Home > Bank of Virginia > Securities
Bank of Virginia, Securities
| 2016-06-30 | Rank | |
| Total securities | $78,774,000 | 1,696 |
| U.S. Government securities | $78,774,000 | 1,117 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $78,774,000 | 1,069 |
| 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 | $33,796,000 | 1,502 |
| Mortgage-backed securities | $76,824,000 | 803 |
| Certificates of participation in pools of residential mortgages | $19,644,000 | 1,584 |
| Issued or guaranteed by U.S. | $19,644,000 | 1,579 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $50,281,000 | 444 |
| CMOs issued by government agencies or sponsored agencies | $50,281,000 | 409 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $6,899,000 | 523 |
| Commercial mortgage pass-through securities | $3,599,000 | 397 |
| Other commercial mortgage-backed securities | $3,300,000 | 460 |
| Held to maturity securities (book value) | $35,864,000 | 521 |
| Available-for-sale securities (fair market value) | $42,910,000 | 2,432 |
| Total debt securities | $78,775,000 | 1,672 |
| 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 | $82,126,000 | 1,660 |
| U.S. Government securities | $82,126,000 | 1,102 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $82,126,000 | 1,046 |
| 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 | $35,504,000 | 1,459 |
| Mortgage-backed securities | $80,128,000 | 779 |
| Certificates of participation in pools of residential mortgages | $20,654,000 | 1,530 |
| Issued or guaranteed by U.S. | $20,654,000 | 1,529 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $52,534,000 | 433 |
| CMOs issued by government agencies or sponsored agencies | $52,534,000 | 404 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $6,940,000 | 507 |
| Commercial mortgage pass-through securities | $3,616,000 | 383 |
| Other commercial mortgage-backed securities | $3,324,000 | 443 |
| Held to maturity securities (book value) | $37,227,000 | 526 |
| Available-for-sale securities (fair market value) | $44,899,000 | 2,375 |
| Total debt securities | $82,127,000 | 1,642 |
| 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 | $71,721,000 | 1,897 |
| U.S. Government securities | $71,721,000 | 1,262 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $71,721,000 | 1,198 |
| 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 | $30,422,000 | 1,638 |
| Mortgage-backed securities | $69,582,000 | 865 |
| Certificates of participation in pools of residential mortgages | $16,981,000 | 1,735 |
| Issued or guaranteed by U.S. | $16,981,000 | 1,733 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $45,548,000 | 475 |
| CMOs issued by government agencies or sponsored agencies | $45,548,000 | 445 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $7,053,000 | 471 |
| Commercial mortgage pass-through securities | $3,633,000 | 366 |
| Other commercial mortgage-backed securities | $3,420,000 | 402 |
| Held to maturity securities (book value) | $25,500,000 | 673 |
| Available-for-sale securities (fair market value) | $46,221,000 | 2,383 |
| Total debt securities | $71,722,000 | 1,871 |
| 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 | $75,001,000 | 1,816 |
| U.S. Government securities | $75,001,000 | 1,220 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $75,001,000 | 1,157 |
| 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 | $31,553,000 | 1,591 |
| Mortgage-backed securities | $72,807,000 | 825 |
| Certificates of participation in pools of residential mortgages | $17,830,000 | 1,691 |
| Issued or guaranteed by U.S. | $17,830,000 | 1,690 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $49,806,000 | 447 |
| CMOs issued by government agencies or sponsored agencies | $49,806,000 | 422 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $5,171,000 | 515 |
| Commercial mortgage pass-through securities | $3,649,000 | 356 |
| Other commercial mortgage-backed securities | $1,522,000 | 524 |
| Held to maturity securities (book value) | $26,281,000 | 665 |
| Available-for-sale securities (fair market value) | $48,720,000 | 2,314 |
| Total debt securities | $75,002,000 | 1,791 |
| 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 | $85,532,000 | 1,647 |
| U.S. Government securities | $85,532,000 | 1,120 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $85,532,000 | 1,063 |
| 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 | $30,296,000 | 1,653 |
| Mortgage-backed securities | $82,133,000 | 778 |
| Certificates of participation in pools of residential mortgages | $18,605,000 | 1,695 |
| Issued or guaranteed by U.S. | $18,605,000 | 1,695 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $58,181,000 | 404 |
| CMOs issued by government agencies or sponsored agencies | $58,181,000 | 380 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $5,347,000 | 487 |
| Commercial mortgage pass-through securities | $3,665,000 | 335 |
| Other commercial mortgage-backed securities | $1,682,000 | 495 |
| Held to maturity securities (book value) | $27,087,000 | 651 |
| Available-for-sale securities (fair market value) | $58,445,000 | 2,046 |
| Total debt securities | $85,533,000 | 1,624 |
| 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 | $61,543,000 | 2,198 |
| U.S. Government securities | $61,543,000 | 1,496 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $61,543,000 | 1,438 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,927,000 | 1,881 |
| Mortgage-backed securities | $58,096,000 | 1,033 |
| Certificates of participation in pools of residential mortgages | $17,120,000 | 1,813 |
| Issued or guaranteed by U.S. | $17,120,000 | 1,813 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $35,312,000 | 577 |
| CMOs issued by government agencies or sponsored agencies | $35,312,000 | 545 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $5,664,000 | 456 |
| Commercial mortgage pass-through securities | $3,681,000 | 320 |
| Other commercial mortgage-backed securities | $1,983,000 | 460 |
| Held to maturity securities (book value) | $20,132,000 | 775 |
| Available-for-sale securities (fair market value) | $41,411,000 | 2,632 |
| Total debt securities | $61,542,000 | 2,173 |
| 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 | $74,199,000 | 1,910 |
| U.S. Government securities | $74,199,000 | 1,279 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $74,199,000 | 1,220 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,352,000 | 2,918 |
| Mortgage-backed securities | $70,480,000 | 894 |
| Certificates of participation in pools of residential mortgages | $19,785,000 | 1,697 |
| Issued or guaranteed by U.S. | $19,785,000 | 1,694 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $44,977,000 | 497 |
| CMOs issued by government agencies or sponsored agencies | $44,977,000 | 474 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $5,718,000 | 444 |
| Commercial mortgage pass-through securities | $3,696,000 | 319 |
| Other commercial mortgage-backed securities | $2,022,000 | 432 |
| Held to maturity securities (book value) | $20,716,000 | 765 |
| Available-for-sale securities (fair market value) | $53,483,000 | 2,231 |
| Total debt securities | $74,199,000 | 1,888 |
| 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 | $75,844,000 | 1,904 |
| U.S. Government securities | $75,844,000 | 1,290 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $75,844,000 | 1,220 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,561,000 | 2,793 |
| Mortgage-backed securities | $69,847,000 | 909 |
| Certificates of participation in pools of residential mortgages | $14,302,000 | 2,152 |
| Issued or guaranteed by U.S. | $14,302,000 | 2,151 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $49,792,000 | 479 |
| CMOs issued by government agencies or sponsored agencies | $49,792,000 | 458 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $5,753,000 | 435 |
| Commercial mortgage pass-through securities | $3,712,000 | 322 |
| Other commercial mortgage-backed securities | $2,041,000 | 393 |
| Held to maturity securities (book value) | $21,264,000 | 763 |
| Available-for-sale securities (fair market value) | $54,580,000 | 2,244 |
| Total debt securities | $75,842,000 | 1,883 |
| 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 | $67,674,000 | 2,107 |
| U.S. Government securities | $67,674,000 | 1,446 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $67,674,000 | 1,389 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,181,000 | 2,977 |
| Mortgage-backed securities | $64,200,000 | 998 |
| Certificates of participation in pools of residential mortgages | $12,184,000 | 2,377 |
| Issued or guaranteed by U.S. | $12,184,000 | 2,375 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $46,239,000 | 516 |
| CMOs issued by government agencies or sponsored agencies | $46,239,000 | 483 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $5,777,000 | 431 |
| Commercial mortgage pass-through securities | $3,727,000 | 327 |
| Other commercial mortgage-backed securities | $2,050,000 | 379 |
| Held to maturity securities (book value) | $21,839,000 | 748 |
| Available-for-sale securities (fair market value) | $45,835,000 | 2,589 |
| Total debt securities | $67,674,000 | 2,085 |
| 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 | $38,964,000 | 3,185 |
| U.S. Government securities | $38,964,000 | 2,321 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $38,964,000 | 2,250 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,578,000 | 2,946 |
| Mortgage-backed securities | $35,448,000 | 1,636 |
| Certificates of participation in pools of residential mortgages | $7,316,000 | 3,044 |
| Issued or guaranteed by U.S. | $7,316,000 | 3,044 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $24,391,000 | 797 |
| CMOs issued by government agencies or sponsored agencies | $24,391,000 | 757 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $3,741,000 | 496 |
| Commercial mortgage pass-through securities | $3,741,000 | 309 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $14,500,000 | 938 |
| Available-for-sale securities (fair market value) | $24,464,000 | 3,734 |
| Total debt securities | $38,963,000 | 3,155 |
| 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 | $39,320,000 | 3,156 |
| U.S. Government securities | $39,320,000 | 2,279 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $39,320,000 | 2,214 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,027,000 | 4,237 |
| Mortgage-backed securities | $32,279,000 | 1,768 |
| Certificates of participation in pools of residential mortgages | $11,397,000 | 2,484 |
| Issued or guaranteed by U.S. | $11,397,000 | 2,484 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $17,126,000 | 1,007 |
| CMOs issued by government agencies or sponsored agencies | $17,126,000 | 953 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $3,756,000 | 468 |
| Commercial mortgage pass-through securities | $3,756,000 | 281 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $14,753,000 | 913 |
| Available-for-sale securities (fair market value) | $24,567,000 | 3,736 |
| Total debt securities | $39,321,000 | 3,122 |
| 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 | $29,807,000 | 3,733 |
| U.S. Government securities | $29,807,000 | 2,788 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $29,807,000 | 2,716 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,222,000 | 4,212 |
| Mortgage-backed securities | $22,641,000 | 2,189 |
| Certificates of participation in pools of residential mortgages | $11,765,000 | 2,452 |
| Issued or guaranteed by U.S. | $11,765,000 | 2,450 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $7,173,000 | 1,619 |
| CMOs issued by government agencies or sponsored agencies | $7,173,000 | 1,534 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $3,703,000 | 449 |
| Commercial mortgage pass-through securities | $3,703,000 | 263 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $29,807,000 | 3,427 |
| Total debt securities | $29,807,000 | 3,700 |
| 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 | $22,105,000 | 4,312 |
| U.S. Government securities | $22,105,000 | 3,323 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $22,105,000 | 3,238 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| 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 | $0 | 2,151 |
| 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 | $4,195,000 | 4,464 |
| Mortgage-backed securities | $18,659,000 | 2,458 |
| Certificates of participation in pools of residential mortgages | $6,232,000 | 3,218 |
| Issued or guaranteed by U.S. | $6,232,000 | 3,215 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $8,664,000 | 1,496 |
| CMOs issued by government agencies or sponsored agencies | $8,664,000 | 1,414 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $3,763,000 | 432 |
| Commercial mortgage pass-through securities | $3,763,000 | 260 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $22,105,000 | 3,968 |
| Total debt securities | $22,104,000 | 4,280 |
| 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 | $17,182,000 | 4,777 |
| U.S. Government securities | $17,182,000 | 3,825 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $17,182,000 | 3,730 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| 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 | $0 | 2,120 |
| 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 | $4,712,000 | 4,367 |
| Mortgage-backed securities | $13,741,000 | 2,885 |
| Certificates of participation in pools of residential mortgages | $166,000 | 5,161 |
| Issued or guaranteed by U.S. | $166,000 | 5,156 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $9,566,000 | 1,469 |
| CMOs issued by government agencies or sponsored agencies | $9,566,000 | 1,386 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $4,009,000 | 371 |
| Commercial mortgage pass-through securities | $4,009,000 | 236 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $17,182,000 | 4,406 |
| Total debt securities | $17,182,000 | 4,746 |
| 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 | $18,511,000 | 4,620 |
| U.S. Government securities | $18,511,000 | 3,649 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $18,511,000 | 3,554 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| 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 | $0 | 2,093 |
| 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 | $4,870,000 | 4,318 |
| Mortgage-backed securities | $15,056,000 | 2,773 |
| Certificates of participation in pools of residential mortgages | $253,000 | 5,112 |
| Issued or guaranteed by U.S. | $253,000 | 5,108 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $10,740,000 | 1,440 |
| CMOs issued by government agencies or sponsored agencies | $10,740,000 | 1,350 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $4,063,000 | 308 |
| Commercial mortgage pass-through securities | $4,063,000 | 198 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $18,511,000 | 4,265 |
| Total debt securities | $18,511,000 | 4,588 |
| 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 | $14,243,000 | 5,121 |
| U.S. Government securities | $14,243,000 | 4,211 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $14,243,000 | 4,125 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| 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 | $0 | 2,173 |
| 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 | $3,436,000 | 4,769 |
| Mortgage-backed securities | $14,243,000 | 2,986 |
| Certificates of participation in pools of residential mortgages | $1,059,000 | 4,795 |
| Issued or guaranteed by U.S. | $1,059,000 | 4,792 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $13,184,000 | 1,361 |
| CMOs issued by government agencies or sponsored agencies | $13,184,000 | 1,268 |
| 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) | $14,243,000 | 4,740 |
| Total debt securities | $14,244,000 | 5,094 |
| 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 | $15,892,000 | 4,969 |
| U.S. Government securities | $15,892,000 | 4,080 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $15,892,000 | 3,992 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| 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 | $0 | 2,174 |
| 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 | $3,731,000 | 4,733 |
| Mortgage-backed securities | $15,892,000 | 2,867 |
| Certificates of participation in pools of residential mortgages | $1,210,000 | 4,763 |
| Issued or guaranteed by U.S. | $1,210,000 | 4,760 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $14,682,000 | 1,294 |
| CMOs issued by government agencies or sponsored agencies | $14,682,000 | 1,208 |
| 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) | $15,892,000 | 4,601 |
| Total debt securities | $15,892,000 | 4,940 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $17,559,000 | 4,848 |
| U.S. Government securities | $17,559,000 | 3,975 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $17,559,000 | 3,890 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $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 | $4,062,000 | 4,635 |
| Mortgage-backed securities | $17,559,000 | 2,746 |
| Certificates of participation in pools of residential mortgages | $1,370,000 | 4,722 |
| Issued or guaranteed by U.S. | $1,370,000 | 4,719 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $16,189,000 | 1,258 |
| CMOs issued by government agencies or sponsored agencies | $16,189,000 | 1,176 |
| 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) | $17,559,000 | 4,478 |
| Total debt securities | $17,558,000 | 4,822 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $25,580,000 | 4,039 |
| U.S. Government securities | $25,580,000 | 3,127 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $25,580,000 | 3,053 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $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 | $4,125,000 | 4,419 |
| Mortgage-backed securities | $25,580,000 | 2,125 |
| Certificates of participation in pools of residential mortgages | $3,581,000 | 3,966 |
| Issued or guaranteed by U.S. | $3,581,000 | 3,960 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $21,999,000 | 1,002 |
| CMOs issued by government agencies or sponsored agencies | $21,999,000 | 893 |
| 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) | $25,580,000 | 3,704 |
| Total debt securities | $25,578,000 | 4,011 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $27,963,000 | 3,765 |
| U.S. Government securities | $27,963,000 | 2,870 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $27,963,000 | 2,797 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,240,000 | 3,491 |
| Mortgage-backed securities | $27,963,000 | 1,949 |
| Certificates of participation in pools of residential mortgages | $3,800,000 | 3,840 |
| Issued or guaranteed by U.S. | $3,800,000 | 3,828 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $24,163,000 | 930 |
| CMOs issued by government agencies or sponsored agencies | $24,163,000 | 811 |
| 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) | $27,963,000 | 3,468 |
| Total debt securities | $27,963,000 | 3,731 |
| 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 | $30,411,000 | 3,605 |
| U.S. Government securities | $30,411,000 | 2,781 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $30,411,000 | 2,697 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,033,000 | 3,360 |
| Mortgage-backed securities | $30,411,000 | 1,816 |
| Certificates of participation in pools of residential mortgages | $3,992,000 | 3,771 |
| Issued or guaranteed by U.S. | $3,992,000 | 3,758 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $26,419,000 | 872 |
| CMOs issued by government agencies or sponsored agencies | $26,419,000 | 754 |
| 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) | $30,411,000 | 3,308 |
| Total debt securities | $30,411,000 | 3,580 |
| 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 | $24,091,000 | 4,113 |
| U.S. Government securities | $21,675,000 | 3,479 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $21,675,000 | 3,381 |
| Securities issued by states & political subdivisions | $2,416,000 | 4,249 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,588,000 | 4,648 |
| Mortgage-backed securities | $19,467,000 | 2,341 |
| Certificates of participation in pools of residential mortgages | $6,803,000 | 3,071 |
| Issued or guaranteed by U.S. | $6,803,000 | 3,065 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $12,664,000 | 1,338 |
| CMOs issued by government agencies or sponsored agencies | $12,664,000 | 1,161 |
| 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) | $24,091,000 | 3,790 |
| Total debt securities | $24,091,000 | 4,082 |
| Structured notes | ||
| Amortized cost | $2,200,000 | 1,928 |
| Fair value | $2,208,000 | 1,926 |
| 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 | $34,956,000 | 3,163 |
| U.S. Government securities | $25,597,000 | 2,952 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $25,597,000 | 2,866 |
| Securities issued by states & political subdivisions | $9,359,000 | 2,560 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,615,000 | 4,319 |
| Mortgage-backed securities | $20,399,000 | 2,206 |
| Certificates of participation in pools of residential mortgages | $9,249,000 | 2,550 |
| Issued or guaranteed by U.S. | $9,249,000 | 2,545 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $11,150,000 | 1,418 |
| CMOs issued by government agencies or sponsored agencies | $11,150,000 | 1,238 |
| 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) | $34,956,000 | 2,888 |
| Total debt securities | $34,956,000 | 3,139 |
| Structured notes | ||
| Amortized cost | $5,200,000 | 1,087 |
| Fair value | $5,198,000 | 1,084 |
| 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 | $51,160,000 | 2,330 |
| U.S. Government securities | $40,047,000 | 2,079 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $40,047,000 | 2,007 |
| Securities issued by states & political subdivisions | $10,095,000 | 2,360 |
| Other domestic debt securities | $1,018,000 | 2,172 |
| 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 | $1,018,000 | 1,381 |
| 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 | $6,761,000 | 3,807 |
| Mortgage-backed securities | $30,791,000 | 1,695 |
| Certificates of participation in pools of residential mortgages | $19,059,000 | 1,590 |
| Issued or guaranteed by U.S. | $19,059,000 | 1,587 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $11,732,000 | 1,345 |
| CMOs issued by government agencies or sponsored agencies | $11,732,000 | 1,164 |
| 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) | $51,160,000 | 2,095 |
| Total debt securities | $51,160,000 | 2,303 |
| Structured notes | ||
| Amortized cost | $9,200,000 | 670 |
| Fair value | $9,256,000 | 671 |
| 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 | $44,882,000 | 2,609 |
| U.S. Government securities | $40,839,000 | 2,089 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $40,839,000 | 2,017 |
| Securities issued by states & political subdivisions | $3,046,000 | 3,877 |
| Other domestic debt securities | $997,000 | 2,191 |
| 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 | $997,000 | 1,377 |
| 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 | $2,687,000 | 5,069 |
| Mortgage-backed securities | $30,597,000 | 1,667 |
| Certificates of participation in pools of residential mortgages | $19,989,000 | 1,542 |
| Issued or guaranteed by U.S. | $19,989,000 | 1,535 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $10,608,000 | 1,377 |
| CMOs issued by government agencies or sponsored agencies | $10,608,000 | 1,178 |
| 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) | $44,882,000 | 2,324 |
| Total debt securities | $44,881,000 | 2,577 |
| Structured notes | ||
| Amortized cost | $10,200,000 | 645 |
| Fair value | $10,242,000 | 647 |
| 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 | $30,304,000 | 3,482 |
| U.S. Government securities | $29,316,000 | 2,752 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $29,316,000 | 2,685 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $988,000 | 2,269 |
| 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 | $988,000 | 1,414 |
| 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 | $2,774,000 | 5,116 |
| Mortgage-backed securities | $29,316,000 | 1,746 |
| Certificates of participation in pools of residential mortgages | $21,336,000 | 1,546 |
| Issued or guaranteed by U.S. | $21,336,000 | 1,542 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $7,980,000 | 1,520 |
| CMOs issued by government agencies or sponsored agencies | $7,980,000 | 1,290 |
| 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) | $30,304,000 | 3,161 |
| Total debt securities | $30,306,000 | 3,452 |
| 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 | $38,109,000 | 2,963 |
| U.S. Government securities | $37,136,000 | 2,253 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $37,136,000 | 2,188 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $973,000 | 2,328 |
| 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 | $973,000 | 1,449 |
| 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 | $2,724,000 | 5,169 |
| Mortgage-backed securities | $37,136,000 | 1,502 |
| Certificates of participation in pools of residential mortgages | $27,644,000 | 1,321 |
| Issued or guaranteed by U.S. | $27,644,000 | 1,314 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $9,492,000 | 1,401 |
| CMOs issued by government agencies or sponsored agencies | $9,492,000 | 1,172 |
| 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) | $38,109,000 | 2,638 |
| Total debt securities | $38,108,000 | 2,939 |
| 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 | $44,010,000 | 2,651 |
| U.S. Government securities | $41,922,000 | 2,012 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $41,922,000 | 1,953 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $2,088,000 | 1,878 |
| Privately issued residential mortgage-backed securities | $1,134,000 | 1,129 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $954,000 | 1,549 |
| 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 | $2,870,000 | 5,163 |
| Mortgage-backed securities | $43,056,000 | 1,378 |
| Certificates of participation in pools of residential mortgages | $30,555,000 | 1,244 |
| Issued or guaranteed by U.S. | $30,555,000 | 1,234 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $12,501,000 | 1,215 |
| CMOs issued by government agencies or sponsored agencies | $11,367,000 | 1,032 |
| Privately issued | $1,134,000 | 1,083 |
| 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) | $44,010,000 | 2,351 |
| Total debt securities | $44,010,000 | 2,620 |
| 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 | $47,073,000 | 2,447 |
| U.S. Government securities | $44,941,000 | 1,837 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $44,941,000 | 1,799 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $2,132,000 | 1,903 |
| Privately issued residential mortgage-backed securities | $1,241,000 | 1,132 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $891,000 | 1,612 |
| 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 | $3,027,000 | 5,104 |
| Mortgage-backed securities | $46,182,000 | 1,300 |
| Certificates of participation in pools of residential mortgages | $32,782,000 | 1,197 |
| Issued or guaranteed by U.S. | $32,782,000 | 1,186 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $13,400,000 | 1,157 |
| CMOs issued by government agencies or sponsored agencies | $12,159,000 | 972 |
| Privately issued | $1,241,000 | 1,082 |
| 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) | $47,073,000 | 2,152 |
| Total debt securities | $47,074,000 | 2,414 |
| 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 | $38,210,000 | 2,901 |
| U.S. Government securities | $36,183,000 | 2,258 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $36,183,000 | 2,207 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $2,027,000 | 1,861 |
| Privately issued residential mortgage-backed securities | $663,000 | 1,325 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,364,000 | 1,378 |
| 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 | $3,270,000 | 5,049 |
| Mortgage-backed securities | $36,846,000 | 1,570 |
| Certificates of participation in pools of residential mortgages | $28,954,000 | 1,365 |
| Issued or guaranteed by U.S. | $28,954,000 | 1,353 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $7,892,000 | 1,523 |
| CMOs issued by government agencies or sponsored agencies | $7,229,000 | 1,259 |
| Privately issued | $663,000 | 1,265 |
| 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) | $38,210,000 | 2,588 |
| Total debt securities | $38,211,000 | 2,868 |
| 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 | $39,474,000 | 2,801 |
| U.S. Government securities | $37,340,000 | 2,203 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $37,340,000 | 2,160 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $2,134,000 | 1,782 |
| Privately issued residential mortgage-backed securities | $682,000 | 1,261 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,452,000 | 1,311 |
| 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 | $3,371,000 | 5,072 |
| Mortgage-backed securities | $36,513,000 | 1,509 |
| Certificates of participation in pools of residential mortgages | $25,229,000 | 1,484 |
| Issued or guaranteed by U.S. | $25,229,000 | 1,476 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $11,284,000 | 1,231 |
| CMOs issued by government agencies or sponsored agencies | $10,602,000 | 1,008 |
| Privately issued | $682,000 | 1,205 |
| 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) | $39,474,000 | 2,496 |
| Total debt securities | $39,474,000 | 2,769 |
| 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 | $36,283,000 | 2,948 |
| U.S. Government securities | $34,055,000 | 2,340 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $34,055,000 | 2,288 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $2,228,000 | 1,718 |
| Privately issued residential mortgage-backed securities | $757,000 | 1,210 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,471,000 | 1,276 |
| 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 | $3,462,000 | 5,066 |
| Mortgage-backed securities | $32,854,000 | 1,569 |
| Certificates of participation in pools of residential mortgages | $24,213,000 | 1,468 |
| Issued or guaranteed by U.S. | $24,213,000 | 1,457 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $8,641,000 | 1,358 |
| CMOs issued by government agencies or sponsored agencies | $7,884,000 | 1,129 |
| Privately issued | $757,000 | 1,157 |
| 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) | $36,283,000 | 2,605 |
| Total debt securities | $36,283,000 | 2,912 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $37,512,000 | 2,921 |
| U.S. Government securities | $35,157,000 | 2,297 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $35,157,000 | 2,248 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $2,355,000 | 1,721 |
| Privately issued residential mortgage-backed securities | $815,000 | 1,185 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,540,000 | 1,322 |
| 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 | $1,998,000 | 5,644 |
| Mortgage-backed securities | $35,004,000 | 1,459 |
| Certificates of participation in pools of residential mortgages | $27,452,000 | 1,316 |
| Issued or guaranteed by U.S. | $27,452,000 | 1,304 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $7,552,000 | 1,432 |
| CMOs issued by government agencies or sponsored agencies | $6,737,000 | 1,221 |
| Privately issued | $815,000 | 1,126 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $37,512,000 | 2,595 |
| Total debt securities | $37,510,000 | 2,887 |
| 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 | $44,310,000 | 2,546 |
| U.S. Government securities | $41,796,000 | 1,964 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $41,796,000 | 1,924 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $2,514,000 | 1,605 |
| Privately issued residential mortgage-backed securities | $848,000 | 1,157 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,666,000 | 1,243 |
| 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 | $1,008,000 | 6,102 |
| Mortgage-backed securities | $40,658,000 | 1,269 |
| Certificates of participation in pools of residential mortgages | $34,807,000 | 1,025 |
| Issued or guaranteed by U.S. | $34,807,000 | 1,014 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $5,851,000 | 1,587 |
| CMOs issued by government agencies or sponsored agencies | $5,003,000 | 1,391 |
| Privately issued | $848,000 | 1,099 |
| 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) | $44,310,000 | 2,259 |
| Total debt securities | $44,311,000 | 2,501 |
| 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 | $36,442,000 | 2,984 |
| U.S. Government securities | $32,914,000 | 2,460 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $32,914,000 | 2,405 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $3,528,000 | 1,309 |
| Privately issued residential mortgage-backed securities | $2,554,000 | 780 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $974,000 | 1,439 |
| 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 | $1,451,000 | 5,940 |
| Mortgage-backed securities | $28,122,000 | 1,518 |
| Certificates of participation in pools of residential mortgages | $22,514,000 | 1,286 |
| Issued or guaranteed by U.S. | $22,514,000 | 1,275 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $5,608,000 | 1,546 |
| CMOs issued by government agencies or sponsored agencies | $3,054,000 | 1,646 |
| Privately issued | $2,554,000 | 741 |
| 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) | $36,442,000 | 2,618 |
| Total debt securities | $36,442,000 | 2,936 |
| Structured notes | ||
| Amortized cost | $895,000 | 1,735 |
| Fair value | $900,000 | 1,728 |
| 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 | $35,033,000 | 3,068 |
| U.S. Government securities | $31,911,000 | 2,554 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $31,911,000 | 2,504 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $3,122,000 | 1,330 |
| Privately issued residential mortgage-backed securities | $2,618,000 | 742 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $504,000 | 1,665 |
| 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 | $1,938,000 | 5,757 |
| Mortgage-backed securities | $18,500,000 | 1,909 |
| Certificates of participation in pools of residential mortgages | $12,741,000 | 1,822 |
| Issued or guaranteed by U.S. | $12,741,000 | 1,812 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $5,759,000 | 1,487 |
| CMOs issued by government agencies or sponsored agencies | $3,141,000 | 1,591 |
| Privately issued | $2,618,000 | 705 |
| 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) | $35,033,000 | 2,683 |
| Total debt securities | $35,032,000 | 3,028 |
| Structured notes | ||
| Amortized cost | $1,894,000 | 1,331 |
| Fair value | $1,899,000 | 1,327 |
| 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 | $28,163,000 | 3,569 |
| U.S. Government securities | $24,927,000 | 3,122 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $24,927,000 | 3,046 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $3,236,000 | 1,244 |
| Privately issued residential mortgage-backed securities | $2,749,000 | 688 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $487,000 | 1,738 |
| 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 | $3,901,000 | 4,935 |
| Mortgage-backed securities | $11,046,000 | 2,541 |
| Certificates of participation in pools of residential mortgages | $5,059,000 | 2,990 |
| Issued or guaranteed by U.S. | $5,059,000 | 2,976 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $5,987,000 | 1,422 |
| CMOs issued by government agencies or sponsored agencies | $3,238,000 | 1,563 |
| Privately issued | $2,749,000 | 650 |
| 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) | $28,163,000 | 3,124 |
| Total debt securities | $28,162,000 | 3,529 |
| Structured notes | ||
| Amortized cost | $3,087,000 | 969 |
| Fair value | $3,083,000 | 955 |
| 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 | $23,039,000 | 4,102 |
| U.S. Government securities | $19,616,000 | 3,703 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $19,616,000 | 3,610 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $3,423,000 | 1,228 |
| Privately issued residential mortgage-backed securities | $2,931,000 | 651 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $492,000 | 1,765 |
| 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 | $3,905,000 | 4,955 |
| Mortgage-backed securities | $6,366,000 | 3,289 |
| Certificates of participation in pools of residential mortgages | $1,036,000 | 4,782 |
| Issued or guaranteed by U.S. | $1,036,000 | 4,763 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $5,330,000 | 1,474 |
| CMOs issued by government agencies or sponsored agencies | $2,399,000 | 1,742 |
| Privately issued | $2,931,000 | 609 |
| 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) | $23,039,000 | 3,601 |
| Total debt securities | $23,039,000 | 4,050 |
| Structured notes | ||
| Amortized cost | $3,083,000 | 1,016 |
| Fair value | $3,080,000 | 1,015 |
| 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 | $22,931,000 | 4,161 |
| U.S. Government securities | $22,444,000 | 3,426 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $22,444,000 | 3,330 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $487,000 | 2,394 |
| 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 | $487,000 | 1,821 |
| 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 | $3,886,000 | 4,969 |
| Mortgage-backed securities | $5,556,000 | 3,476 |
| 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 | $5,556,000 | 1,444 |
| CMOs issued by government agencies or sponsored agencies | $5,556,000 | 1,214 |
| 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) | $22,931,000 | 3,638 |
| Total debt securities | $22,931,000 | 4,110 |
| Structured notes | ||
| Amortized cost | $3,826,000 | 945 |
| Fair value | $3,820,000 | 941 |
| 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 | $19,270,000 | 4,677 |
| U.S. Government securities | $18,784,000 | 3,933 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $18,784,000 | 3,825 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $486,000 | 2,430 |
| 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 | $486,000 | 1,859 |
| 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 | $3,877,000 | 4,991 |
| Mortgage-backed securities | $2,636,000 | 4,424 |
| 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 | $2,636,000 | 1,921 |
| CMOs issued by government agencies or sponsored agencies | $2,636,000 | 1,676 |
| 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) | $19,270,000 | 4,098 |
| Total debt securities | $19,270,000 | 4,624 |
| Structured notes | ||
| Amortized cost | $4,115,000 | 932 |
| Fair value | $4,103,000 | 926 |
| 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 | $19,127,000 | 4,687 |
| U.S. Government securities | $18,651,000 | 3,970 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $18,651,000 | 3,847 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $476,000 | 2,451 |
| 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 | $476,000 | 1,897 |
| 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 | $3,820,000 | 5,022 |
| Mortgage-backed securities | $2,729,000 | 4,386 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,729,000 | 1,877 |
| CMOs issued by government agencies or sponsored agencies | $2,729,000 | 1,634 |
| 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) | $19,127,000 | 4,080 |
| Total debt securities | $19,129,000 | 4,639 |
| Structured notes | ||
| Amortized cost | $4,101,000 | 993 |
| Fair value | $4,048,000 | 988 |
| 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 | $19,960,000 | 4,624 |
| U.S. Government securities | $19,474,000 | 3,883 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $19,474,000 | 3,762 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $486,000 | 2,510 |
| 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 | $486,000 | 1,982 |
| 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 | $3,851,000 | 5,026 |
| Mortgage-backed securities | $2,918,000 | 4,334 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,918,000 | 1,835 |
| CMOs issued by government agencies or sponsored agencies | $2,918,000 | 1,595 |
| 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) | $19,960,000 | 4,006 |
| Total debt securities | $19,960,000 | 4,568 |
| Structured notes | ||
| Amortized cost | $4,582,000 | 940 |
| Fair value | $4,567,000 | 937 |
| 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 | $19,038,000 | 4,763 |
| U.S. Government securities | $18,548,000 | 4,010 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $18,548,000 | 3,880 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $490,000 | 2,590 |
| 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 | $490,000 | 2,093 |
| 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 | $4,185,000 | 4,883 |
| Mortgage-backed securities | $969,000 | 5,435 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $969,000 | 2,525 |
| CMOs issued by government agencies or sponsored agencies | $969,000 | 2,248 |
| 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) | $19,038,000 | 4,120 |
| Total debt securities | $19,038,000 | 4,705 |
| Structured notes | ||
| Amortized cost | $5,559,000 | 782 |
| Fair value | $5,562,000 | 778 |
| 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 | $6,386,000 | 7,149 |
| U.S. Government securities | $5,889,000 | 6,693 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $5,889,000 | 6,555 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $497,000 | 2,627 |
| 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 | $497,000 | 2,162 |
| 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 | $4,891,000 | 4,647 |
| Mortgage-backed securities | $0 | 6,997 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| 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) | $6,386,000 | 6,399 |
| Total debt securities | $6,386,000 | 7,093 |
| Structured notes | ||
| Amortized cost | $1,496,000 | 1,864 |
| Fair value | $1,496,000 | 1,794 |
| 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 | $2,482,000 | 8,132 |
| U.S. Government securities | $1,983,000 | 7,983 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $1,983,000 | 7,848 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $499,000 | 2,702 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $499,000 | 2,239 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $496,000 | 6,792 |
| Mortgage-backed securities | $0 | 7,037 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| 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) | $2,482,000 | 7,350 |
| Total debt securities | $2,482,000 | 8,081 |
| 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 | $12,318,000 | 5,983 |
| U.S. Government securities | $11,819,000 | 5,255 |
| U.S. Treasury securities | $970,000 | 1,393 |
| U.S. Government agency obligations | $10,849,000 | 5,343 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $499,000 | 2,757 |
| 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 | $499,000 | 2,323 |
| 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 | $487,000 | 6,851 |
| Mortgage-backed securities | $0 | 7,121 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| 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) | $12,318,000 | 5,243 |
| Total debt securities | $12,318,000 | 5,915 |
| 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 | $19,520,000 | 4,796 |
| U.S. Government securities | $18,054,000 | 4,147 |
| U.S. Treasury securities | $994,000 | 1,341 |
| U.S. Government agency obligations | $17,060,000 | 4,141 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $1,466,000 | 2,034 |
| 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 | $1,466,000 | 1,652 |
| 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 | $0 | 7,171 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| 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) | $19,520,000 | 4,153 |
| Total debt securities | $19,520,000 | 4,735 |
| 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 | $18,687,000 | 4,882 |
| U.S. Government securities | $17,197,000 | 4,214 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $17,197,000 | 4,082 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $1,490,000 | 2,042 |
| 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 | $1,490,000 | 1,689 |
| 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 | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| 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) | $18,687,000 | 4,252 |
| Total debt securities | $18,686,000 | 4,821 |
| 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 | $8,949,000 | 6,801 |
| U.S. Government securities | $6,532,000 | 6,730 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $6,532,000 | 6,563 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $2,417,000 | 1,727 |
| 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 | $2,417,000 | 1,388 |
| 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 | $1,485,000 | 5,416 |
| Certificates of participation in pools of residential mortgages | $1,485,000 | 4,877 |
| Issued or guaranteed by U.S. | $1,485,000 | 4,865 |
| 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) | $8,949,000 | 6,053 |
| Total debt securities | $8,950,000 | 6,728 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,961 |
| Fair value | $975,000 | 2,147 |
| 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 | $4,377,000 | 7,898 |
| U.S. Government securities | $2,509,000 | 7,991 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $2,509,000 | 7,827 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $1,525,000 | 2,188 |
| 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 | $1,525,000 | 1,842 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $343,000 | 1,686 |
| 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 | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| 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) | $4,377,000 | 7,102 |
| Total debt securities | $4,034,000 | 7,905 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,759 |
| Fair value | $1,000,000 | 1,940 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |