Home > Heritage First Bank > Securities
Heritage First Bank, Securities
| 2011-09-30 | Rank | |
| Total securities | $3,444,000 | 6,683 |
| U.S. Government securities | $2,727,000 | 6,386 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $2,727,000 | 6,278 |
| Securities issued by states & political subdivisions | $589,000 | 5,204 |
| Other domestic debt securities | $128,000 | 2,687 |
| Privately issued residential mortgage-backed securities | $128,000 | 1,158 |
| 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 | $3,444,000 | 4,654 |
| Mortgage-backed securities | $2,678,000 | 4,699 |
| Certificates of participation in pools of residential mortgages | $2,550,000 | 4,217 |
| Issued or guaranteed by U.S. | $2,550,000 | 4,202 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $128,000 | 3,642 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $128,000 | 1,096 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $1,006,000 | 2,118 |
| Available-for-sale securities (fair market value) | $2,438,000 | 6,371 |
| Total debt securities | $3,444,000 | 6,648 |
| 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 | $3,518,000 | 6,763 |
| U.S. Government securities | $2,770,000 | 6,489 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $2,770,000 | 6,381 |
| Securities issued by states & political subdivisions | $609,000 | 5,170 |
| Other domestic debt securities | $139,000 | 2,634 |
| Privately issued residential mortgage-backed securities | $139,000 | 1,172 |
| 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 | $3,518,000 | 4,667 |
| Mortgage-backed securities | $2,455,000 | 4,743 |
| Certificates of participation in pools of residential mortgages | $2,316,000 | 4,272 |
| Issued or guaranteed by U.S. | $2,316,000 | 4,260 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $139,000 | 3,627 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $139,000 | 1,115 |
| 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) | $1,111,000 | 2,092 |
| Available-for-sale securities (fair market value) | $2,407,000 | 6,458 |
| Total debt securities | $3,518,000 | 6,729 |
| 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 | $3,660,000 | 6,781 |
| U.S. Government securities | $2,904,000 | 6,498 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $2,904,000 | 6,379 |
| Securities issued by states & political subdivisions | $609,000 | 5,180 |
| Other domestic debt securities | $147,000 | 2,683 |
| Privately issued residential mortgage-backed securities | $147,000 | 1,197 |
| 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 | $3,556,000 | 4,653 |
| Mortgage-backed securities | $2,594,000 | 4,657 |
| Certificates of participation in pools of residential mortgages | $2,447,000 | 4,180 |
| Issued or guaranteed by U.S. | $2,447,000 | 4,170 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $147,000 | 3,582 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $147,000 | 1,141 |
| 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) | $1,224,000 | 2,071 |
| Available-for-sale securities (fair market value) | $2,436,000 | 6,491 |
| Total debt securities | $3,660,000 | 6,744 |
| 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 | $3,674,000 | 6,768 |
| U.S. Government securities | $2,756,000 | 6,469 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $2,756,000 | 6,344 |
| Securities issued by states & political subdivisions | $759,000 | 5,095 |
| Other domestic debt securities | $159,000 | 2,818 |
| Privately issued residential mortgage-backed securities | $159,000 | 1,245 |
| 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 | $3,571,000 | 4,652 |
| Mortgage-backed securities | $2,456,000 | 4,634 |
| Certificates of participation in pools of residential mortgages | $2,297,000 | 4,131 |
| Issued or guaranteed by U.S. | $2,297,000 | 4,123 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $159,000 | 3,559 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $159,000 | 1,186 |
| 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) | $1,338,000 | 2,052 |
| Available-for-sale securities (fair market value) | $2,336,000 | 6,514 |
| Total debt securities | $3,674,000 | 6,737 |
| 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 | $3,787,000 | 6,790 |
| U.S. Government securities | $2,724,000 | 6,519 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $2,724,000 | 6,391 |
| Securities issued by states & political subdivisions | $870,000 | 4,956 |
| Other domestic debt securities | $193,000 | 2,870 |
| Privately issued residential mortgage-backed securities | $193,000 | 1,294 |
| 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 | $3,577,000 | 4,706 |
| Mortgage-backed securities | $2,455,000 | 4,648 |
| Certificates of participation in pools of residential mortgages | $2,262,000 | 4,136 |
| Issued or guaranteed by U.S. | $2,262,000 | 4,127 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $193,000 | 3,519 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $193,000 | 1,236 |
| 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) | $1,488,000 | 2,057 |
| Available-for-sale securities (fair market value) | $2,299,000 | 6,549 |
| Total debt securities | $3,787,000 | 6,755 |
| 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 | $4,095,000 | 6,811 |
| U.S. Government securities | $2,856,000 | 6,609 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $2,856,000 | 6,491 |
| Securities issued by states & political subdivisions | $1,017,000 | 4,830 |
| Other domestic debt securities | $222,000 | 2,821 |
| Privately issued residential mortgage-backed securities | $222,000 | 1,312 |
| 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 | $3,030,000 | 4,946 |
| Mortgage-backed securities | $2,616,000 | 4,622 |
| Certificates of participation in pools of residential mortgages | $2,394,000 | 4,135 |
| Issued or guaranteed by U.S. | $2,394,000 | 4,126 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $222,000 | 3,408 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $222,000 | 1,257 |
| 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) | $1,625,000 | 2,093 |
| Available-for-sale securities (fair market value) | $2,470,000 | 6,585 |
| Total debt securities | $4,095,000 | 6,767 |
| 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 | $4,239,000 | 6,856 |
| U.S. Government securities | $2,991,000 | 6,673 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $2,991,000 | 6,567 |
| Securities issued by states & political subdivisions | $1,018,000 | 4,833 |
| Other domestic debt securities | $230,000 | 2,872 |
| Privately issued residential mortgage-backed securities | $230,000 | 1,351 |
| 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 | $3,624,000 | 4,802 |
| Mortgage-backed securities | $2,466,000 | 4,760 |
| Certificates of participation in pools of residential mortgages | $2,236,000 | 4,314 |
| Issued or guaranteed by U.S. | $2,236,000 | 4,308 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $230,000 | 3,400 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $230,000 | 1,297 |
| 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) | $1,770,000 | 2,087 |
| Available-for-sale securities (fair market value) | $2,469,000 | 6,659 |
| Total debt securities | $4,239,000 | 6,815 |
| 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 | $3,998,000 | 6,934 |
| U.S. Government securities | $2,719,000 | 6,741 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $2,719,000 | 6,644 |
| Securities issued by states & political subdivisions | $1,014,000 | 4,879 |
| Other domestic debt securities | $265,000 | 2,893 |
| Privately issued residential mortgage-backed securities | $265,000 | 1,372 |
| 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 | $3,785,000 | 4,779 |
| Mortgage-backed securities | $2,232,000 | 4,902 |
| Certificates of participation in pools of residential mortgages | $1,967,000 | 4,514 |
| Issued or guaranteed by U.S. | $1,967,000 | 4,507 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $265,000 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $265,000 | 1,313 |
| 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) | $1,923,000 | 2,078 |
| Available-for-sale securities (fair market value) | $2,075,000 | 6,769 |
| Total debt securities | $3,998,000 | 6,893 |
| 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 | $4,092,000 | 6,957 |
| U.S. Government securities | $2,667,000 | 6,812 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $2,667,000 | 6,716 |
| Securities issued by states & political subdivisions | $1,148,000 | 4,825 |
| Other domestic debt securities | $277,000 | 2,983 |
| Privately issued residential mortgage-backed securities | $277,000 | 1,418 |
| 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 | $3,780,000 | 4,799 |
| Mortgage-backed securities | $2,370,000 | 4,949 |
| Certificates of participation in pools of residential mortgages | $2,093,000 | 4,561 |
| Issued or guaranteed by U.S. | $2,093,000 | 4,553 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $277,000 | 3,381 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $277,000 | 1,355 |
| 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) | $2,043,000 | 2,123 |
| Available-for-sale securities (fair market value) | $2,049,000 | 6,829 |
| Total debt securities | $4,092,000 | 6,919 |
| 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 | $4,228,000 | 6,947 |
| U.S. Government securities | $2,742,000 | 6,840 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $2,742,000 | 6,744 |
| Securities issued by states & political subdivisions | $1,179,000 | 4,803 |
| Other domestic debt securities | $307,000 | 3,013 |
| Privately issued residential mortgage-backed securities | $307,000 | 1,423 |
| 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 | $3,725,000 | 4,837 |
| Mortgage-backed securities | $2,582,000 | 4,927 |
| Certificates of participation in pools of residential mortgages | $2,275,000 | 4,544 |
| Issued or guaranteed by U.S. | $2,275,000 | 4,532 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $307,000 | 3,353 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $307,000 | 1,357 |
| 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) | $2,245,000 | 2,087 |
| Available-for-sale securities (fair market value) | $1,983,000 | 6,903 |
| Total debt securities | $4,228,000 | 6,908 |
| 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 | $4,017,000 | 7,050 |
| U.S. Government securities | $2,498,000 | 7,007 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $2,498,000 | 6,917 |
| Securities issued by states & political subdivisions | $1,192,000 | 4,710 |
| Other domestic debt securities | $327,000 | 2,926 |
| Privately issued residential mortgage-backed securities | $327,000 | 1,433 |
| 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 | $3,754,000 | 4,895 |
| Mortgage-backed securities | $2,825,000 | 4,945 |
| Certificates of participation in pools of residential mortgages | $2,498,000 | 4,563 |
| Issued or guaranteed by U.S. | $2,498,000 | 4,552 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $327,000 | 3,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $327,000 | 1,373 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,460,000 | 2,059 |
| Available-for-sale securities (fair market value) | $1,557,000 | 7,029 |
| Total debt securities | $4,007,000 | 7,011 |
| 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 | $4,189,000 | 7,085 |
| U.S. Government securities | $2,657,000 | 7,084 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $2,657,000 | 6,993 |
| Securities issued by states & political subdivisions | $1,174,000 | 4,689 |
| Other domestic debt securities | $358,000 | 2,843 |
| Privately issued residential mortgage-backed securities | $358,000 | 1,368 |
| 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 | $4,188,000 | 4,796 |
| Mortgage-backed securities | $3,015,000 | 4,856 |
| Certificates of participation in pools of residential mortgages | $2,657,000 | 4,482 |
| Issued or guaranteed by U.S. | $2,657,000 | 4,470 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $358,000 | 3,287 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $358,000 | 1,308 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,638,000 | 2,029 |
| Available-for-sale securities (fair market value) | $1,551,000 | 7,065 |
| Total debt securities | $4,188,000 | 7,044 |
| 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 | $4,840,000 | 6,955 |
| U.S. Government securities | $3,252,000 | 6,922 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $3,252,000 | 6,822 |
| Securities issued by states & political subdivisions | $1,223,000 | 4,648 |
| Other domestic debt securities | $365,000 | 2,802 |
| Privately issued residential mortgage-backed securities | $365,000 | 1,347 |
| 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 | $3,965,000 | 4,877 |
| Mortgage-backed securities | $3,116,000 | 4,751 |
| Certificates of participation in pools of residential mortgages | $2,751,000 | 4,373 |
| Issued or guaranteed by U.S. | $2,751,000 | 4,361 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $365,000 | 3,222 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $365,000 | 1,287 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,740,000 | 2,028 |
| Available-for-sale securities (fair market value) | $2,100,000 | 6,979 |
| Total debt securities | $4,839,000 | 6,914 |
| 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 | $5,002,000 | 6,990 |
| U.S. Government securities | $3,381,000 | 6,946 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $3,381,000 | 6,843 |
| Securities issued by states & political subdivisions | $1,245,000 | 4,664 |
| Other domestic debt securities | $376,000 | 2,770 |
| Privately issued residential mortgage-backed securities | $376,000 | 1,324 |
| 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 | $1,898,000 | 5,695 |
| Mortgage-backed securities | $3,257,000 | 4,710 |
| Certificates of participation in pools of residential mortgages | $2,881,000 | 4,326 |
| Issued or guaranteed by U.S. | $2,881,000 | 4,310 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $376,000 | 3,225 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $376,000 | 1,259 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,876,000 | 1,999 |
| Available-for-sale securities (fair market value) | $2,126,000 | 7,022 |
| Total debt securities | $5,002,000 | 6,931 |
| 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 | $5,710,000 | 6,846 |
| U.S. Government securities | $4,060,000 | 6,756 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $4,060,000 | 6,649 |
| Securities issued by states & political subdivisions | $1,261,000 | 4,671 |
| Other domestic debt securities | $389,000 | 2,700 |
| Privately issued residential mortgage-backed securities | $389,000 | 1,300 |
| 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 | $2,075,000 | 5,570 |
| Mortgage-backed securities | $3,446,000 | 4,556 |
| Certificates of participation in pools of residential mortgages | $3,057,000 | 4,159 |
| Issued or guaranteed by U.S. | $3,057,000 | 4,144 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $389,000 | 3,201 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $389,000 | 1,234 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,531,000 | 1,886 |
| Available-for-sale securities (fair market value) | $2,179,000 | 7,037 |
| Total debt securities | $5,710,000 | 6,778 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,489 |
| Fair value | $500,000 | 1,593 |
| 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 | $8,314,000 | 6,365 |
| U.S. Government securities | $6,580,000 | 6,125 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $6,580,000 | 6,016 |
| Securities issued by states & political subdivisions | $1,333,000 | 4,646 |
| Other domestic debt securities | $401,000 | 2,518 |
| Privately issued residential mortgage-backed securities | $401,000 | 1,192 |
| 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 | $2,453,000 | 5,475 |
| Mortgage-backed securities | $3,582,000 | 4,275 |
| Certificates of participation in pools of residential mortgages | $3,181,000 | 3,835 |
| Issued or guaranteed by U.S. | $3,181,000 | 3,820 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $401,000 | 3,096 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $401,000 | 1,134 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,410,000 | 1,649 |
| Available-for-sale securities (fair market value) | $2,904,000 | 6,930 |
| Total debt securities | $8,314,000 | 6,304 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,500 |
| Fair value | $1,000,000 | 1,579 |
| 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 | $8,424,000 | 6,397 |
| U.S. Government securities | $6,690,000 | 6,174 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $6,690,000 | 6,067 |
| Securities issued by states & political subdivisions | $1,325,000 | 4,647 |
| Other domestic debt securities | $409,000 | 2,462 |
| Privately issued residential mortgage-backed securities | $409,000 | 1,149 |
| 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 | $2,313,000 | 5,540 |
| Mortgage-backed securities | $3,712,000 | 4,075 |
| Certificates of participation in pools of residential mortgages | $3,303,000 | 3,624 |
| Issued or guaranteed by U.S. | $3,303,000 | 3,606 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $409,000 | 3,047 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $409,000 | 1,092 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,040,000 | 1,743 |
| Available-for-sale securities (fair market value) | $3,384,000 | 6,845 |
| Total debt securities | $8,426,000 | 6,337 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,697 |
| Fair value | $991,000 | 1,885 |
| 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 | $9,036,000 | 6,292 |
| U.S. Government securities | $7,290,000 | 6,027 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $7,290,000 | 5,915 |
| Securities issued by states & political subdivisions | $1,316,000 | 4,662 |
| Other domestic debt securities | $430,000 | 2,400 |
| Privately issued residential mortgage-backed securities | $430,000 | 1,096 |
| 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 | $2,304,000 | 5,591 |
| Mortgage-backed securities | $3,865,000 | 3,975 |
| Certificates of participation in pools of residential mortgages | $3,435,000 | 3,533 |
| Issued or guaranteed by U.S. | $3,435,000 | 3,518 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $430,000 | 3,003 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $430,000 | 1,033 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,684,000 | 1,672 |
| Available-for-sale securities (fair market value) | $3,352,000 | 6,884 |
| Total debt securities | $9,030,000 | 6,234 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,520 |
| Fair value | $1,466,000 | 1,594 |
| 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 | $9,284,000 | 6,282 |
| U.S. Government securities | $7,496,000 | 6,022 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $7,496,000 | 5,906 |
| Securities issued by states & political subdivisions | $1,334,000 | 4,679 |
| Other domestic debt securities | $454,000 | 2,400 |
| Privately issued residential mortgage-backed securities | $454,000 | 1,056 |
| 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 | $2,356,000 | 5,584 |
| Mortgage-backed securities | $4,074,000 | 3,901 |
| Certificates of participation in pools of residential mortgages | $3,620,000 | 3,434 |
| Issued or guaranteed by U.S. | $3,620,000 | 3,415 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $454,000 | 2,948 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $454,000 | 991 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,862,000 | 1,678 |
| Available-for-sale securities (fair market value) | $3,422,000 | 6,886 |
| Total debt securities | $9,286,000 | 6,221 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,599 |
| Fair value | $1,479,000 | 1,676 |
| 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 | $9,521,000 | 6,271 |
| U.S. Government securities | $7,647,000 | 6,028 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $7,647,000 | 5,904 |
| Securities issued by states & political subdivisions | $1,408,000 | 4,655 |
| Other domestic debt securities | $466,000 | 2,419 |
| Privately issued residential mortgage-backed securities | $466,000 | 1,030 |
| 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 | $2,440,000 | 5,563 |
| Mortgage-backed securities | $4,240,000 | 3,851 |
| Certificates of participation in pools of residential mortgages | $3,774,000 | 3,397 |
| Issued or guaranteed by U.S. | $3,774,000 | 3,383 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $466,000 | 2,912 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $466,000 | 969 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,014,000 | 1,703 |
| Available-for-sale securities (fair market value) | $3,507,000 | 6,885 |
| Total debt securities | $9,520,000 | 6,210 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,699 |
| Fair value | $1,474,000 | 1,772 |
| 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 | $9,779,000 | 6,263 |
| U.S. Government securities | $7,795,000 | 6,053 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $7,795,000 | 5,927 |
| Securities issued by states & political subdivisions | $1,507,000 | 4,612 |
| Other domestic debt securities | $477,000 | 2,447 |
| Privately issued residential mortgage-backed securities | $477,000 | 1,003 |
| 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 | $1,961,000 | 5,853 |
| Mortgage-backed securities | $4,404,000 | 3,800 |
| Certificates of participation in pools of residential mortgages | $3,927,000 | 3,360 |
| Issued or guaranteed by U.S. | $3,927,000 | 3,343 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $477,000 | 2,869 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $477,000 | 934 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,164,000 | 1,736 |
| Available-for-sale securities (fair market value) | $3,615,000 | 6,930 |
| Total debt securities | $9,779,000 | 6,201 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,775 |
| Fair value | $1,468,000 | 1,862 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $8,939,000 | 6,468 |
| U.S. Government securities | $6,943,000 | 6,297 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $6,943,000 | 6,164 |
| Securities issued by states & political subdivisions | $1,489,000 | 4,644 |
| Other domestic debt securities | $507,000 | 2,320 |
| Privately issued residential mortgage-backed securities | $507,000 | 968 |
| 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 | $1,934,000 | 5,897 |
| Mortgage-backed securities | $4,092,000 | 3,878 |
| Certificates of participation in pools of residential mortgages | $3,585,000 | 3,460 |
| Issued or guaranteed by U.S. | $3,585,000 | 3,447 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $507,000 | 2,825 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $507,000 | 906 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,341,000 | 1,730 |
| Available-for-sale securities (fair market value) | $2,598,000 | 7,183 |
| Total debt securities | $8,938,000 | 6,404 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,838 |
| Fair value | $1,439,000 | 1,925 |
| 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 | $9,136,000 | 6,493 |
| U.S. Government securities | $7,128,000 | 6,300 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $7,128,000 | 6,153 |
| Securities issued by states & political subdivisions | $1,502,000 | 4,659 |
| Other domestic debt securities | $506,000 | 2,396 |
| Privately issued residential mortgage-backed securities | $506,000 | 958 |
| 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 | $1,804,000 | 5,945 |
| Mortgage-backed securities | $4,261,000 | 3,848 |
| Certificates of participation in pools of residential mortgages | $3,755,000 | 3,435 |
| Issued or guaranteed by U.S. | $3,755,000 | 3,421 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $506,000 | 2,826 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $506,000 | 898 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,509,000 | 1,720 |
| Available-for-sale securities (fair market value) | $2,627,000 | 7,215 |
| Total debt securities | $9,135,000 | 6,431 |
| 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 | $9,328,000 | 6,492 |
| U.S. Government securities | $7,304,000 | 6,259 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $7,304,000 | 6,122 |
| Securities issued by states & political subdivisions | $1,502,000 | 4,683 |
| Other domestic debt securities | $522,000 | 2,457 |
| Privately issued residential mortgage-backed securities | $522,000 | 914 |
| 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 | $1,809,000 | 5,959 |
| Mortgage-backed securities | $4,438,000 | 3,831 |
| Certificates of participation in pools of residential mortgages | $3,916,000 | 3,394 |
| Issued or guaranteed by U.S. | $3,916,000 | 3,381 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $522,000 | 2,812 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $522,000 | 852 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,693,000 | 1,729 |
| Available-for-sale securities (fair market value) | $2,635,000 | 7,266 |
| Total debt securities | $9,328,000 | 6,429 |
| 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 | $8,401,000 | 6,673 |
| U.S. Government securities | $6,242,000 | 6,569 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $6,242,000 | 6,431 |
| Securities issued by states & political subdivisions | $1,620,000 | 4,607 |
| Other domestic debt securities | $539,000 | 2,483 |
| Privately issued residential mortgage-backed securities | $539,000 | 893 |
| 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 | $1,920,000 | 5,919 |
| Mortgage-backed securities | $3,894,000 | 4,057 |
| Certificates of participation in pools of residential mortgages | $3,355,000 | 3,650 |
| Issued or guaranteed by U.S. | $3,355,000 | 3,637 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $539,000 | 2,826 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $539,000 | 832 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,754,000 | 1,631 |
| Available-for-sale securities (fair market value) | $647,000 | 7,775 |
| Total debt securities | $8,401,000 | 6,619 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $11,794,000 | 6,001 |
| U.S. Government securities | $10,120,000 | 5,574 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $10,120,000 | 5,433 |
| Securities issued by states & political subdivisions | $1,574,000 | 4,616 |
| 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 | $100,000 | 1,791 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,082,000 | 5,300 |
| Mortgage-backed securities | $0 | 7,037 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,574,000 | 2,888 |
| Available-for-sale securities (fair market value) | $10,220,000 | 5,592 |
| Total debt securities | $11,694,000 | 5,959 |
| 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 | $11,884,000 | 6,072 |
| U.S. Government securities | $10,161,000 | 5,632 |
| U.S. Treasury securities | $199,000 | 1,829 |
| U.S. Government agency obligations | $9,962,000 | 5,531 |
| Securities issued by states & political subdivisions | $1,624,000 | 4,609 |
| 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 | $99,000 | 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 | $3,048,000 | 5,370 |
| Mortgage-backed securities | $0 | 7,121 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,624,000 | 2,899 |
| Available-for-sale securities (fair market value) | $10,260,000 | 5,653 |
| Total debt securities | $11,785,000 | 6,027 |
| 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 | $12,222,000 | 6,025 |
| U.S. Government securities | $10,364,000 | 5,615 |
| U.S. Treasury securities | $199,000 | 1,839 |
| U.S. Government agency obligations | $10,165,000 | 5,494 |
| Securities issued by states & political subdivisions | $1,758,000 | 4,528 |
| 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 | $100,000 | 1,862 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,064,000 | 5,379 |
| Mortgage-backed securities | $0 | 7,171 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| 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) | $1,758,000 | 2,879 |
| Available-for-sale securities (fair market value) | $10,464,000 | 5,615 |
| Total debt securities | $12,122,000 | 5,973 |
| 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 | $11,489,000 | 6,204 |
| U.S. Government securities | $9,406,000 | 5,836 |
| U.S. Treasury securities | $199,000 | 1,864 |
| U.S. Government agency obligations | $9,207,000 | 5,724 |
| Securities issued by states & political subdivisions | $1,983,000 | 4,374 |
| 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 | $100,000 | 1,889 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,136,000 | 5,349 |
| Mortgage-backed securities | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| 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) | $1,983,000 | 2,842 |
| Available-for-sale securities (fair market value) | $9,506,000 | 5,854 |
| Total debt securities | $11,389,000 | 6,151 |
| 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 | $8,617,000 | 6,877 |
| U.S. Government securities | $6,535,000 | 6,728 |
| U.S. Treasury securities | $199,000 | 1,982 |
| U.S. Government agency obligations | $6,336,000 | 6,626 |
| Securities issued by states & political subdivisions | $1,983,000 | 4,378 |
| 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 | $99,000 | 1,946 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,995,000 | 5,424 |
| Mortgage-backed securities | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| 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) | $1,983,000 | 2,839 |
| Available-for-sale securities (fair market value) | $6,634,000 | 6,534 |
| Total debt securities | $8,518,000 | 6,821 |
| 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 | $7,313,000 | 7,183 |
| U.S. Government securities | $5,229,000 | 7,099 |
| U.S. Treasury securities | $200,000 | 1,959 |
| U.S. Government agency obligations | $5,029,000 | 6,995 |
| Securities issued by states & political subdivisions | $1,983,000 | 4,366 |
| 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 | $101,000 | 1,958 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,732,000 | 6,057 |
| Mortgage-backed securities | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,983,000 | 2,841 |
| Available-for-sale securities (fair market value) | $5,330,000 | 6,864 |
| Total debt securities | $7,212,000 | 7,117 |
| 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 | $5,899,000 | 7,608 |
| U.S. Government securities | $3,701,000 | 7,654 |
| U.S. Treasury securities | $199,000 | 2,113 |
| U.S. Government agency obligations | $3,502,000 | 7,529 |
| Securities issued by states & political subdivisions | $2,097,000 | 4,331 |
| 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 | $101,000 | 1,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,121,000 | 5,250 |
| Mortgage-backed securities | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| 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) | $2,097,000 | 2,810 |
| Available-for-sale securities (fair market value) | $3,802,000 | 7,285 |
| Total debt securities | $5,798,000 | 7,545 |
| 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 | $5,409,000 | 7,682 |
| U.S. Government securities | $3,210,000 | 7,742 |
| U.S. Treasury securities | $199,000 | 2,172 |
| U.S. Government agency obligations | $3,011,000 | 7,646 |
| Securities issued by states & political subdivisions | $2,097,000 | 4,345 |
| 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 | $102,000 | 2,051 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,716,000 | 5,435 |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| 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) | $2,097,000 | 2,847 |
| Available-for-sale securities (fair market value) | $3,312,000 | 7,376 |
| Total debt securities | $5,307,000 | 7,612 |
| 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 | $4,088,000 | 8,011 |
| U.S. Government securities | $1,755,000 | 8,303 |
| U.S. Treasury securities | $201,000 | 2,184 |
| U.S. Government agency obligations | $1,554,000 | 8,217 |
| Securities issued by states & political subdivisions | $2,231,000 | 4,223 |
| Other domestic debt securities | $102,000 | 3,779 |
| 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 | $102,000 | 3,351 |
| 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 | $2,754,000 | 5,406 |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| 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) | $2,231,000 | 2,803 |
| Available-for-sale securities (fair market value) | $1,857,000 | 7,802 |
| Total debt securities | $4,088,000 | 7,920 |
| 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 | $3,849,000 | 8,134 |
| U.S. Government securities | $1,514,000 | 8,468 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $1,514,000 | 8,296 |
| Securities issued by states & political subdivisions | $2,231,000 | 4,164 |
| 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 | $104,000 | 2,049 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,512,000 | 5,573 |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| 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) | $2,231,000 | 2,852 |
| Available-for-sale securities (fair market value) | $1,618,000 | 7,894 |
| Total debt securities | $3,745,000 | 8,077 |
| 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 | $3,617,000 | 8,238 |
| U.S. Government securities | $1,527,000 | 8,510 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $1,527,000 | 8,344 |
| Securities issued by states & political subdivisions | $1,985,000 | 4,312 |
| 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 | $105,000 | 2,059 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,159,000 | 5,773 |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,985,000 | 3,034 |
| Available-for-sale securities (fair market value) | $1,632,000 | 7,924 |
| Total debt securities | $3,512,000 | 8,192 |
| 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 | $4,923,000 | 7,958 |
| U.S. Government securities | $3,012,000 | 8,067 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $3,012,000 | 7,843 |
| Securities issued by states & political subdivisions | $1,809,000 | 4,466 |
| 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 | $102,000 | 1,998 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,771,000 | 6,114 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,809,000 | 3,309 |
| Available-for-sale securities (fair market value) | $3,114,000 | 7,570 |
| Total debt securities | $4,821,000 | 7,883 |
| 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 | $6,853,000 | 7,718 |
| U.S. Government securities | $4,800,000 | 7,843 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $4,800,000 | 7,510 |
| Securities issued by states & political subdivisions | $1,952,000 | 4,437 |
| 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 | NA | NA |
| Equity securities | $101,000 | 6,788 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,464,000 | 4,896 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| 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) | $1,952,000 | 3,883 |
| Available-for-sale securities (fair market value) | $4,901,000 | 7,277 |
| Total debt securities | $6,752,000 | 7,638 |
| 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 | $7,300,000 | 7,889 |
| U.S. Government securities | $5,007,000 | 8,034 |
| U.S. Treasury securities | $502,000 | 4,326 |
| U.S. Government agency obligations | $4,505,000 | 7,753 |
| Securities issued by states & political subdivisions | $2,196,000 | 4,476 |
| 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 | NA | NA |
| Equity securities | $97,000 | 6,785 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,259,000 | 6,927 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| 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) | $2,196,000 | 4,131 |
| Available-for-sale securities (fair market value) | $5,104,000 | 7,388 |
| Total debt securities | $7,203,000 | 7,804 |
| 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 | $3,604,000 | 9,265 |
| U.S. Government securities | $1,012,000 | 9,826 |
| U.S. Treasury securities | $522,000 | 5,757 |
| U.S. Government agency obligations | $490,000 | 9,619 |
| Securities issued by states & political subdivisions | $2,389,000 | 4,424 |
| Other domestic debt securities | $100,000 | 3,452 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,868 |
| Foreign debt securities | NA | NA |
| Equity securities | $103,000 | 6,455 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $804,000 | 7,398 |
| Mortgage-backed securities | $0 | 8,139 |
| 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 | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,489,000 | 4,460 |
| Available-for-sale securities (fair market value) | $1,115,000 | 8,824 |
| Total debt securities | $3,501,000 | 9,182 |
| 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 | $6,370,000 | 8,685 |
| U.S. Government securities | $3,810,000 | 9,171 |
| U.S. Treasury securities | $512,000 | 7,054 |
| U.S. Government agency obligations | $3,298,000 | 8,220 |
| Securities issued by states & political subdivisions | $2,356,000 | 4,300 |
| Other domestic debt securities | $99,000 | 3,334 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $99,000 | 2,671 |
| Foreign debt securities | NA | NA |
| Equity securities | $105,000 | 6,342 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $783,000 | 7,814 |
| Mortgage-backed securities | $0 | 8,506 |
| 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 | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,455,000 | 5,336 |
| Available-for-sale securities (fair market value) | $3,915,000 | 7,958 |
| Total debt securities | $6,265,000 | 8,595 |
| 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 | $5,474,000 | 9,581 |
| U.S. Government securities | $2,787,000 | 10,256 |
| U.S. Treasury securities | $507,000 | 7,961 |
| U.S. Government agency obligations | $2,280,000 | 9,284 |
| Securities issued by states & political subdivisions | $2,484,000 | 4,359 |
| Other domestic debt securities | $99,000 | 3,858 |
| 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 | $99,000 | 2,986 |
| Foreign debt securities | NA | NA |
| Equity securities | $104,000 | 6,302 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $807,000 | 8,135 |
| 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) | $2,583,000 | 5,898 |
| Available-for-sale securities (fair market value) | $2,891,000 | 8,649 |
| Total debt securities | $5,370,000 | 9,503 |
| 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 | $3,971,000 | 10,640 |
| U.S. Government securities | $1,279,000 | 11,374 |
| U.S. Treasury securities | $1,206,000 | 8,132 |
| U.S. Government agency obligations | $73,000 | 11,171 |
| Securities issued by states & political subdivisions | $2,487,000 | 4,399 |
| Other domestic debt securities | $98,000 | 4,517 |
| 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 | $98,000 | 3,567 |
| Foreign debt securities | NA | NA |
| Equity securities | $107,000 | 6,085 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $534,000 | 8,748 |
| Mortgage-backed securities | $73,000 | 9,143 |
| Certificates of participation in pools of residential mortgages | $73,000 | 8,448 |
| Issued or guaranteed by U.S. | $73,000 | 8,413 |
| 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) | $2,585,000 | 6,265 |
| Available-for-sale securities (fair market value) | $1,386,000 | 9,735 |
| Total debt securities | $3,864,000 | 10,581 |
| 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 | $5,716,000 | 10,518 |
| U.S. Government securities | $3,182,000 | 11,136 |
| U.S. Treasury securities | $2,914,000 | 7,259 |
| U.S. Government agency obligations | $268,000 | 11,497 |
| Securities issued by states & political subdivisions | $2,338,000 | 4,792 |
| Other domestic debt securities | $98,000 | 5,128 |
| 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 | $98,000 | 4,101 |
| Foreign debt securities | NA | NA |
| Equity securities | $98,000 | 6,012 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $275,000 | 9,701 |
| Mortgage-backed securities | $75,000 | 9,706 |
| Certificates of participation in pools of residential mortgages | $75,000 | 8,942 |
| Issued or guaranteed by U.S. | $75,000 | 8,913 |
| 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) | $2,436,000 | 9,704 |
| Available-for-sale securities (fair market value) | $3,280,000 | 7,932 |
| Total debt securities | $5,618,000 | 10,446 |
| 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 | $5,815,000 | 10,887 |
| U.S. Government securities | $3,269,000 | 11,497 |
| U.S. Treasury securities | $2,941,000 | 7,469 |
| U.S. Government agency obligations | $328,000 | 11,843 |
| Securities issued by states & political subdivisions | $2,336,000 | 4,916 |
| Other domestic debt securities | $98,000 | 5,891 |
| 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 | $98,000 | 4,661 |
| Foreign debt securities | NA | NA |
| Equity securities | $112,000 | 5,484 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $273,000 | 10,064 |
| Mortgage-backed securities | $128,000 | 10,179 |
| Certificates of participation in pools of residential mortgages | $128,000 | 9,296 |
| Issued or guaranteed by U.S. | $128,000 | 9,245 |
| 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 | $5,703,000 | 10,795 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $6,837,000 | 10,613 |
| U.S. Government securities | $4,791,000 | 10,932 |
| U.S. Treasury securities | $4,347,000 | 6,269 |
| U.S. Government agency obligations | $444,000 | 12,199 |
| Securities issued by states & political subdivisions | $1,836,000 | 5,234 |
| Other domestic debt securities | $97,000 | 6,797 |
| 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 | $97,000 | 5,315 |
| Foreign debt securities | NA | NA |
| Equity securities | $113,000 | 4,906 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $274,000 | 10,322 |
| Mortgage-backed securities | $189,000 | 10,519 |
| Certificates of participation in pools of residential mortgages | $189,000 | 9,502 |
| Issued or guaranteed by U.S. | $189,000 | 9,429 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $6,530,000 | 10,663 |
| 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 |