Home > The Bank of Georgia > Securities
The Bank of Georgia, Securities
| 2015-09-30 | Rank | |
| Total securities | $47,892,000 | 2,563 |
| U.S. Government securities | $39,652,000 | 2,046 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $39,652,000 | 1,964 |
| Securities issued by states & political subdivisions | $8,240,000 | 3,078 |
| 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 | $27,477,000 | 1,769 |
| Mortgage-backed securities | $25,519,000 | 1,807 |
| Certificates of participation in pools of residential mortgages | $15,479,000 | 1,850 |
| Issued or guaranteed by U.S. | $15,479,000 | 1,850 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $10,040,000 | 1,183 |
| CMOs issued by government agencies or sponsored agencies | $10,040,000 | 1,126 |
| 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) | $47,892,000 | 2,344 |
| Total debt securities | $47,892,000 | 2,545 |
| 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 | $51,294,000 | 2,489 |
| U.S. Government securities | $42,132,000 | 2,024 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $42,132,000 | 1,947 |
| Securities issued by states & political subdivisions | $9,162,000 | 2,939 |
| 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 | $12,670,000 | 2,823 |
| Mortgage-backed securities | $27,582,000 | 1,772 |
| Certificates of participation in pools of residential mortgages | $16,920,000 | 1,815 |
| Issued or guaranteed by U.S. | $16,920,000 | 1,815 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $10,662,000 | 1,208 |
| CMOs issued by government agencies or sponsored agencies | $10,662,000 | 1,154 |
| 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) | $51,294,000 | 2,273 |
| Total debt securities | $51,294,000 | 2,463 |
| 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 | $40,811,000 | 2,910 |
| U.S. Government securities | $36,959,000 | 2,270 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $36,959,000 | 2,182 |
| Securities issued by states & political subdivisions | $3,852,000 | 3,854 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,657,000 | 2,876 |
| Mortgage-backed securities | $23,271,000 | 2,021 |
| Certificates of participation in pools of residential mortgages | $11,326,000 | 2,306 |
| Issued or guaranteed by U.S. | $11,326,000 | 2,306 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $11,945,000 | 1,166 |
| CMOs issued by government agencies or sponsored agencies | $11,945,000 | 1,116 |
| 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) | $40,811,000 | 2,664 |
| Total debt securities | $40,811,000 | 2,889 |
| 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 | $58,278,000 | 2,321 |
| U.S. Government securities | $46,278,000 | 1,934 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $46,278,000 | 1,856 |
| Securities issued by states & political subdivisions | $12,000,000 | 2,586 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,293,000 | 2,538 |
| Mortgage-backed securities | $35,290,000 | 1,572 |
| Certificates of participation in pools of residential mortgages | $21,222,000 | 1,610 |
| Issued or guaranteed by U.S. | $21,222,000 | 1,608 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $14,068,000 | 1,089 |
| CMOs issued by government agencies or sponsored agencies | $14,068,000 | 1,031 |
| 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) | $58,278,000 | 2,104 |
| Total debt securities | $58,278,000 | 2,302 |
| 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 | $62,460,000 | 2,232 |
| U.S. Government securities | $50,184,000 | 1,851 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $50,184,000 | 1,784 |
| Securities issued by states & political subdivisions | $12,276,000 | 2,576 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,823,000 | 2,673 |
| Mortgage-backed securities | $37,095,000 | 1,561 |
| Certificates of participation in pools of residential mortgages | $22,673,000 | 1,573 |
| Issued or guaranteed by U.S. | $22,673,000 | 1,573 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $14,422,000 | 1,097 |
| CMOs issued by government agencies or sponsored agencies | $14,422,000 | 1,041 |
| 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) | $62,460,000 | 2,009 |
| Total debt securities | $62,460,000 | 2,216 |
| 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 | $48,604,000 | 2,731 |
| U.S. Government securities | $35,861,000 | 2,436 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $35,861,000 | 2,361 |
| Securities issued by states & political subdivisions | $12,743,000 | 2,518 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,576,000 | 2,437 |
| Mortgage-backed securities | $16,126,000 | 2,586 |
| Certificates of participation in pools of residential mortgages | $14,546,000 | 2,165 |
| Issued or guaranteed by U.S. | $14,546,000 | 2,164 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,580,000 | 2,626 |
| CMOs issued by government agencies or sponsored agencies | $1,580,000 | 2,541 |
| 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) | $48,604,000 | 2,483 |
| Total debt securities | $48,604,000 | 2,700 |
| 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 | $48,905,000 | 2,731 |
| U.S. Government securities | $36,353,000 | 2,432 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $36,353,000 | 2,367 |
| Securities issued by states & political subdivisions | $12,552,000 | 2,555 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,879,000 | 2,507 |
| Mortgage-backed securities | $16,469,000 | 2,579 |
| Certificates of participation in pools of residential mortgages | $14,843,000 | 2,165 |
| Issued or guaranteed by U.S. | $14,843,000 | 2,163 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,626,000 | 2,627 |
| CMOs issued by government agencies or sponsored agencies | $1,626,000 | 2,537 |
| 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) | $48,905,000 | 2,483 |
| Total debt securities | $48,905,000 | 2,703 |
| 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 | $49,181,000 | 2,720 |
| U.S. Government securities | $35,460,000 | 2,460 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $35,460,000 | 2,394 |
| Securities issued by states & political subdivisions | $13,721,000 | 2,425 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,385,000 | 2,454 |
| Mortgage-backed securities | $21,064,000 | 2,267 |
| Certificates of participation in pools of residential mortgages | $17,716,000 | 1,938 |
| Issued or guaranteed by U.S. | $17,716,000 | 1,937 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $3,348,000 | 2,122 |
| CMOs issued by government agencies or sponsored agencies | $3,348,000 | 2,045 |
| 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) | $49,181,000 | 2,471 |
| Total debt securities | $49,181,000 | 2,693 |
| 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 | $50,318,000 | 2,687 |
| U.S. Government securities | $36,607,000 | 2,419 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $36,607,000 | 2,355 |
| Securities issued by states & political subdivisions | $13,711,000 | 2,420 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,592,000 | 2,409 |
| Mortgage-backed securities | $21,933,000 | 2,246 |
| Certificates of participation in pools of residential mortgages | $18,525,000 | 1,879 |
| Issued or guaranteed by U.S. | $18,525,000 | 1,876 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $3,408,000 | 2,143 |
| CMOs issued by government agencies or sponsored agencies | $3,408,000 | 2,057 |
| 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) | $50,318,000 | 2,444 |
| Total debt securities | $50,318,000 | 2,665 |
| 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 | $46,558,000 | 2,828 |
| U.S. Government securities | $35,554,000 | 2,461 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $35,554,000 | 2,396 |
| Securities issued by states & political subdivisions | $10,757,000 | 2,775 |
| Other domestic debt securities | $247,000 | 2,548 |
| 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 | $247,000 | 2,026 |
| 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 | $16,601,000 | 2,481 |
| Mortgage-backed securities | $21,161,000 | 2,298 |
| Certificates of participation in pools of residential mortgages | $17,683,000 | 1,951 |
| Issued or guaranteed by U.S. | $17,683,000 | 1,950 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,478,000 | 2,173 |
| CMOs issued by government agencies or sponsored agencies | $3,478,000 | 2,086 |
| 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) | $46,558,000 | 2,597 |
| Total debt securities | $46,558,000 | 2,803 |
| 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 | $44,116,000 | 2,942 |
| U.S. Government securities | $33,759,000 | 2,591 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $33,759,000 | 2,530 |
| Securities issued by states & political subdivisions | $10,110,000 | 2,839 |
| Other domestic debt securities | $247,000 | 2,550 |
| 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 | $247,000 | 2,006 |
| 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 | $17,895,000 | 2,390 |
| Mortgage-backed securities | $14,789,000 | 2,783 |
| Certificates of participation in pools of residential mortgages | $11,205,000 | 2,515 |
| Issued or guaranteed by U.S. | $11,205,000 | 2,514 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,584,000 | 2,199 |
| CMOs issued by government agencies or sponsored agencies | $3,584,000 | 2,104 |
| 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) | $44,116,000 | 2,733 |
| Total debt securities | $44,116,000 | 2,916 |
| 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 | $46,103,000 | 2,812 |
| U.S. Government securities | $35,643,000 | 2,447 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $35,643,000 | 2,384 |
| Securities issued by states & political subdivisions | $10,213,000 | 2,806 |
| Other domestic debt securities | $247,000 | 2,540 |
| 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 | $247,000 | 1,966 |
| 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 | $17,632,000 | 2,384 |
| Mortgage-backed securities | $16,022,000 | 2,695 |
| Certificates of participation in pools of residential mortgages | $12,385,000 | 2,386 |
| Issued or guaranteed by U.S. | $12,385,000 | 2,384 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $3,637,000 | 2,252 |
| CMOs issued by government agencies or sponsored agencies | $3,637,000 | 2,156 |
| 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) | $46,103,000 | 2,590 |
| Total debt securities | $46,103,000 | 2,783 |
| 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 | $45,857,000 | 2,856 |
| U.S. Government securities | $35,620,000 | 2,497 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $35,620,000 | 2,442 |
| Securities issued by states & political subdivisions | $9,992,000 | 2,799 |
| Other domestic debt securities | $245,000 | 2,628 |
| 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 | $245,000 | 2,048 |
| 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 | $17,585,000 | 2,429 |
| Mortgage-backed securities | $19,065,000 | 2,586 |
| Certificates of participation in pools of residential mortgages | $15,186,000 | 2,222 |
| Issued or guaranteed by U.S. | $15,186,000 | 2,221 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $3,879,000 | 2,308 |
| CMOs issued by government agencies or sponsored agencies | $3,879,000 | 2,206 |
| 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) | $45,857,000 | 2,634 |
| Total debt securities | $45,857,000 | 2,835 |
| 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 | $48,948,000 | 2,729 |
| U.S. Government securities | $38,824,000 | 2,366 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $38,824,000 | 2,316 |
| Securities issued by states & political subdivisions | $9,880,000 | 2,774 |
| Other domestic debt securities | $244,000 | 2,626 |
| 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 | $244,000 | 2,043 |
| 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 | $18,434,000 | 2,402 |
| Mortgage-backed securities | $20,686,000 | 2,480 |
| Certificates of participation in pools of residential mortgages | $16,614,000 | 2,135 |
| Issued or guaranteed by U.S. | $16,614,000 | 2,134 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $4,072,000 | 2,282 |
| CMOs issued by government agencies or sponsored agencies | $4,072,000 | 2,179 |
| 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) | $48,948,000 | 2,506 |
| Total debt securities | $48,948,000 | 2,704 |
| 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 | $52,331,000 | 2,576 |
| U.S. Government securities | $42,295,000 | 2,227 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $42,295,000 | 2,174 |
| Securities issued by states & political subdivisions | $9,792,000 | 2,704 |
| Other domestic debt securities | $244,000 | 2,617 |
| 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 | $244,000 | 2,043 |
| 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 | $18,231,000 | 2,409 |
| Mortgage-backed securities | $23,904,000 | 2,313 |
| Certificates of participation in pools of residential mortgages | $18,606,000 | 1,985 |
| Issued or guaranteed by U.S. | $18,606,000 | 1,983 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $5,298,000 | 2,102 |
| CMOs issued by government agencies or sponsored agencies | $5,298,000 | 1,996 |
| 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) | $52,331,000 | 2,364 |
| Total debt securities | $52,331,000 | 2,558 |
| 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 | $56,982,000 | 2,363 |
| U.S. Government securities | $46,671,000 | 1,992 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $46,671,000 | 1,945 |
| Securities issued by states & political subdivisions | $10,061,000 | 2,617 |
| Other domestic debt securities | $250,000 | 2,585 |
| 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 | $250,000 | 1,942 |
| 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 | $19,629,000 | 2,184 |
| Mortgage-backed securities | $27,228,000 | 2,037 |
| Certificates of participation in pools of residential mortgages | $21,690,000 | 1,679 |
| Issued or guaranteed by U.S. | $21,690,000 | 1,678 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $5,538,000 | 2,038 |
| CMOs issued by government agencies or sponsored agencies | $5,538,000 | 1,864 |
| 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) | $56,982,000 | 2,134 |
| Total debt securities | $56,982,000 | 2,345 |
| 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 | $54,203,000 | 2,388 |
| U.S. Government securities | $44,339,000 | 2,015 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $44,339,000 | 1,965 |
| Securities issued by states & political subdivisions | $9,614,000 | 2,641 |
| Other domestic debt securities | $250,000 | 2,568 |
| 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 | $250,000 | 1,908 |
| 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 | $19,580,000 | 2,160 |
| Mortgage-backed securities | $30,093,000 | 1,865 |
| Certificates of participation in pools of residential mortgages | $25,431,000 | 1,426 |
| Issued or guaranteed by U.S. | $25,431,000 | 1,421 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $4,662,000 | 2,140 |
| CMOs issued by government agencies or sponsored agencies | $4,662,000 | 1,960 |
| 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) | $54,203,000 | 2,160 |
| Total debt securities | $54,203,000 | 2,365 |
| 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 | $49,574,000 | 2,576 |
| U.S. Government securities | $41,977,000 | 2,123 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $41,977,000 | 2,062 |
| Securities issued by states & political subdivisions | $7,347,000 | 2,949 |
| Other domestic debt securities | $250,000 | 2,509 |
| 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 | $250,000 | 1,837 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,325,000 | 1,892 |
| Mortgage-backed securities | $31,187,000 | 1,782 |
| Certificates of participation in pools of residential mortgages | $26,389,000 | 1,359 |
| Issued or guaranteed by U.S. | $26,389,000 | 1,354 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $4,798,000 | 2,080 |
| CMOs issued by government agencies or sponsored agencies | $4,798,000 | 1,897 |
| 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) | $49,574,000 | 2,337 |
| Total debt securities | $49,574,000 | 2,548 |
| 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 | $37,298,000 | 3,125 |
| U.S. Government securities | $27,997,000 | 2,926 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $27,997,000 | 2,836 |
| Securities issued by states & political subdivisions | $9,051,000 | 2,629 |
| Other domestic debt securities | $250,000 | 2,562 |
| 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 | $250,000 | 1,878 |
| 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 | $25,733,000 | 1,805 |
| Mortgage-backed securities | $20,263,000 | 2,273 |
| Certificates of participation in pools of residential mortgages | $16,996,000 | 1,854 |
| Issued or guaranteed by U.S. | $16,996,000 | 1,851 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $3,267,000 | 2,312 |
| CMOs issued by government agencies or sponsored agencies | $3,267,000 | 2,099 |
| 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) | $37,298,000 | 2,849 |
| Total debt securities | $37,298,000 | 3,099 |
| 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 | $38,762,000 | 2,962 |
| U.S. Government securities | $29,302,000 | 2,695 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $29,302,000 | 2,612 |
| Securities issued by states & political subdivisions | $9,210,000 | 2,580 |
| Other domestic debt securities | $250,000 | 2,713 |
| 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 | $250,000 | 1,892 |
| 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 | $12,920,000 | 2,762 |
| Mortgage-backed securities | $20,727,000 | 2,181 |
| Certificates of participation in pools of residential mortgages | $17,215,000 | 1,746 |
| Issued or guaranteed by U.S. | $17,215,000 | 1,741 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,512,000 | 2,240 |
| CMOs issued by government agencies or sponsored agencies | $3,512,000 | 2,013 |
| 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) | $38,762,000 | 2,689 |
| Total debt securities | $38,762,000 | 2,939 |
| 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 | $38,417,000 | 2,946 |
| U.S. Government securities | $28,218,000 | 2,746 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $28,218,000 | 2,660 |
| Securities issued by states & political subdivisions | $9,949,000 | 2,388 |
| Other domestic debt securities | $250,000 | 2,799 |
| 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 | $250,000 | 1,919 |
| 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 | $14,541,000 | 2,615 |
| Mortgage-backed securities | $21,660,000 | 2,104 |
| Certificates of participation in pools of residential mortgages | $16,917,000 | 1,730 |
| Issued or guaranteed by U.S. | $16,917,000 | 1,725 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $4,743,000 | 2,022 |
| CMOs issued by government agencies or sponsored agencies | $4,743,000 | 1,791 |
| 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) | $38,417,000 | 2,665 |
| Total debt securities | $38,417,000 | 2,920 |
| 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 | $39,388,000 | 2,876 |
| U.S. Government securities | $29,072,000 | 2,745 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $29,072,000 | 2,659 |
| Securities issued by states & political subdivisions | $10,066,000 | 2,260 |
| 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 | $13,845,000 | 2,721 |
| Mortgage-backed securities | $22,150,000 | 2,068 |
| Certificates of participation in pools of residential mortgages | $16,706,000 | 1,770 |
| Issued or guaranteed by U.S. | $16,706,000 | 1,764 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $5,444,000 | 1,846 |
| CMOs issued by government agencies or sponsored agencies | $5,444,000 | 1,601 |
| 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) | $39,388,000 | 2,577 |
| Total debt securities | $39,388,000 | 2,849 |
| 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 | $45,679,000 | 2,584 |
| U.S. Government securities | $35,293,000 | 2,392 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $35,293,000 | 2,328 |
| Securities issued by states & political subdivisions | $10,136,000 | 2,206 |
| Other domestic debt securities | $250,000 | 2,848 |
| 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 | $250,000 | 1,894 |
| 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 | $14,199,000 | 2,769 |
| Mortgage-backed securities | $24,185,000 | 1,999 |
| Certificates of participation in pools of residential mortgages | $18,446,000 | 1,725 |
| Issued or guaranteed by U.S. | $18,446,000 | 1,723 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $5,739,000 | 1,757 |
| CMOs issued by government agencies or sponsored agencies | $5,739,000 | 1,509 |
| 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) | $45,679,000 | 2,298 |
| Total debt securities | $45,679,000 | 2,560 |
| 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 | $47,943,000 | 2,461 |
| U.S. Government securities | $37,520,000 | 2,229 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $37,520,000 | 2,164 |
| Securities issued by states & political subdivisions | $10,173,000 | 2,221 |
| Other domestic debt securities | $250,000 | 2,915 |
| 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 | $250,000 | 1,941 |
| 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 | $14,950,000 | 2,685 |
| Mortgage-backed securities | $26,167,000 | 1,924 |
| Certificates of participation in pools of residential mortgages | $20,082,000 | 1,679 |
| Issued or guaranteed by U.S. | $20,082,000 | 1,674 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $6,085,000 | 1,710 |
| CMOs issued by government agencies or sponsored agencies | $6,085,000 | 1,451 |
| 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) | $47,943,000 | 2,181 |
| Total debt securities | $47,943,000 | 2,433 |
| 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 | $53,649,000 | 2,249 |
| U.S. Government securities | $42,959,000 | 1,971 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $42,959,000 | 1,913 |
| Securities issued by states & political subdivisions | $10,443,000 | 2,190 |
| Other domestic debt securities | $247,000 | 3,030 |
| 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 | $247,000 | 2,059 |
| 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 | $19,665,000 | 2,253 |
| Mortgage-backed securities | $28,408,000 | 1,853 |
| Certificates of participation in pools of residential mortgages | $22,142,000 | 1,610 |
| Issued or guaranteed by U.S. | $22,142,000 | 1,601 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $6,266,000 | 1,692 |
| CMOs issued by government agencies or sponsored agencies | $6,266,000 | 1,397 |
| 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) | $53,649,000 | 1,994 |
| Total debt securities | $53,649,000 | 2,220 |
| 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 | $46,949,000 | 2,452 |
| U.S. Government securities | $36,868,000 | 2,208 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $36,868,000 | 2,161 |
| Securities issued by states & political subdivisions | $9,854,000 | 2,219 |
| Other domestic debt securities | $227,000 | 3,126 |
| 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 | $227,000 | 2,152 |
| 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 | $20,718,000 | 2,162 |
| Mortgage-backed securities | $26,246,000 | 1,971 |
| Certificates of participation in pools of residential mortgages | $19,814,000 | 1,773 |
| Issued or guaranteed by U.S. | $19,814,000 | 1,765 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $6,432,000 | 1,661 |
| CMOs issued by government agencies or sponsored agencies | $6,432,000 | 1,352 |
| 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) | $46,949,000 | 2,158 |
| Total debt securities | $46,949,000 | 2,420 |
| 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 | $41,956,000 | 2,678 |
| U.S. Government securities | $31,646,000 | 2,546 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $31,646,000 | 2,489 |
| Securities issued by states & political subdivisions | $9,967,000 | 2,129 |
| Other domestic debt securities | $343,000 | 2,916 |
| 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 | $343,000 | 2,120 |
| 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 | $22,051,000 | 2,111 |
| Mortgage-backed securities | $22,882,000 | 2,189 |
| Certificates of participation in pools of residential mortgages | $20,147,000 | 1,810 |
| Issued or guaranteed by U.S. | $20,147,000 | 1,799 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,735,000 | 2,294 |
| CMOs issued by government agencies or sponsored agencies | $2,735,000 | 1,928 |
| 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) | $41,956,000 | 2,390 |
| Total debt securities | $41,956,000 | 2,651 |
| 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 | $37,324,000 | 2,943 |
| U.S. Government securities | $26,131,000 | 2,945 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $26,131,000 | 2,890 |
| Securities issued by states & political subdivisions | $10,780,000 | 1,964 |
| Other domestic debt securities | $413,000 | 2,795 |
| 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 | $413,000 | 2,010 |
| 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 | $16,148,000 | 2,639 |
| Mortgage-backed securities | $21,035,000 | 2,271 |
| Certificates of participation in pools of residential mortgages | $18,331,000 | 1,880 |
| Issued or guaranteed by U.S. | $18,331,000 | 1,869 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $2,704,000 | 2,228 |
| CMOs issued by government agencies or sponsored agencies | $2,704,000 | 1,904 |
| 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) | $37,324,000 | 2,610 |
| Total debt securities | $37,324,000 | 2,912 |
| 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 | $38,476,000 | 2,823 |
| U.S. Government securities | $24,469,000 | 3,005 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $24,469,000 | 2,947 |
| Securities issued by states & political subdivisions | $13,594,000 | 1,613 |
| Other domestic debt securities | $413,000 | 2,766 |
| 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 | $413,000 | 1,997 |
| 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 | $16,031,000 | 2,628 |
| Mortgage-backed securities | $19,361,000 | 2,292 |
| Certificates of participation in pools of residential mortgages | $17,678,000 | 1,843 |
| Issued or guaranteed by U.S. | $17,678,000 | 1,831 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,683,000 | 2,455 |
| CMOs issued by government agencies or sponsored agencies | $1,683,000 | 2,119 |
| 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) | $38,476,000 | 2,490 |
| Total debt securities | $38,476,000 | 2,784 |
| 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 | $37,733,000 | 2,910 |
| U.S. Government securities | $21,037,000 | 3,421 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $21,037,000 | 3,359 |
| Securities issued by states & political subdivisions | $16,202,000 | 1,380 |
| Other domestic debt securities | $494,000 | 2,651 |
| 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 | $494,000 | 1,920 |
| 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 | $27,742,000 | 1,749 |
| Mortgage-backed securities | $15,836,000 | 2,587 |
| Certificates of participation in pools of residential mortgages | $14,132,000 | 2,138 |
| Issued or guaranteed by U.S. | $14,132,000 | 2,128 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,704,000 | 2,459 |
| CMOs issued by government agencies or sponsored agencies | $1,704,000 | 2,126 |
| 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) | $37,733,000 | 2,585 |
| Total debt securities | $37,733,000 | 2,878 |
| 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 | $38,374,000 | 2,862 |
| U.S. Government securities | $21,614,000 | 3,336 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $21,614,000 | 3,279 |
| Securities issued by states & political subdivisions | $16,257,000 | 1,385 |
| Other domestic debt securities | $503,000 | 2,555 |
| 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 | $503,000 | 1,840 |
| 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 | $17,152,000 | 2,440 |
| Mortgage-backed securities | $17,237,000 | 2,384 |
| Certificates of participation in pools of residential mortgages | $15,399,000 | 1,966 |
| Issued or guaranteed by U.S. | $15,399,000 | 1,956 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,838,000 | 2,396 |
| CMOs issued by government agencies or sponsored agencies | $1,838,000 | 2,070 |
| 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) | $38,374,000 | 2,548 |
| Total debt securities | $38,374,000 | 2,821 |
| 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 | $37,441,000 | 2,924 |
| U.S. Government securities | $20,651,000 | 3,504 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $20,651,000 | 3,433 |
| Securities issued by states & political subdivisions | $16,286,000 | 1,353 |
| Other domestic debt securities | $504,000 | 2,377 |
| 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 | $504,000 | 1,704 |
| 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 | $16,587,000 | 2,520 |
| Mortgage-backed securities | $17,202,000 | 2,122 |
| Certificates of participation in pools of residential mortgages | $15,404,000 | 1,711 |
| Issued or guaranteed by U.S. | $15,404,000 | 1,701 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,798,000 | 2,299 |
| CMOs issued by government agencies or sponsored agencies | $1,798,000 | 2,006 |
| 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) | $37,441,000 | 2,569 |
| Total debt securities | $37,441,000 | 2,878 |
| 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 | $37,017,000 | 2,943 |
| U.S. Government securities | $20,272,000 | 3,591 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $20,272,000 | 3,517 |
| Securities issued by states & political subdivisions | $16,243,000 | 1,315 |
| Other domestic debt securities | $502,000 | 2,320 |
| 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 | $502,000 | 1,675 |
| 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 | $14,003,000 | 2,793 |
| Mortgage-backed securities | $16,815,000 | 2,020 |
| Certificates of participation in pools of residential mortgages | $14,993,000 | 1,631 |
| Issued or guaranteed by U.S. | $14,993,000 | 1,621 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,822,000 | 2,246 |
| CMOs issued by government agencies or sponsored agencies | $1,822,000 | 1,957 |
| 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) | $37,017,000 | 2,571 |
| Total debt securities | $37,017,000 | 2,892 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $34,356,000 | 3,127 |
| U.S. Government securities | $18,588,000 | 3,834 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $18,588,000 | 3,743 |
| Securities issued by states & political subdivisions | $15,264,000 | 1,377 |
| Other domestic debt securities | $504,000 | 2,249 |
| 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 | $504,000 | 1,624 |
| 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 | $14,108,000 | 2,770 |
| Mortgage-backed securities | $15,174,000 | 2,106 |
| Certificates of participation in pools of residential mortgages | $13,366,000 | 1,721 |
| Issued or guaranteed by U.S. | $13,366,000 | 1,715 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,808,000 | 2,213 |
| CMOs issued by government agencies or sponsored agencies | $1,808,000 | 1,934 |
| 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) | $34,356,000 | 2,726 |
| Total debt securities | $34,356,000 | 3,085 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $35,816,000 | 3,040 |
| U.S. Government securities | $19,952,000 | 3,666 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $19,952,000 | 3,571 |
| Securities issued by states & political subdivisions | $15,362,000 | 1,353 |
| Other domestic debt securities | $502,000 | 2,267 |
| 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 | $502,000 | 1,671 |
| 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 | $13,288,000 | 2,916 |
| Mortgage-backed securities | $16,438,000 | 1,992 |
| Certificates of participation in pools of residential mortgages | $14,530,000 | 1,633 |
| Issued or guaranteed by U.S. | $14,530,000 | 1,627 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,908,000 | 2,149 |
| CMOs issued by government agencies or sponsored agencies | $1,908,000 | 1,877 |
| 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) | $35,816,000 | 2,638 |
| Total debt securities | $35,816,000 | 2,998 |
| 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 | $35,170,000 | 3,104 |
| U.S. Government securities | $19,610,000 | 3,775 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $19,610,000 | 3,671 |
| Securities issued by states & political subdivisions | $15,063,000 | 1,387 |
| Other domestic debt securities | $497,000 | 2,354 |
| 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 | $497,000 | 1,787 |
| 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 | $2,247,000 | 5,636 |
| Mortgage-backed securities | $16,065,000 | 2,023 |
| Certificates of participation in pools of residential mortgages | $14,140,000 | 1,670 |
| Issued or guaranteed by U.S. | $14,140,000 | 1,662 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,925,000 | 2,139 |
| CMOs issued by government agencies or sponsored agencies | $1,925,000 | 1,867 |
| 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) | $35,170,000 | 2,696 |
| Total debt securities | $35,170,000 | 3,065 |
| 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 | $35,740,000 | 3,103 |
| U.S. Government securities | $20,708,000 | 3,669 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $20,708,000 | 3,564 |
| Securities issued by states & political subdivisions | $14,536,000 | 1,410 |
| Other domestic debt securities | $496,000 | 2,387 |
| 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 | $496,000 | 1,823 |
| 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 | $1,565,000 | 6,037 |
| Mortgage-backed securities | $16,647,000 | 1,990 |
| Certificates of participation in pools of residential mortgages | $14,710,000 | 1,651 |
| Issued or guaranteed by U.S. | $14,710,000 | 1,641 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,937,000 | 2,098 |
| CMOs issued by government agencies or sponsored agencies | $1,937,000 | 1,841 |
| 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) | $35,740,000 | 2,685 |
| Total debt securities | $35,740,000 | 3,063 |
| 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 | $31,130,000 | 3,400 |
| U.S. Government securities | $17,030,000 | 4,194 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $17,030,000 | 4,073 |
| Securities issued by states & political subdivisions | $13,603,000 | 1,493 |
| Other domestic debt securities | $497,000 | 2,409 |
| 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 | $497,000 | 1,856 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,132,000 | 4,581 |
| Mortgage-backed securities | $14,442,000 | 2,164 |
| Certificates of participation in pools of residential mortgages | $14,442,000 | 1,666 |
| Issued or guaranteed by U.S. | $14,442,000 | 1,658 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $31,130,000 | 2,954 |
| Total debt securities | $31,124,000 | 3,355 |
| 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 | $28,559,000 | 3,679 |
| U.S. Government securities | $15,555,000 | 4,459 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $15,555,000 | 4,331 |
| Securities issued by states & political subdivisions | $12,506,000 | 1,594 |
| Other domestic debt securities | $498,000 | 2,478 |
| 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 | $498,000 | 1,949 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,105,000 | 4,581 |
| Mortgage-backed securities | $13,957,000 | 2,226 |
| Certificates of participation in pools of residential mortgages | $13,957,000 | 1,735 |
| Issued or guaranteed by U.S. | $13,957,000 | 1,724 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $28,559,000 | 3,199 |
| Total debt securities | $28,559,000 | 3,627 |
| 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 | $27,453,000 | 3,800 |
| U.S. Government securities | $14,899,000 | 4,544 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $14,899,000 | 4,412 |
| Securities issued by states & political subdivisions | $12,053,000 | 1,649 |
| Other domestic debt securities | $501,000 | 2,511 |
| 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 | $501,000 | 2,006 |
| 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 | $5,407,000 | 4,471 |
| Mortgage-backed securities | $13,208,000 | 2,316 |
| Certificates of participation in pools of residential mortgages | $13,208,000 | 1,816 |
| Issued or guaranteed by U.S. | $13,208,000 | 1,806 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $27,453,000 | 3,293 |
| Total debt securities | $27,448,000 | 3,744 |
| 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 | $25,751,000 | 3,926 |
| U.S. Government securities | $14,722,000 | 4,537 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $14,722,000 | 4,406 |
| Securities issued by states & political subdivisions | $10,528,000 | 1,848 |
| Other domestic debt securities | $501,000 | 2,570 |
| 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 | $501,000 | 2,099 |
| 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 | $2,086,000 | 5,797 |
| Mortgage-backed securities | $13,523,000 | 2,307 |
| Certificates of participation in pools of residential mortgages | $13,523,000 | 1,818 |
| Issued or guaranteed by U.S. | $13,523,000 | 1,804 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $25,751,000 | 3,398 |
| Total debt securities | $25,749,000 | 3,870 |
| 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 | $26,353,000 | 3,902 |
| U.S. Government securities | $15,622,000 | 4,456 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $15,622,000 | 4,326 |
| Securities issued by states & political subdivisions | $10,232,000 | 1,890 |
| Other domestic debt securities | $499,000 | 2,702 |
| 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 | $499,000 | 2,239 |
| 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 | $2,607,000 | 5,534 |
| Mortgage-backed securities | $14,418,000 | 2,282 |
| Certificates of participation in pools of residential mortgages | $14,418,000 | 1,795 |
| Issued or guaranteed by U.S. | $14,418,000 | 1,780 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $26,353,000 | 3,384 |
| Total debt securities | $26,353,000 | 3,841 |
| 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 | $33,732,000 | 3,324 |
| U.S. Government securities | $23,748,000 | 3,439 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $23,748,000 | 3,308 |
| Securities issued by states & political subdivisions | $9,486,000 | 2,003 |
| Other domestic debt securities | $498,000 | 2,762 |
| 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 | $498,000 | 2,329 |
| 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 | $6,367,000 | 4,188 |
| Mortgage-backed securities | $15,494,000 | 2,258 |
| Certificates of participation in pools of residential mortgages | $15,494,000 | 1,767 |
| Issued or guaranteed by U.S. | $15,494,000 | 1,755 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $33,732,000 | 2,851 |
| Total debt securities | $33,732,000 | 3,270 |
| 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 | $35,039,000 | 3,227 |
| U.S. Government securities | $24,971,000 | 3,287 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $24,971,000 | 3,152 |
| Securities issued by states & political subdivisions | $9,569,000 | 2,015 |
| Other domestic debt securities | $499,000 | 2,803 |
| 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 | $499,000 | 2,386 |
| 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 | $9,309,000 | 3,492 |
| Mortgage-backed securities | $16,713,000 | 2,183 |
| Certificates of participation in pools of residential mortgages | $16,713,000 | 1,704 |
| Issued or guaranteed by U.S. | $16,713,000 | 1,695 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $35,039,000 | 2,765 |
| Total debt securities | $35,039,000 | 3,177 |
| 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 | $37,835,000 | 3,025 |
| U.S. Government securities | $29,218,000 | 2,901 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $29,218,000 | 2,789 |
| Securities issued by states & political subdivisions | $8,117,000 | 2,289 |
| Other domestic debt securities | $500,000 | 2,813 |
| 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 | $500,000 | 2,410 |
| 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 | $10,527,000 | 3,195 |
| Mortgage-backed securities | $19,927,000 | 1,939 |
| Certificates of participation in pools of residential mortgages | $19,927,000 | 1,491 |
| Issued or guaranteed by U.S. | $19,927,000 | 1,480 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $37,835,000 | 2,582 |
| Total debt securities | $37,835,000 | 2,965 |
| 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 | $32,836,000 | 3,427 |
| U.S. Government securities | $23,488,000 | 3,519 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $23,488,000 | 3,392 |
| Securities issued by states & political subdivisions | $8,854,000 | 2,131 |
| Other domestic debt securities | $494,000 | 2,960 |
| 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 | $494,000 | 2,569 |
| 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 | $20,198,000 | 2,011 |
| Mortgage-backed securities | $21,680,000 | 1,871 |
| Certificates of participation in pools of residential mortgages | $21,680,000 | 1,425 |
| Issued or guaranteed by U.S. | $21,680,000 | 1,414 |
| 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) | $32,836,000 | 2,947 |
| Total debt securities | $32,836,000 | 3,360 |
| 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 | $31,836,000 | 3,489 |
| U.S. Government securities | $22,601,000 | 3,534 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $22,601,000 | 3,411 |
| Securities issued by states & political subdivisions | $8,982,000 | 2,151 |
| Other domestic debt securities | $253,000 | 3,330 |
| 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 | $253,000 | 2,875 |
| 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 | $15,392,000 | 2,470 |
| Mortgage-backed securities | $19,241,000 | 2,075 |
| Certificates of participation in pools of residential mortgages | $19,241,000 | 1,579 |
| Issued or guaranteed by U.S. | $19,241,000 | 1,569 |
| 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) | $31,836,000 | 3,027 |
| Total debt securities | $31,836,000 | 3,421 |
| 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 | $34,148,000 | 3,378 |
| U.S. Government securities | $25,080,000 | 3,334 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $25,080,000 | 3,218 |
| Securities issued by states & political subdivisions | $8,818,000 | 2,175 |
| Other domestic debt securities | $250,000 | 3,390 |
| 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 | $250,000 | 3,027 |
| 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 | $18,865,000 | 2,035 |
| Mortgage-backed securities | $20,648,000 | 1,969 |
| Certificates of participation in pools of residential mortgages | $20,648,000 | 1,502 |
| Issued or guaranteed by U.S. | $20,648,000 | 1,491 |
| 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) | $34,148,000 | 2,903 |
| Total debt securities | $34,148,000 | 3,327 |
| 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 | $35,098,000 | 3,247 |
| U.S. Government securities | $27,121,000 | 3,032 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $27,121,000 | 2,925 |
| Securities issued by states & political subdivisions | $7,727,000 | 2,375 |
| Other domestic debt securities | $250,000 | 3,504 |
| 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 | $250,000 | 3,134 |
| 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 | $17,603,000 | 2,090 |
| Mortgage-backed securities | $22,154,000 | 1,879 |
| Certificates of participation in pools of residential mortgages | $22,154,000 | 1,423 |
| Issued or guaranteed by U.S. | $22,154,000 | 1,417 |
| 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) | $35,098,000 | 2,805 |
| Total debt securities | $35,098,000 | 3,175 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $30,018,000 | 3,555 |
| U.S. Government securities | $24,720,000 | 3,190 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $24,720,000 | 3,055 |
| Securities issued by states & political subdivisions | $5,298,000 | 2,939 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,759,000 | 1,874 |
| Mortgage-backed securities | $20,121,000 | 2,045 |
| Certificates of participation in pools of residential mortgages | $20,121,000 | 1,525 |
| Issued or guaranteed by U.S. | $20,121,000 | 1,519 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $30,018,000 | 3,076 |
| Total debt securities | $30,018,000 | 3,480 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $35,856,000 | 3,074 |
| U.S. Government securities | $31,410,000 | 2,613 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $31,410,000 | 2,508 |
| Securities issued by states & political subdivisions | $4,446,000 | 3,154 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,806,000 | 1,585 |
| Mortgage-backed securities | $25,444,000 | 1,720 |
| Certificates of participation in pools of residential mortgages | $25,444,000 | 1,265 |
| Issued or guaranteed by U.S. | $25,444,000 | 1,261 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $35,856,000 | 2,651 |
| Total debt securities | $35,856,000 | 2,995 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $34,809,000 | 3,122 |
| U.S. Government securities | $29,807,000 | 2,714 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $29,807,000 | 2,594 |
| Securities issued by states & political subdivisions | $5,002,000 | 2,926 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,020,000 | 2,091 |
| Mortgage-backed securities | $23,735,000 | 1,774 |
| Certificates of participation in pools of residential mortgages | $23,735,000 | 1,287 |
| Issued or guaranteed by U.S. | $23,735,000 | 1,283 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $34,809,000 | 2,668 |
| Total debt securities | $34,809,000 | 3,043 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $21,891,000 | 4,241 |
| U.S. Government securities | $17,329,000 | 3,954 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $17,329,000 | 3,763 |
| Securities issued by states & political subdivisions | $4,562,000 | 3,036 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,086,000 | 4,366 |
| Mortgage-backed securities | $11,266,000 | 2,681 |
| Certificates of participation in pools of residential mortgages | $11,266,000 | 1,946 |
| Issued or guaranteed by U.S. | $11,266,000 | 1,934 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $21,891,000 | 3,601 |
| Total debt securities | $21,891,000 | 4,156 |
| Structured notes | ||
| Amortized cost | $500,000 | 530 |
| Fair value | $486,000 | 642 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $12,554,000 | 6,094 |
| U.S. Government securities | $10,270,000 | 5,761 |
| U.S. Treasury securities | $499,000 | 3,515 |
| U.S. Government agency obligations | $9,771,000 | 5,610 |
| Securities issued by states & political subdivisions | $1,946,000 | 4,442 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $338,000 | 4,729 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,680,000 | 5,282 |
| Mortgage-backed securities | $4,901,000 | 3,428 |
| Certificates of participation in pools of residential mortgages | $4,901,000 | 2,657 |
| Issued or guaranteed by U.S. | $4,901,000 | 2,639 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $12,554,000 | 5,103 |
| Total debt securities | $12,216,000 | 6,050 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |