Home > Bank of Houston > Securities
Bank of Houston, Securities
| 2014-03-31 | Rank | |
| Total securities | $80,812,000 | 1,817 |
| U.S. Government securities | $43,065,000 | 2,149 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $43,065,000 | 2,081 |
| Securities issued by states & political subdivisions | $37,747,000 | 1,024 |
| 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 | $54,154,000 | 1,096 |
| Mortgage-backed securities | $34,943,000 | 1,648 |
| Certificates of participation in pools of residential mortgages | $24,560,000 | 1,521 |
| Issued or guaranteed by U.S. | $24,560,000 | 1,520 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $10,383,000 | 1,333 |
| CMOs issued by government agencies or sponsored agencies | $10,383,000 | 1,272 |
| 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) | $8,199,000 | 1,200 |
| Available-for-sale securities (fair market value) | $72,613,000 | 1,808 |
| Total debt securities | $80,812,000 | 1,794 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $83,518,000 | 1,764 |
| U.S. Government securities | $43,969,000 | 2,091 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $43,969,000 | 2,025 |
| Securities issued by states & political subdivisions | $39,549,000 | 974 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,986,000 | 1,082 |
| Mortgage-backed securities | $36,018,000 | 1,619 |
| Certificates of participation in pools of residential mortgages | $25,312,000 | 1,505 |
| Issued or guaranteed by U.S. | $25,312,000 | 1,504 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $10,706,000 | 1,320 |
| CMOs issued by government agencies or sponsored agencies | $10,706,000 | 1,251 |
| 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) | $8,402,000 | 1,179 |
| Available-for-sale securities (fair market value) | $75,116,000 | 1,743 |
| Total debt securities | $83,518,000 | 1,742 |
| 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 | $97,258,000 | 1,539 |
| U.S. Government securities | $57,084,000 | 1,677 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $57,084,000 | 1,627 |
| Securities issued by states & political subdivisions | $40,174,000 | 952 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,883,000 | 865 |
| Mortgage-backed securities | $48,891,000 | 1,297 |
| Certificates of participation in pools of residential mortgages | $37,812,000 | 1,084 |
| Issued or guaranteed by U.S. | $37,812,000 | 1,083 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $11,079,000 | 1,303 |
| CMOs issued by government agencies or sponsored agencies | $11,079,000 | 1,241 |
| 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) | $8,534,000 | 1,139 |
| Available-for-sale securities (fair market value) | $88,724,000 | 1,501 |
| Total debt securities | $97,258,000 | 1,519 |
| 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 | $107,493,000 | 1,396 |
| U.S. Government securities | $60,582,000 | 1,594 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $60,582,000 | 1,542 |
| Securities issued by states & political subdivisions | $46,911,000 | 802 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $72,239,000 | 812 |
| Mortgage-backed securities | $51,966,000 | 1,231 |
| Certificates of participation in pools of residential mortgages | $40,507,000 | 1,027 |
| Issued or guaranteed by U.S. | $40,507,000 | 1,026 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $11,459,000 | 1,294 |
| CMOs issued by government agencies or sponsored agencies | $11,459,000 | 1,227 |
| 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) | $8,833,000 | 1,066 |
| Available-for-sale securities (fair market value) | $98,660,000 | 1,356 |
| Total debt securities | $107,493,000 | 1,376 |
| 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 | $104,439,000 | 1,450 |
| U.S. Government securities | $55,860,000 | 1,741 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $55,860,000 | 1,684 |
| Securities issued by states & political subdivisions | $48,579,000 | 750 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,705,000 | 951 |
| Mortgage-backed securities | $46,214,000 | 1,391 |
| Certificates of participation in pools of residential mortgages | $33,986,000 | 1,199 |
| Issued or guaranteed by U.S. | $33,986,000 | 1,197 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $12,228,000 | 1,300 |
| CMOs issued by government agencies or sponsored agencies | $12,228,000 | 1,226 |
| 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) | $9,228,000 | 1,011 |
| Available-for-sale securities (fair market value) | $95,211,000 | 1,444 |
| Total debt securities | $104,439,000 | 1,437 |
| 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 | $117,308,000 | 1,282 |
| U.S. Government securities | $62,836,000 | 1,547 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $62,836,000 | 1,498 |
| Securities issued by states & political subdivisions | $54,472,000 | 627 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,168,000 | 892 |
| Mortgage-backed securities | $53,068,000 | 1,238 |
| Certificates of participation in pools of residential mortgages | $40,260,000 | 1,029 |
| Issued or guaranteed by U.S. | $40,260,000 | 1,027 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $12,808,000 | 1,310 |
| CMOs issued by government agencies or sponsored agencies | $12,808,000 | 1,233 |
| 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) | $9,567,000 | 990 |
| Available-for-sale securities (fair market value) | $107,741,000 | 1,247 |
| Total debt securities | $117,308,000 | 1,266 |
| 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 | $123,296,000 | 1,234 |
| U.S. Government securities | $68,325,000 | 1,475 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $68,325,000 | 1,436 |
| Securities issued by states & political subdivisions | $54,971,000 | 592 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,383,000 | 1,407 |
| Mortgage-backed securities | $66,322,000 | 1,067 |
| Certificates of participation in pools of residential mortgages | $52,904,000 | 854 |
| Issued or guaranteed by U.S. | $52,904,000 | 853 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $13,418,000 | 1,350 |
| CMOs issued by government agencies or sponsored agencies | $13,418,000 | 1,261 |
| 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) | $7,330,000 | 1,136 |
| Available-for-sale securities (fair market value) | $115,966,000 | 1,177 |
| Total debt securities | $123,296,000 | 1,214 |
| 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 | $120,967,000 | 1,261 |
| U.S. Government securities | $72,987,000 | 1,403 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $72,987,000 | 1,364 |
| Securities issued by states & political subdivisions | $47,980,000 | 687 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,985,000 | 1,885 |
| Mortgage-backed securities | $70,966,000 | 1,013 |
| Certificates of participation in pools of residential mortgages | $67,384,000 | 693 |
| Issued or guaranteed by U.S. | $67,384,000 | 692 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,582,000 | 2,380 |
| CMOs issued by government agencies or sponsored agencies | $3,582,000 | 2,270 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $7,519,000 | 1,113 |
| Available-for-sale securities (fair market value) | $113,448,000 | 1,226 |
| Total debt securities | $120,967,000 | 1,246 |
| 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 | $93,422,000 | 1,593 |
| U.S. Government securities | $64,844,000 | 1,598 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $64,844,000 | 1,555 |
| Securities issued by states & political subdivisions | $28,578,000 | 1,170 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,862,000 | 1,914 |
| Mortgage-backed securities | $61,822,000 | 1,180 |
| Certificates of participation in pools of residential mortgages | $58,106,000 | 801 |
| Issued or guaranteed by U.S. | $58,106,000 | 801 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,716,000 | 2,368 |
| CMOs issued by government agencies or sponsored agencies | $3,716,000 | 2,251 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $4,578,000 | 1,386 |
| Available-for-sale securities (fair market value) | $88,844,000 | 1,494 |
| Total debt securities | $93,422,000 | 1,577 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,204 |
| Fair value | $999,000 | 2,317 |
| 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 | $85,759,000 | 1,651 |
| U.S. Government securities | $65,523,000 | 1,515 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $65,523,000 | 1,471 |
| Securities issued by states & political subdivisions | $20,236,000 | 1,586 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,146,000 | 1,602 |
| Mortgage-backed securities | $62,461,000 | 1,111 |
| Certificates of participation in pools of residential mortgages | $60,628,000 | 732 |
| Issued or guaranteed by U.S. | $60,628,000 | 729 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,833,000 | 2,836 |
| CMOs issued by government agencies or sponsored agencies | $1,833,000 | 2,622 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $4,608,000 | 1,420 |
| Available-for-sale securities (fair market value) | $81,151,000 | 1,573 |
| Total debt securities | $85,759,000 | 1,632 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,154 |
| Fair value | $1,000,000 | 2,278 |
| 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 | $81,921,000 | 1,671 |
| U.S. Government securities | $61,616,000 | 1,550 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $61,616,000 | 1,506 |
| Securities issued by states & political subdivisions | $20,305,000 | 1,524 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,429,000 | 1,561 |
| Mortgage-backed securities | $58,542,000 | 1,142 |
| Certificates of participation in pools of residential mortgages | $56,603,000 | 763 |
| Issued or guaranteed by U.S. | $56,603,000 | 759 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,939,000 | 2,787 |
| CMOs issued by government agencies or sponsored agencies | $1,939,000 | 2,569 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $4,637,000 | 1,425 |
| Available-for-sale securities (fair market value) | $77,284,000 | 1,612 |
| Total debt securities | $81,921,000 | 1,652 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,239 |
| Fair value | $1,001,000 | 2,346 |
| 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 | $85,271,000 | 1,622 |
| U.S. Government securities | $65,221,000 | 1,501 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $65,221,000 | 1,459 |
| Securities issued by states & political subdivisions | $20,050,000 | 1,493 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,837,000 | 1,612 |
| Mortgage-backed securities | $61,913,000 | 1,061 |
| Certificates of participation in pools of residential mortgages | $59,971,000 | 707 |
| Issued or guaranteed by U.S. | $59,971,000 | 703 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,942,000 | 2,742 |
| CMOs issued by government agencies or sponsored agencies | $1,942,000 | 2,517 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $4,783,000 | 1,443 |
| Available-for-sale securities (fair market value) | $80,488,000 | 1,535 |
| Total debt securities | $85,271,000 | 1,603 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,447 |
| Fair value | $1,001,000 | 2,518 |
| 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 | $82,248,000 | 1,658 |
| U.S. Government securities | $63,146,000 | 1,549 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $63,146,000 | 1,490 |
| Securities issued by states & political subdivisions | $19,102,000 | 1,515 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,012,000 | 1,741 |
| Mortgage-backed securities | $58,237,000 | 1,082 |
| Certificates of participation in pools of residential mortgages | $56,257,000 | 712 |
| Issued or guaranteed by U.S. | $56,257,000 | 708 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,980,000 | 2,669 |
| CMOs issued by government agencies or sponsored agencies | $1,980,000 | 2,430 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $4,814,000 | 1,445 |
| Available-for-sale securities (fair market value) | $77,434,000 | 1,575 |
| Total debt securities | $82,248,000 | 1,641 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $57,111,000 | 2,179 |
| U.S. Government securities | $33,400,000 | 2,445 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $33,400,000 | 2,365 |
| Securities issued by states & political subdivisions | $18,710,000 | 1,509 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $5,001,000 | 247 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,153,000 | 1,765 |
| Mortgage-backed securities | $31,341,000 | 1,674 |
| Certificates of participation in pools of residential mortgages | $30,343,000 | 1,141 |
| Issued or guaranteed by U.S. | $30,343,000 | 1,130 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $998,000 | 3,004 |
| CMOs issued by government agencies or sponsored agencies | $998,000 | 2,725 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $3,116,000 | 1,665 |
| Available-for-sale securities (fair market value) | $53,995,000 | 2,054 |
| Total debt securities | $52,110,000 | 2,313 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $42,788,000 | 2,721 |
| U.S. Government securities | $18,278,000 | 3,632 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $18,278,000 | 3,528 |
| Securities issued by states & political subdivisions | $19,509,000 | 1,411 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $5,001,000 | 257 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,393,000 | 1,933 |
| Mortgage-backed securities | $16,231,000 | 2,476 |
| Certificates of participation in pools of residential mortgages | $16,231,000 | 1,781 |
| Issued or guaranteed by U.S. | $16,231,000 | 1,775 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $42,788,000 | 2,437 |
| Total debt securities | $37,787,000 | 2,960 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $41,165,000 | 2,780 |
| U.S. Government securities | $16,878,000 | 3,835 |
| U.S. Treasury securities | $2,000,000 | 677 |
| U.S. Government agency obligations | $14,878,000 | 4,014 |
| Securities issued by states & political subdivisions | $19,287,000 | 1,338 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $5,000,000 | 263 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,001,000 | 1,908 |
| Mortgage-backed securities | $14,878,000 | 2,577 |
| Certificates of participation in pools of residential mortgages | $14,878,000 | 1,895 |
| Issued or guaranteed by U.S. | $14,878,000 | 1,888 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $41,165,000 | 2,495 |
| Total debt securities | $36,165,000 | 3,049 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $50,790,000 | 2,368 |
| U.S. Government securities | $25,861,000 | 3,019 |
| U.S. Treasury securities | $7,498,000 | 345 |
| U.S. Government agency obligations | $18,363,000 | 3,648 |
| Securities issued by states & political subdivisions | $19,929,000 | 1,274 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $5,000,000 | 259 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,325,000 | 1,833 |
| Mortgage-backed securities | $13,336,000 | 2,826 |
| Certificates of participation in pools of residential mortgages | $13,336,000 | 2,149 |
| Issued or guaranteed by U.S. | $13,336,000 | 2,143 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $50,790,000 | 2,122 |
| Total debt securities | $45,790,000 | 2,552 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 957 |
| Fair value | $5,027,000 | 954 |
| 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 | $45,166,000 | 2,588 |
| U.S. Government securities | $27,589,000 | 2,838 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $27,589,000 | 2,769 |
| Securities issued by states & political subdivisions | $17,577,000 | 1,440 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,876,000 | 2,497 |
| Mortgage-backed securities | $22,589,000 | 2,121 |
| Certificates of participation in pools of residential mortgages | $17,894,000 | 1,826 |
| Issued or guaranteed by U.S. | $17,894,000 | 1,820 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $4,695,000 | 1,895 |
| CMOs issued by government agencies or sponsored agencies | $4,695,000 | 1,623 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $45,166,000 | 2,304 |
| Total debt securities | $45,166,000 | 2,563 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 777 |
| Fair value | $5,000,000 | 784 |
| 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 | $32,627,000 | 3,299 |
| U.S. Government securities | $24,151,000 | 3,101 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $24,151,000 | 3,030 |
| Securities issued by states & political subdivisions | $8,476,000 | 2,514 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,502,000 | 2,613 |
| Mortgage-backed securities | $24,151,000 | 2,079 |
| Certificates of participation in pools of residential mortgages | $19,407,000 | 1,764 |
| Issued or guaranteed by U.S. | $19,407,000 | 1,759 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $4,744,000 | 1,879 |
| CMOs issued by government agencies or sponsored agencies | $4,744,000 | 1,573 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $32,627,000 | 2,968 |
| Total debt securities | $32,627,000 | 3,265 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $36,237,000 | 3,018 |
| U.S. Government securities | $31,672,000 | 2,503 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $31,672,000 | 2,447 |
| Securities issued by states & political subdivisions | $4,565,000 | 3,358 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,057,000 | 2,676 |
| Mortgage-backed securities | $30,619,000 | 1,759 |
| Certificates of participation in pools of residential mortgages | $30,619,000 | 1,269 |
| Issued or guaranteed by U.S. | $30,619,000 | 1,259 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $36,237,000 | 2,697 |
| Total debt securities | $36,237,000 | 2,985 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $32,648,000 | 3,262 |
| U.S. Government securities | $30,700,000 | 2,622 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $30,700,000 | 2,565 |
| Securities issued by states & political subdivisions | $1,948,000 | 4,293 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,065,000 | 3,083 |
| Mortgage-backed securities | $29,646,000 | 1,833 |
| Certificates of participation in pools of residential mortgages | $29,646,000 | 1,346 |
| Issued or guaranteed by U.S. | $29,646,000 | 1,335 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $32,648,000 | 2,897 |
| Total debt securities | $32,648,000 | 3,227 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $29,090,000 | 3,528 |
| U.S. Government securities | $27,199,000 | 2,856 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $27,199,000 | 2,798 |
| Securities issued by states & political subdivisions | $1,891,000 | 4,269 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,019,000 | 2,570 |
| Mortgage-backed securities | $26,144,000 | 1,958 |
| Certificates of participation in pools of residential mortgages | $26,144,000 | 1,445 |
| Issued or guaranteed by U.S. | $26,144,000 | 1,438 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $29,090,000 | 3,146 |
| Total debt securities | $29,091,000 | 3,494 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $21,679,000 | 4,177 |
| U.S. Government securities | $19,738,000 | 3,541 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $19,738,000 | 3,472 |
| Securities issued by states & political subdivisions | $1,941,000 | 4,243 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,510,000 | 3,377 |
| Mortgage-backed securities | $18,703,000 | 2,340 |
| Certificates of participation in pools of residential mortgages | $18,703,000 | 1,777 |
| Issued or guaranteed by U.S. | $18,703,000 | 1,764 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $21,679,000 | 3,715 |
| Total debt securities | $21,678,000 | 4,144 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $21,546,000 | 4,255 |
| U.S. Government securities | $19,587,000 | 3,596 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $19,587,000 | 3,528 |
| Securities issued by states & political subdivisions | $1,959,000 | 4,266 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,596,000 | 3,283 |
| Mortgage-backed securities | $18,574,000 | 2,346 |
| Certificates of participation in pools of residential mortgages | $18,574,000 | 1,772 |
| Issued or guaranteed by U.S. | $18,574,000 | 1,761 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $21,546,000 | 3,793 |
| Total debt securities | $21,545,000 | 4,211 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $22,838,000 | 4,092 |
| U.S. Government securities | $20,828,000 | 3,414 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $20,828,000 | 3,354 |
| Securities issued by states & political subdivisions | $2,010,000 | 4,233 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,037,000 | 4,475 |
| Mortgage-backed securities | $19,781,000 | 2,190 |
| Certificates of participation in pools of residential mortgages | $19,781,000 | 1,641 |
| Issued or guaranteed by U.S. | $19,781,000 | 1,632 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $22,838,000 | 3,650 |
| Total debt securities | $22,838,000 | 4,030 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $20,968,000 | 4,336 |
| U.S. Government securities | $19,190,000 | 3,692 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $19,190,000 | 3,617 |
| Securities issued by states & political subdivisions | $1,778,000 | 4,381 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,019,000 | 4,832 |
| Mortgage-backed securities | $16,179,000 | 2,221 |
| Certificates of participation in pools of residential mortgages | $16,179,000 | 1,657 |
| Issued or guaranteed by U.S. | $16,179,000 | 1,647 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $20,968,000 | 3,843 |
| Total debt securities | $20,968,000 | 4,280 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $28,556,000 | 3,564 |
| U.S. Government securities | $26,800,000 | 2,937 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $26,800,000 | 2,881 |
| Securities issued by states & political subdivisions | $1,756,000 | 4,409 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,222,000 | 4,470 |
| Mortgage-backed securities | $21,805,000 | 1,694 |
| Certificates of participation in pools of residential mortgages | $21,805,000 | 1,227 |
| Issued or guaranteed by U.S. | $21,805,000 | 1,219 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,000,000 | 2,349 |
| Available-for-sale securities (fair market value) | $26,556,000 | 3,301 |
| Total debt securities | $28,555,000 | 3,522 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $28,679,000 | 3,522 |
| U.S. Government securities | $26,953,000 | 2,948 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $26,953,000 | 2,874 |
| Securities issued by states & political subdivisions | $1,726,000 | 4,424 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,895,000 | 4,939 |
| Mortgage-backed securities | $21,989,000 | 1,639 |
| Certificates of participation in pools of residential mortgages | $21,989,000 | 1,201 |
| Issued or guaranteed by U.S. | $21,989,000 | 1,192 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,000,000 | 2,370 |
| Available-for-sale securities (fair market value) | $26,679,000 | 3,274 |
| Total debt securities | $28,678,000 | 3,484 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $20,310,000 | 4,452 |
| U.S. Government securities | $18,552,000 | 3,846 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $18,552,000 | 3,750 |
| Securities issued by states & political subdivisions | $1,758,000 | 4,426 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,981,000 | 4,588 |
| Mortgage-backed securities | $13,570,000 | 2,243 |
| Certificates of participation in pools of residential mortgages | $13,570,000 | 1,707 |
| Issued or guaranteed by U.S. | $13,570,000 | 1,702 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,000,000 | 2,408 |
| Available-for-sale securities (fair market value) | $18,310,000 | 4,170 |
| Total debt securities | $20,311,000 | 4,407 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $20,847,000 | 4,418 |
| U.S. Government securities | $19,086,000 | 3,847 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $19,086,000 | 3,745 |
| Securities issued by states & political subdivisions | $1,761,000 | 4,438 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,159,000 | 5,252 |
| Mortgage-backed securities | $14,104,000 | 2,191 |
| Certificates of participation in pools of residential mortgages | $14,104,000 | 1,671 |
| Issued or guaranteed by U.S. | $14,104,000 | 1,663 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,000,000 | 2,460 |
| Available-for-sale securities (fair market value) | $18,847,000 | 4,146 |
| Total debt securities | $20,846,000 | 4,368 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $12,585,000 | 5,732 |
| U.S. Government securities | $11,320,000 | 5,223 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $11,320,000 | 5,110 |
| Securities issued by states & political subdivisions | $1,265,000 | 4,794 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,127,000 | 4,899 |
| Mortgage-backed securities | $4,344,000 | 3,814 |
| Certificates of participation in pools of residential mortgages | $4,344,000 | 3,212 |
| Issued or guaranteed by U.S. | $4,344,000 | 3,197 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,999,000 | 2,053 |
| Available-for-sale securities (fair market value) | $8,586,000 | 5,822 |
| Total debt securities | $12,585,000 | 5,679 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $8,572,000 | 6,550 |
| U.S. Government securities | $8,572,000 | 5,889 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $8,572,000 | 5,753 |
| 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 | $2,997,000 | 5,365 |
| Mortgage-backed securities | $4,573,000 | 3,739 |
| Certificates of participation in pools of residential mortgages | $4,573,000 | 3,153 |
| Issued or guaranteed by U.S. | $4,573,000 | 3,142 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,572,000 | 1,483 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $8,572,000 | 6,488 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $9,781,000 | 6,332 |
| U.S. Government securities | $9,781,000 | 5,625 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $9,781,000 | 5,495 |
| 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 | $0 | 6,996 |
| Mortgage-backed securities | $4,778,000 | 3,717 |
| Certificates of participation in pools of residential mortgages | $4,778,000 | 3,132 |
| Issued or guaranteed by U.S. | $4,778,000 | 3,119 |
| 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) | $9,781,000 | 1,409 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $9,780,000 | 6,272 |
| 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 | $6,009,000 | 7,217 |
| U.S. Government securities | $6,009,000 | 6,641 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $6,009,000 | 6,496 |
| 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 | $0 | 6,961 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $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) | $6,009,000 | 1,826 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $6,006,000 | 7,162 |
| 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 | $6,013,000 | 7,239 |
| U.S. Government securities | $6,013,000 | 6,633 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $6,013,000 | 6,498 |
| 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 | $0 | 6,997 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,013,000 | 1,815 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $6,013,000 | 7,180 |
| 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 | $8,995,000 | 6,583 |
| U.S. Government securities | $8,995,000 | 5,847 |
| U.S. Treasury securities | $2,979,000 | 772 |
| U.S. Government agency obligations | $6,016,000 | 6,536 |
| 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 | $0 | 7,037 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,995,000 | 1,519 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $8,995,000 | 6,523 |
| 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 | $2,956,000 | 8,097 |
| U.S. Government securities | $2,956,000 | 7,749 |
| U.S. Treasury securities | $2,956,000 | 860 |
| U.S. Government agency obligations | $0 | 8,569 |
| 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) | $2,956,000 | 2,443 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $2,956,000 | 8,046 |
| 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 |