Home > NewDominion Bank > Securities
NewDominion Bank, Securities
| 2018-06-30 | Rank | |
| Total securities | $1,649,000 | 5,179 |
| U.S. Government securities | $1,649,000 | 4,831 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $1,649,000 | 4,685 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,680 |
| Mortgage-backed securities | $1,649,000 | 3,821 |
| Certificates of participation in pools of residential mortgages | $1,649,000 | 3,470 |
| Issued or guaranteed by U.S. | $1,649,000 | 3,305 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $1,649,000 | 4,904 |
| Total debt securities | $1,649,000 | 5,157 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $22,127,000 | 3,535 |
| U.S. Government securities | $19,621,000 | 2,811 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $19,621,000 | 2,678 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $2,506,000 | 1,107 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $2,506,000 | 858 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,746 |
| Mortgage-backed securities | $14,714,000 | 2,283 |
| Certificates of participation in pools of residential mortgages | $7,584,000 | 2,361 |
| Issued or guaranteed by U.S. | $7,584,000 | 2,358 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $7,130,000 | 1,347 |
| CMOs issued by government agencies or sponsored agencies | $7,130,000 | 1,298 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $22,127,000 | 3,257 |
| Total debt securities | $22,127,000 | 3,511 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $23,241,000 | 3,523 |
| U.S. Government securities | $20,726,000 | 2,749 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $20,726,000 | 2,621 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $2,515,000 | 1,095 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $2,515,000 | 860 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,818 |
| Mortgage-backed securities | $15,539,000 | 2,243 |
| Certificates of participation in pools of residential mortgages | $8,039,000 | 2,351 |
| Issued or guaranteed by U.S. | $8,039,000 | 2,348 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $7,500,000 | 1,297 |
| CMOs issued by government agencies or sponsored agencies | $7,500,000 | 1,251 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $23,241,000 | 3,248 |
| Total debt securities | $23,241,000 | 3,498 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $22,794,000 | 3,595 |
| U.S. Government securities | $19,902,000 | 2,834 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $19,902,000 | 2,719 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $2,519,000 | 1,122 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $2,519,000 | 899 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $373,000 | 664 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,886 |
| Mortgage-backed securities | $14,556,000 | 2,339 |
| Certificates of participation in pools of residential mortgages | $6,687,000 | 2,575 |
| Issued or guaranteed by U.S. | $6,687,000 | 2,574 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $7,869,000 | 1,267 |
| CMOs issued by government agencies or sponsored agencies | $7,869,000 | 1,222 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $22,794,000 | 3,308 |
| Total debt securities | $22,421,000 | 3,589 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $23,172,000 | 3,608 |
| U.S. Government securities | $19,968,000 | 2,877 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $19,968,000 | 2,754 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $2,505,000 | 1,152 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $2,505,000 | 922 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $699,000 | 578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,931 |
| Mortgage-backed securities | $14,285,000 | 2,377 |
| Certificates of participation in pools of residential mortgages | $7,166,000 | 2,553 |
| Issued or guaranteed by U.S. | $7,166,000 | 2,552 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $7,119,000 | 1,331 |
| CMOs issued by government agencies or sponsored agencies | $7,119,000 | 1,283 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $23,172,000 | 3,321 |
| Total debt securities | $22,473,000 | 3,641 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $23,900,000 | 3,601 |
| U.S. Government securities | $20,624,000 | 2,859 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $20,624,000 | 2,743 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $2,500,000 | 1,190 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $2,500,000 | 944 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $776,000 | 560 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,985 |
| Mortgage-backed securities | $14,857,000 | 2,372 |
| Certificates of participation in pools of residential mortgages | $7,564,000 | 2,543 |
| Issued or guaranteed by U.S. | $7,564,000 | 2,543 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $7,293,000 | 1,334 |
| CMOs issued by government agencies or sponsored agencies | $7,293,000 | 1,273 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $23,900,000 | 3,314 |
| Total debt securities | $23,124,000 | 3,628 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $21,666,000 | 3,756 |
| U.S. Government securities | $18,467,000 | 3,022 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $18,467,000 | 2,893 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $2,500,000 | 1,177 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $2,500,000 | 930 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $699,000 | 579 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,854,000 | 3,253 |
| Mortgage-backed securities | $12,459,000 | 2,558 |
| Certificates of participation in pools of residential mortgages | $6,949,000 | 2,631 |
| Issued or guaranteed by U.S. | $6,949,000 | 2,627 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $5,510,000 | 1,500 |
| CMOs issued by government agencies or sponsored agencies | $5,510,000 | 1,442 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $21,666,000 | 3,444 |
| Total debt securities | $20,967,000 | 3,776 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $18,832,000 | 3,945 |
| U.S. Government securities | $16,619,000 | 3,157 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $16,619,000 | 3,046 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $1,504,000 | 1,418 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $1,504,000 | 1,137 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $709,000 | 587 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,999,000 | 2,543 |
| Mortgage-backed securities | $10,243,000 | 2,766 |
| Certificates of participation in pools of residential mortgages | $5,353,000 | 2,931 |
| Issued or guaranteed by U.S. | $5,353,000 | 2,931 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,890,000 | 1,616 |
| CMOs issued by government agencies or sponsored agencies | $4,890,000 | 1,551 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $18,832,000 | 3,628 |
| Total debt securities | $18,123,000 | 3,974 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $19,882,000 | 3,939 |
| U.S. Government securities | $17,629,000 | 3,156 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $17,629,000 | 3,048 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $1,496,000 | 1,447 |
| 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 | $1,496,000 | 1,155 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $757,000 | 597 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,989,000 | 3,177 |
| Mortgage-backed securities | $10,921,000 | 2,736 |
| Certificates of participation in pools of residential mortgages | $5,700,000 | 2,928 |
| Issued or guaranteed by U.S. | $5,700,000 | 2,926 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $5,221,000 | 1,587 |
| CMOs issued by government agencies or sponsored agencies | $5,221,000 | 1,516 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $19,882,000 | 3,620 |
| Total debt securities | $19,125,000 | 3,974 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 626 |
| Fair value | $1,496,000 | 652 |
| 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 | $19,451,000 | 4,028 |
| U.S. Government securities | $17,304,000 | 3,263 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $17,304,000 | 3,153 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $1,498,000 | 1,457 |
| 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 | $1,498,000 | 1,159 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $649,000 | 615 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,255,000 | 3,459 |
| Mortgage-backed securities | $10,515,000 | 2,806 |
| Certificates of participation in pools of residential mortgages | $6,078,000 | 2,869 |
| Issued or guaranteed by U.S. | $6,078,000 | 2,868 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,437,000 | 1,707 |
| CMOs issued by government agencies or sponsored agencies | $4,437,000 | 1,641 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $19,451,000 | 3,691 |
| Total debt securities | $18,802,000 | 4,059 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 756 |
| Fair value | $1,498,000 | 770 |
| 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 | $20,222,000 | 4,014 |
| U.S. Government securities | $18,069,000 | 3,241 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $18,069,000 | 3,132 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $1,500,000 | 1,434 |
| 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 | $1,500,000 | 1,143 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $653,000 | 617 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,729,000 | 3,282 |
| Mortgage-backed securities | $11,074,000 | 2,737 |
| Certificates of participation in pools of residential mortgages | $6,459,000 | 2,794 |
| Issued or guaranteed by U.S. | $6,459,000 | 2,792 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,615,000 | 1,685 |
| CMOs issued by government agencies or sponsored agencies | $4,615,000 | 1,628 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $20,222,000 | 3,675 |
| Total debt securities | $19,569,000 | 4,045 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 875 |
| Fair value | $1,500,000 | 879 |
| 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 | $20,064,000 | 4,095 |
| U.S. Government securities | $19,052,000 | 3,216 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $19,052,000 | 3,108 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $1,012,000 | 1,597 |
| 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 | $1,012,000 | 1,265 |
| 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 | $15,748,000 | 2,517 |
| Mortgage-backed securities | $11,862,000 | 2,710 |
| Certificates of participation in pools of residential mortgages | $6,948,000 | 2,756 |
| Issued or guaranteed by U.S. | $6,948,000 | 2,754 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $4,914,000 | 1,659 |
| CMOs issued by government agencies or sponsored agencies | $4,914,000 | 1,599 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $20,064,000 | 3,745 |
| Total debt securities | $20,064,000 | 4,067 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,132 |
| Fair value | $1,012,000 | 1,128 |
| Trading account assets | $701,000 | 195 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $21,017,000 | 4,109 |
| U.S. Government securities | $20,001,000 | 3,225 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $20,001,000 | 3,123 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $1,016,000 | 1,611 |
| 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 | $1,016,000 | 1,276 |
| 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 | $16,484,000 | 2,470 |
| Mortgage-backed securities | $12,640,000 | 2,688 |
| Certificates of participation in pools of residential mortgages | $7,479,000 | 2,757 |
| Issued or guaranteed by U.S. | $7,479,000 | 2,754 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,161,000 | 1,696 |
| CMOs issued by government agencies or sponsored agencies | $5,161,000 | 1,631 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $21,017,000 | 3,760 |
| Total debt securities | $21,017,000 | 4,082 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,260 |
| Fair value | $1,016,000 | 1,253 |
| Trading account assets | $843,000 | 187 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $22,306,000 | 4,050 |
| U.S. Government securities | $21,304,000 | 3,181 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $21,304,000 | 3,083 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $1,002,000 | 1,678 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $1,002,000 | 1,330 |
| 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 | $17,427,000 | 2,436 |
| Mortgage-backed securities | $13,692,000 | 2,629 |
| Certificates of participation in pools of residential mortgages | $8,177,000 | 2,711 |
| Issued or guaranteed by U.S. | $8,177,000 | 2,709 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $5,515,000 | 1,683 |
| CMOs issued by government agencies or sponsored agencies | $5,515,000 | 1,617 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $22,306,000 | 3,703 |
| Total debt securities | $22,306,000 | 4,027 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,342 |
| Fair value | $1,002,000 | 1,353 |
| Trading account assets | $1,014,000 | 184 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $23,183,000 | 4,044 |
| U.S. Government securities | $22,183,000 | 3,168 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $22,183,000 | 3,067 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $1,000,000 | 1,686 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $1,000,000 | 1,340 |
| 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 | $21,677,000 | 2,124 |
| Mortgage-backed securities | $14,419,000 | 2,614 |
| Certificates of participation in pools of residential mortgages | $8,715,000 | 2,687 |
| Issued or guaranteed by U.S. | $8,715,000 | 2,685 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $5,704,000 | 1,706 |
| CMOs issued by government agencies or sponsored agencies | $5,704,000 | 1,635 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $23,183,000 | 3,690 |
| Total debt securities | $23,183,000 | 4,021 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,423 |
| Fair value | $1,000,000 | 1,441 |
| Trading account assets | $966,000 | 178 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $23,898,000 | 4,073 |
| U.S. Government securities | $22,898,000 | 3,198 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $22,898,000 | 3,098 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $1,000,000 | 1,751 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $1,000,000 | 1,387 |
| 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 | $19,605,000 | 2,265 |
| Mortgage-backed securities | $15,177,000 | 2,631 |
| Certificates of participation in pools of residential mortgages | $9,275,000 | 2,686 |
| Issued or guaranteed by U.S. | $9,275,000 | 2,684 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $5,902,000 | 1,703 |
| CMOs issued by government agencies or sponsored agencies | $5,902,000 | 1,628 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $23,898,000 | 3,721 |
| Total debt securities | $23,898,000 | 4,042 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,534 |
| Fair value | $1,000,000 | 1,542 |
| Trading account assets | $958,000 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $23,914,000 | 4,112 |
| U.S. Government securities | $23,914,000 | 3,155 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $23,914,000 | 3,064 |
| 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 | $16,974,000 | 2,484 |
| Mortgage-backed securities | $16,063,000 | 2,591 |
| Certificates of participation in pools of residential mortgages | $9,922,000 | 2,639 |
| Issued or guaranteed by U.S. | $9,922,000 | 2,639 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $6,141,000 | 1,688 |
| CMOs issued by government agencies or sponsored agencies | $6,141,000 | 1,618 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $23,914,000 | 3,754 |
| Total debt securities | $23,914,000 | 4,085 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $1,021,000 | 171 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $24,645,000 | 4,089 |
| U.S. Government securities | $24,645,000 | 3,104 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $24,645,000 | 3,022 |
| 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 | $13,413,000 | 2,843 |
| Mortgage-backed securities | $16,854,000 | 2,552 |
| Certificates of participation in pools of residential mortgages | $10,524,000 | 2,582 |
| Issued or guaranteed by U.S. | $10,524,000 | 2,582 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $6,330,000 | 1,683 |
| CMOs issued by government agencies or sponsored agencies | $6,330,000 | 1,609 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $24,645,000 | 3,721 |
| Total debt securities | $24,645,000 | 4,058 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $1,042,000 | 166 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $27,923,000 | 3,832 |
| U.S. Government securities | $26,347,000 | 2,965 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $26,347,000 | 2,891 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $500,000 | 2,197 |
| 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 | $500,000 | 1,741 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $1,076,000 | 574 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,905,000 | 2,794 |
| Mortgage-backed securities | $18,475,000 | 2,433 |
| Certificates of participation in pools of residential mortgages | $11,989,000 | 2,418 |
| Issued or guaranteed by U.S. | $11,989,000 | 2,418 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $6,486,000 | 1,676 |
| CMOs issued by government agencies or sponsored agencies | $6,486,000 | 1,587 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $27,923,000 | 3,511 |
| Total debt securities | $26,847,000 | 3,880 |
| 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 | $30,355,000 | 3,705 |
| U.S. Government securities | $29,945,000 | 2,777 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $29,945,000 | 2,705 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $410,000 | 2,351 |
| 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 | $410,000 | 1,877 |
| 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 | $14,037,000 | 2,747 |
| Mortgage-backed securities | $21,935,000 | 2,245 |
| Certificates of participation in pools of residential mortgages | $14,597,000 | 2,186 |
| Issued or guaranteed by U.S. | $14,597,000 | 2,184 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $7,338,000 | 1,600 |
| CMOs issued by government agencies or sponsored agencies | $7,338,000 | 1,516 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $30,355,000 | 3,399 |
| Total debt securities | $30,355,000 | 3,673 |
| 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 | $29,054,000 | 3,778 |
| U.S. Government securities | $28,644,000 | 2,851 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $28,644,000 | 2,784 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $410,000 | 2,418 |
| 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 | $410,000 | 1,918 |
| 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 | $17,577,000 | 2,390 |
| Mortgage-backed securities | $20,205,000 | 2,352 |
| Certificates of participation in pools of residential mortgages | $12,413,000 | 2,360 |
| Issued or guaranteed by U.S. | $12,413,000 | 2,359 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $7,792,000 | 1,581 |
| CMOs issued by government agencies or sponsored agencies | $7,792,000 | 1,497 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $29,054,000 | 3,475 |
| Total debt securities | $29,054,000 | 3,750 |
| 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 | $52,052,000 | 2,625 |
| U.S. Government securities | $51,642,000 | 1,855 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $51,642,000 | 1,800 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $410,000 | 2,407 |
| 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 | $410,000 | 1,897 |
| 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 | $22,387,000 | 2,080 |
| Mortgage-backed securities | $44,448,000 | 1,419 |
| Certificates of participation in pools of residential mortgages | $28,085,000 | 1,428 |
| Issued or guaranteed by U.S. | $28,085,000 | 1,426 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $16,363,000 | 1,124 |
| CMOs issued by government agencies or sponsored agencies | $16,363,000 | 1,058 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $52,052,000 | 2,419 |
| Total debt securities | $52,052,000 | 2,602 |
| 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 | $51,514,000 | 2,581 |
| U.S. Government securities | $51,104,000 | 1,826 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $51,104,000 | 1,779 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $410,000 | 2,405 |
| 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 | $410,000 | 1,866 |
| 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 | $27,213,000 | 1,797 |
| Mortgage-backed securities | $45,844,000 | 1,375 |
| Certificates of participation in pools of residential mortgages | $30,702,000 | 1,308 |
| Issued or guaranteed by U.S. | $30,702,000 | 1,305 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $15,142,000 | 1,185 |
| CMOs issued by government agencies or sponsored agencies | $15,142,000 | 1,114 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $51,514,000 | 2,374 |
| Total debt securities | $51,516,000 | 2,558 |
| 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 | $56,120,000 | 2,438 |
| U.S. Government securities | $55,720,000 | 1,744 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $55,720,000 | 1,703 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $400,000 | 2,480 |
| 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 | $400,000 | 1,938 |
| 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 | $18,055,000 | 2,380 |
| Mortgage-backed securities | $48,862,000 | 1,385 |
| Certificates of participation in pools of residential mortgages | $33,148,000 | 1,292 |
| Issued or guaranteed by U.S. | $33,148,000 | 1,292 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $15,714,000 | 1,228 |
| CMOs issued by government agencies or sponsored agencies | $15,714,000 | 1,150 |
| 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) | $56,120,000 | 2,228 |
| Total debt securities | $56,120,000 | 2,415 |
| 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 | $83,529,000 | 1,759 |
| U.S. Government securities | $71,725,000 | 1,430 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $71,725,000 | 1,390 |
| Securities issued by states & political subdivisions | $11,404,000 | 2,550 |
| Other domestic debt securities | $400,000 | 2,473 |
| 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 | $400,000 | 1,925 |
| 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 | $19,651,000 | 2,288 |
| Mortgage-backed securities | $58,728,000 | 1,230 |
| Certificates of participation in pools of residential mortgages | $39,796,000 | 1,127 |
| Issued or guaranteed by U.S. | $39,796,000 | 1,126 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $16,624,000 | 1,211 |
| CMOs issued by government agencies or sponsored agencies | $16,624,000 | 1,121 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $2,308,000 | 348 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $2,308,000 | 191 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $83,529,000 | 1,600 |
| Total debt securities | $83,529,000 | 1,738 |
| 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 | $100,688,000 | 1,493 |
| U.S. Government securities | $88,308,000 | 1,206 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $88,308,000 | 1,165 |
| Securities issued by states & political subdivisions | $11,980,000 | 2,408 |
| Other domestic debt securities | $400,000 | 2,453 |
| 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 | $400,000 | 1,917 |
| 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 | $20,418,000 | 2,235 |
| Mortgage-backed securities | $75,311,000 | 987 |
| Certificates of participation in pools of residential mortgages | $53,110,000 | 869 |
| Issued or guaranteed by U.S. | $53,110,000 | 868 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $19,927,000 | 1,092 |
| CMOs issued by government agencies or sponsored agencies | $19,927,000 | 1,011 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $2,274,000 | 318 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $2,274,000 | 168 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $100,688,000 | 1,357 |
| Total debt securities | $100,688,000 | 1,479 |
| 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 | $96,452,000 | 1,495 |
| U.S. Government securities | $83,154,000 | 1,226 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $83,154,000 | 1,188 |
| Securities issued by states & political subdivisions | $12,898,000 | 2,268 |
| Other domestic debt securities | $400,000 | 2,437 |
| 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 | $400,000 | 1,835 |
| 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 | $10,105,000 | 3,220 |
| Mortgage-backed securities | $69,984,000 | 1,004 |
| Certificates of participation in pools of residential mortgages | $49,016,000 | 888 |
| Issued or guaranteed by U.S. | $49,016,000 | 886 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $18,687,000 | 1,123 |
| CMOs issued by government agencies or sponsored agencies | $18,687,000 | 1,002 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $2,281,000 | 259 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $2,281,000 | 131 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $96,452,000 | 1,359 |
| Total debt securities | $96,452,000 | 1,476 |
| 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 | $93,790,000 | 1,503 |
| U.S. Government securities | $91,448,000 | 1,079 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $91,448,000 | 1,048 |
| Securities issued by states & political subdivisions | $1,836,000 | 4,511 |
| Other domestic debt securities | $506,000 | 2,303 |
| Privately issued residential mortgage-backed securities | $6,000 | 1,261 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $500,000 | 1,701 |
| 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 | $15,079,000 | 2,553 |
| Mortgage-backed securities | $81,812,000 | 857 |
| Certificates of participation in pools of residential mortgages | $45,460,000 | 913 |
| Issued or guaranteed by U.S. | $45,460,000 | 910 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $34,057,000 | 756 |
| CMOs issued by government agencies or sponsored agencies | $34,051,000 | 660 |
| Privately issued | $6,000 | 1,193 |
| Commercial mortgage-backed securities | $2,295,000 | 227 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $2,295,000 | 110 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $93,790,000 | 1,355 |
| Total debt securities | $93,790,000 | 1,483 |
| Structured notes | ||
| Amortized cost | $413,000 | 2,830 |
| Fair value | $451,000 | 2,821 |
| 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 | $97,389,000 | 1,459 |
| U.S. Government securities | $94,910,000 | 1,056 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $94,910,000 | 1,015 |
| Securities issued by states & political subdivisions | $1,742,000 | 4,539 |
| Other domestic debt securities | $737,000 | 2,110 |
| Privately issued residential mortgage-backed securities | $237,000 | 1,100 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $500,000 | 1,626 |
| 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 | $15,297,000 | 2,574 |
| Mortgage-backed securities | $85,591,000 | 809 |
| Certificates of participation in pools of residential mortgages | $47,645,000 | 869 |
| Issued or guaranteed by U.S. | $47,645,000 | 866 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $35,717,000 | 726 |
| CMOs issued by government agencies or sponsored agencies | $35,480,000 | 634 |
| Privately issued | $237,000 | 1,046 |
| Commercial mortgage-backed securities | $2,229,000 | 205 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $2,229,000 | 87 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $97,389,000 | 1,307 |
| Total debt securities | $97,390,000 | 1,440 |
| Structured notes | ||
| Amortized cost | $441,000 | 2,964 |
| Fair value | $484,000 | 2,955 |
| 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 | $90,060,000 | 1,539 |
| U.S. Government securities | $86,563,000 | 1,146 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $86,563,000 | 1,100 |
| Securities issued by states & political subdivisions | $1,711,000 | 4,532 |
| Other domestic debt securities | $1,786,000 | 1,660 |
| Privately issued residential mortgage-backed securities | $263,000 | 1,124 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $1,523,000 | 1,160 |
| 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 | $13,360,000 | 2,739 |
| Mortgage-backed securities | $72,385,000 | 895 |
| Certificates of participation in pools of residential mortgages | $39,601,000 | 963 |
| Issued or guaranteed by U.S. | $39,601,000 | 959 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $32,784,000 | 741 |
| CMOs issued by government agencies or sponsored agencies | $32,521,000 | 641 |
| Privately issued | $263,000 | 1,070 |
| 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) | $90,060,000 | 1,383 |
| Total debt securities | $90,060,000 | 1,517 |
| Structured notes | ||
| Amortized cost | $462,000 | 3,007 |
| Fair value | $503,000 | 2,904 |
| 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 | $90,570,000 | 1,467 |
| U.S. Government securities | $87,034,000 | 1,085 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $87,034,000 | 1,043 |
| Securities issued by states & political subdivisions | $1,677,000 | 4,556 |
| Other domestic debt securities | $1,859,000 | 1,743 |
| Privately issued residential mortgage-backed securities | $348,000 | 1,139 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $1,511,000 | 111 |
| 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 | $18,854,000 | 2,213 |
| Mortgage-backed securities | $74,853,000 | 833 |
| Certificates of participation in pools of residential mortgages | $41,907,000 | 879 |
| Issued or guaranteed by U.S. | $41,907,000 | 873 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $32,946,000 | 724 |
| CMOs issued by government agencies or sponsored agencies | $32,598,000 | 625 |
| Privately issued | $348,000 | 1,086 |
| 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) | $90,570,000 | 1,312 |
| Total debt securities | $90,571,000 | 1,445 |
| Structured notes | ||
| Amortized cost | $506,000 | 2,734 |
| Fair value | $551,000 | 2,714 |
| 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 | $85,656,000 | 1,513 |
| U.S. Government securities | $81,828,000 | 1,115 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $81,828,000 | 1,059 |
| Securities issued by states & political subdivisions | $1,832,000 | 4,423 |
| Other domestic debt securities | $1,996,000 | 1,754 |
| Privately issued residential mortgage-backed securities | $471,000 | 1,161 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $1,525,000 | 1,160 |
| 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 | $35,555,000 | 1,392 |
| Mortgage-backed securities | $70,595,000 | 863 |
| Certificates of participation in pools of residential mortgages | $41,429,000 | 844 |
| Issued or guaranteed by U.S. | $41,429,000 | 836 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $29,166,000 | 794 |
| CMOs issued by government agencies or sponsored agencies | $28,695,000 | 681 |
| Privately issued | $471,000 | 1,106 |
| 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) | $85,656,000 | 1,350 |
| Total debt securities | $85,656,000 | 1,495 |
| Structured notes | ||
| Amortized cost | $569,000 | 2,756 |
| Fair value | $623,000 | 2,737 |
| 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 | $65,050,000 | 1,898 |
| U.S. Government securities | $50,249,000 | 1,743 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $50,249,000 | 1,681 |
| Securities issued by states & political subdivisions | $12,786,000 | 1,924 |
| Other domestic debt securities | $2,015,000 | 1,719 |
| Privately issued residential mortgage-backed securities | $528,000 | 1,178 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $1,487,000 | 1,137 |
| 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 | $46,813,000 | 1,119 |
| Mortgage-backed securities | $48,122,000 | 1,158 |
| Certificates of participation in pools of residential mortgages | $28,072,000 | 1,180 |
| Issued or guaranteed by U.S. | $28,072,000 | 1,174 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $20,050,000 | 962 |
| CMOs issued by government agencies or sponsored agencies | $19,522,000 | 823 |
| Privately issued | $528,000 | 1,128 |
| 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) | $65,050,000 | 1,693 |
| Total debt securities | $65,050,000 | 1,879 |
| Structured notes | ||
| Amortized cost | $1,602,000 | 2,218 |
| Fair value | $1,653,000 | 2,210 |
| 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 | $63,474,000 | 1,974 |
| U.S. Government securities | $48,663,000 | 1,836 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $48,663,000 | 1,778 |
| Securities issued by states & political subdivisions | $12,734,000 | 1,898 |
| Other domestic debt securities | $2,077,000 | 1,742 |
| Privately issued residential mortgage-backed securities | $597,000 | 1,200 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $1,480,000 | 1,165 |
| 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 | $48,258,000 | 1,127 |
| Mortgage-backed securities | $47,576,000 | 1,210 |
| Certificates of participation in pools of residential mortgages | $28,691,000 | 1,230 |
| Issued or guaranteed by U.S. | $28,691,000 | 1,226 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $18,885,000 | 975 |
| CMOs issued by government agencies or sponsored agencies | $18,288,000 | 826 |
| Privately issued | $597,000 | 1,149 |
| 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) | $63,474,000 | 1,766 |
| Total debt securities | $63,474,000 | 1,943 |
| Structured notes | ||
| Amortized cost | $627,000 | 2,602 |
| Fair value | $675,000 | 2,582 |
| 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 | $63,073,000 | 1,952 |
| U.S. Government securities | $48,318,000 | 1,800 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $48,318,000 | 1,743 |
| Securities issued by states & political subdivisions | $12,670,000 | 1,903 |
| Other domestic debt securities | $2,085,000 | 1,791 |
| Privately issued residential mortgage-backed securities | $714,000 | 1,193 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $1,371,000 | 1,228 |
| 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 | $49,852,000 | 1,096 |
| Mortgage-backed securities | $46,309,000 | 1,273 |
| Certificates of participation in pools of residential mortgages | $29,397,000 | 1,256 |
| Issued or guaranteed by U.S. | $29,397,000 | 1,250 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $16,912,000 | 1,050 |
| CMOs issued by government agencies or sponsored agencies | $16,198,000 | 878 |
| Privately issued | $714,000 | 1,141 |
| 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) | $63,073,000 | 1,738 |
| Total debt securities | $63,074,000 | 1,933 |
| Structured notes | ||
| Amortized cost | $658,000 | 2,338 |
| Fair value | $707,000 | 2,324 |
| 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 | $74,662,000 | 1,689 |
| U.S. Government securities | $59,402,000 | 1,482 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $59,402,000 | 1,436 |
| Securities issued by states & political subdivisions | $13,076,000 | 1,875 |
| Other domestic debt securities | $2,184,000 | 1,843 |
| Privately issued residential mortgage-backed securities | $747,000 | 1,242 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $1,437,000 | 1,296 |
| 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 | $64,096,000 | 863 |
| Mortgage-backed securities | $57,389,000 | 1,074 |
| Certificates of participation in pools of residential mortgages | $28,683,000 | 1,318 |
| Issued or guaranteed by U.S. | $28,683,000 | 1,309 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $28,706,000 | 746 |
| CMOs issued by government agencies or sponsored agencies | $27,959,000 | 590 |
| Privately issued | $747,000 | 1,186 |
| 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) | $74,662,000 | 1,472 |
| Total debt securities | $74,662,000 | 1,663 |
| Structured notes | ||
| Amortized cost | $680,000 | 1,908 |
| Fair value | $728,000 | 1,891 |
| 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 | $71,693,000 | 1,726 |
| U.S. Government securities | $57,248,000 | 1,493 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $57,248,000 | 1,454 |
| Securities issued by states & political subdivisions | $12,285,000 | 1,924 |
| Other domestic debt securities | $2,160,000 | 1,896 |
| Privately issued residential mortgage-backed securities | $859,000 | 1,240 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $1,301,000 | 1,373 |
| 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 | $37,323,000 | 1,360 |
| Mortgage-backed securities | $53,302,000 | 1,147 |
| Certificates of participation in pools of residential mortgages | $27,104,000 | 1,392 |
| Issued or guaranteed by U.S. | $27,104,000 | 1,384 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $26,198,000 | 755 |
| CMOs issued by government agencies or sponsored agencies | $25,339,000 | 593 |
| Privately issued | $859,000 | 1,184 |
| 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) | $71,693,000 | 1,504 |
| Total debt securities | $71,692,000 | 1,706 |
| Structured notes | ||
| Amortized cost | $712,000 | 1,422 |
| Fair value | $739,000 | 1,409 |
| 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 | $82,873,000 | 1,488 |
| U.S. Government securities | $68,835,000 | 1,262 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $68,835,000 | 1,225 |
| Securities issued by states & political subdivisions | $11,792,000 | 1,884 |
| Other domestic debt securities | $2,246,000 | 1,789 |
| Privately issued residential mortgage-backed securities | $1,051,000 | 1,211 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,195,000 | 1,446 |
| 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 | $45,354,000 | 1,189 |
| Mortgage-backed securities | $63,996,000 | 994 |
| Certificates of participation in pools of residential mortgages | $43,412,000 | 974 |
| Issued or guaranteed by U.S. | $43,412,000 | 964 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $20,584,000 | 890 |
| CMOs issued by government agencies or sponsored agencies | $19,533,000 | 701 |
| Privately issued | $1,051,000 | 1,156 |
| 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) | $82,873,000 | 1,297 |
| Total debt securities | $82,873,000 | 1,460 |
| Structured notes | ||
| Amortized cost | $751,000 | 1,134 |
| Fair value | $781,000 | 1,123 |
| 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 | $85,326,000 | 1,422 |
| U.S. Government securities | $70,709,000 | 1,216 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $70,709,000 | 1,185 |
| Securities issued by states & political subdivisions | $12,102,000 | 1,798 |
| Other domestic debt securities | $2,515,000 | 1,650 |
| Privately issued residential mortgage-backed securities | $1,187,000 | 1,129 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,328,000 | 1,361 |
| 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 | $33,717,000 | 1,538 |
| Mortgage-backed securities | $64,914,000 | 951 |
| Certificates of participation in pools of residential mortgages | $44,420,000 | 929 |
| Issued or guaranteed by U.S. | $44,420,000 | 920 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $20,494,000 | 864 |
| CMOs issued by government agencies or sponsored agencies | $19,307,000 | 676 |
| Privately issued | $1,187,000 | 1,078 |
| 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) | $85,326,000 | 1,230 |
| Total debt securities | $85,326,000 | 1,397 |
| Structured notes | ||
| Amortized cost | $772,000 | 1,186 |
| Fair value | $813,000 | 1,163 |
| 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 | $77,347,000 | 1,535 |
| U.S. Government securities | $64,032,000 | 1,318 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $64,032,000 | 1,291 |
| Securities issued by states & political subdivisions | $11,483,000 | 1,846 |
| Other domestic debt securities | $1,832,000 | 1,847 |
| Privately issued residential mortgage-backed securities | $1,203,000 | 1,099 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $629,000 | 1,758 |
| 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 | $33,492,000 | 1,517 |
| Mortgage-backed securities | $58,337,000 | 1,010 |
| Certificates of participation in pools of residential mortgages | $37,714,000 | 1,024 |
| Issued or guaranteed by U.S. | $37,714,000 | 1,012 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $20,623,000 | 811 |
| CMOs issued by government agencies or sponsored agencies | $19,420,000 | 631 |
| Privately issued | $1,203,000 | 1,051 |
| 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) | $77,347,000 | 1,322 |
| Total debt securities | $77,348,000 | 1,508 |
| Structured notes | ||
| Amortized cost | $786,000 | 1,154 |
| Fair value | $796,000 | 1,144 |
| 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 | $67,195,000 | 1,773 |
| U.S. Government securities | $52,391,000 | 1,599 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $52,391,000 | 1,572 |
| Securities issued by states & political subdivisions | $12,554,000 | 1,730 |
| Other domestic debt securities | $2,250,000 | 1,755 |
| Privately issued residential mortgage-backed securities | $1,301,000 | 1,064 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $949,000 | 1,612 |
| 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 | $32,441,000 | 1,530 |
| Mortgage-backed securities | $44,763,000 | 1,219 |
| Certificates of participation in pools of residential mortgages | $24,574,000 | 1,428 |
| Issued or guaranteed by U.S. | $24,574,000 | 1,418 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $20,189,000 | 815 |
| CMOs issued by government agencies or sponsored agencies | $18,888,000 | 634 |
| Privately issued | $1,301,000 | 1,010 |
| 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) | $67,195,000 | 1,544 |
| Total debt securities | $67,195,000 | 1,746 |
| Structured notes | ||
| Amortized cost | $804,000 | 1,190 |
| Fair value | $815,000 | 1,181 |
| 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 | $70,422,000 | 1,677 |
| U.S. Government securities | $55,603,000 | 1,489 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $55,603,000 | 1,453 |
| Securities issued by states & political subdivisions | $12,255,000 | 1,776 |
| Other domestic debt securities | $2,564,000 | 1,590 |
| Privately issued residential mortgage-backed securities | $1,530,000 | 1,002 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,034,000 | 1,455 |
| 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 | $21,983,000 | 2,079 |
| Mortgage-backed securities | $47,010,000 | 1,136 |
| Certificates of participation in pools of residential mortgages | $25,359,000 | 1,326 |
| Issued or guaranteed by U.S. | $25,359,000 | 1,316 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $21,651,000 | 754 |
| CMOs issued by government agencies or sponsored agencies | $20,121,000 | 588 |
| Privately issued | $1,530,000 | 957 |
| 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) | $70,422,000 | 1,475 |
| Total debt securities | $70,422,000 | 1,636 |
| Structured notes | ||
| Amortized cost | $823,000 | 1,297 |
| Fair value | $835,000 | 1,291 |
| 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 | $57,096,000 | 2,038 |
| U.S. Government securities | $46,020,000 | 1,787 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $46,020,000 | 1,752 |
| Securities issued by states & political subdivisions | $9,541,000 | 2,145 |
| Other domestic debt securities | $1,535,000 | 1,780 |
| Privately issued residential mortgage-backed securities | $1,535,000 | 911 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $323,000 | 6,508 |
| Mortgage-backed securities | $32,563,000 | 1,346 |
| Certificates of participation in pools of residential mortgages | $12,120,000 | 2,045 |
| Issued or guaranteed by U.S. | $12,120,000 | 2,035 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $20,443,000 | 728 |
| CMOs issued by government agencies or sponsored agencies | $18,908,000 | 572 |
| Privately issued | $1,535,000 | 871 |
| 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) | $57,096,000 | 1,781 |
| Total debt securities | $57,096,000 | 1,993 |
| Structured notes | ||
| Amortized cost | $838,000 | 1,756 |
| Fair value | $850,000 | 1,745 |
| 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 | $40,478,000 | 2,732 |
| U.S. Government securities | $33,479,000 | 2,445 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $33,479,000 | 2,394 |
| Securities issued by states & political subdivisions | $5,379,000 | 2,965 |
| Other domestic debt securities | $1,620,000 | 1,702 |
| Privately issued residential mortgage-backed securities | $1,620,000 | 865 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $322,000 | 6,533 |
| Mortgage-backed securities | $20,210,000 | 1,788 |
| Certificates of participation in pools of residential mortgages | $11,375,000 | 1,959 |
| Issued or guaranteed by U.S. | $11,375,000 | 1,950 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $8,835,000 | 1,192 |
| CMOs issued by government agencies or sponsored agencies | $7,215,000 | 1,085 |
| Privately issued | $1,620,000 | 828 |
| 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) | $40,478,000 | 2,379 |
| Total debt securities | $40,478,000 | 2,681 |
| Structured notes | ||
| Amortized cost | $854,000 | 1,974 |
| Fair value | $867,000 | 1,967 |
| 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 | $36,741,000 | 2,953 |
| U.S. Government securities | $34,625,000 | 2,365 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $34,625,000 | 2,297 |
| Securities issued by states & political subdivisions | $473,000 | 5,403 |
| Other domestic debt securities | $1,643,000 | 1,615 |
| Privately issued residential mortgage-backed securities | $1,643,000 | 815 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $318,000 | 6,609 |
| Mortgage-backed securities | $20,556,000 | 1,730 |
| Certificates of participation in pools of residential mortgages | $11,653,000 | 1,876 |
| Issued or guaranteed by U.S. | $11,653,000 | 1,870 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $8,903,000 | 1,145 |
| CMOs issued by government agencies or sponsored agencies | $7,260,000 | 1,060 |
| Privately issued | $1,643,000 | 772 |
| 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) | $36,741,000 | 2,582 |
| Total debt securities | $36,741,000 | 2,910 |
| Structured notes | ||
| Amortized cost | $879,000 | 2,056 |
| Fair value | $893,000 | 2,044 |
| 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 | $33,531,000 | 3,190 |
| U.S. Government securities | $31,760,000 | 2,569 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $31,760,000 | 2,494 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $1,771,000 | 1,595 |
| Privately issued residential mortgage-backed securities | $1,771,000 | 765 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $322,000 | 6,640 |
| Mortgage-backed securities | $18,674,000 | 1,838 |
| Certificates of participation in pools of residential mortgages | $10,313,000 | 2,030 |
| Issued or guaranteed by U.S. | $10,313,000 | 2,023 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $8,361,000 | 1,174 |
| CMOs issued by government agencies or sponsored agencies | $6,590,000 | 1,106 |
| Privately issued | $1,771,000 | 719 |
| 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) | $33,531,000 | 2,767 |
| Total debt securities | $33,531,000 | 3,147 |
| Structured notes | ||
| Amortized cost | $899,000 | 2,113 |
| Fair value | $897,000 | 2,109 |
| 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 | $34,111,000 | 3,163 |
| U.S. Government securities | $33,258,000 | 2,521 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $33,258,000 | 2,456 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $853,000 | 2,050 |
| Privately issued residential mortgage-backed securities | $853,000 | 929 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $320,000 | 6,681 |
| Mortgage-backed securities | $18,295,000 | 1,871 |
| Certificates of participation in pools of residential mortgages | $9,759,000 | 2,107 |
| Issued or guaranteed by U.S. | $9,759,000 | 2,097 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $8,536,000 | 1,146 |
| CMOs issued by government agencies or sponsored agencies | $7,683,000 | 1,017 |
| Privately issued | $853,000 | 877 |
| 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) | $34,111,000 | 2,750 |
| Total debt securities | $34,111,000 | 3,129 |
| Structured notes | ||
| Amortized cost | $921,000 | 2,204 |
| Fair value | $920,000 | 2,201 |
| 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 | $28,699,000 | 3,605 |
| U.S. Government securities | $27,789,000 | 2,935 |
| U.S. Treasury securities | $994,000 | 1,051 |
| U.S. Government agency obligations | $26,795,000 | 2,937 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $910,000 | 2,037 |
| Privately issued residential mortgage-backed securities | $910,000 | 894 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $319,000 | 6,734 |
| Mortgage-backed securities | $9,914,000 | 2,647 |
| Certificates of participation in pools of residential mortgages | $8,064,000 | 2,366 |
| Issued or guaranteed by U.S. | $8,064,000 | 2,352 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,850,000 | 2,130 |
| CMOs issued by government agencies or sponsored agencies | $940,000 | 2,270 |
| Privately issued | $910,000 | 834 |
| 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) | $28,699,000 | 3,139 |
| Total debt securities | $28,699,000 | 3,558 |
| Structured notes | ||
| Amortized cost | $942,000 | 2,314 |
| Fair value | $946,000 | 2,301 |
| 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 | $23,059,000 | 4,178 |
| U.S. Government securities | $23,059,000 | 3,398 |
| U.S. Treasury securities | $1,980,000 | 831 |
| U.S. Government agency obligations | $21,079,000 | 3,505 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $317,000 | 6,778 |
| Mortgage-backed securities | $6,313,000 | 3,279 |
| Certificates of participation in pools of residential mortgages | $5,341,000 | 2,920 |
| Issued or guaranteed by U.S. | $5,341,000 | 2,908 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $972,000 | 2,497 |
| CMOs issued by government agencies or sponsored agencies | $972,000 | 2,220 |
| 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) | $23,059,000 | 3,632 |
| Total debt securities | $23,059,000 | 4,120 |
| Structured notes | ||
| Amortized cost | $970,000 | 2,377 |
| Fair value | $970,000 | 2,295 |
| 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 | $19,393,000 | 4,694 |
| U.S. Government securities | $19,393,000 | 3,901 |
| U.S. Treasury securities | $1,974,000 | 893 |
| U.S. Government agency obligations | $17,419,000 | 4,048 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $318,000 | 6,810 |
| Mortgage-backed securities | $3,584,000 | 4,078 |
| Certificates of participation in pools of residential mortgages | $3,584,000 | 3,494 |
| Issued or guaranteed by U.S. | $3,584,000 | 3,479 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $19,393,000 | 4,079 |
| Total debt securities | $19,393,000 | 4,643 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $10,579,000 | 6,207 |
| U.S. Government securities | $10,579,000 | 5,444 |
| U.S. Treasury securities | $1,972,000 | 919 |
| U.S. Government agency obligations | $8,607,000 | 5,771 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,036 |
| Mortgage-backed securities | $1,675,000 | 4,985 |
| Certificates of participation in pools of residential mortgages | $1,675,000 | 4,445 |
| Issued or guaranteed by U.S. | $1,675,000 | 4,426 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $10,579,000 | 5,493 |
| Total debt securities | $10,579,000 | 6,146 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $11,773,000 | 5,965 |
| U.S. Government securities | $11,773,000 | 5,147 |
| U.S. Treasury securities | $1,975,000 | 917 |
| U.S. Government agency obligations | $9,798,000 | 5,478 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $1,841,000 | 4,931 |
| Certificates of participation in pools of residential mortgages | $1,841,000 | 4,382 |
| Issued or guaranteed by U.S. | $1,841,000 | 4,367 |
| 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) | $11,773,000 | 5,263 |
| Total debt securities | $11,773,000 | 5,901 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $11,952,000 | 5,972 |
| U.S. Government securities | $11,952,000 | 5,146 |
| U.S. Treasury securities | $1,976,000 | 958 |
| U.S. Government agency obligations | $9,976,000 | 5,467 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $2,012,000 | 4,927 |
| Certificates of participation in pools of residential mortgages | $2,012,000 | 4,355 |
| Issued or guaranteed by U.S. | $2,012,000 | 4,337 |
| 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) | $11,952,000 | 5,248 |
| Total debt securities | $11,952,000 | 5,907 |
| 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 | $9,921,000 | 6,445 |
| U.S. Government securities | $9,921,000 | 5,698 |
| U.S. Treasury securities | $1,971,000 | 1,032 |
| U.S. Government agency obligations | $7,950,000 | 6,053 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $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) | $9,921,000 | 5,709 |
| Total debt securities | $9,921,000 | 6,387 |
| 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 |