Home > Bank of Napa, N.A. > Securities
Bank of Napa, N.A., Securities
| 2017-09-30 | Rank | |
| Total securities | $85,715,000 | 1,538 |
| U.S. Government securities | $26,683,000 | 2,418 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $26,683,000 | 2,322 |
| Securities issued by states & political subdivisions | $50,322,000 | 793 |
| Other domestic debt securities | $8,710,000 | 629 |
| Privately issued residential mortgage-backed securities | $4,551,000 | 164 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $1,065,000 | 248 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $3,094,000 | 815 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,794,000 | 4,328 |
| Mortgage-backed securities | $22,945,000 | 1,813 |
| Certificates of participation in pools of residential mortgages | $4,612,000 | 2,927 |
| Issued or guaranteed by U.S. | $4,612,000 | 2,925 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $4,808,000 | 1,588 |
| CMOs issued by government agencies or sponsored agencies | $257,000 | 2,713 |
| Privately issued | $4,551,000 | 156 |
| Commercial mortgage-backed securities | $13,525,000 | 443 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $13,525,000 | 278 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $85,715,000 | 1,403 |
| Total debt securities | $85,715,000 | 1,517 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $88,583,000 | 1,530 |
| U.S. Government securities | $27,421,000 | 2,416 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $27,421,000 | 2,319 |
| Securities issued by states & political subdivisions | $51,669,000 | 782 |
| Other domestic debt securities | $9,493,000 | 617 |
| Privately issued residential mortgage-backed securities | $4,790,000 | 170 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $1,093,000 | 237 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $3,610,000 | 773 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,802,000 | 4,357 |
| Mortgage-backed securities | $23,679,000 | 1,814 |
| Certificates of participation in pools of residential mortgages | $4,996,000 | 2,905 |
| Issued or guaranteed by U.S. | $4,996,000 | 2,902 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,082,000 | 1,575 |
| CMOs issued by government agencies or sponsored agencies | $292,000 | 2,718 |
| Privately issued | $4,790,000 | 161 |
| Commercial mortgage-backed securities | $13,601,000 | 440 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $13,601,000 | 274 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $88,583,000 | 1,383 |
| Total debt securities | $88,583,000 | 1,512 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $91,707,000 | 1,507 |
| U.S. Government securities | $27,846,000 | 2,419 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $27,846,000 | 2,318 |
| Securities issued by states & political subdivisions | $53,585,000 | 751 |
| Other domestic debt securities | $10,276,000 | 593 |
| Privately issued residential mortgage-backed securities | $5,052,000 | 170 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $1,101,000 | 245 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $4,123,000 | 740 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,024,000 | 4,617 |
| Mortgage-backed securities | $24,229,000 | 1,807 |
| Certificates of participation in pools of residential mortgages | $5,302,000 | 2,900 |
| Issued or guaranteed by U.S. | $5,302,000 | 2,897 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $5,389,000 | 1,527 |
| CMOs issued by government agencies or sponsored agencies | $337,000 | 2,725 |
| Privately issued | $5,052,000 | 163 |
| Commercial mortgage-backed securities | $13,538,000 | 422 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $13,538,000 | 266 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $91,707,000 | 1,351 |
| Total debt securities | $91,706,000 | 1,485 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $94,365,000 | 1,456 |
| U.S. Government securities | $28,338,000 | 2,377 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $28,338,000 | 2,278 |
| Securities issued by states & political subdivisions | $55,338,000 | 718 |
| Other domestic debt securities | $10,689,000 | 574 |
| Privately issued residential mortgage-backed securities | $5,396,000 | 171 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $1,160,000 | 245 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $4,133,000 | 718 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,024,000 | 4,665 |
| Mortgage-backed securities | $24,914,000 | 1,785 |
| Certificates of participation in pools of residential mortgages | $5,632,000 | 2,861 |
| Issued or guaranteed by U.S. | $5,632,000 | 2,856 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $5,774,000 | 1,475 |
| CMOs issued by government agencies or sponsored agencies | $378,000 | 2,694 |
| Privately issued | $5,396,000 | 162 |
| Commercial mortgage-backed securities | $13,508,000 | 403 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $13,508,000 | 253 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $94,365,000 | 1,293 |
| Total debt securities | $94,365,000 | 1,435 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $89,275,000 | 1,520 |
| U.S. Government securities | $26,159,000 | 2,504 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $26,159,000 | 2,403 |
| Securities issued by states & political subdivisions | $52,349,000 | 767 |
| Other domestic debt securities | $10,767,000 | 562 |
| Privately issued residential mortgage-backed securities | $4,779,000 | 183 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $1,240,000 | 243 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $4,748,000 | 675 |
| 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 | $1,545,000 | 4,593 |
| Mortgage-backed securities | $23,005,000 | 1,880 |
| Certificates of participation in pools of residential mortgages | $4,931,000 | 3,012 |
| Issued or guaranteed by U.S. | $4,931,000 | 3,011 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,212,000 | 1,574 |
| CMOs issued by government agencies or sponsored agencies | $433,000 | 2,699 |
| Privately issued | $4,779,000 | 176 |
| Commercial mortgage-backed securities | $12,862,000 | 392 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $12,862,000 | 245 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $89,275,000 | 1,359 |
| Total debt securities | $89,274,000 | 1,500 |
| 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 | $80,061,000 | 1,678 |
| U.S. Government securities | $23,350,000 | 2,723 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $23,350,000 | 2,618 |
| Securities issued by states & political subdivisions | $46,493,000 | 883 |
| Other domestic debt securities | $10,218,000 | 593 |
| Privately issued residential mortgage-backed securities | $4,143,000 | 202 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $1,291,000 | 240 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $4,784,000 | 667 |
| 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 | $1,527,000 | 4,676 |
| Mortgage-backed securities | $19,832,000 | 2,059 |
| Certificates of participation in pools of residential mortgages | $2,768,000 | 3,518 |
| Issued or guaranteed by U.S. | $2,768,000 | 3,512 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $7,395,000 | 1,359 |
| CMOs issued by government agencies or sponsored agencies | $3,252,000 | 1,828 |
| Privately issued | $4,143,000 | 188 |
| Commercial mortgage-backed securities | $9,669,000 | 443 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $9,669,000 | 277 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $80,061,000 | 1,510 |
| Total debt securities | $80,060,000 | 1,653 |
| 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 | $71,019,000 | 1,886 |
| U.S. Government securities | $20,759,000 | 2,986 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $20,759,000 | 2,874 |
| Securities issued by states & political subdivisions | $40,802,000 | 983 |
| Other domestic debt securities | $8,967,000 | 642 |
| Privately issued residential mortgage-backed securities | $4,401,000 | 193 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $283,000 | 314 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $4,283,000 | 713 |
| Foreign debt securities | $491,000 | 266 |
| 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 | $1,562,000 | 4,705 |
| Mortgage-backed securities | $20,351,000 | 2,048 |
| Certificates of participation in pools of residential mortgages | $2,987,000 | 3,490 |
| Issued or guaranteed by U.S. | $2,987,000 | 3,487 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $7,833,000 | 1,340 |
| CMOs issued by government agencies or sponsored agencies | $3,432,000 | 1,793 |
| Privately issued | $4,401,000 | 184 |
| Commercial mortgage-backed securities | $9,531,000 | 432 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $9,531,000 | 267 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $71,019,000 | 1,702 |
| Total debt securities | $71,018,000 | 1,864 |
| 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 | $72,209,000 | 1,888 |
| U.S. Government securities | $21,367,000 | 2,964 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $21,367,000 | 2,856 |
| Securities issued by states & political subdivisions | $40,498,000 | 990 |
| Other domestic debt securities | $9,850,000 | 600 |
| Privately issued residential mortgage-backed securities | $4,722,000 | 180 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $360,000 | 313 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $4,768,000 | 668 |
| Foreign debt securities | $494,000 | 252 |
| 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 | $1,567,000 | 4,743 |
| Mortgage-backed securities | $20,790,000 | 2,023 |
| Certificates of participation in pools of residential mortgages | $3,118,000 | 3,469 |
| Issued or guaranteed by U.S. | $3,118,000 | 3,465 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $8,318,000 | 1,314 |
| CMOs issued by government agencies or sponsored agencies | $3,596,000 | 1,793 |
| Privately issued | $4,722,000 | 171 |
| Commercial mortgage-backed securities | $9,354,000 | 410 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $9,354,000 | 243 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $72,209,000 | 1,712 |
| Total debt securities | $72,209,000 | 1,859 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $66,772,000 | 2,010 |
| U.S. Government securities | $20,856,000 | 3,070 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $20,856,000 | 2,974 |
| Securities issued by states & political subdivisions | $36,228,000 | 1,095 |
| Other domestic debt securities | $9,192,000 | 625 |
| Privately issued residential mortgage-backed securities | $4,002,000 | 193 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $382,000 | 324 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $4,808,000 | 664 |
| Foreign debt securities | $496,000 | 251 |
| 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 | $1,575,000 | 4,815 |
| Mortgage-backed securities | $19,522,000 | 2,127 |
| Certificates of participation in pools of residential mortgages | $3,312,000 | 3,462 |
| Issued or guaranteed by U.S. | $3,312,000 | 3,457 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $7,820,000 | 1,361 |
| CMOs issued by government agencies or sponsored agencies | $3,818,000 | 1,782 |
| Privately issued | $4,002,000 | 183 |
| Commercial mortgage-backed securities | $8,390,000 | 414 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $8,390,000 | 244 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $66,772,000 | 1,821 |
| Total debt securities | $66,772,000 | 1,985 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $58,056,000 | 2,272 |
| U.S. Government securities | $17,601,000 | 3,431 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $17,601,000 | 3,324 |
| Securities issued by states & political subdivisions | $34,757,000 | 1,109 |
| Other domestic debt securities | $5,198,000 | 857 |
| Privately issued residential mortgage-backed securities | $514,000 | 451 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $429,000 | 319 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $4,255,000 | 713 |
| Foreign debt securities | $500,000 | 243 |
| 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 | $1,577,000 | 4,850 |
| Mortgage-backed securities | $12,272,000 | 2,719 |
| Certificates of participation in pools of residential mortgages | $3,574,000 | 3,483 |
| Issued or guaranteed by U.S. | $3,574,000 | 3,480 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,552,000 | 1,782 |
| CMOs issued by government agencies or sponsored agencies | $4,038,000 | 1,811 |
| Privately issued | $514,000 | 429 |
| Commercial mortgage-backed securities | $4,146,000 | 534 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $4,146,000 | 342 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $58,056,000 | 2,063 |
| Total debt securities | $58,056,000 | 2,251 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $55,694,000 | 2,379 |
| U.S. Government securities | $17,411,000 | 3,525 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $17,411,000 | 3,410 |
| Securities issued by states & political subdivisions | $32,477,000 | 1,176 |
| Other domestic debt securities | $5,308,000 | 840 |
| Privately issued residential mortgage-backed securities | $541,000 | 475 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $484,000 | 319 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $4,283,000 | 705 |
| Foreign debt securities | $498,000 | 258 |
| 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 | $1,599,000 | 4,914 |
| Mortgage-backed securities | $11,358,000 | 2,852 |
| Certificates of participation in pools of residential mortgages | $6,506,000 | 2,969 |
| Issued or guaranteed by U.S. | $6,506,000 | 2,967 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $4,852,000 | 1,783 |
| CMOs issued by government agencies or sponsored agencies | $4,311,000 | 1,801 |
| Privately issued | $541,000 | 450 |
| 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) | $55,694,000 | 2,167 |
| Total debt securities | $55,692,000 | 2,357 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $55,504,000 | 2,394 |
| U.S. Government securities | $18,383,000 | 3,489 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $18,383,000 | 3,382 |
| Securities issued by states & political subdivisions | $30,788,000 | 1,251 |
| Other domestic debt securities | $5,837,000 | 802 |
| Privately issued residential mortgage-backed securities | $570,000 | 472 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $495,000 | 323 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $4,772,000 | 674 |
| Foreign debt securities | $496,000 | 244 |
| 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 | $1,601,000 | 4,975 |
| Mortgage-backed securities | $11,840,000 | 2,846 |
| Certificates of participation in pools of residential mortgages | $6,816,000 | 2,971 |
| Issued or guaranteed by U.S. | $6,816,000 | 2,970 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $5,024,000 | 1,791 |
| CMOs issued by government agencies or sponsored agencies | $4,454,000 | 1,819 |
| Privately issued | $570,000 | 445 |
| 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) | $55,504,000 | 2,171 |
| Total debt securities | $55,503,000 | 2,378 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $48,978,000 | 2,679 |
| U.S. Government securities | $17,743,000 | 3,632 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $17,743,000 | 3,514 |
| Securities issued by states & political subdivisions | $25,413,000 | 1,505 |
| Other domestic debt securities | $5,318,000 | 868 |
| Privately issued residential mortgage-backed securities | $622,000 | 487 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $504,000 | 323 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $4,192,000 | 724 |
| Foreign debt securities | $504,000 | 222 |
| 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 | $1,607,000 | 5,035 |
| Mortgage-backed securities | $12,289,000 | 2,865 |
| Certificates of participation in pools of residential mortgages | $7,045,000 | 3,015 |
| Issued or guaranteed by U.S. | $7,045,000 | 3,013 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $5,244,000 | 1,781 |
| CMOs issued by government agencies or sponsored agencies | $4,622,000 | 1,808 |
| Privately issued | $622,000 | 464 |
| 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) | $48,978,000 | 2,442 |
| Total debt securities | $48,979,000 | 2,651 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $49,001,000 | 2,713 |
| U.S. Government securities | $17,237,000 | 3,735 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $17,237,000 | 3,626 |
| Securities issued by states & political subdivisions | $25,844,000 | 1,488 |
| Other domestic debt securities | $5,416,000 | 879 |
| Privately issued residential mortgage-backed securities | $660,000 | 483 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $540,000 | 339 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $4,216,000 | 742 |
| Foreign debt securities | $504,000 | 225 |
| 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 | $1,588,000 | 5,100 |
| Mortgage-backed securities | $11,769,000 | 2,977 |
| Certificates of participation in pools of residential mortgages | $7,424,000 | 3,005 |
| Issued or guaranteed by U.S. | $7,424,000 | 3,005 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,345,000 | 1,962 |
| CMOs issued by government agencies or sponsored agencies | $3,685,000 | 2,002 |
| Privately issued | $660,000 | 462 |
| 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) | $49,001,000 | 2,469 |
| Total debt securities | $49,002,000 | 2,684 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $51,562,000 | 2,621 |
| U.S. Government securities | $18,193,000 | 3,672 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $18,193,000 | 3,571 |
| Securities issued by states & political subdivisions | $26,849,000 | 1,424 |
| Other domestic debt securities | $6,017,000 | 850 |
| Privately issued residential mortgage-backed securities | $711,000 | 498 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $581,000 | 350 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $4,725,000 | 724 |
| Foreign debt securities | $503,000 | 223 |
| 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 | $1,589,000 | 5,142 |
| Mortgage-backed securities | $12,300,000 | 2,942 |
| Certificates of participation in pools of residential mortgages | $7,774,000 | 2,986 |
| Issued or guaranteed by U.S. | $7,774,000 | 2,986 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $4,526,000 | 1,924 |
| CMOs issued by government agencies or sponsored agencies | $3,815,000 | 1,979 |
| Privately issued | $711,000 | 477 |
| 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) | $51,562,000 | 2,390 |
| Total debt securities | $51,561,000 | 2,597 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $46,007,000 | 2,843 |
| U.S. Government securities | $16,377,000 | 3,859 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $16,377,000 | 3,758 |
| Securities issued by states & political subdivisions | $22,994,000 | 1,626 |
| Other domestic debt securities | $6,135,000 | 883 |
| Privately issued residential mortgage-backed securities | $780,000 | 518 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $619,000 | 348 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $4,736,000 | 750 |
| Foreign debt securities | $501,000 | 222 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,562,000 | 5,201 |
| Mortgage-backed securities | $11,563,000 | 3,018 |
| Certificates of participation in pools of residential mortgages | $6,854,000 | 3,122 |
| Issued or guaranteed by U.S. | $6,854,000 | 3,120 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $4,709,000 | 1,906 |
| CMOs issued by government agencies or sponsored agencies | $3,929,000 | 1,957 |
| Privately issued | $780,000 | 495 |
| 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) | $46,007,000 | 2,594 |
| Total debt securities | $46,008,000 | 2,818 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $38,213,000 | 3,236 |
| U.S. Government securities | $11,682,000 | 4,467 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $11,682,000 | 4,361 |
| Securities issued by states & political subdivisions | $20,739,000 | 1,794 |
| Other domestic debt securities | $5,792,000 | 946 |
| Privately issued residential mortgage-backed securities | $851,000 | 538 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $679,000 | 348 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $4,262,000 | 815 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,572,000 | 5,238 |
| Mortgage-backed securities | $6,874,000 | 3,653 |
| Certificates of participation in pools of residential mortgages | $2,963,000 | 3,996 |
| Issued or guaranteed by U.S. | $2,963,000 | 3,989 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $3,911,000 | 2,056 |
| CMOs issued by government agencies or sponsored agencies | $3,060,000 | 2,125 |
| Privately issued | $851,000 | 514 |
| 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) | $38,213,000 | 2,966 |
| Total debt securities | $38,214,000 | 3,205 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $37,026,000 | 3,290 |
| U.S. Government securities | $10,854,000 | 4,538 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $10,854,000 | 4,432 |
| Securities issued by states & political subdivisions | $20,147,000 | 1,824 |
| Other domestic debt securities | $6,025,000 | 933 |
| Privately issued residential mortgage-backed securities | $982,000 | 523 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $776,000 | 351 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $4,267,000 | 825 |
| 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 | $1,589,000 | 5,260 |
| Mortgage-backed securities | $6,483,000 | 3,734 |
| Certificates of participation in pools of residential mortgages | $2,213,000 | 4,198 |
| Issued or guaranteed by U.S. | $2,213,000 | 4,192 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $4,270,000 | 2,047 |
| CMOs issued by government agencies or sponsored agencies | $3,288,000 | 2,121 |
| Privately issued | $982,000 | 499 |
| 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) | $37,026,000 | 3,024 |
| Total debt securities | $37,026,000 | 3,253 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $41,129,000 | 3,086 |
| U.S. Government securities | $11,400,000 | 4,514 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $11,400,000 | 4,413 |
| Securities issued by states & political subdivisions | $23,404,000 | 1,582 |
| Other domestic debt securities | $6,325,000 | 920 |
| Privately issued residential mortgage-backed securities | $1,139,000 | 520 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $834,000 | 339 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $4,352,000 | 803 |
| 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 | $1,623,000 | 5,303 |
| Mortgage-backed securities | $7,040,000 | 3,706 |
| Certificates of participation in pools of residential mortgages | $2,388,000 | 4,186 |
| Issued or guaranteed by U.S. | $2,388,000 | 4,182 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $4,652,000 | 2,035 |
| CMOs issued by government agencies or sponsored agencies | $3,513,000 | 2,116 |
| Privately issued | $1,139,000 | 501 |
| 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) | $41,129,000 | 2,850 |
| Total debt securities | $41,131,000 | 3,049 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $38,008,000 | 3,197 |
| U.S. Government securities | $9,860,000 | 4,718 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $9,860,000 | 4,620 |
| Securities issued by states & political subdivisions | $22,255,000 | 1,633 |
| Other domestic debt securities | $5,893,000 | 932 |
| Privately issued residential mortgage-backed securities | $1,272,000 | 527 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $914,000 | 315 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $3,707,000 | 842 |
| 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 | $1,630,000 | 5,323 |
| Mortgage-backed securities | $6,578,000 | 3,797 |
| Certificates of participation in pools of residential mortgages | $2,593,000 | 4,144 |
| Issued or guaranteed by U.S. | $2,593,000 | 4,142 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $3,985,000 | 2,198 |
| CMOs issued by government agencies or sponsored agencies | $2,713,000 | 2,373 |
| Privately issued | $1,272,000 | 511 |
| 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) | $38,008,000 | 2,959 |
| Total debt securities | $38,009,000 | 3,167 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $35,624,000 | 3,365 |
| U.S. Government securities | $8,159,000 | 5,083 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $8,159,000 | 4,991 |
| Securities issued by states & political subdivisions | $20,886,000 | 1,681 |
| Other domestic debt securities | $6,579,000 | 907 |
| Privately issued residential mortgage-backed securities | $1,423,000 | 547 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $920,000 | 301 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $4,236,000 | 816 |
| 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 | $1,635,000 | 5,404 |
| Mortgage-backed securities | $6,046,000 | 4,017 |
| Certificates of participation in pools of residential mortgages | $2,751,000 | 4,231 |
| Issued or guaranteed by U.S. | $2,751,000 | 4,229 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $3,295,000 | 2,427 |
| CMOs issued by government agencies or sponsored agencies | $1,872,000 | 2,672 |
| Privately issued | $1,423,000 | 528 |
| 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) | $35,624,000 | 3,109 |
| Total debt securities | $35,625,000 | 3,341 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $35,195,000 | 3,403 |
| U.S. Government securities | $8,894,000 | 5,057 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $8,894,000 | 4,967 |
| Securities issued by states & political subdivisions | $20,216,000 | 1,680 |
| Other domestic debt securities | $6,085,000 | 958 |
| Privately issued residential mortgage-backed securities | $1,548,000 | 570 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $921,000 | 266 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $3,616,000 | 901 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,642,000 | 5,454 |
| Mortgage-backed securities | $6,407,000 | 4,004 |
| Certificates of participation in pools of residential mortgages | $2,839,000 | 4,239 |
| Issued or guaranteed by U.S. | $2,839,000 | 4,237 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,568,000 | 2,383 |
| CMOs issued by government agencies or sponsored agencies | $2,020,000 | 2,633 |
| Privately issued | $1,548,000 | 549 |
| 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) | $35,195,000 | 3,147 |
| Total debt securities | $35,195,000 | 3,379 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,450 |
| Fair value | $500,000 | 2,527 |
| 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 | $41,249,000 | 3,082 |
| U.S. Government securities | $12,067,000 | 4,663 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $12,067,000 | 4,565 |
| Securities issued by states & political subdivisions | $21,866,000 | 1,510 |
| Other domestic debt securities | $7,316,000 | 864 |
| Privately issued residential mortgage-backed securities | $2,203,000 | 523 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $948,000 | 217 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $4,165,000 | 828 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,641,000 | 5,492 |
| Mortgage-backed securities | $8,223,000 | 3,754 |
| Certificates of participation in pools of residential mortgages | $2,940,000 | 4,224 |
| Issued or guaranteed by U.S. | $2,940,000 | 4,221 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $5,283,000 | 2,106 |
| CMOs issued by government agencies or sponsored agencies | $3,080,000 | 2,395 |
| Privately issued | $2,203,000 | 504 |
| 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) | $41,249,000 | 2,842 |
| Total debt securities | $41,249,000 | 3,054 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,683 |
| Fair value | $501,000 | 2,716 |
| 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 | $42,311,000 | 2,961 |
| U.S. Government securities | $13,375,000 | 4,429 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $13,375,000 | 4,339 |
| Securities issued by states & political subdivisions | $21,358,000 | 1,501 |
| Other domestic debt securities | $7,578,000 | 854 |
| Privately issued residential mortgage-backed securities | $2,414,000 | 563 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $1,022,000 | 155 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $4,142,000 | 772 |
| 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 | $1,529,000 | 5,282 |
| Mortgage-backed securities | $8,718,000 | 3,597 |
| Certificates of participation in pools of residential mortgages | $3,069,000 | 4,115 |
| Issued or guaranteed by U.S. | $3,069,000 | 4,109 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $5,649,000 | 2,020 |
| CMOs issued by government agencies or sponsored agencies | $3,235,000 | 2,257 |
| Privately issued | $2,414,000 | 536 |
| 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) | $42,311,000 | 2,713 |
| Total debt securities | $42,309,000 | 2,938 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,154 |
| Fair value | $1,003,000 | 2,203 |
| 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 | $35,254,000 | 3,284 |
| U.S. Government securities | $9,489,000 | 4,986 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $9,489,000 | 4,891 |
| Securities issued by states & political subdivisions | $18,994,000 | 1,614 |
| Other domestic debt securities | $6,771,000 | 895 |
| Privately issued residential mortgage-backed securities | $2,613,000 | 580 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $4,158,000 | 746 |
| 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 | $1,500,000 | 5,294 |
| Mortgage-backed securities | $6,036,000 | 4,000 |
| Certificates of participation in pools of residential mortgages | $0 | 5,817 |
| Issued or guaranteed by U.S. | $0 | 5,805 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $6,036,000 | 1,954 |
| CMOs issued by government agencies or sponsored agencies | $3,423,000 | 2,186 |
| Privately issued | $2,613,000 | 546 |
| 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) | $35,254,000 | 3,002 |
| Total debt securities | $35,253,000 | 3,257 |
| 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 | $23,122,000 | 4,231 |
| U.S. Government securities | $6,518,000 | 5,707 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $6,518,000 | 5,587 |
| Securities issued by states & political subdivisions | $12,261,000 | 2,216 |
| Other domestic debt securities | $4,343,000 | 1,082 |
| Privately issued residential mortgage-backed securities | $620,000 | 931 |
| 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 | $1,509,000 | 5,322 |
| Mortgage-backed securities | $3,619,000 | 4,458 |
| Certificates of participation in pools of residential mortgages | $0 | 5,842 |
| Issued or guaranteed by U.S. | $0 | 5,835 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $3,619,000 | 2,305 |
| CMOs issued by government agencies or sponsored agencies | $2,999,000 | 2,242 |
| Privately issued | $620,000 | 881 |
| 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) | $23,122,000 | 3,887 |
| Total debt securities | $23,121,000 | 4,197 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,447 |
| Fair value | $1,000,000 | 2,552 |
| 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 | $19,304,000 | 4,623 |
| U.S. Government securities | $4,043,000 | 6,237 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $4,043,000 | 6,107 |
| Securities issued by states & political subdivisions | $10,852,000 | 2,370 |
| Other domestic debt securities | $4,409,000 | 1,109 |
| Privately issued residential mortgage-backed securities | $680,000 | 947 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $3,729,000 | 746 |
| 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 | $4,016,000 | 4,497 |
| Mortgage-backed securities | $1,704,000 | 4,929 |
| Certificates of participation in pools of residential mortgages | $0 | 5,856 |
| Issued or guaranteed by U.S. | $0 | 5,845 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,704,000 | 2,773 |
| CMOs issued by government agencies or sponsored agencies | $1,024,000 | 2,739 |
| Privately issued | $680,000 | 902 |
| 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) | $19,304,000 | 4,230 |
| Total debt securities | $19,303,000 | 4,584 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,483 |
| Fair value | $986,000 | 2,615 |
| 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 | $16,015,000 | 4,894 |
| U.S. Government securities | $3,542,000 | 6,264 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $3,542,000 | 6,142 |
| Securities issued by states & political subdivisions | $9,068,000 | 2,612 |
| Other domestic debt securities | $3,405,000 | 1,332 |
| Privately issued residential mortgage-backed securities | $745,000 | 979 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $2,660,000 | 903 |
| 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 | $3,905,000 | 4,535 |
| Mortgage-backed securities | $745,000 | 5,284 |
| Certificates of participation in pools of residential mortgages | $0 | 5,868 |
| Issued or guaranteed by U.S. | $0 | 5,854 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $745,000 | 3,136 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $745,000 | 933 |
| 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) | $16,015,000 | 4,483 |
| Total debt securities | $16,017,000 | 4,857 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,741 |
| Fair value | $487,000 | 2,849 |
| 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 | $12,478,000 | 5,308 |
| U.S. Government securities | $3,083,000 | 6,409 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $3,083,000 | 6,291 |
| Securities issued by states & political subdivisions | $7,258,000 | 2,859 |
| Other domestic debt securities | $2,137,000 | 1,669 |
| 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 | $2,137,000 | 990 |
| 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 | $3,658,000 | 4,670 |
| Mortgage-backed securities | $0 | 6,191 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| 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) | $12,478,000 | 4,866 |
| Total debt securities | $12,478,000 | 5,277 |
| 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 | $12,129,000 | 5,386 |
| U.S. Government securities | $3,595,000 | 6,409 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $3,595,000 | 6,290 |
| Securities issued by states & political subdivisions | $6,943,000 | 2,791 |
| Other domestic debt securities | $1,591,000 | 1,855 |
| 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 | $1,591,000 | 1,094 |
| 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 | $4,129,000 | 4,561 |
| Mortgage-backed securities | $0 | 6,235 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| 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) | $12,129,000 | 4,937 |
| Total debt securities | $12,128,000 | 5,353 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,871 |
| Fair value | $501,000 | 2,950 |
| 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 | $9,507,000 | 5,890 |
| U.S. Government securities | $3,603,000 | 6,497 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $3,603,000 | 6,385 |
| Securities issued by states & political subdivisions | $4,319,000 | 3,467 |
| Other domestic debt securities | $1,585,000 | 1,904 |
| 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 | $1,585,000 | 1,122 |
| 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 | $4,111,000 | 4,634 |
| Mortgage-backed securities | $0 | 6,328 |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| 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) | $9,507,000 | 5,409 |
| Total debt securities | $9,507,000 | 5,853 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,655 |
| Fair value | $501,000 | 2,696 |
| 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 | $7,208,000 | 6,298 |
| U.S. Government securities | $2,616,000 | 6,769 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $2,616,000 | 6,671 |
| Securities issued by states & political subdivisions | $4,592,000 | 3,380 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,108,000 | 4,664 |
| Mortgage-backed securities | $0 | 6,385 |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| 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) | $7,208,000 | 5,794 |
| Total debt securities | $7,207,000 | 6,259 |
| 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 | $9,091,000 | 5,985 |
| U.S. Government securities | $2,633,000 | 6,827 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $2,633,000 | 6,732 |
| Securities issued by states & political subdivisions | $6,458,000 | 2,894 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,633,000 | 5,229 |
| Mortgage-backed securities | $0 | 6,466 |
| Certificates of participation in pools of residential mortgages | $0 | 6,212 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| 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) | $9,091,000 | 5,478 |
| Total debt securities | $9,091,000 | 5,940 |
| 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 | $6,780,000 | 6,438 |
| U.S. Government securities | $6,780,000 | 5,692 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $6,780,000 | 5,607 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,625,000 | 5,248 |
| Mortgage-backed securities | $0 | 6,522 |
| Certificates of participation in pools of residential mortgages | $0 | 6,269 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $6,780,000 | 5,929 |
| Total debt securities | $6,780,000 | 6,394 |
| 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 | $6,780,000 | 6,497 |
| U.S. Government securities | $2,617,000 | 6,968 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $2,617,000 | 6,878 |
| Securities issued by states & political subdivisions | $4,163,000 | 3,391 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,617,000 | 5,296 |
| Mortgage-backed securities | $0 | 6,573 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $6,780,000 | 5,955 |
| Total debt securities | $6,781,000 | 6,459 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $9,140,000 | 6,090 |
| U.S. Government securities | $7,429,000 | 5,745 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $7,429,000 | 5,665 |
| Securities issued by states & political subdivisions | $1,711,000 | 4,370 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,429,000 | 3,912 |
| Mortgage-backed securities | $0 | 6,615 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $9,140,000 | 5,559 |
| Total debt securities | $9,140,000 | 6,043 |
| 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 | $10,874,000 | 5,721 |
| U.S. Government securities | $9,194,000 | 5,269 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $9,194,000 | 5,186 |
| Securities issued by states & political subdivisions | $1,680,000 | 4,379 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,576 |
| Mortgage-backed securities | $0 | 6,644 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $10,874,000 | 5,186 |
| Total debt securities | $10,874,000 | 5,680 |
| 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 | $15,270,000 | 5,089 |
| U.S. Government securities | $12,690,000 | 4,610 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $12,690,000 | 4,532 |
| Securities issued by states & political subdivisions | $2,580,000 | 3,968 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,612 |
| Mortgage-backed securities | $0 | 6,675 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| 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) | $15,270,000 | 4,591 |
| Total debt securities | $15,270,000 | 5,037 |
| 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 | $20,320,000 | 4,394 |
| U.S. Government securities | $19,612,000 | 3,579 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $19,612,000 | 3,515 |
| Securities issued by states & political subdivisions | $708,000 | 5,098 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,633 |
| Mortgage-backed securities | $4,693,000 | 4,184 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $4,693,000 | 1,739 |
| CMOs issued by government agencies or sponsored agencies | $4,693,000 | 1,443 |
| 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) | $20,320,000 | 3,937 |
| Total debt securities | $20,320,000 | 4,334 |
| 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 | $11,307,000 | 5,791 |
| U.S. Government securities | $11,307,000 | 4,994 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $11,307,000 | 4,898 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,689 |
| Mortgage-backed securities | $5,791,000 | 3,653 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $5,791,000 | 1,524 |
| CMOs issued by government agencies or sponsored agencies | $5,791,000 | 1,267 |
| 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) | $11,307,000 | 5,230 |
| Total debt securities | $11,307,000 | 5,727 |
| 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 | $11,931,000 | 5,734 |
| U.S. Government securities | $11,931,000 | 4,971 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $11,931,000 | 4,874 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,710 |
| Mortgage-backed securities | $5,919,000 | 3,474 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $5,919,000 | 1,469 |
| CMOs issued by government agencies or sponsored agencies | $5,919,000 | 1,222 |
| 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) | $11,931,000 | 5,158 |
| Total debt securities | $11,932,000 | 5,673 |
| 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 | $3,494,000 | 7,529 |
| U.S. Government securities | $3,494,000 | 7,171 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $3,494,000 | 7,039 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,778 |
| Mortgage-backed securities | $0 | 6,667 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| 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) | $3,494,000 | 6,841 |
| Total debt securities | $3,500,000 | 7,489 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $0 | 8,365 |
| U.S. Government securities | $0 | 8,244 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $0 | 8,164 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $0 | 6,691 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $0 | 8,320 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $0 | 8,416 |
| U.S. Government securities | $0 | 8,295 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $0 | 8,217 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $0 | 6,730 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $0 | 8,369 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $0 | 8,496 |
| U.S. Government securities | $0 | 8,377 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $0 | 8,301 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $0 | 6,779 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $0 | 8,450 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |