Home > Heritage Bank > Securities
Heritage Bank, Securities
| 2015-12-31 | Rank | |
| Total securities | $32,450,000 | 3,237 |
| U.S. Government securities | $26,199,000 | 2,643 |
| U.S. Treasury securities | $11,863,000 | 364 |
| U.S. Government agency obligations | $14,336,000 | 3,471 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $6,251,000 | 773 |
| 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 | $6,251,000 | 566 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,794,000 | 3,420 |
| Mortgage-backed securities | $14,336,000 | 2,443 |
| Certificates of participation in pools of residential mortgages | $14,336,000 | 1,926 |
| Issued or guaranteed by U.S. | $14,336,000 | 1,924 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $2,832,000 | 1,578 |
| Available-for-sale securities (fair market value) | $29,618,000 | 3,100 |
| Total debt securities | $32,450,000 | 3,210 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $30,556,000 | 3,378 |
| U.S. Government securities | $24,209,000 | 2,807 |
| U.S. Treasury securities | $9,048,000 | 403 |
| U.S. Government agency obligations | $15,161,000 | 3,475 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $6,347,000 | 775 |
| 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 | $6,347,000 | 564 |
| 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 | $8,160,000 | 3,399 |
| Mortgage-backed securities | $15,161,000 | 2,410 |
| Certificates of participation in pools of residential mortgages | $15,161,000 | 1,874 |
| Issued or guaranteed by U.S. | $15,161,000 | 1,874 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $2,852,000 | 1,586 |
| Available-for-sale securities (fair market value) | $27,704,000 | 3,260 |
| Total debt securities | $30,556,000 | 3,350 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $28,316,000 | 3,586 |
| U.S. Government securities | $21,933,000 | 3,077 |
| U.S. Treasury securities | $5,944,000 | 506 |
| U.S. Government agency obligations | $15,989,000 | 3,484 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $6,383,000 | 775 |
| 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 | $6,383,000 | 561 |
| 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 | $8,621,000 | 3,348 |
| Mortgage-backed securities | $15,989,000 | 2,416 |
| Certificates of participation in pools of residential mortgages | $15,989,000 | 1,878 |
| Issued or guaranteed by U.S. | $15,989,000 | 1,878 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $3,046,000 | 1,584 |
| Available-for-sale securities (fair market value) | $25,270,000 | 3,455 |
| Total debt securities | $28,316,000 | 3,559 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $23,345,000 | 3,978 |
| U.S. Government securities | $19,933,000 | 3,282 |
| U.S. Treasury securities | $2,996,000 | 701 |
| U.S. Government agency obligations | $16,937,000 | 3,455 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $3,412,000 | 1,062 |
| 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 | $3,412,000 | 804 |
| 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 | $6,309,000 | 3,792 |
| Mortgage-backed securities | $16,937,000 | 2,379 |
| Certificates of participation in pools of residential mortgages | $16,937,000 | 1,833 |
| Issued or guaranteed by U.S. | $16,937,000 | 1,833 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $3,069,000 | 1,576 |
| Available-for-sale securities (fair market value) | $20,276,000 | 3,858 |
| Total debt securities | $23,345,000 | 3,956 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $30,945,000 | 3,496 |
| U.S. Government securities | $27,531,000 | 2,758 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $27,531,000 | 2,668 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $3,414,000 | 1,054 |
| 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 | $3,414,000 | 809 |
| 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 | $6,476,000 | 3,810 |
| Mortgage-backed securities | $17,467,000 | 2,375 |
| Certificates of participation in pools of residential mortgages | $17,467,000 | 1,838 |
| Issued or guaranteed by U.S. | $17,467,000 | 1,836 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $3,090,000 | 1,590 |
| Available-for-sale securities (fair market value) | $27,855,000 | 3,375 |
| Total debt securities | $30,945,000 | 3,472 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $31,678,000 | 3,534 |
| U.S. Government securities | $28,289,000 | 2,801 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $28,289,000 | 2,713 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $3,389,000 | 1,099 |
| 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 | $3,389,000 | 825 |
| 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 | $6,794,000 | 3,801 |
| Mortgage-backed securities | $18,283,000 | 2,403 |
| Certificates of participation in pools of residential mortgages | $18,283,000 | 1,840 |
| Issued or guaranteed by U.S. | $18,283,000 | 1,838 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $3,295,000 | 1,600 |
| Available-for-sale securities (fair market value) | $28,383,000 | 3,419 |
| Total debt securities | $31,678,000 | 3,507 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $26,767,000 | 3,887 |
| U.S. Government securities | $23,390,000 | 3,198 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $23,390,000 | 3,106 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $3,377,000 | 1,139 |
| 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 | $3,377,000 | 849 |
| 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 | $8,323,000 | 3,534 |
| Mortgage-backed securities | $3,316,000 | 4,253 |
| Certificates of participation in pools of residential mortgages | $3,316,000 | 3,824 |
| Issued or guaranteed by U.S. | $3,316,000 | 3,824 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $3,316,000 | 1,612 |
| Available-for-sale securities (fair market value) | $23,451,000 | 3,787 |
| Total debt securities | $26,767,000 | 3,855 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $27,606,000 | 3,863 |
| U.S. Government securities | $24,254,000 | 3,135 |
| U.S. Treasury securities | $1,000,000 | 873 |
| U.S. Government agency obligations | $23,254,000 | 3,142 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $3,352,000 | 1,176 |
| 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 | $3,352,000 | 880 |
| 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 | $8,304,000 | 3,558 |
| Mortgage-backed securities | $3,338,000 | 4,279 |
| Certificates of participation in pools of residential mortgages | $3,338,000 | 3,852 |
| Issued or guaranteed by U.S. | $3,338,000 | 3,852 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $3,338,000 | 1,614 |
| Available-for-sale securities (fair market value) | $24,268,000 | 3,753 |
| Total debt securities | $27,606,000 | 3,836 |
| 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 | $13,645,000 | 5,066 |
| U.S. Government securities | $10,297,000 | 4,596 |
| U.S. Treasury securities | $2,005,000 | 667 |
| U.S. Government agency obligations | $8,292,000 | 4,795 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $3,348,000 | 1,211 |
| 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 | $3,348,000 | 904 |
| 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 | $8,293,000 | 3,553 |
| Mortgage-backed securities | $3,358,000 | 4,293 |
| Certificates of participation in pools of residential mortgages | $3,358,000 | 3,871 |
| Issued or guaranteed by U.S. | $3,358,000 | 3,866 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $3,358,000 | 1,584 |
| Available-for-sale securities (fair market value) | $10,287,000 | 5,009 |
| Total debt securities | $13,645,000 | 5,037 |
| 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 | $13,759,000 | 5,103 |
| U.S. Government securities | $10,378,000 | 4,618 |
| U.S. Treasury securities | $2,012,000 | 645 |
| U.S. Government agency obligations | $8,366,000 | 4,803 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $3,381,000 | 1,243 |
| 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 | $3,381,000 | 928 |
| 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 | $8,365,000 | 3,559 |
| Mortgage-backed securities | $3,379,000 | 4,337 |
| Certificates of participation in pools of residential mortgages | $3,379,000 | 3,890 |
| Issued or guaranteed by U.S. | $3,379,000 | 3,884 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $3,379,000 | 1,552 |
| Available-for-sale securities (fair market value) | $10,380,000 | 5,065 |
| Total debt securities | $13,759,000 | 5,072 |
| 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 | $18,768,000 | 4,604 |
| U.S. Government securities | $15,385,000 | 3,994 |
| U.S. Treasury securities | $2,016,000 | 657 |
| U.S. Government agency obligations | $13,369,000 | 4,127 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $3,383,000 | 1,264 |
| 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 | $3,383,000 | 937 |
| 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 | $9,970,000 | 3,261 |
| Mortgage-backed securities | $3,399,000 | 4,348 |
| Certificates of participation in pools of residential mortgages | $3,399,000 | 3,869 |
| Issued or guaranteed by U.S. | $3,399,000 | 3,863 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $3,399,000 | 1,496 |
| Available-for-sale securities (fair market value) | $15,369,000 | 4,561 |
| Total debt securities | $18,768,000 | 4,573 |
| 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 | $18,907,000 | 4,614 |
| U.S. Government securities | $15,505,000 | 4,009 |
| U.S. Treasury securities | $2,021,000 | 679 |
| U.S. Government agency obligations | $13,484,000 | 4,142 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $3,402,000 | 1,251 |
| 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 | $3,402,000 | 908 |
| 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 | $10,063,000 | 3,303 |
| Mortgage-backed securities | $3,421,000 | 4,389 |
| Certificates of participation in pools of residential mortgages | $3,421,000 | 3,917 |
| Issued or guaranteed by U.S. | $3,421,000 | 3,913 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $3,421,000 | 1,468 |
| Available-for-sale securities (fair market value) | $15,486,000 | 4,580 |
| Total debt securities | $18,907,000 | 4,584 |
| 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 | $21,162,000 | 4,376 |
| U.S. Government securities | $21,162,000 | 3,381 |
| U.S. Treasury securities | $2,026,000 | 663 |
| U.S. Government agency obligations | $19,136,000 | 3,497 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,105,000 | 3,271 |
| Mortgage-backed securities | $0 | 5,808 |
| Certificates of participation in pools of residential mortgages | $0 | 5,614 |
| Issued or guaranteed by U.S. | $0 | 5,608 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $21,162,000 | 4,031 |
| Total debt securities | $21,162,000 | 4,347 |
| 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 | $26,188,000 | 3,978 |
| U.S. Government securities | $26,188,000 | 3,037 |
| U.S. Treasury securities | $2,031,000 | 621 |
| U.S. Government agency obligations | $24,157,000 | 3,142 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,104,000 | 3,293 |
| Mortgage-backed securities | $0 | 5,902 |
| Certificates of participation in pools of residential mortgages | $0 | 5,717 |
| Issued or guaranteed by U.S. | $0 | 5,706 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $26,188,000 | 3,675 |
| Total debt securities | $26,188,000 | 3,949 |
| 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 | $32,349,000 | 3,582 |
| U.S. Government securities | $32,349,000 | 2,706 |
| U.S. Treasury securities | $2,032,000 | 610 |
| U.S. Government agency obligations | $30,317,000 | 2,768 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,110,000 | 3,325 |
| Mortgage-backed securities | $6,119,000 | 4,044 |
| Certificates of participation in pools of residential mortgages | $6,119,000 | 3,460 |
| Issued or guaranteed by U.S. | $6,119,000 | 3,459 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $32,349,000 | 3,309 |
| Total debt securities | $32,349,000 | 3,553 |
| 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 | $52,549,000 | 2,569 |
| U.S. Government securities | $52,549,000 | 1,895 |
| U.S. Treasury securities | $2,036,000 | 649 |
| U.S. Government agency obligations | $50,513,000 | 1,901 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,035,000 | 3,541 |
| Mortgage-backed securities | $7,497,000 | 3,865 |
| Certificates of participation in pools of residential mortgages | $7,497,000 | 3,198 |
| Issued or guaranteed by U.S. | $7,497,000 | 3,196 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $52,549,000 | 2,355 |
| Total debt securities | $52,549,000 | 2,551 |
| 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 | $45,310,000 | 2,810 |
| U.S. Government securities | $45,310,000 | 2,036 |
| U.S. Treasury securities | $2,043,000 | 602 |
| U.S. Government agency obligations | $43,267,000 | 2,068 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,078,000 | 3,371 |
| Mortgage-backed securities | $9,079,000 | 3,549 |
| Certificates of participation in pools of residential mortgages | $9,079,000 | 2,846 |
| Issued or guaranteed by U.S. | $9,079,000 | 2,846 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $45,310,000 | 2,570 |
| Total debt securities | $45,310,000 | 2,791 |
| 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 | $41,834,000 | 2,892 |
| U.S. Government securities | $41,834,000 | 2,120 |
| U.S. Treasury securities | $2,043,000 | 637 |
| U.S. Government agency obligations | $39,791,000 | 2,128 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,041,000 | 4,454 |
| Mortgage-backed securities | $10,731,000 | 3,259 |
| Certificates of participation in pools of residential mortgages | $10,731,000 | 2,567 |
| Issued or guaranteed by U.S. | $10,731,000 | 2,561 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $41,834,000 | 2,646 |
| Total debt securities | $41,834,000 | 2,868 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $23,443,000 | 4,196 |
| U.S. Government securities | $23,443,000 | 3,311 |
| U.S. Treasury securities | $2,029,000 | 707 |
| U.S. Government agency obligations | $21,414,000 | 3,420 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,767,000 | 4,297 |
| Mortgage-backed securities | $12,506,000 | 3,021 |
| Certificates of participation in pools of residential mortgages | $12,506,000 | 2,315 |
| Issued or guaranteed by U.S. | $12,506,000 | 2,309 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $23,443,000 | 3,849 |
| Total debt securities | $23,443,000 | 4,161 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $17,878,000 | 4,786 |
| U.S. Government securities | $17,878,000 | 3,864 |
| U.S. Treasury securities | $2,994,000 | 649 |
| U.S. Government agency obligations | $14,884,000 | 4,132 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| 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 | $5,644,000 | 4,062 |
| Mortgage-backed securities | $14,884,000 | 2,702 |
| Certificates of participation in pools of residential mortgages | $14,884,000 | 2,009 |
| Issued or guaranteed by U.S. | $14,884,000 | 2,006 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $17,878,000 | 4,388 |
| Total debt securities | $17,878,000 | 4,751 |
| 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 | $17,368,000 | 4,731 |
| U.S. Government securities | $17,368,000 | 3,766 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $17,368,000 | 3,655 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,621,000 | 3,793 |
| Mortgage-backed securities | $17,368,000 | 2,400 |
| Certificates of participation in pools of residential mortgages | $17,368,000 | 1,734 |
| Issued or guaranteed by U.S. | $17,368,000 | 1,729 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $17,368,000 | 4,340 |
| Total debt securities | $17,368,000 | 4,701 |
| 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 | $23,911,000 | 3,968 |
| U.S. Government securities | $23,911,000 | 3,070 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $23,911,000 | 2,970 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| 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 | $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 | $7,675,000 | 3,626 |
| Mortgage-backed securities | $23,911,000 | 1,977 |
| Certificates of participation in pools of residential mortgages | $23,911,000 | 1,344 |
| Issued or guaranteed by U.S. | $23,911,000 | 1,338 |
| 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) | $23,911,000 | 3,644 |
| Total debt securities | $23,911,000 | 3,930 |
| 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 | $67,810,000 | 1,826 |
| U.S. Government securities | $67,810,000 | 1,355 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $67,810,000 | 1,299 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| 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 | $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 | $8,673,000 | 3,489 |
| Mortgage-backed securities | $57,800,000 | 1,005 |
| Certificates of participation in pools of residential mortgages | $57,800,000 | 641 |
| Issued or guaranteed by U.S. | $57,800,000 | 636 |
| 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) | $67,810,000 | 1,624 |
| Total debt securities | $67,810,000 | 1,807 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 657 |
| Fair value | $10,010,000 | 678 |
| 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 | $33,882,000 | 3,235 |
| U.S. Government securities | $33,882,000 | 2,462 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $33,882,000 | 2,394 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| 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 | $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 | $8,044,000 | 3,680 |
| Mortgage-backed securities | $33,882,000 | 1,581 |
| Certificates of participation in pools of residential mortgages | $33,882,000 | 1,079 |
| Issued or guaranteed by U.S. | $33,882,000 | 1,072 |
| 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) | $33,882,000 | 2,913 |
| Total debt securities | $33,882,000 | 3,205 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $50,103,000 | 2,363 |
| U.S. Government securities | $50,103,000 | 1,746 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $50,103,000 | 1,695 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| 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 | $3,944,000 | 4,724 |
| Mortgage-backed securities | $45,128,000 | 1,297 |
| Certificates of participation in pools of residential mortgages | $45,128,000 | 869 |
| Issued or guaranteed by U.S. | $45,128,000 | 861 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $50,103,000 | 2,107 |
| Total debt securities | $50,103,000 | 2,336 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 777 |
| Fair value | $4,975,000 | 810 |
| 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 | $49,776,000 | 2,382 |
| U.S. Government securities | $49,776,000 | 1,718 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $49,776,000 | 1,670 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| 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 | $4,271,000 | 4,620 |
| Mortgage-backed securities | $49,776,000 | 1,219 |
| Certificates of participation in pools of residential mortgages | $49,776,000 | 811 |
| Issued or guaranteed by U.S. | $49,776,000 | 802 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $49,776,000 | 2,113 |
| Total debt securities | $49,776,000 | 2,353 |
| 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 | $55,461,000 | 2,143 |
| U.S. Government securities | $55,461,000 | 1,537 |
| U.S. Treasury securities | $1,006,000 | 700 |
| U.S. Government agency obligations | $54,455,000 | 1,514 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,567,000 | 4,240 |
| Mortgage-backed securities | $54,455,000 | 1,125 |
| Certificates of participation in pools of residential mortgages | $54,455,000 | 759 |
| Issued or guaranteed by U.S. | $54,455,000 | 749 |
| 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) | $55,461,000 | 1,880 |
| Total debt securities | $55,461,000 | 2,120 |
| 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 | $61,722,000 | 1,957 |
| U.S. Government securities | $61,722,000 | 1,397 |
| U.S. Treasury securities | $1,615,000 | 540 |
| U.S. Government agency obligations | $60,107,000 | 1,393 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| 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 | $6,580,000 | 4,057 |
| Mortgage-backed securities | $60,107,000 | 1,051 |
| Certificates of participation in pools of residential mortgages | $60,107,000 | 714 |
| Issued or guaranteed by U.S. | $60,107,000 | 704 |
| 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) | $61,722,000 | 1,716 |
| Total debt securities | $61,722,000 | 1,939 |
| 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 | $60,743,000 | 1,940 |
| U.S. Government securities | $60,743,000 | 1,416 |
| U.S. Treasury securities | $1,774,000 | 498 |
| U.S. Government agency obligations | $58,969,000 | 1,436 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| 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 | $6,450,000 | 4,138 |
| Mortgage-backed securities | $58,969,000 | 1,027 |
| Certificates of participation in pools of residential mortgages | $58,969,000 | 714 |
| Issued or guaranteed by U.S. | $58,969,000 | 706 |
| 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) | $60,743,000 | 1,701 |
| Total debt securities | $60,743,000 | 1,923 |
| 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 | $37,158,000 | 2,899 |
| U.S. Government securities | $37,158,000 | 2,168 |
| U.S. Treasury securities | $3,066,000 | 389 |
| U.S. Government agency obligations | $34,092,000 | 2,286 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| 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 | $8,302,000 | 3,734 |
| Mortgage-backed securities | $34,092,000 | 1,517 |
| Certificates of participation in pools of residential mortgages | $34,092,000 | 1,108 |
| Issued or guaranteed by U.S. | $34,092,000 | 1,098 |
| 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) | $37,158,000 | 2,562 |
| Total debt securities | $37,158,000 | 2,860 |
| 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 | $38,515,000 | 2,857 |
| U.S. Government securities | $37,215,000 | 2,196 |
| U.S. Treasury securities | $2,030,000 | 466 |
| U.S. Government agency obligations | $35,185,000 | 2,244 |
| Securities issued by states & political subdivisions | $1,200,000 | 4,702 |
| Other domestic debt securities | $100,000 | 3,031 |
| 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 | $100,000 | 2,291 |
| 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 | $6,947,000 | 4,002 |
| Mortgage-backed securities | $30,158,000 | 1,675 |
| Certificates of participation in pools of residential mortgages | $30,158,000 | 1,214 |
| Issued or guaranteed by U.S. | $30,158,000 | 1,199 |
| 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) | $575,000 | 2,795 |
| Available-for-sale securities (fair market value) | $37,940,000 | 2,569 |
| Total debt securities | $38,515,000 | 2,820 |
| 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 | $38,758,000 | 2,843 |
| U.S. Government securities | $37,445,000 | 2,182 |
| U.S. Treasury securities | $1,654,000 | 540 |
| U.S. Government agency obligations | $35,791,000 | 2,219 |
| Securities issued by states & political subdivisions | $1,213,000 | 4,706 |
| Other domestic debt securities | $100,000 | 2,996 |
| 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 | $100,000 | 2,256 |
| 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 | $6,880,000 | 3,984 |
| Mortgage-backed securities | $30,728,000 | 1,581 |
| Certificates of participation in pools of residential mortgages | $30,728,000 | 1,147 |
| Issued or guaranteed by U.S. | $30,728,000 | 1,135 |
| 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) | $576,000 | 2,836 |
| Available-for-sale securities (fair market value) | $38,182,000 | 2,560 |
| Total debt securities | $38,757,000 | 2,802 |
| 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 | $38,791,000 | 2,840 |
| U.S. Government securities | $37,404,000 | 2,177 |
| U.S. Treasury securities | $1,005,000 | 736 |
| U.S. Government agency obligations | $36,399,000 | 2,189 |
| Securities issued by states & political subdivisions | $1,187,000 | 4,746 |
| Other domestic debt securities | $200,000 | 2,732 |
| 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 | $200,000 | 2,032 |
| 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 | $6,519,000 | 4,114 |
| Mortgage-backed securities | $31,369,000 | 1,393 |
| Certificates of participation in pools of residential mortgages | $31,369,000 | 989 |
| Issued or guaranteed by U.S. | $31,369,000 | 980 |
| 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) | $676,000 | 2,852 |
| Available-for-sale securities (fair market value) | $38,115,000 | 2,534 |
| Total debt securities | $38,791,000 | 2,800 |
| 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 | $39,508,000 | 2,797 |
| U.S. Government securities | $38,141,000 | 2,154 |
| U.S. Treasury securities | $1,004,000 | 750 |
| U.S. Government agency obligations | $37,137,000 | 2,165 |
| Securities issued by states & political subdivisions | $1,167,000 | 4,754 |
| Other domestic debt securities | $200,000 | 2,689 |
| 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 | $200,000 | 2,017 |
| 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 | $6,512,000 | 4,116 |
| Mortgage-backed securities | $32,113,000 | 1,288 |
| Certificates of participation in pools of residential mortgages | $32,113,000 | 923 |
| Issued or guaranteed by U.S. | $32,113,000 | 917 |
| 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) | $677,000 | 2,912 |
| Available-for-sale securities (fair market value) | $38,831,000 | 2,471 |
| Total debt securities | $39,508,000 | 2,747 |
| 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 | $41,197,000 | 2,705 |
| U.S. Government securities | $39,849,000 | 2,080 |
| U.S. Treasury securities | $999,000 | 845 |
| U.S. Government agency obligations | $38,850,000 | 2,071 |
| Securities issued by states & political subdivisions | $1,148,000 | 4,791 |
| Other domestic debt securities | $200,000 | 2,642 |
| 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 | $200,000 | 1,986 |
| 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 | $5,477,000 | 4,404 |
| Mortgage-backed securities | $33,361,000 | 1,221 |
| Certificates of participation in pools of residential mortgages | $33,361,000 | 887 |
| Issued or guaranteed by U.S. | $33,361,000 | 879 |
| 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) | $678,000 | 2,941 |
| Available-for-sale securities (fair market value) | $40,519,000 | 2,393 |
| Total debt securities | $41,198,000 | 2,661 |
| 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 | $43,283,000 | 2,600 |
| U.S. Government securities | $41,929,000 | 2,022 |
| U.S. Treasury securities | $991,000 | 988 |
| U.S. Government agency obligations | $40,938,000 | 2,002 |
| Securities issued by states & political subdivisions | $1,154,000 | 4,822 |
| Other domestic debt securities | $200,000 | 2,664 |
| Privately issued residential mortgage-backed securities | $200,000 | 1,167 |
| 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 | $6,491,000 | 4,153 |
| Mortgage-backed securities | $35,130,000 | 1,171 |
| Certificates of participation in pools of residential mortgages | $35,130,000 | 847 |
| Issued or guaranteed by U.S. | $34,930,000 | 844 |
| Privately issued | $200,000 | 167 |
| 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) | $679,000 | 2,978 |
| Available-for-sale securities (fair market value) | $42,604,000 | 2,300 |
| Total debt securities | $43,281,000 | 2,560 |
| 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 | $45,581,000 | 2,516 |
| U.S. Government securities | $44,233,000 | 1,952 |
| U.S. Treasury securities | $16,115,000 | 202 |
| U.S. Government agency obligations | $28,118,000 | 2,799 |
| Securities issued by states & political subdivisions | $1,148,000 | 4,856 |
| Other domestic debt securities | $200,000 | 2,701 |
| 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 | $200,000 | 2,085 |
| 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 | $3,767,000 | 5,012 |
| Mortgage-backed securities | $146,000 | 6,095 |
| Certificates of participation in pools of residential mortgages | $146,000 | 5,753 |
| Issued or guaranteed by U.S. | $146,000 | 5,729 |
| 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) | $679,000 | 3,040 |
| Available-for-sale securities (fair market value) | $44,902,000 | 2,212 |
| Total debt securities | $45,581,000 | 2,474 |
| 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 | $46,784,000 | 2,472 |
| U.S. Government securities | $45,443,000 | 1,926 |
| U.S. Treasury securities | $16,314,000 | 209 |
| U.S. Government agency obligations | $29,129,000 | 2,755 |
| Securities issued by states & political subdivisions | $1,141,000 | 4,889 |
| Other domestic debt securities | $200,000 | 2,735 |
| 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 | $200,000 | 2,122 |
| 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 | $5,257,000 | 4,527 |
| Mortgage-backed securities | $154,000 | 6,110 |
| Certificates of participation in pools of residential mortgages | $154,000 | 5,766 |
| Issued or guaranteed by U.S. | $154,000 | 5,738 |
| 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) | $680,000 | 3,103 |
| Available-for-sale securities (fair market value) | $46,104,000 | 2,164 |
| Total debt securities | $46,784,000 | 2,431 |
| 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 | $23,057,000 | 4,179 |
| U.S. Government securities | $21,739,000 | 3,543 |
| U.S. Treasury securities | $16,112,000 | 229 |
| U.S. Government agency obligations | $5,627,000 | 6,560 |
| Securities issued by states & political subdivisions | $1,118,000 | 4,930 |
| Other domestic debt securities | $200,000 | 2,789 |
| 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 | $200,000 | 2,184 |
| 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 | $6,724,000 | 4,117 |
| Mortgage-backed securities | $164,000 | 6,130 |
| Certificates of participation in pools of residential mortgages | $164,000 | 5,784 |
| Issued or guaranteed by U.S. | $164,000 | 5,758 |
| 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) | $680,000 | 3,140 |
| Available-for-sale securities (fair market value) | $22,377,000 | 3,702 |
| Total debt securities | $23,058,000 | 4,121 |
| 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 | $8,457,000 | 6,633 |
| U.S. Government securities | $7,601,000 | 6,173 |
| U.S. Treasury securities | $496,000 | 1,398 |
| U.S. Government agency obligations | $7,105,000 | 6,161 |
| Securities issued by states & political subdivisions | $656,000 | 5,378 |
| Other domestic debt securities | $200,000 | 2,869 |
| 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 | $200,000 | 2,297 |
| 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 | $7,737,000 | 3,865 |
| Mortgage-backed securities | $174,000 | 6,155 |
| Certificates of participation in pools of residential mortgages | $174,000 | 5,797 |
| Issued or guaranteed by U.S. | $174,000 | 5,773 |
| 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) | $681,000 | 3,191 |
| Available-for-sale securities (fair market value) | $7,776,000 | 6,057 |
| Total debt securities | $8,459,000 | 6,578 |
| 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 | $9,860,000 | 6,373 |
| U.S. Government securities | $8,544,000 | 5,933 |
| U.S. Treasury securities | $499,000 | 1,385 |
| U.S. Government agency obligations | $8,045,000 | 5,899 |
| Securities issued by states & political subdivisions | $1,116,000 | 4,979 |
| Other domestic debt securities | $200,000 | 2,957 |
| 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 | $200,000 | 2,412 |
| 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 | $9,145,000 | 3,535 |
| Mortgage-backed securities | $185,000 | 6,213 |
| Certificates of participation in pools of residential mortgages | $185,000 | 5,827 |
| Issued or guaranteed by U.S. | $185,000 | 5,801 |
| 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) | $681,000 | 3,277 |
| Available-for-sale securities (fair market value) | $9,179,000 | 5,787 |
| Total debt securities | $9,859,000 | 6,316 |
| 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 | $12,386,000 | 5,828 |
| U.S. Government securities | $10,568,000 | 5,430 |
| U.S. Treasury securities | $497,000 | 1,431 |
| U.S. Government agency obligations | $10,071,000 | 5,410 |
| Securities issued by states & political subdivisions | $1,117,000 | 4,991 |
| Other domestic debt securities | $701,000 | 2,366 |
| 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 | $701,000 | 1,892 |
| 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 | $10,023,000 | 3,353 |
| Mortgage-backed securities | $196,000 | 6,234 |
| Certificates of participation in pools of residential mortgages | $196,000 | 5,838 |
| Issued or guaranteed by U.S. | $196,000 | 5,819 |
| 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) | $1,183,000 | 3,011 |
| Available-for-sale securities (fair market value) | $11,203,000 | 5,372 |
| Total debt securities | $12,387,000 | 5,761 |
| 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 | $13,970,000 | 5,582 |
| U.S. Government securities | $12,146,000 | 5,107 |
| U.S. Treasury securities | $496,000 | 1,505 |
| U.S. Government agency obligations | $11,650,000 | 5,076 |
| Securities issued by states & political subdivisions | $1,122,000 | 4,965 |
| Other domestic debt securities | $702,000 | 2,443 |
| 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 | $702,000 | 1,977 |
| 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 | $11,074,000 | 3,176 |
| Mortgage-backed securities | $220,000 | 6,255 |
| Certificates of participation in pools of residential mortgages | $220,000 | 5,860 |
| Issued or guaranteed by U.S. | $220,000 | 5,832 |
| 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) | $1,185,000 | 3,064 |
| Available-for-sale securities (fair market value) | $12,785,000 | 5,096 |
| Total debt securities | $13,970,000 | 5,515 |
| 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 | $14,471,000 | 5,570 |
| U.S. Government securities | $12,667,000 | 5,073 |
| U.S. Treasury securities | $494,000 | 1,624 |
| U.S. Government agency obligations | $12,173,000 | 5,026 |
| Securities issued by states & political subdivisions | $1,100,000 | 5,003 |
| Other domestic debt securities | $704,000 | 2,518 |
| 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 | $704,000 | 2,078 |
| 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 | $12,054,000 | 3,005 |
| Mortgage-backed securities | $235,000 | 6,307 |
| Certificates of participation in pools of residential mortgages | $235,000 | 5,911 |
| Issued or guaranteed by U.S. | $235,000 | 5,890 |
| 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) | $1,188,000 | 3,103 |
| Available-for-sale securities (fair market value) | $13,283,000 | 5,074 |
| Total debt securities | $14,470,000 | 5,501 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $15,369,000 | 5,430 |
| U.S. Government securities | $13,560,000 | 4,903 |
| U.S. Treasury securities | $495,000 | 1,652 |
| U.S. Government agency obligations | $13,065,000 | 4,845 |
| Securities issued by states & political subdivisions | $1,103,000 | 5,028 |
| Other domestic debt securities | $506,000 | 2,729 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $506,000 | 2,309 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $200,000 | 1,745 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,918,000 | 2,848 |
| Mortgage-backed securities | $254,000 | 6,310 |
| Certificates of participation in pools of residential mortgages | $254,000 | 5,908 |
| Issued or guaranteed by U.S. | $254,000 | 5,894 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $991,000 | 3,252 |
| Available-for-sale securities (fair market value) | $14,378,000 | 4,929 |
| Total debt securities | $15,169,000 | 5,402 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $16,830,000 | 5,200 |
| U.S. Government securities | $15,019,000 | 4,617 |
| U.S. Treasury securities | $498,000 | 1,650 |
| U.S. Government agency obligations | $14,521,000 | 4,570 |
| Securities issued by states & political subdivisions | $1,104,000 | 5,062 |
| Other domestic debt securities | $507,000 | 2,780 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $507,000 | 2,377 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $200,000 | 1,752 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,086,000 | 2,639 |
| Mortgage-backed securities | $276,000 | 6,331 |
| Certificates of participation in pools of residential mortgages | $276,000 | 5,910 |
| Issued or guaranteed by U.S. | $276,000 | 5,897 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $994,000 | 3,307 |
| Available-for-sale securities (fair market value) | $15,836,000 | 4,690 |
| Total debt securities | $16,630,000 | 5,163 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $17,575,000 | 5,157 |
| U.S. Government securities | $16,003,000 | 4,499 |
| U.S. Treasury securities | $494,000 | 1,779 |
| U.S. Government agency obligations | $15,509,000 | 4,441 |
| Securities issued by states & political subdivisions | $1,063,000 | 5,101 |
| Other domestic debt securities | $509,000 | 2,875 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $509,000 | 2,476 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,724,000 | 2,830 |
| Mortgage-backed securities | $299,000 | 6,376 |
| Certificates of participation in pools of residential mortgages | $299,000 | 5,945 |
| Issued or guaranteed by U.S. | $299,000 | 5,933 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $998,000 | 3,325 |
| Available-for-sale securities (fair market value) | $16,577,000 | 4,657 |
| Total debt securities | $17,573,000 | 5,082 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $19,093,000 | 4,910 |
| U.S. Government securities | $17,477,000 | 4,211 |
| U.S. Treasury securities | $504,000 | 1,669 |
| U.S. Government agency obligations | $16,973,000 | 4,157 |
| Securities issued by states & political subdivisions | $1,106,000 | 5,061 |
| Other domestic debt securities | $510,000 | 2,977 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $510,000 | 2,561 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,611,000 | 2,817 |
| Mortgage-backed securities | $361,000 | 6,323 |
| Certificates of participation in pools of residential mortgages | $361,000 | 5,877 |
| Issued or guaranteed by U.S. | $361,000 | 5,862 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,002,000 | 3,328 |
| Available-for-sale securities (fair market value) | $18,091,000 | 4,416 |
| Total debt securities | $19,093,000 | 4,836 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $19,579,000 | 4,863 |
| U.S. Government securities | $17,983,000 | 4,194 |
| U.S. Treasury securities | $504,000 | 1,768 |
| U.S. Government agency obligations | $17,479,000 | 4,119 |
| Securities issued by states & political subdivisions | $1,084,000 | 5,131 |
| Other domestic debt securities | $512,000 | 3,036 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $512,000 | 2,700 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,032,000 | 2,988 |
| Mortgage-backed securities | $399,000 | 6,317 |
| Certificates of participation in pools of residential mortgages | $399,000 | 5,880 |
| Issued or guaranteed by U.S. | $399,000 | 5,861 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,006,000 | 3,369 |
| Available-for-sale securities (fair market value) | $18,573,000 | 4,390 |
| Total debt securities | $19,579,000 | 4,788 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $16,452,000 | 5,281 |
| U.S. Government securities | $15,146,000 | 4,526 |
| U.S. Treasury securities | $509,000 | 1,815 |
| U.S. Government agency obligations | $14,637,000 | 4,444 |
| Securities issued by states & political subdivisions | $793,000 | 5,471 |
| Other domestic debt securities | $513,000 | 3,151 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $513,000 | 2,813 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,594,000 | 2,802 |
| Mortgage-backed securities | $451,000 | 6,312 |
| Certificates of participation in pools of residential mortgages | $451,000 | 5,859 |
| Issued or guaranteed by U.S. | $451,000 | 5,835 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $735,000 | 3,634 |
| Available-for-sale securities (fair market value) | $15,717,000 | 4,729 |
| Total debt securities | $16,451,000 | 5,195 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $16,360,000 | 5,249 |
| U.S. Government securities | $14,832,000 | 4,537 |
| U.S. Treasury securities | $516,000 | 1,826 |
| U.S. Government agency obligations | $14,316,000 | 4,480 |
| Securities issued by states & political subdivisions | $1,013,000 | 5,193 |
| Other domestic debt securities | $515,000 | 3,230 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $515,000 | 2,877 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,098,000 | 3,018 |
| Mortgage-backed securities | $545,000 | 6,286 |
| Certificates of participation in pools of residential mortgages | $545,000 | 5,794 |
| Issued or guaranteed by U.S. | $545,000 | 5,772 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $741,000 | 3,659 |
| Available-for-sale securities (fair market value) | $15,619,000 | 4,695 |
| Total debt securities | $16,360,000 | 5,153 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $16,730,000 | 5,199 |
| U.S. Government securities | $15,249,000 | 4,477 |
| U.S. Treasury securities | $521,000 | 1,845 |
| U.S. Government agency obligations | $14,728,000 | 4,413 |
| Securities issued by states & political subdivisions | $965,000 | 5,212 |
| Other domestic debt securities | $516,000 | 3,242 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $516,000 | 2,871 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,071,000 | 2,871 |
| Mortgage-backed securities | $600,000 | 6,252 |
| Certificates of participation in pools of residential mortgages | $600,000 | 5,747 |
| Issued or guaranteed by U.S. | $600,000 | 5,732 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $997,000 | 3,527 |
| Available-for-sale securities (fair market value) | $15,733,000 | 4,648 |
| Total debt securities | $16,731,000 | 5,101 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $15,261,000 | 5,416 |
| U.S. Government securities | $13,787,000 | 4,702 |
| U.S. Treasury securities | $526,000 | 1,936 |
| U.S. Government agency obligations | $13,261,000 | 4,639 |
| Securities issued by states & political subdivisions | $957,000 | 5,229 |
| Other domestic debt securities | $517,000 | 3,268 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $517,000 | 2,887 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,566,000 | 2,962 |
| Mortgage-backed securities | $649,000 | 6,206 |
| Certificates of participation in pools of residential mortgages | $649,000 | 5,678 |
| Issued or guaranteed by U.S. | $649,000 | 5,662 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,003,000 | 3,578 |
| Available-for-sale securities (fair market value) | $14,258,000 | 4,848 |
| Total debt securities | $15,262,000 | 5,320 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $15,258,000 | 5,319 |
| U.S. Government securities | $14,483,000 | 4,472 |
| U.S. Treasury securities | $1,040,000 | 1,841 |
| U.S. Government agency obligations | $13,443,000 | 4,464 |
| Securities issued by states & political subdivisions | $775,000 | 5,528 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,211,000 | 2,600 |
| Mortgage-backed securities | $280,000 | 6,648 |
| Certificates of participation in pools of residential mortgages | $275,000 | 6,085 |
| Issued or guaranteed by U.S. | $275,000 | 6,062 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $5,000 | 4,500 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 4,267 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,157,000 | 3,709 |
| Available-for-sale securities (fair market value) | $14,101,000 | 4,741 |
| Total debt securities | $15,258,000 | 5,227 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $15,769,000 | 5,411 |
| U.S. Government securities | $14,110,000 | 4,742 |
| U.S. Treasury securities | $2,515,000 | 1,698 |
| U.S. Government agency obligations | $11,595,000 | 5,047 |
| Securities issued by states & political subdivisions | $779,000 | 5,649 |
| Other domestic debt securities | $250,000 | 3,327 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 2,907 |
| Foreign debt securities | NA | NA |
| Equity securities | $630,000 | 3,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,598,000 | 2,870 |
| Mortgage-backed securities | $615,000 | 5,956 |
| Certificates of participation in pools of residential mortgages | $433,000 | 5,559 |
| Issued or guaranteed by U.S. | $433,000 | 5,539 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $182,000 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $182,000 | 3,625 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,466,000 | 3,643 |
| Available-for-sale securities (fair market value) | $13,303,000 | 4,946 |
| Total debt securities | $15,139,000 | 5,406 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $21,223,000 | 4,643 |
| U.S. Government securities | $19,353,000 | 3,959 |
| U.S. Treasury securities | $3,739,000 | 1,931 |
| U.S. Government agency obligations | $15,614,000 | 4,176 |
| Securities issued by states & political subdivisions | $995,000 | 5,633 |
| Other domestic debt securities | $249,000 | 3,220 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $249,000 | 2,747 |
| Foreign debt securities | NA | NA |
| Equity securities | $626,000 | 3,259 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,454,000 | 3,046 |
| Mortgage-backed securities | $873,000 | 5,989 |
| Certificates of participation in pools of residential mortgages | $575,000 | 5,624 |
| Issued or guaranteed by U.S. | $575,000 | 5,611 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $298,000 | 3,823 |
| CMOs issued by government agencies or sponsored agencies | $298,000 | 3,651 |
| Privately issued | $0 | 1,450 |
| 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) | $3,688,000 | 3,509 |
| Available-for-sale securities (fair market value) | $17,535,000 | 4,261 |
| Total debt securities | $20,597,000 | 4,631 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $19,434,000 | 4,922 |
| U.S. Government securities | $17,575,000 | 4,295 |
| U.S. Treasury securities | $7,826,000 | 1,621 |
| U.S. Government agency obligations | $9,749,000 | 5,351 |
| Securities issued by states & political subdivisions | $1,013,000 | 5,749 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $846,000 | 2,620 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,994,000 | 3,566 |
| Mortgage-backed securities | $960,000 | 6,154 |
| Certificates of participation in pools of residential mortgages | $601,000 | 5,811 |
| Issued or guaranteed by U.S. | $601,000 | 5,796 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $359,000 | 3,990 |
| CMOs issued by government agencies or sponsored agencies | $359,000 | 3,834 |
| Privately issued | $0 | 1,474 |
| 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) | $4,270,000 | 3,674 |
| Available-for-sale securities (fair market value) | $15,164,000 | 4,622 |
| Total debt securities | $18,588,000 | 4,962 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $22,595,000 | 4,512 |
| U.S. Government securities | $21,121,000 | 3,921 |
| U.S. Treasury securities | $12,281,000 | 1,508 |
| U.S. Government agency obligations | $8,840,000 | 5,653 |
| Securities issued by states & political subdivisions | $828,000 | 6,124 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $646,000 | 3,097 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,404,000 | 3,589 |
| Mortgage-backed securities | $1,297,000 | 6,003 |
| Certificates of participation in pools of residential mortgages | $657,000 | 5,891 |
| Issued or guaranteed by U.S. | $657,000 | 5,872 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $640,000 | 3,805 |
| CMOs issued by government agencies or sponsored agencies | $640,000 | 3,666 |
| Privately issued | $0 | 1,491 |
| 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) | $6,219,000 | 3,733 |
| Available-for-sale securities (fair market value) | $16,376,000 | 4,203 |
| Total debt securities | $21,949,000 | 4,492 |
| Structured notes | ||
| Amortized cost | $550,000 | 1,750 |
| Fair value | $549,000 | 1,753 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $20,196,000 | 5,270 |
| U.S. Government securities | $19,439,000 | 4,538 |
| U.S. Treasury securities | $12,250,000 | 1,856 |
| U.S. Government agency obligations | $7,189,000 | 6,618 |
| Securities issued by states & political subdivisions | $490,000 | 7,093 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $267,000 | 4,748 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,914,000 | 3,836 |
| Mortgage-backed securities | $2,146,000 | 5,772 |
| Certificates of participation in pools of residential mortgages | $899,000 | 5,979 |
| Issued or guaranteed by U.S. | $899,000 | 5,964 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,247,000 | 3,580 |
| CMOs issued by government agencies or sponsored agencies | $1,247,000 | 3,442 |
| Privately issued | $0 | 1,788 |
| 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) | $5,563,000 | 4,453 |
| Available-for-sale securities (fair market value) | $14,633,000 | 4,790 |
| Total debt securities | $19,929,000 | 5,203 |
| Structured notes | ||
| Amortized cost | $550,000 | 2,402 |
| Fair value | $546,000 | 2,406 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $13,003,000 | 7,272 |
| U.S. Government securities | $12,747,000 | 6,347 |
| U.S. Treasury securities | $7,766,000 | 3,339 |
| U.S. Government agency obligations | $4,981,000 | 7,726 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $256,000 | 4,560 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,843,000 | 4,782 |
| Mortgage-backed securities | $2,184,000 | 6,107 |
| Certificates of participation in pools of residential mortgages | $1,165,000 | 5,856 |
| Issued or guaranteed by U.S. | $1,165,000 | 5,819 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,019,000 | 4,185 |
| CMOs issued by government agencies or sponsored agencies | $1,019,000 | 4,021 |
| Privately issued | $0 | 2,213 |
| 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) | $7,046,000 | 4,202 |
| Available-for-sale securities (fair market value) | $5,957,000 | 7,594 |
| Total debt securities | $12,747,000 | 7,216 |
| Structured notes | ||
| Amortized cost | $250,000 | 4,119 |
| Fair value | $250,000 | 4,128 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $11,351,000 | 8,273 |
| U.S. Government securities | $11,095,000 | 7,309 |
| U.S. Treasury securities | $6,943,000 | 4,469 |
| U.S. Government agency obligations | $4,152,000 | 8,263 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $256,000 | 4,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,407,000 | 3,698 |
| Mortgage-backed securities | $2,380,000 | 6,333 |
| Certificates of participation in pools of residential mortgages | $1,273,000 | 6,033 |
| Issued or guaranteed by U.S. | $1,273,000 | 6,007 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $1,107,000 | 4,381 |
| CMOs issued by government agencies or sponsored agencies | $1,107,000 | 4,189 |
| Privately issued | $0 | 2,507 |
| 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) | $7,190,000 | 6,827 |
| Available-for-sale securities (fair market value) | $4,161,000 | 7,355 |
| Total debt securities | $11,095,000 | 8,250 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $13,481,000 | 7,881 |
| U.S. Government securities | $13,416,000 | 6,713 |
| U.S. Treasury securities | $7,384,000 | 4,414 |
| U.S. Government agency obligations | $6,032,000 | 7,305 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $65,000 | 6,322 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,148,000 | 2,716 |
| Mortgage-backed securities | $2,970,000 | 6,455 |
| Certificates of participation in pools of residential mortgages | $1,580,000 | 6,204 |
| Issued or guaranteed by U.S. | $1,580,000 | 6,157 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,390,000 | 4,574 |
| CMOs issued by government agencies or sponsored agencies | $1,390,000 | 4,358 |
| Privately issued | $0 | 2,902 |
| 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) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $13,416,000 | 7,733 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $6,178,000 | 10,960 |
| U.S. Government securities | $6,118,000 | 10,069 |
| U.S. Treasury securities | $2,670,000 | 7,890 |
| U.S. Government agency obligations | $3,448,000 | 9,165 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $60,000 | 6,005 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,813,000 | 4,089 |
| Mortgage-backed securities | $474,000 | 9,856 |
| Certificates of participation in pools of residential mortgages | $474,000 | 8,665 |
| Issued or guaranteed by U.S. | $474,000 | 8,601 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| 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) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $6,118,000 | 10,857 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |