by government agencies or sponsored agencies | $384,000 | 2,705 |
| 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) | $7,985,000 | 5,882 |
| Total debt securities | $7,985,000 | 6,487 |
| 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 | $8,108,000 | 6,557 |
| U.S. Government securities | $5,926,000 | 6,532 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $5,926,000 | 6,399 |
| Securities issued by states & political subdivisions | $2,182,000 | 4,207 |
| 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 | $2,478,000 | 4,501 |
| Certificates of participation in pools of residential mortgages | $2,051,000 | 4,147 |
| Issued or guaranteed by U.S. | $2,051,000 | 4,134 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $427,000 | 2,942 |
| CMOs issued by government agencies or sponsored agencies | $427,000 | 2,665 |
| 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) | $8,108,000 | 5,899 |
| Total debt securities | $8,108,000 | 6,494 |
| 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 | $8,201,000 | 6,598 |
| U.S. Government securities | $6,025,000 | 6,570 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $6,025,000 | 6,436 |
| Securities issued by states & political subdivisions | $2,176,000 | 4,201 |
| 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 | $2,581,000 | 4,446 |
| Certificates of participation in pools of residential mortgages | $2,111,000 | 4,109 |
| Issued or guaranteed by U.S. | $2,111,000 | 4,089 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $470,000 | 2,878 |
| CMOs issued by government agencies or sponsored agencies | $470,000 | 2,604 |
| 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) | $8,201,000 | 5,911 |
| Total debt securities | $8,201,000 | 6,539 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $7,264,000 | 6,837 |
| U.S. Government securities | $5,140,000 | 6,844 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $5,140,000 | 6,707 |
| Securities issued by states & political subdivisions | $2,124,000 | 4,232 |
| 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 | $0 | 6,970 |
| Mortgage-backed securities | $2,734,000 | 4,383 |
| Certificates of participation in pools of residential mortgages | $2,224,000 | 4,047 |
| Issued or guaranteed by U.S. | $2,224,000 | 4,032 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $510,000 | 2,822 |
| CMOs issued by government agencies or sponsored agencies | $510,000 | 2,534 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $7,264,000 | 6,119 |
| Total debt securities | $7,264,000 | 6,781 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $5,839,000 | 7,211 |
| U.S. Government securities | $5,354,000 | 6,815 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $5,354,000 | 6,674 |
| Securities issued by states & political subdivisions | $485,000 | 5,590 |
| 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 | $0 | 6,996 |
| Mortgage-backed securities | $2,921,000 | 4,333 |
| Certificates of participation in pools of residential mortgages | $2,368,000 | 4,010 |
| Issued or guaranteed by U.S. | $2,368,000 | 3,995 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $553,000 | 2,792 |
| CMOs issued by government agencies or sponsored agencies | $553,000 | 2,499 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $5,839,000 | 6,483 |
| Total debt securities | $5,839,000 | 7,156 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $5,519,000 | 7,339 |
| U.S. Government securities | $5,519,000 | 6,801 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $5,519,000 | 6,656 |
| 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 | $0 | 7,036 |
| Mortgage-backed securities | $3,080,000 | 4,303 |
| Certificates of participation in pools of residential mortgages | $2,488,000 | 3,972 |
| Issued or guaranteed by U.S. | $2,488,000 | 3,957 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $592,000 | 2,762 |
| CMOs issued by government agencies or sponsored agencies | $592,000 | 2,482 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $5,519,000 | 6,589 |
| Total debt securities | $5,519,000 | 7,281 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $5,749,000 | 7,315 |
| U.S. Government securities | $5,749,000 | 6,732 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $5,749,000 | 6,595 |
| 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 | $0 | 7,079 |
| Mortgage-backed securities | $3,279,000 | 4,282 |
| Certificates of participation in pools of residential mortgages | $2,649,000 | 3,940 |
| Issued or guaranteed by U.S. | $2,649,000 | 3,927 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $630,000 | 2,763 |
| CMOs issued by government agencies or sponsored agencies | $630,000 | 2,479 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $5,749,000 | 6,547 |
| Total debt securities | $5,749,000 | 7,256 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $6,059,000 | 7,272 |
| U.S. Government securities | $6,059,000 | 6,667 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $6,059,000 | 6,526 |
| 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 | $0 | 7,094 |
| Mortgage-backed securities | $3,571,000 | 4,269 |
| Certificates of participation in pools of residential mortgages | $2,907,000 | 3,910 |
| Issued or guaranteed by U.S. | $2,907,000 | 3,896 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $664,000 | 2,800 |
| CMOs issued by government agencies or sponsored agencies | $664,000 | 2,530 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $6,059,000 | 6,489 |
| Total debt securities | $6,059,000 | 7,202 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $6,205,000 | 7,330 |
| U.S. Government securities | $6,205,000 | 6,701 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,205,000 | 6,541 |
| 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 | $0 | 7,151 |
| Mortgage-backed securities | $3,749,000 | 4,288 |
| Certificates of participation in pools of residential mortgages | $3,064,000 | 3,934 |
| Issued or guaranteed by U.S. | $3,064,000 | 3,924 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $685,000 | 2,828 |
| CMOs issued by government agencies or sponsored agencies | $685,000 | 2,566 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $6,205,000 | 6,531 |
| Total debt securities | $6,205,000 | 7,261 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $6,472,000 | 7,268 |
| U.S. Government securities | $6,472,000 | 6,624 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,472,000 | 6,476 |
| 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 | $0 | 7,176 |
| Mortgage-backed securities | $3,975,000 | 4,262 |
| Certificates of participation in pools of residential mortgages | $3,258,000 | 3,913 |
| Issued or guaranteed by U.S. | $3,258,000 | 3,904 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $717,000 | 2,847 |
| CMOs issued by government agencies or sponsored agencies | $717,000 | 2,587 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $6,472,000 | 6,467 |
| Total debt securities | $6,472,000 | 7,198 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $6,697,000 | 7,262 |
| U.S. Government securities | $6,697,000 | 6,580 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $6,697,000 | 6,417 |
| 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 | $0 | 7,214 |
| Mortgage-backed securities | $4,189,000 | 4,207 |
| Certificates of participation in pools of residential mortgages | $3,449,000 | 3,876 |
| Issued or guaranteed by U.S. | $3,449,000 | 3,867 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $740,000 | 2,847 |
| CMOs issued by government agencies or sponsored agencies | $740,000 | 2,597 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $6,697,000 | 6,458 |
| Total debt securities | $6,697,000 | 7,187 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $7,071,000 | 7,251 |
| U.S. Government securities | $7,071,000 | 6,548 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $7,071,000 | 6,376 |
| 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 | $0 | 7,245 |
| Mortgage-backed securities | $2,870,000 | 4,739 |
| Certificates of participation in pools of residential mortgages | $2,870,000 | 4,129 |
| Issued or guaranteed by U.S. | $2,870,000 | 4,120 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $7,071,000 | 6,445 |
| Total debt securities | $7,071,000 | 7,181 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $6,067,000 | 7,496 |
| U.S. Government securities | $6,067,000 | 6,816 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $6,067,000 | 6,657 |
| 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 | $0 | 7,252 |
| Mortgage-backed securities | $2,270,000 | 5,060 |
| Certificates of participation in pools of residential mortgages | $2,270,000 | 4,469 |
| Issued or guaranteed by U.S. | $2,270,000 | 4,453 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $6,067,000 | 6,681 |
| Total debt securities | $6,067,000 | 7,419 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $4,663,000 | 7,899 |
| U.S. Government securities | $4,663,000 | 7,342 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $4,663,000 | 7,165 |
| 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 | $0 | 7,280 |
| Mortgage-backed securities | $2,417,000 | 4,969 |
| Certificates of participation in pools of residential mortgages | $2,417,000 | 4,377 |
| Issued or guaranteed by U.S. | $2,417,000 | 4,357 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $4,663,000 | 7,070 |
| Total debt securities | $4,663,000 | 7,823 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $1,505,000 | 8,666 |
| U.S. Government securities | $1,505,000 | 8,368 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $1,505,000 | 8,217 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $1,505,000 | 5,463 |
| Certificates of participation in pools of residential mortgages | $1,505,000 | 4,912 |
| Issued or guaranteed by U.S. | $1,505,000 | 4,892 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $1,505,000 | 7,879 |
| Total debt securities | $1,505,000 | 8,600 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |