Home > Heritage Bank > Securities
Heritage Bank, Securities
| 2012-12-31 | Rank | |
| Total securities | $8,441,000 | 5,740 |
| U.S. Government securities | $8,441,000 | 4,940 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $8,441,000 | 4,838 |
| 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 | $0 | 6,039 |
| Mortgage-backed securities | $8,441,000 | 3,517 |
| Certificates of participation in pools of residential mortgages | $4,798,000 | 3,577 |
| Issued or guaranteed by U.S. | $4,798,000 | 3,574 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,794,000 | 2,732 |
| CMOs issued by government agencies or sponsored agencies | $1,794,000 | 2,616 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $1,849,000 | 415 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $1,849,000 | 214 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $8,441,000 | 5,363 |
| Total debt securities | $8,441,000 | 5,708 |
| 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 | $10,066,000 | 5,626 |
| U.S. Government securities | $10,066,000 | 4,781 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $10,066,000 | 4,682 |
| 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 | $4,581,000 | 4,447 |
| Mortgage-backed securities | $10,066,000 | 3,428 |
| Certificates of participation in pools of residential mortgages | $5,125,000 | 3,656 |
| Issued or guaranteed by U.S. | $5,125,000 | 3,655 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $2,551,000 | 2,601 |
| CMOs issued by government agencies or sponsored agencies | $2,551,000 | 2,495 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $2,390,000 | 360 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $2,390,000 | 192 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $10,066,000 | 5,244 |
| Total debt securities | $10,066,000 | 5,597 |
| 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 | $12,489,000 | 5,381 |
| U.S. Government securities | $12,489,000 | 4,500 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $12,489,000 | 4,410 |
| 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 | $5,306,000 | 4,300 |
| Mortgage-backed securities | $12,489,000 | 3,195 |
| Certificates of participation in pools of residential mortgages | $5,483,000 | 3,589 |
| Issued or guaranteed by U.S. | $5,483,000 | 3,587 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,416,000 | 2,418 |
| CMOs issued by government agencies or sponsored agencies | $3,416,000 | 2,304 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $3,590,000 | 292 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $3,590,000 | 164 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $12,489,000 | 4,990 |
| Total debt securities | $12,489,000 | 5,353 |
| 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 | $13,687,000 | 5,284 |
| U.S. Government securities | $13,687,000 | 4,433 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $13,687,000 | 4,338 |
| 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 | $6,182,000 | 4,088 |
| Mortgage-backed securities | $13,687,000 | 3,066 |
| Certificates of participation in pools of residential mortgages | $5,953,000 | 3,498 |
| Issued or guaranteed by U.S. | $5,953,000 | 3,495 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $4,277,000 | 2,265 |
| CMOs issued by government agencies or sponsored agencies | $4,277,000 | 2,158 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $3,457,000 | 269 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $3,457,000 | 151 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $13,687,000 | 4,882 |
| Total debt securities | $13,687,000 | 5,257 |
| 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 | $15,179,000 | 5,075 |
| U.S. Government securities | $15,179,000 | 4,180 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $15,179,000 | 4,092 |
| 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 | $7,469,000 | 3,651 |
| Mortgage-backed securities | $15,179,000 | 2,857 |
| Certificates of participation in pools of residential mortgages | $6,340,000 | 3,336 |
| Issued or guaranteed by U.S. | $6,340,000 | 3,335 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $5,047,000 | 2,112 |
| CMOs issued by government agencies or sponsored agencies | $5,047,000 | 1,935 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $3,792,000 | 206 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $3,792,000 | 116 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $15,179,000 | 4,652 |
| Total debt securities | $15,179,000 | 5,050 |
| 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 | $14,804,000 | 5,090 |
| U.S. Government securities | $14,804,000 | 4,187 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $14,804,000 | 4,092 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,875,000 | 3,384 |
| Mortgage-backed securities | $14,804,000 | 2,837 |
| Certificates of participation in pools of residential mortgages | $6,890,000 | 3,155 |
| Issued or guaranteed by U.S. | $6,890,000 | 3,152 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $2,671,000 | 2,561 |
| CMOs issued by government agencies or sponsored agencies | $2,671,000 | 2,358 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $5,243,000 | 134 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $5,243,000 | 80 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $14,804,000 | 4,679 |
| Total debt securities | $14,804,000 | 5,059 |
| 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 | $16,004,000 | 5,018 |
| U.S. Government securities | $16,004,000 | 4,143 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $16,004,000 | 4,037 |
| 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 | $11,048,000 | 3,046 |
| Mortgage-backed securities | $16,004,000 | 2,685 |
| Certificates of participation in pools of residential mortgages | $6,742,000 | 3,152 |
| Issued or guaranteed by U.S. | $6,742,000 | 3,147 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $2,428,000 | 2,601 |
| CMOs issued by government agencies or sponsored agencies | $2,428,000 | 2,379 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $6,834,000 | 119 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $6,834,000 | 65 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $16,004,000 | 4,593 |
| Total debt securities | $16,003,000 | 4,985 |
| 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 | $18,090,000 | 4,765 |
| U.S. Government securities | $18,090,000 | 3,832 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $18,090,000 | 3,726 |
| 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 | $12,976,000 | 2,797 |
| Mortgage-backed securities | $18,090,000 | 2,452 |
| Certificates of participation in pools of residential mortgages | $6,991,000 | 3,036 |
| Issued or guaranteed by U.S. | $6,991,000 | 3,030 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $2,681,000 | 2,479 |
| CMOs issued by government agencies or sponsored agencies | $2,681,000 | 2,254 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $8,418,000 | 100 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $8,418,000 | 55 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $18,090,000 | 4,363 |
| Total debt securities | $18,089,000 | 4,726 |
| 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 | $19,877,000 | 4,412 |
| U.S. Government securities | $9,551,000 | 4,926 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $9,551,000 | 4,806 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $10,326,000 | 736 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $10,326,000 | 75 |
| 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 | $14,792,000 | 2,577 |
| Mortgage-backed securities | $19,877,000 | 2,238 |
| Certificates of participation in pools of residential mortgages | $6,834,000 | 2,957 |
| Issued or guaranteed by U.S. | $6,834,000 | 2,948 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,717,000 | 2,424 |
| CMOs issued by government agencies or sponsored agencies | $2,717,000 | 2,189 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $10,326,000 | 75 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $10,326,000 | 43 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $19,877,000 | 4,056 |
| Total debt securities | $19,877,000 | 4,380 |
| 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 | $21,265,000 | 4,212 |
| U.S. Government securities | $9,530,000 | 4,927 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $9,530,000 | 4,812 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $11,735,000 | 683 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $11,735,000 | 60 |
| 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 | $18,744,000 | 2,212 |
| Mortgage-backed securities | $21,265,000 | 2,126 |
| Certificates of participation in pools of residential mortgages | $7,359,000 | 2,817 |
| Issued or guaranteed by U.S. | $7,359,000 | 2,809 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,171,000 | 2,530 |
| CMOs issued by government agencies or sponsored agencies | $2,171,000 | 2,282 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $11,735,000 | 60 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $11,735,000 | 39 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $21,265,000 | 3,870 |
| Total debt securities | $21,266,000 | 4,174 |
| 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 | $23,117,000 | 4,054 |
| U.S. Government securities | $8,786,000 | 5,169 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $8,786,000 | 5,056 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $14,331,000 | 611 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $14,331,000 | 52 |
| 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 | $22,207,000 | 2,017 |
| Mortgage-backed securities | $23,117,000 | 2,009 |
| Certificates of participation in pools of residential mortgages | $6,865,000 | 2,939 |
| Issued or guaranteed by U.S. | $6,865,000 | 2,930 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,921,000 | 2,544 |
| CMOs issued by government agencies or sponsored agencies | $1,921,000 | 2,273 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $14,331,000 | 52 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $14,331,000 | 35 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $23,117,000 | 3,713 |
| Total debt securities | $23,117,000 | 4,021 |
| 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 | $28,743,000 | 3,583 |
| U.S. Government securities | $9,670,000 | 5,080 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $9,670,000 | 4,977 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $19,073,000 | 520 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $19,073,000 | 49 |
| 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 | $28,651,000 | 1,717 |
| Mortgage-backed securities | $28,743,000 | 1,774 |
| Certificates of participation in pools of residential mortgages | $7,562,000 | 2,895 |
| Issued or guaranteed by U.S. | $7,562,000 | 2,887 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,108,000 | 2,449 |
| CMOs issued by government agencies or sponsored agencies | $2,108,000 | 2,159 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $19,073,000 | 49 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $19,073,000 | 33 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $28,743,000 | 3,252 |
| Total debt securities | $28,744,000 | 3,553 |
| 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 | $37,146,000 | 3,015 |
| U.S. Government securities | $16,987,000 | 3,858 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $16,987,000 | 3,775 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $20,159,000 | 524 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $20,159,000 | 46 |
| 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 | $33,230,000 | 1,534 |
| Mortgage-backed securities | $37,146,000 | 1,501 |
| Certificates of participation in pools of residential mortgages | $14,714,000 | 2,094 |
| Issued or guaranteed by U.S. | $14,714,000 | 2,087 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,273,000 | 2,378 |
| CMOs issued by government agencies or sponsored agencies | $2,273,000 | 2,071 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $20,159,000 | 46 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $20,159,000 | 31 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $37,146,000 | 2,687 |
| Total debt securities | $37,145,000 | 2,991 |
| 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 | $38,100,000 | 2,965 |
| U.S. Government securities | $18,836,000 | 3,633 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $18,836,000 | 3,562 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $19,264,000 | 583 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $19,264,000 | 51 |
| 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 | $32,906,000 | 1,519 |
| Mortgage-backed securities | $38,100,000 | 1,504 |
| Certificates of participation in pools of residential mortgages | $16,374,000 | 1,999 |
| Issued or guaranteed by U.S. | $16,374,000 | 1,990 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $2,462,000 | 2,330 |
| CMOs issued by government agencies or sponsored agencies | $2,462,000 | 1,992 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $19,264,000 | 51 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $19,264,000 | 36 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $38,100,000 | 2,637 |
| Total debt securities | $38,100,000 | 2,935 |
| 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 | $41,249,000 | 2,722 |
| U.S. Government securities | $21,598,000 | 3,297 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $21,598,000 | 3,230 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $19,651,000 | 605 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $19,651,000 | 54 |
| 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 | $29,352,000 | 1,696 |
| Mortgage-backed securities | $41,249,000 | 1,408 |
| Certificates of participation in pools of residential mortgages | $18,842,000 | 1,856 |
| Issued or guaranteed by U.S. | $18,842,000 | 1,846 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,756,000 | 2,245 |
| CMOs issued by government agencies or sponsored agencies | $2,756,000 | 1,903 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $19,651,000 | 54 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $19,651,000 | 40 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $41,249,000 | 2,410 |
| Total debt securities | $41,249,000 | 2,699 |
| 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 | $53,567,000 | 2,189 |
| U.S. Government securities | $53,567,000 | 1,586 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $53,567,000 | 1,548 |
| 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 | $41,631,000 | 1,279 |
| Mortgage-backed securities | $53,567,000 | 1,162 |
| Certificates of participation in pools of residential mortgages | $32,867,000 | 1,238 |
| Issued or guaranteed by U.S. | $32,867,000 | 1,227 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $20,700,000 | 887 |
| CMOs issued by government agencies or sponsored agencies | $20,700,000 | 678 |
| 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) | $53,567,000 | 1,924 |
| Total debt securities | $53,568,000 | 2,166 |
| 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 | $50,418,000 | 2,298 |
| U.S. Government securities | $50,418,000 | 1,697 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $50,418,000 | 1,672 |
| 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 | $43,966,000 | 1,229 |
| Mortgage-backed securities | $50,418,000 | 1,180 |
| Certificates of participation in pools of residential mortgages | $34,611,000 | 1,140 |
| Issued or guaranteed by U.S. | $34,611,000 | 1,131 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $15,807,000 | 1,002 |
| CMOs issued by government agencies or sponsored agencies | $15,807,000 | 784 |
| 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) | $50,418,000 | 2,021 |
| Total debt securities | $50,417,000 | 2,268 |
| 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 | $19,254,000 | 4,483 |
| U.S. Government securities | $19,254,000 | 3,600 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $19,254,000 | 3,528 |
| 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 | $19,253,000 | 2,325 |
| Mortgage-backed securities | $19,254,000 | 2,304 |
| Certificates of participation in pools of residential mortgages | $14,412,000 | 2,128 |
| Issued or guaranteed by U.S. | $14,412,000 | 2,118 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $4,842,000 | 1,748 |
| CMOs issued by government agencies or sponsored agencies | $4,842,000 | 1,439 |
| 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) | $19,254,000 | 4,001 |
| Total debt securities | $19,254,000 | 4,448 |
| 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 | $19,660,000 | 4,498 |
| U.S. Government securities | $19,660,000 | 3,585 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $19,660,000 | 3,517 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| 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 | $19,660,000 | 2,269 |
| Mortgage-backed securities | $19,660,000 | 2,271 |
| Certificates of participation in pools of residential mortgages | $14,848,000 | 2,075 |
| Issued or guaranteed by U.S. | $14,848,000 | 2,064 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $4,812,000 | 1,749 |
| CMOs issued by government agencies or sponsored agencies | $4,812,000 | 1,450 |
| 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) | $19,660,000 | 4,032 |
| Total debt securities | $19,660,000 | 4,447 |
| 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 | $10,470,000 | 5,849 |
| U.S. Government securities | $10,470,000 | 5,040 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $10,470,000 | 4,941 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| 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 | $10,470,000 | 3,283 |
| Mortgage-backed securities | $10,470,000 | 3,127 |
| Certificates of participation in pools of residential mortgages | $8,033,000 | 2,850 |
| Issued or guaranteed by U.S. | $8,033,000 | 2,839 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,437,000 | 2,202 |
| CMOs issued by government agencies or sponsored agencies | $2,437,000 | 1,885 |
| 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) | $10,470,000 | 5,318 |
| Total debt securities | $10,470,000 | 5,777 |
| 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 | $0 | 8,234 |
| U.S. Government securities | $0 | 8,104 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $0 | 8,029 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| 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 | $0 | 6,689 |
| Mortgage-backed securities | $0 | 6,642 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| 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) | $0 | 7,657 |
| Total debt securities | $0 | 8,190 |
| 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 | $0 | 8,282 |
| U.S. Government securities | $0 | 8,160 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $0 | 8,083 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| 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 | $0 | 6,710 |
| Mortgage-backed securities | $0 | 6,625 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| 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) | $0 | 7,682 |
| Total debt securities | $0 | 8,239 |
| 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 | $0 | 8,331 |
| U.S. Government securities | $0 | 8,206 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $0 | 8,127 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| 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 | $0 | 6,778 |
| Mortgage-backed securities | $0 | 6,667 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| 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) | $0 | 7,721 |
| Total debt securities | $0 | 8,291 |
| 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 | $0 | 8,365 |
| U.S. Government securities | $0 | 8,244 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $0 | 8,164 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| 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 | $0 | 6,814 |
| Mortgage-backed securities | $0 | 6,691 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| 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) | $0 | 7,742 |
| Total debt securities | $0 | 8,320 |
| 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 | $0 | 8,416 |
| U.S. Government securities | $0 | 8,295 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $0 | 8,217 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| 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 | $0 | 6,854 |
| Mortgage-backed securities | $0 | 6,730 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $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) | $0 | 7,796 |
| Total debt securities | $0 | 8,369 |
| 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 | $0 | 8,496 |
| U.S. Government securities | $0 | 8,377 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $0 | 8,301 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| 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 | $0 | 6,913 |
| Mortgage-backed securities | $0 | 6,779 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $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) | $0 | 7,856 |
| Total debt securities | $0 | 8,450 |
| 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 |