Home > The National Bank of Georgia > Securities
The National Bank of Georgia, Securities
| 2016-09-30 | Rank | |
| Total securities | $6,594,000 | 5,049 |
| U.S. Government securities | $6,594,000 | 4,356 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $6,594,000 | 4,237 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,116 |
| Mortgage-backed securities | $6,594,000 | 3,202 |
| Certificates of participation in pools of residential mortgages | $6,594,000 | 2,707 |
| Issued or guaranteed by U.S. | $6,594,000 | 2,706 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $6,594,000 | 4,715 |
| Total debt securities | $6,594,000 | 5,028 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $6,896,000 | 5,077 |
| U.S. Government securities | $6,896,000 | 4,406 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $6,896,000 | 4,274 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,199 |
| Mortgage-backed securities | $6,896,000 | 3,195 |
| Certificates of participation in pools of residential mortgages | $6,896,000 | 2,718 |
| Issued or guaranteed by U.S. | $6,896,000 | 2,713 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $6,896,000 | 4,742 |
| Total debt securities | $6,896,000 | 5,058 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $7,188,000 | 5,118 |
| U.S. Government securities | $7,188,000 | 4,469 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $7,188,000 | 4,348 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,255 |
| Mortgage-backed securities | $7,188,000 | 3,170 |
| Certificates of participation in pools of residential mortgages | $7,188,000 | 2,682 |
| Issued or guaranteed by U.S. | $7,188,000 | 2,678 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $7,188,000 | 4,778 |
| Total debt securities | $7,188,000 | 5,097 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $7,270,000 | 5,168 |
| U.S. Government securities | $7,270,000 | 4,503 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $7,270,000 | 4,382 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,301 |
| Mortgage-backed securities | $5,285,000 | 3,453 |
| Certificates of participation in pools of residential mortgages | $5,285,000 | 2,986 |
| Issued or guaranteed by U.S. | $5,285,000 | 2,985 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $7,270,000 | 4,822 |
| Total debt securities | $7,270,000 | 5,146 |
| Structured notes | ||
| Amortized cost | $1,992,000 | 809 |
| Fair value | $1,985,000 | 770 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $7,495,000 | 5,233 |
| U.S. Government securities | $7,495,000 | 4,563 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $7,495,000 | 4,453 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,371 |
| Mortgage-backed securities | $5,539,000 | 3,458 |
| Certificates of participation in pools of residential mortgages | $5,539,000 | 2,982 |
| Issued or guaranteed by U.S. | $5,539,000 | 2,979 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $7,495,000 | 4,871 |
| Total debt securities | $7,495,000 | 5,211 |
| Structured notes | ||
| Amortized cost | $1,991,000 | 924 |
| Fair value | $1,956,000 | 928 |
| 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 | $10,641,000 | 5,001 |
| U.S. Government securities | $10,641,000 | 4,214 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $10,641,000 | 4,096 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,428 |
| Mortgage-backed securities | $7,742,000 | 3,228 |
| Certificates of participation in pools of residential mortgages | $7,742,000 | 2,729 |
| Issued or guaranteed by U.S. | $7,742,000 | 2,725 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $10,641,000 | 4,641 |
| Total debt securities | $10,641,000 | 4,982 |
| Structured notes | ||
| Amortized cost | $2,991,000 | 810 |
| Fair value | $2,899,000 | 811 |
| 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 | $12,232,000 | 4,923 |
| U.S. Government securities | $11,199,000 | 4,213 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $11,199,000 | 4,095 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $1,033,000 | 1,633 |
| 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 | $1,033,000 | 1,283 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,487 |
| Mortgage-backed securities | $8,225,000 | 3,220 |
| Certificates of participation in pools of residential mortgages | $8,225,000 | 2,698 |
| Issued or guaranteed by U.S. | $8,225,000 | 2,696 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $12,232,000 | 4,547 |
| Total debt securities | $12,232,000 | 4,902 |
| Structured notes | ||
| Amortized cost | $2,991,000 | 859 |
| Fair value | $2,974,000 | 860 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $12,453,000 | 4,952 |
| U.S. Government securities | $11,410,000 | 4,247 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $11,410,000 | 4,138 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $1,043,000 | 1,647 |
| 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 | $1,043,000 | 1,296 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,563 |
| Mortgage-backed securities | $8,503,000 | 3,224 |
| Certificates of participation in pools of residential mortgages | $8,503,000 | 2,719 |
| Issued or guaranteed by U.S. | $8,503,000 | 2,717 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $12,453,000 | 4,575 |
| Total debt securities | $12,453,000 | 4,934 |
| Structured notes | ||
| Amortized cost | $2,991,000 | 909 |
| Fair value | $2,907,000 | 918 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $12,534,000 | 5,043 |
| U.S. Government securities | $11,482,000 | 4,355 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $11,482,000 | 4,245 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $1,052,000 | 1,694 |
| 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 | $1,052,000 | 1,323 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $8,671,000 | 3,300 |
| Certificates of participation in pools of residential mortgages | $8,671,000 | 2,775 |
| Issued or guaranteed by U.S. | $8,671,000 | 2,772 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $12,534,000 | 4,658 |
| Total debt securities | $12,534,000 | 5,019 |
| Structured notes | ||
| Amortized cost | $2,991,000 | 996 |
| Fair value | $2,811,000 | 1,013 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $12,822,000 | 5,100 |
| U.S. Government securities | $11,759,000 | 4,389 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $11,759,000 | 4,285 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $1,063,000 | 1,737 |
| 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 | $1,063,000 | 1,353 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,698 |
| Mortgage-backed securities | $8,985,000 | 3,318 |
| Certificates of participation in pools of residential mortgages | $8,985,000 | 2,780 |
| Issued or guaranteed by U.S. | $8,985,000 | 2,779 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $12,822,000 | 4,694 |
| Total debt securities | $12,822,000 | 5,078 |
| Structured notes | ||
| Amortized cost | $2,991,000 | 1,040 |
| Fair value | $2,774,000 | 1,059 |
| 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 | $12,959,000 | 5,137 |
| U.S. Government securities | $11,887,000 | 4,409 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $11,887,000 | 4,308 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $1,072,000 | 1,776 |
| 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 | $1,072,000 | 1,388 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,749 |
| Mortgage-backed securities | $9,110,000 | 3,316 |
| Certificates of participation in pools of residential mortgages | $9,110,000 | 2,766 |
| Issued or guaranteed by U.S. | $9,110,000 | 2,766 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $12,959,000 | 4,732 |
| Total debt securities | $12,959,000 | 5,112 |
| Structured notes | ||
| Amortized cost | $2,991,000 | 1,055 |
| Fair value | $2,777,000 | 1,065 |
| 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 | $14,091,000 | 5,021 |
| U.S. Government securities | $12,004,000 | 4,377 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $12,004,000 | 4,279 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $2,087,000 | 1,472 |
| 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 | $2,087,000 | 1,124 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,833 |
| Mortgage-backed securities | $9,290,000 | 3,287 |
| Certificates of participation in pools of residential mortgages | $9,290,000 | 2,757 |
| Issued or guaranteed by U.S. | $9,290,000 | 2,756 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $14,091,000 | 4,627 |
| Total debt securities | $14,090,000 | 4,998 |
| Structured notes | ||
| Amortized cost | $2,990,000 | 1,032 |
| Fair value | $2,714,000 | 1,042 |
| 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 | $20,039,000 | 4,490 |
| U.S. Government securities | $17,934,000 | 3,713 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $17,934,000 | 3,616 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $2,105,000 | 1,516 |
| 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 | $2,105,000 | 1,159 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $13,246,000 | 2,871 |
| Certificates of participation in pools of residential mortgages | $13,246,000 | 2,307 |
| Issued or guaranteed by U.S. | $13,246,000 | 2,305 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $20,039,000 | 4,129 |
| Total debt securities | $20,038,000 | 4,463 |
| Structured notes | ||
| Amortized cost | $4,990,000 | 738 |
| Fair value | $4,688,000 | 736 |
| 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 | $18,721,000 | 4,609 |
| U.S. Government securities | $16,597,000 | 3,849 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $16,597,000 | 3,760 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $2,124,000 | 1,542 |
| 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 | $2,124,000 | 1,182 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $13,765,000 | 2,829 |
| Certificates of participation in pools of residential mortgages | $13,765,000 | 2,250 |
| Issued or guaranteed by U.S. | $13,765,000 | 2,249 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $18,721,000 | 4,245 |
| Total debt securities | $18,721,000 | 4,577 |
| Structured notes | ||
| Amortized cost | $2,990,000 | 1,001 |
| Fair value | $2,832,000 | 1,010 |
| 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 | $17,247,000 | 4,772 |
| U.S. Government securities | $15,098,000 | 4,049 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $15,098,000 | 3,949 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $2,149,000 | 1,546 |
| 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 | $2,149,000 | 1,153 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $10,141,000 | 3,263 |
| Certificates of participation in pools of residential mortgages | $10,141,000 | 2,640 |
| Issued or guaranteed by U.S. | $10,141,000 | 2,639 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| 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) | $17,247,000 | 4,400 |
| Total debt securities | $17,247,000 | 4,741 |
| Structured notes | ||
| Amortized cost | $4,990,000 | 733 |
| Fair value | $4,957,000 | 731 |
| 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 | $24,784,000 | 4,055 |
| U.S. Government securities | $22,628,000 | 3,260 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $22,628,000 | 3,187 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $2,156,000 | 1,522 |
| 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 | $2,156,000 | 1,123 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $12,648,000 | 3,024 |
| Certificates of participation in pools of residential mortgages | $12,648,000 | 2,357 |
| Issued or guaranteed by U.S. | $12,648,000 | 2,356 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| 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) | $24,784,000 | 3,736 |
| Total debt securities | $24,783,000 | 4,026 |
| Structured notes | ||
| Amortized cost | $9,990,000 | 420 |
| Fair value | $9,980,000 | 422 |
| 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 | $19,731,000 | 4,567 |
| U.S. Government securities | $17,562,000 | 3,833 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $17,562,000 | 3,753 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $2,169,000 | 1,562 |
| 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 | $2,169,000 | 1,157 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $11,547,000 | 3,269 |
| Certificates of participation in pools of residential mortgages | $11,547,000 | 2,601 |
| Issued or guaranteed by U.S. | $11,547,000 | 2,599 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| 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) | $19,731,000 | 4,216 |
| Total debt securities | $19,731,000 | 4,537 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 667 |
| Fair value | $6,015,000 | 668 |
| 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 | $20,400,000 | 4,542 |
| U.S. Government securities | $18,250,000 | 3,819 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $18,250,000 | 3,743 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $2,150,000 | 1,564 |
| 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 | $2,150,000 | 1,154 |
| 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 | $0 | 6,201 |
| Mortgage-backed securities | $12,230,000 | 3,225 |
| Certificates of participation in pools of residential mortgages | $12,230,000 | 2,564 |
| Issued or guaranteed by U.S. | $12,230,000 | 2,561 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| 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) | $20,400,000 | 4,193 |
| Total debt securities | $20,400,000 | 4,515 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 772 |
| Fair value | $6,020,000 | 778 |
| 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 | $12,310,000 | 5,458 |
| U.S. Government securities | $10,148,000 | 4,949 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $10,148,000 | 4,850 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $2,162,000 | 1,542 |
| 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 | $2,162,000 | 1,127 |
| 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 | $0 | 6,234 |
| Mortgage-backed securities | $6,161,000 | 4,068 |
| Certificates of participation in pools of residential mortgages | $6,161,000 | 3,454 |
| Issued or guaranteed by U.S. | $6,161,000 | 3,452 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| 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) | $12,310,000 | 5,055 |
| Total debt securities | $12,310,000 | 5,428 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 1,182 |
| Fair value | $3,987,000 | 1,217 |
| 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 | $12,419,000 | 5,426 |
| U.S. Government securities | $10,306,000 | 4,890 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $10,306,000 | 4,791 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $2,113,000 | 1,547 |
| 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 | $2,113,000 | 1,080 |
| 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 | $0 | 5,916 |
| Mortgage-backed securities | $6,315,000 | 3,983 |
| Certificates of participation in pools of residential mortgages | $6,315,000 | 3,340 |
| Issued or guaranteed by U.S. | $6,315,000 | 3,339 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| 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) | $12,419,000 | 5,005 |
| Total debt securities | $12,419,000 | 5,398 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 1,140 |
| Fair value | $3,991,000 | 1,203 |
| 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 | $2,234,000 | 6,854 |
| U.S. Government securities | $109,000 | 7,023 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $109,000 | 6,933 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $2,125,000 | 1,543 |
| 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 | $2,125,000 | 1,046 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,942 |
| Mortgage-backed securities | $109,000 | 5,705 |
| Certificates of participation in pools of residential mortgages | $109,000 | 5,430 |
| Issued or guaranteed by U.S. | $109,000 | 5,414 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| 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) | $2,234,000 | 6,407 |
| Total debt securities | $2,234,000 | 6,817 |
| 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 | $3,837,000 | 6,716 |
| U.S. Government securities | $114,000 | 7,111 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $114,000 | 7,012 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $3,723,000 | 1,162 |
| 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 | $3,723,000 | 731 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,008 |
| Mortgage-backed securities | $114,000 | 5,721 |
| Certificates of participation in pools of residential mortgages | $114,000 | 5,441 |
| Issued or guaranteed by U.S. | $114,000 | 5,430 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $3,837,000 | 6,241 |
| Total debt securities | $3,837,000 | 6,681 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $3,782,000 | 6,758 |
| U.S. Government securities | $152,000 | 7,146 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $152,000 | 7,051 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $3,630,000 | 1,218 |
| 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 | $3,630,000 | 756 |
| 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 | $0 | 6,043 |
| Mortgage-backed securities | $152,000 | 5,678 |
| Certificates of participation in pools of residential mortgages | $152,000 | 5,377 |
| Issued or guaranteed by U.S. | $152,000 | 5,363 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $3,782,000 | 6,276 |
| Total debt securities | $3,782,000 | 6,720 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $3,757,000 | 6,754 |
| U.S. Government securities | $182,000 | 7,180 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $182,000 | 7,077 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $3,575,000 | 1,305 |
| 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 | $3,575,000 | 756 |
| 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 | $0 | 6,121 |
| Mortgage-backed securities | $182,000 | 5,671 |
| Certificates of participation in pools of residential mortgages | $182,000 | 5,321 |
| Issued or guaranteed by U.S. | $182,000 | 5,307 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $3,757,000 | 6,257 |
| Total debt securities | $3,757,000 | 6,723 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $3,832,000 | 6,779 |
| U.S. Government securities | $183,000 | 7,264 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $183,000 | 7,166 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $3,649,000 | 1,336 |
| 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 | $3,649,000 | 748 |
| 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 | $0 | 6,199 |
| Mortgage-backed securities | $183,000 | 5,734 |
| Certificates of participation in pools of residential mortgages | $183,000 | 5,352 |
| Issued or guaranteed by U.S. | $183,000 | 5,339 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $3,832,000 | 6,276 |
| Total debt securities | $3,832,000 | 6,744 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $4,737,000 | 6,688 |
| U.S. Government securities | $235,000 | 7,324 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $235,000 | 7,230 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $4,502,000 | 1,212 |
| 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 | $4,502,000 | 616 |
| 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 | $0 | 6,254 |
| Mortgage-backed securities | $235,000 | 5,718 |
| Certificates of participation in pools of residential mortgages | $235,000 | 5,346 |
| Issued or guaranteed by U.S. | $235,000 | 5,334 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $4,737,000 | 6,176 |
| Total debt securities | $4,737,000 | 6,646 |
| 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 | $4,639,000 | 6,786 |
| U.S. Government securities | $245,000 | 7,433 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $245,000 | 7,336 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $4,394,000 | 1,265 |
| 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 | $4,394,000 | 645 |
| 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 | $0 | 6,343 |
| Mortgage-backed securities | $245,000 | 5,805 |
| Certificates of participation in pools of residential mortgages | $245,000 | 5,452 |
| Issued or guaranteed by U.S. | $245,000 | 5,440 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $4,639,000 | 6,267 |
| Total debt securities | $4,639,000 | 6,744 |
| 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 | $4,509,000 | 6,826 |
| U.S. Government securities | $254,000 | 7,452 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $254,000 | 7,355 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $4,255,000 | 1,331 |
| 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 | $4,255,000 | 680 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,398 |
| Mortgage-backed securities | $254,000 | 5,857 |
| Certificates of participation in pools of residential mortgages | $254,000 | 5,513 |
| Issued or guaranteed by U.S. | $254,000 | 5,499 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $4,509,000 | 6,307 |
| Total debt securities | $4,509,000 | 6,786 |
| 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 | $6,339,000 | 6,519 |
| U.S. Government securities | $263,000 | 7,526 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $263,000 | 7,433 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $6,076,000 | 1,175 |
| 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 | $6,076,000 | 555 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,412 |
| Mortgage-backed securities | $263,000 | 5,912 |
| Certificates of participation in pools of residential mortgages | $263,000 | 5,577 |
| Issued or guaranteed by U.S. | $263,000 | 5,560 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $6,339,000 | 5,991 |
| Total debt securities | $6,340,000 | 6,475 |
| 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 | $6,580,000 | 6,483 |
| U.S. Government securities | $316,000 | 7,573 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $316,000 | 7,491 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $6,264,000 | 1,174 |
| 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 | $6,264,000 | 550 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,462 |
| Mortgage-backed securities | $316,000 | 5,937 |
| Certificates of participation in pools of residential mortgages | $316,000 | 5,586 |
| Issued or guaranteed by U.S. | $316,000 | 5,569 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $6,580,000 | 5,969 |
| Total debt securities | $6,580,000 | 6,438 |
| 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 | $6,683,000 | 6,512 |
| U.S. Government securities | $328,000 | 7,660 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $328,000 | 7,579 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $6,355,000 | 1,111 |
| 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 | $6,355,000 | 564 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,516 |
| Mortgage-backed securities | $328,000 | 5,977 |
| Certificates of participation in pools of residential mortgages | $328,000 | 5,638 |
| Issued or guaranteed by U.S. | $328,000 | 5,622 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $6,683,000 | 5,973 |
| Total debt securities | $6,683,000 | 6,471 |
| 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 | $6,657,000 | 6,577 |
| U.S. Government securities | $330,000 | 7,722 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $330,000 | 7,646 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $6,327,000 | 1,070 |
| 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 | $6,327,000 | 551 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,541 |
| Mortgage-backed securities | $330,000 | 5,977 |
| Certificates of participation in pools of residential mortgages | $330,000 | 5,632 |
| Issued or guaranteed by U.S. | $330,000 | 5,614 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $6,657,000 | 6,025 |
| Total debt securities | $6,657,000 | 6,534 |
| 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 | $6,691,000 | 6,560 |
| U.S. Government securities | $332,000 | 7,784 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $332,000 | 7,700 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $6,359,000 | 1,049 |
| 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 | $6,359,000 | 533 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,576 |
| Mortgage-backed securities | $332,000 | 5,967 |
| Certificates of participation in pools of residential mortgages | $332,000 | 5,626 |
| Issued or guaranteed by U.S. | $332,000 | 5,609 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $6,691,000 | 5,980 |
| Total debt securities | $6,691,000 | 6,517 |
| 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 | $6,992,000 | 6,538 |
| U.S. Government securities | $324,000 | 7,841 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $324,000 | 7,762 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $6,668,000 | 1,075 |
| 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 | $6,668,000 | 578 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,612 |
| Mortgage-backed securities | $324,000 | 5,992 |
| Certificates of participation in pools of residential mortgages | $324,000 | 5,642 |
| Issued or guaranteed by U.S. | $324,000 | 5,618 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $6,992,000 | 5,960 |
| Total debt securities | $6,992,000 | 6,476 |
| 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 | $5,764,000 | 6,827 |
| U.S. Government securities | $341,000 | 7,881 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $341,000 | 7,805 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $5,423,000 | 1,157 |
| 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 | $5,423,000 | 669 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,633 |
| Mortgage-backed securities | $341,000 | 5,976 |
| Certificates of participation in pools of residential mortgages | $341,000 | 5,612 |
| Issued or guaranteed by U.S. | $341,000 | 5,582 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $5,764,000 | 6,258 |
| Total debt securities | $5,764,000 | 6,759 |
| 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 | $1,026,000 | 7,989 |
| U.S. Government securities | $341,000 | 7,982 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $341,000 | 7,885 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $685,000 | 2,253 |
| 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 | $685,000 | 1,597 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,689 |
| Mortgage-backed securities | $341,000 | 5,868 |
| Certificates of participation in pools of residential mortgages | $341,000 | 5,489 |
| Issued or guaranteed by U.S. | $341,000 | 5,468 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $1,026,000 | 7,336 |
| Total debt securities | $1,026,000 | 7,948 |
| 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 | $1,031,000 | 8,034 |
| U.S. Government securities | $341,000 | 8,041 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $341,000 | 7,933 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $690,000 | 2,191 |
| 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 | $690,000 | 1,562 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,710 |
| Mortgage-backed securities | $341,000 | 5,813 |
| Certificates of participation in pools of residential mortgages | $341,000 | 5,417 |
| Issued or guaranteed by U.S. | $341,000 | 5,396 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $1,031,000 | 7,362 |
| Total debt securities | $1,031,000 | 7,988 |
| 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 | $1,024,000 | 8,080 |
| U.S. Government securities | $339,000 | 8,090 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $339,000 | 7,987 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $685,000 | 2,132 |
| 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 | $685,000 | 1,525 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,778 |
| Mortgage-backed securities | $339,000 | 5,826 |
| Certificates of participation in pools of residential mortgages | $339,000 | 5,442 |
| Issued or guaranteed by U.S. | $339,000 | 5,421 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $1,024,000 | 7,392 |
| Total debt securities | $1,024,000 | 8,039 |
| 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 | $1,052,000 | 8,122 |
| U.S. Government securities | $355,000 | 8,120 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $355,000 | 8,018 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $697,000 | 2,137 |
| 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 | $697,000 | 1,555 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $355,000 | 5,812 |
| Certificates of participation in pools of residential mortgages | $355,000 | 5,429 |
| Issued or guaranteed by U.S. | $355,000 | 5,404 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $1,052,000 | 7,419 |
| Total debt securities | $1,053,000 | 8,081 |
| 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 | $1,062,000 | 8,172 |
| U.S. Government securities | $363,000 | 8,174 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $363,000 | 8,069 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $699,000 | 2,148 |
| 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 | $699,000 | 1,587 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $363,000 | 5,818 |
| Certificates of participation in pools of residential mortgages | $363,000 | 5,426 |
| Issued or guaranteed by U.S. | $363,000 | 5,405 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $1,062,000 | 7,461 |
| Total debt securities | $1,062,000 | 8,127 |
| 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 | $1,075,000 | 8,239 |
| U.S. Government securities | $369,000 | 8,251 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $369,000 | 8,148 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $706,000 | 2,158 |
| 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 | $706,000 | 1,597 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $369,000 | 5,819 |
| Certificates of participation in pools of residential mortgages | $369,000 | 5,429 |
| Issued or guaranteed by U.S. | $369,000 | 5,403 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $1,075,000 | 7,501 |
| Total debt securities | $1,075,000 | 8,196 |
| 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 | $1,113,000 | 8,288 |
| U.S. Government securities | $410,000 | 8,281 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $410,000 | 8,168 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $703,000 | 2,185 |
| 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 | $703,000 | 1,647 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $410,000 | 5,809 |
| Certificates of participation in pools of residential mortgages | $410,000 | 5,419 |
| Issued or guaranteed by U.S. | $410,000 | 5,394 |
| 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) | $1,113,000 | 7,538 |
| Total debt securities | $1,113,000 | 8,247 |
| 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 | $1,141,000 | 8,319 |
| U.S. Government securities | $426,000 | 8,326 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $426,000 | 8,212 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $715,000 | 2,243 |
| 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 | $715,000 | 1,718 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $426,000 | 5,828 |
| Certificates of participation in pools of residential mortgages | $426,000 | 5,426 |
| Issued or guaranteed by U.S. | $426,000 | 5,404 |
| 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) | $1,141,000 | 7,572 |
| Total debt securities | $1,141,000 | 8,281 |
| 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 | $1,228,000 | 8,354 |
| U.S. Government securities | $501,000 | 8,346 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $501,000 | 8,227 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $727,000 | 2,315 |
| 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 | $727,000 | 1,812 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,036 |
| Mortgage-backed securities | $501,000 | 5,804 |
| Certificates of participation in pools of residential mortgages | $501,000 | 5,365 |
| Issued or guaranteed by U.S. | $501,000 | 5,343 |
| 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) | $1,228,000 | 7,599 |
| Total debt securities | $1,228,000 | 8,310 |
| 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 | $1,304,000 | 8,372 |
| U.S. Government securities | $565,000 | 8,364 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $565,000 | 8,256 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $739,000 | 2,344 |
| 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 | $739,000 | 1,867 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $565,000 | 5,789 |
| Certificates of participation in pools of residential mortgages | $565,000 | 5,340 |
| Issued or guaranteed by U.S. | $565,000 | 5,321 |
| 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) | $1,304,000 | 7,613 |
| Total debt securities | $1,304,000 | 8,328 |
| 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 | $1,371,000 | 8,377 |
| U.S. Government securities | $624,000 | 8,372 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $624,000 | 8,259 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $747,000 | 2,417 |
| 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 | $747,000 | 1,948 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $624,000 | 5,782 |
| Certificates of participation in pools of residential mortgages | $624,000 | 5,326 |
| Issued or guaranteed by U.S. | $624,000 | 5,303 |
| 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) | $1,371,000 | 7,623 |
| Total debt securities | $1,371,000 | 8,336 |
| 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 | $1,395,000 | 8,450 |
| U.S. Government securities | $653,000 | 8,437 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $653,000 | 8,318 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $742,000 | 2,496 |
| 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 | $742,000 | 2,054 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $653,000 | 5,838 |
| Certificates of participation in pools of residential mortgages | $653,000 | 5,382 |
| Issued or guaranteed by U.S. | $653,000 | 5,365 |
| 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) | $1,395,000 | 7,689 |
| Total debt securities | $1,395,000 | 8,405 |
| 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 | $1,449,000 | 8,480 |
| U.S. Government securities | $683,000 | 8,454 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $683,000 | 8,340 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $766,000 | 2,500 |
| 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 | $766,000 | 2,090 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $683,000 | 5,857 |
| Certificates of participation in pools of residential mortgages | $683,000 | 5,383 |
| Issued or guaranteed by U.S. | $683,000 | 5,366 |
| 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) | $1,449,000 | 7,706 |
| Total debt securities | $1,449,000 | 8,432 |
| 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 | $1,474,000 | 8,519 |
| U.S. Government securities | $697,000 | 8,508 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $697,000 | 8,395 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $777,000 | 2,522 |
| 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 | $777,000 | 2,135 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $697,000 | 5,884 |
| Certificates of participation in pools of residential mortgages | $697,000 | 5,408 |
| Issued or guaranteed by U.S. | $697,000 | 5,394 |
| 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) | $1,474,000 | 7,742 |
| Total debt securities | $1,474,000 | 8,477 |
| 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 | $1,586,000 | 8,557 |
| U.S. Government securities | $832,000 | 8,547 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $832,000 | 8,429 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $754,000 | 2,648 |
| 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 | $754,000 | 2,263 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $832,000 | 5,848 |
| Certificates of participation in pools of residential mortgages | $832,000 | 5,357 |
| Issued or guaranteed by U.S. | $832,000 | 5,342 |
| 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) | $1,586,000 | 7,778 |
| Total debt securities | $1,586,000 | 8,511 |
| 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 | $1,859,000 | 8,510 |
| U.S. Government securities | $1,056,000 | 8,456 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $1,056,000 | 8,329 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $803,000 | 2,697 |
| 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 | $803,000 | 2,304 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $1,056,000 | 5,722 |
| Certificates of participation in pools of residential mortgages | $1,056,000 | 5,207 |
| Issued or guaranteed by U.S. | $1,056,000 | 5,190 |
| 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) | $1,859,000 | 7,713 |
| Total debt securities | $1,859,000 | 8,446 |
| 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 | $1,868,000 | 8,579 |
| U.S. Government securities | $1,083,000 | 8,530 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $1,083,000 | 8,394 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $785,000 | 2,760 |
| 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 | $785,000 | 2,449 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $1,083,000 | 5,705 |
| Certificates of participation in pools of residential mortgages | $1,083,000 | 5,210 |
| Issued or guaranteed by U.S. | $1,083,000 | 5,189 |
| 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) | $1,868,000 | 7,784 |
| Total debt securities | $1,868,000 | 8,513 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $1,975,000 | 8,578 |
| U.S. Government securities | $1,189,000 | 8,492 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $1,189,000 | 8,343 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $786,000 | 2,879 |
| 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 | $786,000 | 2,562 |
| 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 | $1,189,000 | 6,392 |
| Mortgage-backed securities | $1,189,000 | 5,647 |
| Certificates of participation in pools of residential mortgages | $1,189,000 | 5,131 |
| Issued or guaranteed by U.S. | $1,189,000 | 5,110 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $1,975,000 | 7,762 |
| Total debt securities | $1,975,000 | 8,506 |
| 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 | $2,888,000 | 8,361 |
| U.S. Government securities | $2,058,000 | 8,185 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $2,058,000 | 8,007 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $830,000 | 2,909 |
| 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 | $830,000 | 2,580 |
| 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 | $2,197,000 | 5,704 |
| Mortgage-backed securities | $2,058,000 | 5,278 |
| Certificates of participation in pools of residential mortgages | $1,696,000 | 4,859 |
| Issued or guaranteed by U.S. | $1,696,000 | 4,843 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $362,000 | 3,596 |
| CMOs issued by government agencies or sponsored agencies | $362,000 | 3,426 |
| 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) | $2,888,000 | 7,515 |
| Total debt securities | $2,888,000 | 8,280 |
| 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 | $3,089,000 | 8,344 |
| U.S. Government securities | $2,308,000 | 8,162 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $2,308,000 | 7,985 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $781,000 | 2,998 |
| 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 | $781,000 | 2,648 |
| 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 | $2,308,000 | 5,686 |
| Mortgage-backed securities | $2,308,000 | 5,186 |
| Certificates of participation in pools of residential mortgages | $1,623,000 | 4,900 |
| Issued or guaranteed by U.S. | $1,623,000 | 4,885 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $685,000 | 3,362 |
| CMOs issued by government agencies or sponsored agencies | $685,000 | 3,211 |
| 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) | $3,089,000 | 7,473 |
| Total debt securities | $3,089,000 | 8,266 |
| 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 | $3,781,000 | 8,204 |
| U.S. Government securities | $3,016,000 | 7,938 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $3,016,000 | 7,725 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $765,000 | 3,022 |
| 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 | $765,000 | 2,681 |
| 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 | $3,017,000 | 5,315 |
| Mortgage-backed securities | $2,506,000 | 5,079 |
| Certificates of participation in pools of residential mortgages | $1,724,000 | 4,821 |
| Issued or guaranteed by U.S. | $1,724,000 | 4,803 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $782,000 | 3,334 |
| CMOs issued by government agencies or sponsored agencies | $782,000 | 3,194 |
| 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) | $3,781,000 | 7,309 |
| Total debt securities | $3,781,000 | 8,118 |
| 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 | $4,260,000 | 8,163 |
| U.S. Government securities | $3,551,000 | 7,838 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $3,551,000 | 7,583 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $709,000 | 3,165 |
| 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 | $709,000 | 2,730 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $3,036,000 | 4,704 |
| Certificates of participation in pools of residential mortgages | $2,104,000 | 4,407 |
| Issued or guaranteed by U.S. | $2,104,000 | 4,389 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $932,000 | 3,381 |
| CMOs issued by government agencies or sponsored agencies | $932,000 | 3,210 |
| 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) | $4,260,000 | 7,200 |
| Total debt securities | $4,260,000 | 8,055 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $206,000 | 9,716 |
| U.S. Government securities | $0 | 9,633 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $0 | 9,486 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| 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 | $206,000 | 5,745 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| 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) | $206,000 | 8,960 |
| Total debt securities | $0 | 9,692 |
| 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 |