Home > Heritage Bank > Securities
Heritage Bank, Securities
| 2011-06-30 | Rank | |
| Total securities | $29,919,000 | 3,638 |
| U.S. Government securities | $26,905,000 | 3,030 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $26,905,000 | 2,946 |
| Securities issued by states & political subdivisions | $3,014,000 | 4,058 |
| 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 | $2,156,000 | 5,107 |
| Mortgage-backed securities | $1,194,000 | 5,132 |
| Certificates of participation in pools of residential mortgages | $1,194,000 | 4,714 |
| Issued or guaranteed by U.S. | $1,194,000 | 4,706 |
| 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) | $29,919,000 | 3,343 |
| Total debt securities | $29,919,000 | 3,612 |
| Structured notes | ||
| Amortized cost | $1,998,000 | 2,044 |
| Fair value | $2,008,000 | 1,980 |
| 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 | $22,785,000 | 4,237 |
| U.S. Government securities | $19,883,000 | 3,666 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $19,883,000 | 3,560 |
| Securities issued by states & political subdivisions | $2,902,000 | 4,068 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,077,000 | 4,815 |
| Mortgage-backed securities | $1,240,000 | 5,088 |
| Certificates of participation in pools of residential mortgages | $1,240,000 | 4,661 |
| Issued or guaranteed by U.S. | $1,240,000 | 4,653 |
| 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) | $22,785,000 | 3,898 |
| Total debt securities | $22,785,000 | 4,205 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,483 |
| Fair value | $1,011,000 | 2,495 |
| 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 | $22,908,000 | 4,096 |
| U.S. Government securities | $20,238,000 | 3,452 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $20,238,000 | 3,355 |
| Securities issued by states & political subdivisions | $2,670,000 | 4,151 |
| 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 | $3,162,000 | 4,797 |
| Mortgage-backed securities | $1,372,000 | 5,006 |
| Certificates of participation in pools of residential mortgages | $1,372,000 | 4,508 |
| Issued or guaranteed by U.S. | $1,372,000 | 4,503 |
| 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) | $22,908,000 | 3,774 |
| Total debt securities | $22,908,000 | 4,060 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,331 |
| Fair value | $1,012,000 | 2,343 |
| 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 | $21,945,000 | 4,140 |
| U.S. Government securities | $19,894,000 | 3,448 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $19,894,000 | 3,352 |
| Securities issued by states & political subdivisions | $2,051,000 | 4,313 |
| 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 | $3,304,000 | 4,790 |
| Mortgage-backed securities | $1,597,000 | 4,944 |
| Certificates of participation in pools of residential mortgages | $1,597,000 | 4,400 |
| Issued or guaranteed by U.S. | $1,597,000 | 4,393 |
| 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) | $21,945,000 | 3,803 |
| Total debt securities | $21,945,000 | 4,103 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,383 |
| Fair value | $1,017,000 | 2,397 |
| 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 | $24,257,000 | 3,956 |
| U.S. Government securities | $22,222,000 | 3,270 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $22,222,000 | 3,185 |
| Securities issued by states & political subdivisions | $2,035,000 | 4,284 |
| 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 | $5,222,000 | 4,228 |
| Mortgage-backed securities | $1,756,000 | 4,902 |
| Certificates of participation in pools of residential mortgages | $1,756,000 | 4,392 |
| Issued or guaranteed by U.S. | $1,756,000 | 4,384 |
| 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) | $24,257,000 | 3,620 |
| Total debt securities | $24,257,000 | 3,921 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $22,276,000 | 4,187 |
| U.S. Government securities | $21,331,000 | 3,416 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $21,331,000 | 3,332 |
| Securities issued by states & political subdivisions | $945,000 | 4,897 |
| 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 | $4,203,000 | 4,596 |
| Mortgage-backed securities | $1,858,000 | 4,963 |
| Certificates of participation in pools of residential mortgages | $1,858,000 | 4,476 |
| Issued or guaranteed by U.S. | $1,858,000 | 4,467 |
| 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) | $22,276,000 | 3,800 |
| Total debt securities | $22,276,000 | 4,150 |
| 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 | $23,502,000 | 4,034 |
| U.S. Government securities | $23,498,000 | 3,174 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $23,498,000 | 3,101 |
| Securities issued by states & political subdivisions | $4,000 | 5,846 |
| 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 | $3,252,000 | 4,963 |
| Mortgage-backed securities | $3,896,000 | 4,427 |
| Certificates of participation in pools of residential mortgages | $3,896,000 | 3,842 |
| Issued or guaranteed by U.S. | $3,896,000 | 3,835 |
| 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) | $23,502,000 | 3,650 |
| Total debt securities | $23,502,000 | 4,004 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $21,745,000 | 4,234 |
| U.S. Government securities | $21,738,000 | 3,304 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $21,738,000 | 3,233 |
| Securities issued by states & political subdivisions | $7,000 | 5,886 |
| 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 | $3,264,000 | 4,997 |
| Mortgage-backed securities | $2,968,000 | 4,786 |
| Certificates of participation in pools of residential mortgages | $2,968,000 | 4,237 |
| Issued or guaranteed by U.S. | $2,968,000 | 4,230 |
| 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) | $21,745,000 | 3,836 |
| Total debt securities | $21,745,000 | 4,197 |
| 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 | $18,776,000 | 4,578 |
| U.S. Government securities | $18,768,000 | 3,604 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $18,768,000 | 3,534 |
| Securities issued by states & political subdivisions | $8,000 | 5,937 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,144,000 | 5,425 |
| Mortgage-backed securities | $3,059,000 | 4,793 |
| Certificates of participation in pools of residential mortgages | $3,059,000 | 4,280 |
| Issued or guaranteed by U.S. | $3,059,000 | 4,266 |
| 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) | $18,776,000 | 4,139 |
| Total debt securities | $18,776,000 | 4,536 |
| 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 | $19,048,000 | 4,545 |
| U.S. Government securities | $19,022,000 | 3,644 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $19,022,000 | 3,570 |
| Securities issued by states & political subdivisions | $26,000 | 5,875 |
| 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 | $3,145,000 | 5,095 |
| Mortgage-backed securities | $7,140,000 | 3,892 |
| Certificates of participation in pools of residential mortgages | $7,140,000 | 3,254 |
| Issued or guaranteed by U.S. | $7,140,000 | 3,241 |
| 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) | $19,048,000 | 4,091 |
| Total debt securities | $19,048,000 | 4,509 |
| 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 | $7,540,000 | 6,400 |
| U.S. Government securities | $7,514,000 | 5,719 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $7,514,000 | 5,639 |
| Securities issued by states & political subdivisions | $26,000 | 5,845 |
| 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 | $3,174,000 | 5,147 |
| Mortgage-backed securities | $1,356,000 | 5,438 |
| Certificates of participation in pools of residential mortgages | $1,356,000 | 4,995 |
| Issued or guaranteed by U.S. | $1,356,000 | 4,981 |
| 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) | $7,540,000 | 5,853 |
| Total debt securities | $7,540,000 | 6,360 |
| 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 | $7,456,000 | 6,391 |
| U.S. Government securities | $7,412,000 | 5,722 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $7,412,000 | 5,636 |
| Securities issued by states & political subdivisions | $44,000 | 5,843 |
| 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 | $5,405,000 | 4,421 |
| Mortgage-backed securities | $1,352,000 | 5,404 |
| Certificates of participation in pools of residential mortgages | $1,352,000 | 4,977 |
| Issued or guaranteed by U.S. | $1,352,000 | 4,961 |
| 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) | $7,456,000 | 5,829 |
| Total debt securities | $7,456,000 | 6,345 |
| 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 | $6,420,000 | 6,653 |
| U.S. Government securities | $6,376,000 | 6,035 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $6,376,000 | 5,949 |
| Securities issued by states & political subdivisions | $44,000 | 5,899 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,376,000 | 4,147 |
| Mortgage-backed securities | $1,348,000 | 5,420 |
| Certificates of participation in pools of residential mortgages | $1,348,000 | 4,988 |
| Issued or guaranteed by U.S. | $1,348,000 | 4,969 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $6,420,000 | 6,076 |
| Total debt securities | $6,420,000 | 6,593 |
| 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 | $7,648,000 | 6,419 |
| U.S. Government securities | $7,577,000 | 5,726 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $7,577,000 | 5,638 |
| Securities issued by states & political subdivisions | $71,000 | 5,869 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,577,000 | 3,830 |
| Mortgage-backed securities | $464,000 | 5,879 |
| Certificates of participation in pools of residential mortgages | $464,000 | 5,510 |
| Issued or guaranteed by U.S. | $464,000 | 5,481 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $7,648,000 | 5,865 |
| Total debt securities | $7,648,000 | 6,350 |
| 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 | $8,618,000 | 6,301 |
| U.S. Government securities | $8,547,000 | 5,587 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $8,547,000 | 5,485 |
| Securities issued by states & political subdivisions | $71,000 | 5,916 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,502,000 | 3,667 |
| Mortgage-backed securities | $488,000 | 5,733 |
| Certificates of participation in pools of residential mortgages | $488,000 | 5,335 |
| Issued or guaranteed by U.S. | $488,000 | 5,314 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $8,618,000 | 5,709 |
| Total debt securities | $8,618,000 | 6,237 |
| 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 | $10,581,000 | 5,969 |
| U.S. Government securities | $10,484,000 | 5,260 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $10,484,000 | 5,160 |
| Securities issued by states & political subdivisions | $97,000 | 5,913 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,485,000 | 3,521 |
| Mortgage-backed securities | $484,000 | 5,686 |
| Certificates of participation in pools of residential mortgages | $484,000 | 5,260 |
| Issued or guaranteed by U.S. | $484,000 | 5,241 |
| 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) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $10,581,000 | 5,372 |
| Total debt securities | $10,581,000 | 5,911 |
| 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 | $10,496,000 | 6,017 |
| U.S. Government securities | $10,399,000 | 5,305 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $10,399,000 | 5,193 |
| Securities issued by states & political subdivisions | $97,000 | 5,968 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,420,000 | 3,515 |
| Mortgage-backed securities | $518,000 | 5,649 |
| Certificates of participation in pools of residential mortgages | $518,000 | 5,230 |
| Issued or guaranteed by U.S. | $518,000 | 5,212 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $10,496,000 | 5,395 |
| Total debt securities | $10,496,000 | 5,965 |
| 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 | $10,646,000 | 5,994 |
| U.S. Government securities | $10,524,000 | 5,306 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $10,524,000 | 5,186 |
| Securities issued by states & political subdivisions | $122,000 | 5,975 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,525,000 | 3,510 |
| Mortgage-backed securities | $565,000 | 5,620 |
| Certificates of participation in pools of residential mortgages | $565,000 | 5,198 |
| Issued or guaranteed by U.S. | $565,000 | 5,177 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $10,646,000 | 5,358 |
| Total debt securities | $10,646,000 | 5,941 |
| 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 | $11,714,000 | 5,833 |
| U.S. Government securities | $11,592,000 | 5,131 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $11,592,000 | 5,011 |
| Securities issued by states & political subdivisions | $122,000 | 6,019 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,290,000 | 3,363 |
| Mortgage-backed securities | $648,000 | 5,572 |
| Certificates of participation in pools of residential mortgages | $648,000 | 5,129 |
| Issued or guaranteed by U.S. | $648,000 | 5,110 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $11,714,000 | 5,218 |
| Total debt securities | $11,714,000 | 5,780 |
| 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 | $10,776,000 | 6,052 |
| U.S. Government securities | $10,631,000 | 5,378 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $10,631,000 | 5,253 |
| Securities issued by states & political subdivisions | $145,000 | 6,053 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,331,000 | 3,361 |
| Mortgage-backed securities | $673,000 | 5,560 |
| Certificates of participation in pools of residential mortgages | $673,000 | 5,116 |
| Issued or guaranteed by U.S. | $673,000 | 5,092 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $10,776,000 | 5,392 |
| Total debt securities | $10,776,000 | 5,993 |
| 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 | $9,756,000 | 6,280 |
| U.S. Government securities | $9,611,000 | 5,617 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $9,611,000 | 5,490 |
| Securities issued by states & political subdivisions | $145,000 | 6,089 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,398,000 | 3,530 |
| Mortgage-backed securities | $716,000 | 5,553 |
| Certificates of participation in pools of residential mortgages | $716,000 | 5,108 |
| Issued or guaranteed by U.S. | $716,000 | 5,085 |
| 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) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $9,756,000 | 5,596 |
| Total debt securities | $9,756,000 | 6,221 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $9,943,000 | 6,292 |
| U.S. Government securities | $9,774,000 | 5,629 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $9,774,000 | 5,498 |
| Securities issued by states & political subdivisions | $169,000 | 6,072 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,469,000 | 3,505 |
| Mortgage-backed securities | $795,000 | 5,525 |
| Certificates of participation in pools of residential mortgages | $795,000 | 5,058 |
| Issued or guaranteed by U.S. | $795,000 | 5,039 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $9,943,000 | 5,599 |
| Total debt securities | $9,943,000 | 6,230 |
| 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 | $9,368,000 | 6,482 |
| U.S. Government securities | $5,877,000 | 6,691 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $5,877,000 | 6,543 |
| Securities issued by states & political subdivisions | $3,491,000 | 3,627 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,147,000 | 3,752 |
| Mortgage-backed securities | $851,000 | 5,533 |
| Certificates of participation in pools of residential mortgages | $851,000 | 5,049 |
| Issued or guaranteed by U.S. | $851,000 | 5,030 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $9,368,000 | 5,751 |
| Total debt securities | $9,368,000 | 6,421 |
| 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 | $8,011,000 | 6,770 |
| U.S. Government securities | $4,094,000 | 7,253 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $4,094,000 | 7,106 |
| Securities issued by states & political subdivisions | $3,917,000 | 3,445 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,578,000 | 4,129 |
| Mortgage-backed securities | $1,016,000 | 5,444 |
| Certificates of participation in pools of residential mortgages | $1,016,000 | 4,952 |
| Issued or guaranteed by U.S. | $1,016,000 | 4,934 |
| 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) | $12,000 | 4,202 |
| Available-for-sale securities (fair market value) | $7,999,000 | 6,045 |
| Total debt securities | $8,012,000 | 6,711 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $8,128,000 | 6,799 |
| U.S. Government securities | $4,327,000 | 7,219 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $4,327,000 | 7,062 |
| Securities issued by states & political subdivisions | $3,801,000 | 3,481 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,678,000 | 4,374 |
| Mortgage-backed securities | $1,235,000 | 5,372 |
| Certificates of participation in pools of residential mortgages | $1,235,000 | 4,857 |
| Issued or guaranteed by U.S. | $1,235,000 | 4,837 |
| 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) | $12,000 | 4,258 |
| Available-for-sale securities (fair market value) | $8,116,000 | 6,054 |
| Total debt securities | $8,128,000 | 6,740 |
| 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 | $8,639,000 | 6,729 |
| U.S. Government securities | $4,442,000 | 7,255 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,442,000 | 7,085 |
| Securities issued by states & political subdivisions | $4,197,000 | 3,318 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,151,000 | 4,246 |
| Mortgage-backed securities | $1,370,000 | 5,353 |
| Certificates of participation in pools of residential mortgages | $1,370,000 | 4,831 |
| Issued or guaranteed by U.S. | $1,370,000 | 4,818 |
| 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) | $14,000 | 4,326 |
| Available-for-sale securities (fair market value) | $8,625,000 | 5,991 |
| Total debt securities | $8,639,000 | 6,674 |
| 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 | $9,940,000 | 6,481 |
| U.S. Government securities | $5,713,000 | 6,865 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,713,000 | 6,713 |
| Securities issued by states & political subdivisions | $4,227,000 | 3,317 |
| Other domestic debt securities | $0 | 3,573 |
| 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 | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,429,000 | 3,680 |
| Mortgage-backed securities | $386,000 | 6,168 |
| Certificates of participation in pools of residential mortgages | $386,000 | 5,739 |
| Issued or guaranteed by U.S. | $386,000 | 5,722 |
| 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) | $14,000 | 4,389 |
| Available-for-sale securities (fair market value) | $9,926,000 | 5,724 |
| Total debt securities | $9,940,000 | 6,420 |
| 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 | $10,518,000 | 6,386 |
| U.S. Government securities | $6,140,000 | 6,759 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $6,140,000 | 6,605 |
| Securities issued by states & political subdivisions | $4,378,000 | 3,269 |
| Other domestic debt securities | $0 | 3,638 |
| 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 | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,616,000 | 3,621 |
| Mortgage-backed securities | $428,000 | 6,168 |
| Certificates of participation in pools of residential mortgages | $428,000 | 5,718 |
| Issued or guaranteed by U.S. | $428,000 | 5,703 |
| 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) | $28,000 | 4,386 |
| Available-for-sale securities (fair market value) | $10,490,000 | 5,638 |
| Total debt securities | $10,518,000 | 6,315 |
| 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 | $10,874,000 | 6,396 |
| U.S. Government securities | $6,538,000 | 6,725 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $6,538,000 | 6,559 |
| Securities issued by states & political subdivisions | $4,336,000 | 3,288 |
| Other domestic debt securities | $0 | 3,741 |
| 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 | $0 | 3,142 |
| 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 | $8,681,000 | 3,579 |
| Mortgage-backed securities | $428,000 | 6,246 |
| Certificates of participation in pools of residential mortgages | $428,000 | 5,791 |
| Issued or guaranteed by U.S. | $428,000 | 5,778 |
| 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) | $28,000 | 4,438 |
| Available-for-sale securities (fair market value) | $10,846,000 | 5,650 |
| Total debt securities | $10,874,000 | 6,318 |
| 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 | $10,467,000 | 6,470 |
| U.S. Government securities | $6,322,000 | 6,735 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $6,322,000 | 6,574 |
| Securities issued by states & political subdivisions | $4,145,000 | 3,376 |
| Other domestic debt securities | $0 | 3,839 |
| 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 | $0 | 3,226 |
| 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 | $8,403,000 | 3,575 |
| Mortgage-backed securities | $509,000 | 6,177 |
| Certificates of participation in pools of residential mortgages | $509,000 | 5,709 |
| Issued or guaranteed by U.S. | $509,000 | 5,692 |
| 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) | $28,000 | 4,481 |
| Available-for-sale securities (fair market value) | $10,439,000 | 5,736 |
| Total debt securities | $10,467,000 | 6,381 |
| 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 | $13,210,000 | 5,954 |
| U.S. Government securities | $9,065,000 | 6,025 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $9,065,000 | 5,851 |
| Securities issued by states & political subdivisions | $4,145,000 | 3,379 |
| Other domestic debt securities | $0 | 3,890 |
| 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 | $0 | 3,361 |
| 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 | $8,533,000 | 3,471 |
| Mortgage-backed securities | $762,000 | 5,960 |
| Certificates of participation in pools of residential mortgages | $762,000 | 5,482 |
| Issued or guaranteed by U.S. | $762,000 | 5,459 |
| 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) | $28,000 | 4,550 |
| Available-for-sale securities (fair market value) | $13,182,000 | 5,210 |
| Total debt securities | $13,210,000 | 5,862 |
| 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 | $10,628,000 | 6,408 |
| U.S. Government securities | $6,368,000 | 6,673 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $6,368,000 | 6,495 |
| Securities issued by states & political subdivisions | $4,260,000 | 3,332 |
| Other domestic debt securities | $0 | 3,996 |
| 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 | $0 | 3,464 |
| 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 | $5,757,000 | 4,174 |
| Mortgage-backed securities | $926,000 | 5,874 |
| Certificates of participation in pools of residential mortgages | $926,000 | 5,367 |
| Issued or guaranteed by U.S. | $926,000 | 5,342 |
| 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) | $49,000 | 4,524 |
| Available-for-sale securities (fair market value) | $10,579,000 | 5,692 |
| Total debt securities | $10,628,000 | 6,318 |
| 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 | $10,611,000 | 6,334 |
| U.S. Government securities | $6,236,000 | 6,648 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $6,236,000 | 6,465 |
| Securities issued by states & political subdivisions | $4,375,000 | 3,255 |
| Other domestic debt securities | $0 | 4,051 |
| 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 | $0 | 3,493 |
| 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 | $5,513,000 | 4,200 |
| Mortgage-backed securities | $1,087,000 | 5,856 |
| Certificates of participation in pools of residential mortgages | $1,087,000 | 5,262 |
| Issued or guaranteed by U.S. | $1,087,000 | 5,242 |
| 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) | $49,000 | 4,558 |
| Available-for-sale securities (fair market value) | $10,562,000 | 5,611 |
| Total debt securities | $10,611,000 | 6,242 |
| 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 | $10,197,000 | 6,455 |
| U.S. Government securities | $5,574,000 | 6,950 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $5,574,000 | 6,745 |
| Securities issued by states & political subdivisions | $4,623,000 | 3,093 |
| Other domestic debt securities | $0 | 4,116 |
| 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 | $0 | 3,546 |
| 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 | $3,648,000 | 4,981 |
| Mortgage-backed securities | $1,269,000 | 5,752 |
| Certificates of participation in pools of residential mortgages | $1,269,000 | 5,139 |
| Issued or guaranteed by U.S. | $1,269,000 | 5,121 |
| 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) | $49,000 | 4,608 |
| Available-for-sale securities (fair market value) | $10,148,000 | 5,691 |
| Total debt securities | $10,197,000 | 6,360 |
| 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 | $11,132,000 | 6,267 |
| U.S. Government securities | $6,487,000 | 6,655 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $6,487,000 | 6,452 |
| Securities issued by states & political subdivisions | $4,645,000 | 3,046 |
| Other domestic debt securities | $0 | 4,152 |
| 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 | $0 | 3,582 |
| 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 | $4,259,000 | 4,718 |
| Mortgage-backed securities | $1,959,000 | 5,338 |
| Certificates of participation in pools of residential mortgages | $1,566,000 | 4,933 |
| Issued or guaranteed by U.S. | $1,566,000 | 4,917 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $393,000 | 3,727 |
| CMOs issued by government agencies or sponsored agencies | $393,000 | 3,569 |
| 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) | $75,000 | 4,635 |
| Available-for-sale securities (fair market value) | $11,057,000 | 5,496 |
| Total debt securities | $11,132,000 | 6,163 |
| 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 | $15,320,000 | 5,310 |
| U.S. Government securities | $10,761,000 | 5,321 |
| U.S. Treasury securities | $1,005,000 | 2,044 |
| U.S. Government agency obligations | $9,756,000 | 5,342 |
| Securities issued by states & political subdivisions | $4,559,000 | 3,038 |
| 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 | $5,416,000 | 4,254 |
| Mortgage-backed securities | $2,090,000 | 5,200 |
| Certificates of participation in pools of residential mortgages | $1,064,000 | 5,141 |
| Issued or guaranteed by U.S. | $1,064,000 | 5,119 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,026,000 | 3,262 |
| CMOs issued by government agencies or sponsored agencies | $1,026,000 | 3,097 |
| 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) | $137,000 | 4,760 |
| Available-for-sale securities (fair market value) | $15,183,000 | 4,572 |
| Total debt securities | $15,320,000 | 5,221 |
| 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 | $21,574,000 | 4,395 |
| U.S. Government securities | $16,327,000 | 4,249 |
| U.S. Treasury securities | $1,006,000 | 2,641 |
| U.S. Government agency obligations | $15,321,000 | 4,153 |
| Securities issued by states & political subdivisions | $4,623,000 | 2,950 |
| Other domestic debt securities | $0 | 3,998 |
| 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 | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $624,000 | 3,368 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,205,000 | 4,567 |
| Mortgage-backed securities | $1,083,000 | 5,451 |
| Certificates of participation in pools of residential mortgages | $97,000 | 6,408 |
| Issued or guaranteed by U.S. | $97,000 | 6,387 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $986,000 | 2,873 |
| CMOs issued by government agencies or sponsored agencies | $986,000 | 2,719 |
| 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) | $220,000 | 5,251 |
| Available-for-sale securities (fair market value) | $21,354,000 | 3,602 |
| Total debt securities | $20,950,000 | 4,373 |
| 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 | $21,444,000 | 4,609 |
| U.S. Government securities | $18,616,000 | 4,083 |
| U.S. Treasury securities | $1,001,000 | 3,600 |
| U.S. Government agency obligations | $17,615,000 | 3,839 |
| Securities issued by states & political subdivisions | $2,203,000 | 4,468 |
| Other domestic debt securities | $0 | 3,983 |
| 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 | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $625,000 | 3,261 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,189,000 | 5,589 |
| Mortgage-backed securities | $1,053,000 | 5,792 |
| Certificates of participation in pools of residential mortgages | $97,000 | 6,752 |
| Issued or guaranteed by U.S. | $97,000 | 6,734 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $956,000 | 3,083 |
| CMOs issued by government agencies or sponsored agencies | $956,000 | 2,936 |
| 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) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $21,444,000 | 3,690 |
| Total debt securities | $20,819,000 | 4,585 |
| 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 | $17,435,000 | 5,295 |
| U.S. Government securities | $14,453,000 | 4,890 |
| U.S. Treasury securities | $1,601,000 | 4,257 |
| U.S. Government agency obligations | $12,852,000 | 4,528 |
| Securities issued by states & political subdivisions | $2,252,000 | 4,509 |
| Other domestic debt securities | $103,000 | 3,419 |
| Privately issued residential mortgage-backed securities | $103,000 | 1,220 |
| 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 | $0 | 363 |
| Equity securities | $627,000 | 3,129 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,301,000 | 3,191 |
| Mortgage-backed securities | $1,111,000 | 5,982 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,111,000 | 3,144 |
| CMOs issued by government agencies or sponsored agencies | $1,008,000 | 3,098 |
| Privately issued | $103,000 | 1,041 |
| 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 | 6,613 |
| Available-for-sale securities (fair market value) | $17,435,000 | 4,205 |
| Total debt securities | $16,808,000 | 5,282 |
| 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 | $12,547,000 | 6,653 |
| U.S. Government securities | $10,291,000 | 6,376 |
| U.S. Treasury securities | $1,057,000 | 6,207 |
| U.S. Government agency obligations | $9,234,000 | 5,490 |
| Securities issued by states & political subdivisions | $1,129,000 | 5,609 |
| Other domestic debt securities | $104,000 | 3,209 |
| Privately issued residential mortgage-backed securities | $104,000 | 1,228 |
| 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 | $0 | 390 |
| Equity securities | $1,023,000 | 2,284 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,589,000 | 2,998 |
| Mortgage-backed securities | $104,000 | 7,878 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $104,000 | 4,759 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $104,000 | 1,009 |
| 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 | 7,375 |
| Available-for-sale securities (fair market value) | $12,547,000 | 5,025 |
| Total debt securities | $11,524,000 | 6,822 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| 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 | $21,117,000 | 5,116 |
| U.S. Government securities | $17,519,000 | 4,889 |
| U.S. Treasury securities | $1,558,000 | 6,444 |
| U.S. Government agency obligations | $15,961,000 | 3,984 |
| Securities issued by states & political subdivisions | $2,638,000 | 4,228 |
| 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 | $0 | 466 |
| Equity securities | $960,000 | 2,375 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,322,000 | 1,931 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| 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) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $21,117,000 | 3,666 |
| Total debt securities | $20,157,000 | 5,163 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| 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 | $21,258,000 | 5,320 |
| U.S. Government securities | $18,666,000 | 4,912 |
| U.S. Treasury securities | $4,435,000 | 4,962 |
| U.S. Government agency obligations | $14,231,000 | 4,345 |
| Securities issued by states & political subdivisions | $1,690,000 | 5,286 |
| 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 | $0 | 553 |
| Equity securities | $902,000 | 2,326 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,499,000 | 2,291 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| 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) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $21,258,000 | 3,760 |
| Total debt securities | $20,356,000 | 5,380 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| 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 | $10,476,000 | 8,588 |
| U.S. Government securities | $9,336,000 | 8,039 |
| U.S. Treasury securities | $3,253,000 | 6,877 |
| U.S. Government agency obligations | $6,083,000 | 7,104 |
| Securities issued by states & political subdivisions | $541,000 | 7,578 |
| 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 | $599,000 | 2,769 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,482,000 | 4,490 |
| Mortgage-backed securities | $1,554,000 | 7,082 |
| Certificates of participation in pools of residential mortgages | $1,554,000 | 5,682 |
| Issued or guaranteed by U.S. | $1,554,000 | 5,656 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| 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) | $541,000 | 11,049 |
| Available-for-sale securities (fair market value) | $9,935,000 | 4,784 |
| Total debt securities | $9,877,000 | 8,695 |
| 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 | $8,156,000 | 9,817 |
| U.S. Government securities | $7,628,000 | 9,077 |
| U.S. Treasury securities | $3,240,000 | 7,107 |
| U.S. Government agency obligations | $4,388,000 | 8,317 |
| Securities issued by states & political subdivisions | $247,000 | 8,693 |
| Other domestic debt securities | $196,000 | 5,389 |
| 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 | $196,000 | 4,260 |
| Foreign debt securities | NA | NA |
| Equity securities | $85,000 | 5,936 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,202,000 | 3,576 |
| Mortgage-backed securities | $154,000 | 10,106 |
| Certificates of participation in pools of residential mortgages | $154,000 | 9,201 |
| Issued or guaranteed by U.S. | $154,000 | 9,148 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| 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 | $8,071,000 | 9,695 |
| 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 | $7,816,000 | 10,111 |
| U.S. Government securities | $6,936,000 | 9,634 |
| U.S. Treasury securities | $2,587,000 | 7,981 |
| U.S. Government agency obligations | $4,349,000 | 8,445 |
| Securities issued by states & political subdivisions | $597,000 | 7,451 |
| Other domestic debt securities | $196,000 | 6,251 |
| 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 | $196,000 | 4,848 |
| Foreign debt securities | NA | NA |
| Equity securities | $87,000 | 5,421 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,175,000 | 4,395 |
| Mortgage-backed securities | $846,000 | 9,178 |
| Certificates of participation in pools of residential mortgages | $846,000 | 7,816 |
| Issued or guaranteed by U.S. | $846,000 | 7,754 |
| 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 | $7,729,000 | 10,022 |
| 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 |